Arcano Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	EIA	50.300	-	-	Y	C	-	-	Uqmdztdy	3sOy	-	260	3iEk+260	-	880.00000
N	BFN	49.700	-	-	RR	KK	-	-	Ccwxfyqe	3cGh	-	185	3jFs+185	-	935.00000
E	YNM	41.000	-	-	C-	R-	-	-	Nuciktiz	3tQy	-	897	3iWv+815	-	44.00000
X	APU	372.000	-	-	RRR	JJJ	-	-	Osymtpil	3dIl	-	126	3eZe+126	-	610.00000
M	SMX	69.600	-	-	EEE-	III-	-	-	Pmwbxzwf	3aPo	-	340	3rWr+340	-	165.00000
Vfl	SOV	99.800	-	-	PF	UL	-	-	-	-	-	-	-	-	Retained
G	WIS	63.380	-	-	AA-	TT-	-	-	Guvqklol	3gSu	-	550	3iEm+536	-	34.00000

Tranche Comments

X: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144L/Etk Q; N: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144L/Hsj P; E: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144W/Zix H; M: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144P/Iyr M; G: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144P/Xvt F; E: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144T/Dbd E; Vfl: First Pay: 2025-10-25; Redemption: 2027-04-24; Registration: 144P/Cbc E;

Risk Retention

WZ/ZF - Vec

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 17, 2020

WAL Test Period (YRS)

WAL Test Period End Date

Jul 22, 2022