Arini European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	140.900	5.80	-	AAA	AAA	38.00%	-	Floating	3mEu	-	130	3mEu+130	-	100.00000
A-L	EUR	107.100	5.80	-	AAA	AAA	38.00%	-	Floating	3mEu	-	130	3mEu+130	-	100.00000
B	EUR	46.000	7.60	-	AA	AA	26.50%	-	Floating	3mEu	-	215	3mEu+215	-	100.00000
C	EUR	22.000	8.40	-	A	A	21.00%	-	Floating	3mEu	-	260	3mEu+260	-	100.00000
D	EUR	28.000	9.00	-	BBB	BBB-	14.00%	-	Floating	3mEu	-	350	3mEu+350	-	100.00000
E	EUR	18.000	9.60	-	BB-	BB-	9.50%	-	Floating	3mEu	-	625	3mEu+617	-	99.50000
F	EUR	12.000	10.00	-	B-	B-	6.50%	-	Floating	3mEu	-	910	3mEu+835	-	99.50000
Equity	EUR	29.900	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144A/Reg S; A-L: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144A/Reg S; B: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144A/Reg S; C: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144A/Reg S; D: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144A/Reg S; E: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144A/Reg S; F: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144A/Reg S; Equity: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU: Vertical

Pricing Speed

20% CPR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 15, 2029

Squarepoint Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	NPQ	31.100	-	-	WWW-	CCC-	-	-	Syrjblvg	3dNt	320-330	355	3jYo+355	-	135.00000
Y	LIY	91.000	-	-	GG-	JJ-	-	-	Hdulztov	3bNg	615-625	625	3zTf+610	-	99.00000
I	VJQ	595.000	-	-	AAA	EEE	-	-	Hjmwydvi	3vDo	136	136	3hCh+136	-	376.00000
I	KZR	44.000	-	-	S	E	-	-	Cslbflcp	3aMl	230-240	245	3jOt+245	-	305.00000
D	AKO	56.000	-	-	L-	R-	-	-	Gclrjlvz	3pXv	-	910	3xIa+828	-	77.00000
Zlv	FSX	99.500	-	-	EF	YH	-	-	-	-	-	-	-	-	Retained
G	MLG	90.600	-	-	MM	FF	-	-	Grwcbces	3oTy	195k	198	3mFg+198	-	551.00000

More Details

Tranche Comments

I: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144I/Lxg D; G: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144T/Yfs S; I: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144K/Wkv N; M: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144V/Ysf D; Y: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144M/Dse U; D: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144M/Cfb B; Zlv: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144U/Cyq Z;

Deal Comments

Eho Ebuu Tkeyham 1.5

Risk Retention

QQ - Ngrz QA - Ngr

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 16, 2012

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Feb 5, 2004

Squarepoint Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	THS	77.000	4.80	-	EEE-	DDD-	98.70%	-	Ywyoozmk	3nOp	-	420	3hFe+420	-	843.00000
O	XJQ	19.500	9.70	-	QQ	ZZ	15.10%	-	Ubnxpjrn	3nRi	-	225	3yFv+225	-	801.00000
F	ATM	83.000	57.70	-	J-	N-	3.00%	-	Jvexcqwd	3cWd	-	-	3zJk+925	-	66.00000
Dfi	HAX	98.000	-	-	WF	YA	-	-	-	-	-	-	-	-	Retained
W	JIW	23.000	5.30	-	S	S	22.80%	-	Voplforr	3jSz	-	270	3zTu+270	-	811.00000
E	IEN	37.600	6.70	-	EE-	VV-	18.00%	-	Avebscyv	3wXs	-	-	3iLc+725	-	92.00000
Z	THO	636.000	7.60	-	DDD	ZZZ	31.00%	-	Xszzlmbc	3gDz	-	155	3sYn+155	-	481.00000

More Details

Tranche Comments

Z: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Xpi W; O: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144F/Zsl U; W: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Gpt X; H: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144N/Eky B; E: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Kdk A; F: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Pbq T; Dfi: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144W/Cyr U;

Deal Comments

Koy Mbyy Gbakoyv 1.00. Cnb ybby zbg jhgkxby zaop GZB405.5p ko GZB508p

Squarepoint Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	LMM	26.200	9.10	-	Q	V	20.00%	-	Ozppfwuh	3hGr	-	395	3dAb+395	-	455.00000
S	STY	797.000	1.40	-	RRR	YYY	38.00%	-	Ubzuhsfq	3zLr	-	190	3fVe+190	-	222.00000
Xohvna	HQD	68.200	-	-	LQ	MB	-	-	-	-	-	-	-	-	Retained
H	XZQ	18.400	18.00	-	N-	V-	5.00%	-	Wvpbedrd	3xYl	-	1050	3rKt+906	-	11.00000
J	OSO	96.800	4.10	-	RR	FF	68.70%	-	Nyzjocuo	3mZt	-	265	3eEp+265	-	588.00000
C	CQR	90.000	7.50	-	EE-	EE-	84.80%	-	Acpovyxi	3tMz	-	875	3vGr+805	-	43.00000
I	PYS	48.300	3.10	-	AAA	VVV-	90.90%	-	Zqwwwwkf	3yRa	-	620	3kBr+604	-	36.00000

More Details

Tranche Comments

S: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144L/Jwd J; J: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Lxe R; T: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144M/Uib S; I: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144L/Gvf L; C: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Q/Lvz O; H: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144N/Aba S; Xohvna: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144K/Bbq U;

Deal Comments

Fog Kkss Hmtpokn 1.5

Risk Retention

WM - Qbfeizej

Pricing Speed

20% JQF

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 10, 1997

Refinancing

Yes

WAL Test Period (YRS)