Arcano Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	JKM	24.600	-	-	NN	WW	-	-	Alkoqihl	3fEx	-	185	3tIg+185	-	767.00000
G	ZIJ	87.200	-	-	SSS-	JJJ-	-	-	Ixlykxfa	3fSr	-	340	3xKe+340	-	769.00000
H	LFF	220.000	-	-	XXX	NNN	-	-	Umichqmi	3iPi	-	126	3lOh+126	-	282.00000
W	OSG	61.000	-	-	Y-	M-	-	-	Fbsbyrzf	3xRm	-	897	3tEx+815	-	72.00000
R	JLB	63.800	-	-	G	G	-	-	Hlfesmyb	3lXa	-	260	3eHg+260	-	516.00000
Y	YTN	97.770	-	-	BB-	WW-	-	-	Fwqsfyqw	3lMd	-	550	3hOy+536	-	46.00000
Wtv	VKQ	17.900	-	-	NH	FZ	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144N/Ijc Y; U: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144J/Nfw W; R: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144J/Zrj X; G: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144P/Jzq K; Y: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144X/Cqk P; W: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144F/Tvb K; Wtv: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144X/Qdg O;

Risk Retention

AZ/ZI - Kqs

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 18, 2005

WAL Test Period (YRS)

WAL Test Period End Date

Apr 4, 2014