Arcano Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	VCO	206.000	-	-	OOO	MMM	-	-	Qvohauna	3iXa	-	126	3wRe+126	-	109.00000
U	QGS	93.590	-	-	SS-	FF-	-	-	Nzcvtpdv	3lBp	-	550	3dPx+536	-	79.00000
U	AWE	49.200	-	-	PP	HH	-	-	Lzelbunm	3bEq	-	185	3xTv+185	-	707.00000
J	BBB	43.000	-	-	S-	P-	-	-	Wqlqweig	3dWw	-	897	3mHq+815	-	77.00000
Ggz	WLU	22.200	-	-	ZX	MZ	-	-	-	-	-	-	-	-	Retained
R	BTN	45.500	-	-	FFF-	III-	-	-	Xfxlautx	3mPa	-	340	3jAx+340	-	105.00000
R	EQU	57.100	-	-	T	G	-	-	Ekfdwdlr	3jSe	-	260	3lDc+260	-	614.00000

Tranche Comments

M: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144B/Zre X; U: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144E/Idc S; R: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144K/Gbl Y; R: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144P/Rls J; U: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144P/Xdp C; J: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144G/Qcx F; Ggz: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144R/Ywd R;

Risk Retention

DB/BK - Bok

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 29, 1999

WAL Test Period (YRS)

WAL Test Period End Date

May 19, 2020