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
P	FXO	70.000	-	-	CC	HH	-	-	Lxfvmprt	3rDr	-	-	205	3vXo+205	-	729.00000
E	FWF	93.000	-	-	VVV-	KKK-	-	-	Txivcsdi	3mUr	-	-	330	3yIe+330	-	523.00000
S	PFK	36.000	-	-	V-	X-	-	-	Kjoqtoms	3jDl	-	-	875	3mHv+835	-	56.00000
Gtu	GVQ	61.600	-	-	OE	QI	-	-	-	-	-	-	-	-	-	Retained
U	DKR	702.000	-	-	JJJ	PPP	-	-	Fpbymbzp	3oKq	-	-	125	3zFv+125	-	913.00000
N	ZEM	27.000	-	-	W	N	-	-	Auirxmji	3xGf	-	-	230	3xTw+230	-	930.00000
O	YQL	72.000	-	-	QQ-	LL-	-	-	Mwzjjakc	3bQo	-	-	600	3bIt+591	-	66.90000

Tranche Comments

U: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144A/Rxb S; P: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144M/Rxi C; N: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144C/Pwj J; E: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144C/Qfj W; O: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144P/Pya I; S: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144E/Uww B; Gtu: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144A/Xmv N;

Deal Comments

Sov Agww Pazoozl 1.00

Risk Retention

RA - Qiln ZR/RO - Qil

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 28, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Aug 23, 2017