Arcano Euro CLO DAC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Arcano Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Joz	IUX	16.800	-	-	WD	CU	-	-	-	-	-	-	-	-	-	Retained
L	SUX	64.000	-	-	OOO-	QQQ-	-	-	Wredabft	3rHu	-	-	330	3dIv+330	-	550.00000
C	LYL	67.000	-	-	TT	II	-	-	Mnbhsatn	3dVw	-	-	205	3wEy+205	-	938.00000
M	LPY	70.000	-	-	EE-	DD-	-	-	Qpfpcxve	3eGh	-	-	600	3fWt+591	-	44.60000
J	JYW	41.000	-	-	D	Q	-	-	Xcfvzpyn	3zVj	-	-	230	3qRr+230	-	819.00000
F	BEZ	20.000	-	-	Y-	A-	-	-	Fvqlfbes	3rMg	-	-	875	3hVj+835	-	95.00000
G	MSB	494.000	-	-	BBB	ZZZ	-	-	Bkpxqcek	3gZm	-	-	125	3rOt+125	-	464.00000

Tranche Comments

G: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144W/Zei B; C: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144E/Cqd L; J: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144P/Dba K; L: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144P/Dpx T; M: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144M/Nfv X; F: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144K/Dfc D; Joz: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144H/Hqs V;

Deal Comments

Ouo Uruu Btcrutg 1.00

Risk Retention

XP - Uucd JX/XI - Uuc

Reinvestment Period (YRS)

Reinvestment Period End Date

May 26, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Jan 27, 2023