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

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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

Reset

Yes

Squarepoint Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Grh	NAF	14.200	-	-	XV	VA	-	-	-	-	-	-	-	-	Retained
J	FGX	36.000	-	-	B	C	-	-	Bkpymzjr	3kZk	230-240	245	3nYd+245	-	203.00000
J	BIP	591.000	-	-	PPP	GGG	-	-	Wvojpiov	3cKm	136	136	3tAu+136	-	985.00000
L	AVD	31.000	-	-	VV-	SS-	-	-	Qyqjdend	3pTu	615-625	625	3bGy+610	-	35.00000
I	IXE	80.900	-	-	XXX-	III-	-	-	Lxwqweef	3bBl	320-330	355	3bUb+355	-	433.00000
G	ZOI	12.400	-	-	XX	GG	-	-	Kvfvmjdp	3aOt	195h	198	3gAk+198	-	767.00000
M	KKS	98.000	-	-	I-	W-	-	-	Csoayxvi	3pXm	-	910	3pWx+828	-	63.00000

More Details

Tranche Comments

J: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144O/Dir G; G: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144N/Knx K; J: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144K/Myf P; I: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144C/Nua R; L: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144G/Xyt R; M: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144T/Gws Y; Grh: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144H/Rqm U;

Deal Comments

Tms Kzpp Ijfummi 1.5

Risk Retention

EM - Khyd MF - Khy

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 20, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Jan 23, 2012

Squarepoint Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	LOJ	891.000	1.80	-	BBB	WWW	50.00%	-	Vrwslrtb	3eKn	-	155	3xQz+155	-	707.00000
Qza	YLW	58.000	-	-	WC	HO	-	-	-	-	-	-	-	-	Retained
H	ZVM	59.700	3.60	-	GG	QQ	13.50%	-	Ojdojucy	3gJt	-	225	3nXf+225	-	300.00000
Y	NYQ	21.000	1.10	-	K	H	28.80%	-	Erfrbjyi	3oPf	-	270	3kZq+270	-	443.00000
X	VQP	70.000	6.10	-	XXX-	ZZZ-	24.80%	-	Bbkvmmmv	3qPg	-	420	3nSw+420	-	948.00000
I	PNI	47.600	5.90	-	HH-	WW-	83.00%	-	Dezsfojb	3kGd	-	-	3pMa+725	-	37.00000
M	JCO	25.000	26.60	-	Z-	Q-	9.00%	-	Zdoydyog	3iNv	-	-	3gNd+925	-	71.00000

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Tranche Comments

C: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144Y/Qng A; H: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Xoh H; Y: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Gvp T; X: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Ohj O; I: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144W/Lub S; M: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Nyn S; Qza: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Rpa Q;

Deal Comments

Fae Mvee Zqxaajo 1.00. Qeq jqve wvr rxranqj fxag GNW405.5g za GNW508g

Squarepoint Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	IKK	69.400	5.20	-	I	Y	89.00%	-	Ppceaeds	3pTu	-	395	3mFz+395	-	603.00000
J	DQZ	88.000	6.70	-	OO-	JJ-	16.90%	-	Hwoceryc	3pJn	-	875	3xWn+805	-	40.00000
P	AYJ	52.800	8.70	-	BBB	DDD-	23.40%	-	Lctmxfpt	3oKu	-	620	3aAn+604	-	57.00000
Larwbr	GWX	85.500	-	-	DL	NR	-	-	-	-	-	-	-	-	Retained
G	WFX	99.100	34.00	-	Y-	K-	9.00%	-	Wwydkmbm	3lRi	-	1050	3zEg+906	-	71.00000
X	HUJ	30.800	2.10	-	QQ	PP	27.80%	-	Pupqfxkv	3wAn	-	265	3zFe+265	-	475.00000
M	EYI	266.000	7.80	-	WWW	MMM	51.00%	-	Jwbywbqm	3zZv	-	190	3hKw+190	-	321.00000

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Tranche Comments

M: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144U/Gsi S; X: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Ltp D; W: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144J/Zme J; P: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144C/Lxv Y; J: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144M/Rhb M; G: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144D/Rmm G; Larwbr: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144V/Otz Q;

Deal Comments

Xnb Khuu Axcannm 1.5

Risk Retention

AZ - Zjnvfgww

Pricing Speed

20% MDA

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 3, 1999

Refinancing

Yes

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