Arcano Euro CLO DAC (ARCN) I

Arcano Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	BMW	11.140	-	-	MM-	PP-	-	-	Irohwwlq	3eJo	-	550	3fZl+536	-	95.00000
Z	TTB	77.900	-	-	A	C	-	-	Phxxxnfn	3pCn	-	260	3pVk+260	-	434.00000
B	XQA	21.100	-	-	FF	EE	-	-	Qjhcbjsa	3nOj	-	185	3tFf+185	-	492.00000
G	GNO	782.000	-	-	RRR	XXX	-	-	Cqymmjqc	3oUs	-	126	3pUl+126	-	235.00000
Qxj	VSX	94.300	-	-	JX	YS	-	-	-	-	-	-	-	-	Retained
L	GYI	39.200	-	-	JJJ-	GGG-	-	-	Izqcebuk	3aBv	-	340	3fCz+340	-	281.00000
H	WJW	10.000	-	-	F-	J-	-	-	Fserwwdc	3oGa	-	897	3lAs+815	-	71.00000

Tranche Comments

G: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144K/Krz A; B: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144H/Eiv D; Z: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144Q/Tdb B; L: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144O/Ynv G; H: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144I/Urq X; H: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144H/Kip T; Qxj: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144L/Bjy I;

Risk Retention

LO/OR - Hii

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 17, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Oct 21, 2006