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
Znu	OOI	23.600	-	-	AA	FA	-	-	-	-	-	-	-	-	-	Retained
C	GGZ	81.000	-	-	T	E	-	-	Vwbjlyry	3tGt	-	-	230	3wAw+230	-	291.00000
P	GAZ	36.000	-	-	VVV-	III-	-	-	Orwlouqp	3dRa	-	-	330	3xLw+330	-	168.00000
P	QPV	14.000	-	-	H-	Z-	-	-	Cufefzwo	3dCs	-	-	875	3rKx+835	-	54.00000
M	BAP	51.000	-	-	NN-	LL-	-	-	Bqryesja	3bTa	-	-	600	3pPc+591	-	37.60000
V	SMN	47.000	-	-	RR	OO	-	-	Clykycso	3vRz	-	-	205	3tXd+205	-	268.00000
R	IZW	435.000	-	-	AAA	LLL	-	-	Vhwmbopa	3bCf	-	-	125	3dVt+125	-	866.00000

Tranche Comments

R: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144Z/Obx J; V: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144X/Qpw S; C: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144K/Btp T; P: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144T/Iuk G; M: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144K/Eot L; P: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144K/Iar J; Znu: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144I/Hzq P;

Deal Comments

Tsm Syyy Ugjgsjk 1.00

Risk Retention

NL - Uuqi RN/NV - Uuq

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 22, 2020

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Aug 20, 2023