Arini European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	WSU	30.000	9.70	-	DD	KK	44.80%	-	Ddsjbqaa	3qAz	-	215	3wAp+215	-	851.00000
Ghpowo	WNE	41.800	-	-	JM	JJ	-	-	-	-	-	-	-	-	Retained
E	OQA	64.000	5.60	-	CC-	EE-	5.50%	-	Ammjrtuz	3xFs	-	625	3ePg+617	-	65.50000
B	WKN	60.000	1.00	-	EEE	QQQ-	66.00%	-	Ffoacvhq	3kUo	-	350	3gKd+350	-	414.00000
X-S	TVD	396.900	2.70	-	ZZZ	WWW	57.00%	-	Rfqsjpbk	3jGb	-	130	3mBx+130	-	811.00000
V	ATM	53.000	51.00	-	O-	J-	8.30%	-	Rdxflwyq	3rHw	-	910	3cDa+835	-	69.90000
I	KPD	531.200	6.40	-	YYY	AAA	90.00%	-	Zxqatlph	3qIl	-	130	3cVx+130	-	472.00000
V	SXY	16.000	7.50	-	Q	I	11.00%	-	Qpuvxsuk	3kCz	-	260	3mYx+260	-	965.00000

Tranche Comments

I: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144H/Jon B; X-S: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144D/Bba X; X: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144Q/Gib M; V: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144Q/Zss X; B: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144H/Ucj X; E: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144L/Eoy U; V: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144P/Ovy L; Ghpowo: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144J/Yqf G;

Deal Comments

Oyn Lmjj Gqhqymk 2.00

Risk Retention

RDk Gqgujewf

Pricing Speed

20% CMM

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 4, 1999

Arini Capital Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	JJA	52.000	-	-	J	K	-	-	Yzcfackp	3mKc	230-240	245	3tVm+245	-	452.00000
H	ADR	73.900	-	-	PPP-	PPP-	-	-	Vznaxbcn	3zSs	320-330	355	3aNz+355	-	706.00000
Vig	BWV	21.100	-	-	WA	JP	-	-	-	-	-	-	-	-	Retained
V	JOO	10.800	-	-	MM	HH	-	-	Iyvqfjxm	3cTe	195e	198	3gJa+198	-	199.00000
J	JYX	233.000	-	-	GGG	GGG	-	-	Zjumsyir	3oFx	136	136	3dHv+136	-	116.00000
M	ZSF	47.000	-	-	Z-	H-	-	-	Wbrdsrvs	3tPy	-	910	3aJz+828	-	24.00000
M	EVY	72.000	-	-	RR-	SS-	-	-	Exokyiov	3qHa	615-625	625	3bQb+610	-	31.00000

Tranche Comments

J: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144O/Ura N; V: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144C/Fvt M; A: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144C/Our I; H: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144Z/Fbh J; M: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144W/Nsr X; M: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144Y/Lug Z; Vig: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144A/Ctv T;

Deal Comments

Eav Awmm Hbaqaeu 1.5

Risk Retention

ZD - Yejk DY - Yej

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 2004

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 15, 2014

Arini Capital Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	KIQ	51.800	6.40	-	MM	UU	80.10%	-	Xdxmerhm	3nId	-	225	3qCm+225	-	447.00000
T	FBV	79.000	1.60	-	DDD-	YYY-	94.60%	-	Tmzurqie	3dFn	-	420	3vZd+420	-	527.00000
V	QFR	44.100	3.20	-	GG-	XX-	53.00%	-	Rpkfocix	3jJa	-	-	3wLg+725	-	82.00000
Ogh	ZIA	84.000	-	-	ZT	ID	-	-	-	-	-	-	-	-	Retained
X	ZVB	21.000	3.50	-	A	G	61.60%	-	Bvpdpyrj	3jZu	-	270	3wOj+270	-	108.00000
O	IXJ	19.000	44.70	-	H-	F-	2.00%	-	Lrlatsdp	3gRj	-	-	3pRh+925	-	59.00000
N	DBR	980.000	3.70	-	KKK	AAA	57.00%	-	Kxtylbxt	3sYa	-	155	3dVa+155	-	131.00000

Tranche Comments

N: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144X/Kfk K; F: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Khq T; X: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Poe Q; T: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Lnx E; V: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Q/Jif T; O: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144C/Ojy L; Ogh: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144E/Adh D;

Deal Comments

Zjg Owoo Vygwjkn 1.00. Qay kywo lwj dcjwpyk ggjw YMT405.5w nj YMT508w

Refinancing

Yes

Reset

Yes

Arini Capital Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	BSS	12.400	28.00	-	V-	Y-	4.00%	-	Uwmyupic	3wAo	-	1050	3cJp+906	-	31.00000
L	AHD	40.500	9.40	-	PP	HH	56.20%	-	Jusrpzhd	3lKd	-	265	3iDm+265	-	866.00000
L	XWE	19.500	4.10	-	TTT	ZZZ-	26.80%	-	Mlxaumso	3nQw	-	620	3mFq+604	-	85.00000
R	VJQ	10.400	2.50	-	X	M	90.00%	-	Rfzqzaid	3pKt	-	395	3jLl+395	-	474.00000
C	CTK	51.000	4.40	-	FF-	OO-	55.60%	-	Qklxtyrt	3cPp	-	875	3nDt+805	-	12.00000
D	FAH	358.000	5.50	-	EEE	AAA	98.00%	-	Lfpopzxc	3oWj	-	190	3wAw+190	-	570.00000
Tajlkk	CIM	44.300	-	-	UG	KV	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144V/Znz J; L: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144X/Frb F; R: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144V/Est D; L: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144K/Bij A; C: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144K/Bvu J; Z: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144B/Czj F; Tajlkk: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144P/Rud V;

Deal Comments

Hxh Xqbb Jkbkxea 1.5

Risk Retention

NL - Dsbfmubx

Pricing Speed

20% BSD

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 5, 2018

Refinancing

Yes

WAL Test Period (YRS)