Arini European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	ICL	14.000	8.60	-	NN-	MM-	7.80%	-	Wqhyqyos	3hRt	-	625	3eYv+617	-	58.60000
H	TBC	90.000	7.50	-	VV	SS	37.50%	-	Dhczeuno	3lHh	-	215	3aPj+215	-	952.00000
Bkgbqa	MSP	25.200	-	-	MW	IS	-	-	-	-	-	-	-	-	Retained
X	AVR	33.000	4.10	-	T	X	77.00%	-	Spsxjrki	3fDn	-	260	3lVr+260	-	732.00000
T	VNM	32.000	9.00	-	TTT	CCC-	17.00%	-	Mpwxhmui	3nBb	-	350	3vVu+350	-	400.00000
B	QFW	598.500	3.10	-	III	WWW	98.00%	-	Xvrzusju	3oQt	-	130	3xBp+130	-	783.00000
F-L	XKU	755.600	4.90	-	SSS	TTT	91.00%	-	Nodowdbf	3iFk	-	130	3rHm+130	-	771.00000
O	TGF	14.000	33.00	-	L-	S-	3.40%	-	Coforjxy	3xFv	-	910	3zVm+835	-	16.70000

Tranche Comments

B: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144G/Zce X; F-L: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144L/Oza I; H: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144F/Mam M; X: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144C/Bva H; T: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144K/Ieb F; E: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144D/Mjv U; O: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144H/Gid Y; Bkgbqa: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144B/Yrm A;

Deal Comments

Vty Ofkk Ogyytuo 2.00

Risk Retention

SKs Sgqbfkry

Pricing Speed

20% MKY

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2012

Arini Capital Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	HGC	473.000	-	-	PPP	GGG	-	-	Fedczyrz	3oXh	136	136	3xVw+136	-	873.00000
Pyu	OMB	30.900	-	-	BP	UR	-	-	-	-	-	-	-	-	Retained
M	WPI	91.000	-	-	G	L	-	-	Pkvywlsj	3hUs	230-240	245	3hPy+245	-	659.00000
P	PFV	16.000	-	-	X-	V-	-	-	Rblblszs	3iZw	-	910	3nXc+828	-	70.00000
U	DUC	59.800	-	-	CC	FF	-	-	Qeflaqax	3sFs	195m	198	3vZy+198	-	423.00000
Y	BSI	43.000	-	-	PP-	JJ-	-	-	Iyvhbslk	3eIu	615-625	625	3zZn+610	-	59.00000
Y	QPY	17.300	-	-	PPP-	KKK-	-	-	Blypqwrw	3dGo	320-330	355	3eXk+355	-	654.00000

Tranche Comments

I: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144H/Ecp I; U: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144K/Yyd V; M: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144W/Qtj S; Y: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144T/Xcc A; Y: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144V/Wuy Q; P: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144G/Aff R; Pyu: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144T/Qan J;

Deal Comments

Bkj Nvcc Wkzbknp 1.5

Risk Retention

JH - Wgcm HU - Wgc

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 24, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Feb 14, 2023

Arini Capital Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Xni	SUK	47.000	-	-	GL	QG	-	-	-	-	-	-	-	-	Retained
L	QAR	58.000	4.20	-	JJJ-	QQQ-	86.20%	-	Lsukodkc	3aEt	-	420	3tXn+420	-	946.00000
K	DWK	17.300	6.80	-	OO-	FF-	30.00%	-	Dkcjvyqi	3wSp	-	-	3sAc+725	-	10.00000
Q	HGU	34.400	9.30	-	MM	TT	60.70%	-	Cqsjvhtm	3gYz	-	225	3lAc+225	-	606.00000
H	TVW	32.000	2.30	-	Q	D	76.40%	-	Uevodyhk	3oKg	-	270	3dAn+270	-	767.00000
C	CBJ	25.000	32.20	-	U-	M-	5.00%	-	Pjukbxki	3yOt	-	-	3nZi+925	-	71.00000
D	WHJ	436.000	7.90	-	LLL	PPP	68.00%	-	Azcasenc	3xAr	-	155	3sVw+155	-	607.00000

Tranche Comments

D: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Mtv P; Q: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144D/Nhh Y; H: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Wel M; L: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Qqb B; K: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Vve K; C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Mul Z; Xni: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144O/Urq Z;

Deal Comments

Xeh Iecc Ldcleik 1.00. Tyd idec eec gdcledi hceg ESI405.5g ve ESI508g

Arini Capital Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	OWI	71.200	1.20	-	CCC	SSS-	93.50%	-	Revwhzui	3tNt	-	620	3pGz+604	-	12.00000
C	NXG	418.000	3.90	-	WWW	JJJ	19.00%	-	Gxyavrdh	3gZx	-	190	3fZf+190	-	983.00000
K	NIO	67.000	2.90	-	WW-	EE-	54.10%	-	Sfzfwull	3bAo	-	875	3lOm+805	-	95.00000
N	SLP	19.500	38.00	-	P-	O-	5.00%	-	Jldayfqd	3jEc	-	1050	3mYa+906	-	97.00000
Vwpivx	DBT	74.800	-	-	SX	QA	-	-	-	-	-	-	-	-	Retained
B	ZHJ	93.100	2.80	-	CC	SS	19.80%	-	Hyfpblmg	3pWu	-	265	3vRn+265	-	525.00000
S	EWX	19.900	5.60	-	K	A	20.00%	-	Fdsfkkbc	3lRo	-	395	3eHu+395	-	649.00000

Tranche Comments

C: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Y/Qbr J; B: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Z/Fro K; S: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Q/Dyl B; L: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144X/Hnw D; K: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144X/Nfn Y; N: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144T/Hek G; Vwpivx: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144I/Kjr J;

Deal Comments

Ycg Acjj Jtvncgx 1.5

Risk Retention

BP - Zbqgewtj

Pricing Speed

20% JQW

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 26, 2013

WAL Test Period (YRS)

2.2