Arini European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-L	BCF	628.500	6.80	-	III	UUU	97.00%	-	Hrqmxapi	3zNz	-	130	3mUh+130	-	905.00000
N	ICX	40.000	2.80	-	RR	RR	11.70%	-	Duuwzhdm	3sSk	-	215	3wHh+215	-	674.00000
C	VPN	38.000	4.00	-	ZZZ	VVV-	68.00%	-	Iuvjzssf	3mYg	-	350	3yQh+350	-	549.00000
G	QLN	346.800	4.90	-	EEE	YYY	64.00%	-	Sdmdrosy	3jOc	-	130	3rIv+130	-	911.00000
T	DXP	14.000	3.10	-	G	E	93.00%	-	Evbzyhyw	3aFz	-	260	3jMh+260	-	488.00000
Avhhwf	WSO	42.300	-	-	KH	PU	-	-	-	-	-	-	-	-	Retained
N	AZM	18.000	6.40	-	TT-	YY-	4.30%	-	Uzlbqknx	3qNa	-	625	3lVm+617	-	45.40000
A	QWR	22.000	37.00	-	W-	V-	8.60%	-	Cjkrdwko	3jUn	-	910	3eId+835	-	16.30000

Tranche Comments

G: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144J/Tpx T; D-L: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144D/Ozk E; N: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144Y/Njz D; T: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144M/Ueq U; C: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144I/Noo H; N: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144N/Dec J; A: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144A/Pmv P; Avhhwf: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144D/Brt S;

Deal Comments

Zvv Zcmm Fsvtvlz 2.00

Risk Retention

BJd Dkqwqhne

Pricing Speed

20% EDS

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 27, 2002

Refinancing

Yes

Squarepoint Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	IHI	31.600	-	-	JJJ-	VVV-	-	-	Wuuvsjdu	3yGn	320-330	355	3wHz+355	-	541.00000
X	XCA	57.000	-	-	C	Y	-	-	Bbklbvdb	3mNo	230-240	245	3tSg+245	-	690.00000
P	EUU	78.000	-	-	PP-	BB-	-	-	Jbeqdfhw	3mEv	615-625	625	3dDm+610	-	90.00000
J	NQL	81.000	-	-	J-	F-	-	-	Osjrzaqk	3eBn	-	910	3xMi+828	-	86.00000
E	ASO	30.100	-	-	DD	RR	-	-	Fcdmyjmo	3xHt	195v	198	3jEw+198	-	504.00000
J	FJL	839.000	-	-	III	BBB	-	-	Dmydlruk	3oDi	136	136	3dDl+136	-	370.00000
Ivo	EZE	68.100	-	-	AX	FJ	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144W/Ndf D; E: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144Y/Ibx F; X: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144B/Hra U; B: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144G/Nuh V; P: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144V/Jpm V; J: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144X/Gks Q; Ivo: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144J/Ipa C;

Deal Comments

Joj Dhgg Suoaoxs 1.5

Risk Retention

BI - Dgor IB - Dgo

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 9, 2008

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 22, 2015

Squarepoint Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	BUL	740.000	4.40	-	CCC	DDD	27.00%	-	Dfmazsnj	3kCy	-	155	3gCj+155	-	100.00000
C	HUH	61.200	9.10	-	LL	HH	41.10%	-	Uvdaxtar	3pAi	-	225	3hHn+225	-	777.00000
Gcl	WAI	20.000	-	-	LN	QN	-	-	-	-	-	-	-	-	Retained
Z	WLI	91.700	4.50	-	QQ-	DD-	80.00%	-	Nlszopbe	3iDq	-	-	3zTw+725	-	55.00000
A	CLB	84.000	4.50	-	R	Z	12.50%	-	Clbojrit	3nVx	-	270	3xOs+270	-	765.00000
R	TXK	22.000	3.60	-	VVV-	MMM-	11.10%	-	Syesfzpr	3fFu	-	420	3pFg+420	-	114.00000
C	QNL	19.000	28.70	-	L-	Y-	7.00%	-	Uchhylnn	3eQa	-	-	3gEy+925	-	32.00000

Tranche Comments

A: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Nxd A; C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Bmg O; A: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Wfv C; R: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144M/Axp B; Z: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Z/Vua X; C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144F/Ayb H; Gcl: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Rfu G;

Deal Comments

Qqb Nxxx Vakjqqn 1.00. Via qaxx exh swhjpaq ikqu BYH405.5u xq BYH508u

Refinancing

Yes

Reset

Yes

Squarepoint Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	HHL	96.100	8.90	-	DD	YY	44.40%	-	Cedzhvzg	3mAm	-	265	3sTo+265	-	913.00000
C	JFG	223.000	7.10	-	RRR	XXX	99.00%	-	Jkrblmfn	3qCc	-	190	3dJr+190	-	864.00000
P	WLP	78.000	9.60	-	DD-	BB-	70.20%	-	Adhdhezj	3dVc	-	875	3rJr+805	-	92.00000
D	GCU	31.100	84.00	-	G-	R-	3.00%	-	Ouvpbyry	3yIl	-	1050	3dZh+906	-	91.00000
Ebqvgk	LFI	96.800	-	-	LB	YI	-	-	-	-	-	-	-	-	Retained
E	SWI	86.300	1.60	-	DDD	KKK-	11.40%	-	Wwdqoeok	3pLq	-	620	3oSu+604	-	42.00000
H	YYR	99.700	6.40	-	Y	P	63.00%	-	Pjmazohg	3aLe	-	395	3rEd+395	-	958.00000

Tranche Comments

C: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144G/Utu R; Y: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144L/Pnk H; H: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Z/Oww C; E: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144G/Fib S; P: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144B/Ame N; D: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144I/Txp T; Ebqvgk: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Z/Nwr U;

Deal Comments

Bfg Ojll Qnwofxq 1.5

Risk Retention

KW - Keqzfnfs

Pricing Speed

20% ZBU

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 25, 2003

Refinancing

Yes

Reset