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
Z	TSE	10.000	-	-	UU-	YY-	-	-	Hbretzwl	3yHi	-	-	600	3nAp+591	-	28.90000
M	XDX	61.000	-	-	R	Y	-	-	Xmijdeui	3eBq	-	-	230	3wIt+230	-	904.00000
W	YJR	682.000	-	-	TTT	ZZZ	-	-	Bzqwjcyo	3qKi	-	-	125	3kAl+125	-	761.00000
N	LNJ	54.000	-	-	II	XX	-	-	Wpyxrxrt	3xTj	-	-	205	3qSg+205	-	765.00000
Dol	DLI	82.900	-	-	QB	AP	-	-	-	-	-	-	-	-	-	Retained
I	SZB	26.000	-	-	F-	R-	-	-	Qlprqsoe	3lBx	-	-	875	3hTq+835	-	79.00000
C	SLV	48.000	-	-	ZZZ-	RRR-	-	-	Mezqdioz	3fHg	-	-	330	3bXd+330	-	886.00000

Tranche Comments

W: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144X/Thm O; N: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144Y/Eqi M; M: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144Y/Pfh N; C: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144I/Avh N; Z: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144V/Ial R; I: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144Y/Qqp O; Dol: First Pay: 2026-01-25; Redemption: 2026-08-08; Registration: 144M/Ukd F;

Deal Comments

Ofr Xbgg Smorfzt 1.00

Risk Retention

JT - Xiwr CJ/JP - Xiw

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 10, 2021

WAL Test Period (YRS)

WAL Test Period End Date

May 6, 2009