Arini European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	HJP	39.000	6.00	-	CCC	RRR-	32.00%	-	Qlmxmnyn	3fIq	-	350	3zZy+350	-	572.00000
Z	YCH	45.000	92.00	-	V-	N-	9.20%	-	Ncrjvwcd	3xPk	-	910	3yJb+835	-	86.30000
P	WLZ	59.000	7.70	-	YY-	KK-	9.60%	-	Cxvyttmh	3oTt	-	625	3tYf+617	-	94.20000
C	DZU	55.000	5.20	-	I	Y	77.00%	-	Ksjrdkpq	3pAq	-	260	3sZv+260	-	268.00000
Plrbqm	ENV	89.400	-	-	QC	XX	-	-	-	-	-	-	-	-	Retained
T-R	DMW	982.900	9.80	-	FFF	CCC	12.00%	-	Kkfpdlfh	3bYj	-	130	3cJu+130	-	934.00000
P	DWE	28.000	6.20	-	MM	JJ	86.30%	-	Xleyutny	3tPj	-	215	3gGv+215	-	208.00000
H	AMH	519.600	4.80	-	BBB	OOO	27.00%	-	Dmwrpjsv	3dGf	-	130	3lAm+130	-	723.00000

Tranche Comments

H: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144U/Jci I; T-R: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144F/Dso T; P: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144D/Vkn G; C: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144U/Nhp S; B: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144O/Yot I; P: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144N/Hqz Q; Z: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144T/Bvd T; Plrbqm: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144P/Rzr T;

Deal Comments

Yws Sott Jcgnwsq 2.00

Risk Retention

POx Cojecvco

Pricing Speed

20% ZBY

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 2, 2003

Arini Capital Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	IDK	69.300	-	-	YY	DD	-	-	Sbvafmxz	3kKz	195b	198	3pCr+198	-	918.00000
Vio	GPI	70.600	-	-	ZV	JJ	-	-	-	-	-	-	-	-	Retained
M	YDT	52.000	-	-	Q-	W-	-	-	Iqrfvilu	3bNk	-	910	3yXn+828	-	45.00000
R	FLN	30.000	-	-	U	X	-	-	Gkerwvho	3sTv	230-240	245	3hHl+245	-	269.00000
L	ZBR	13.200	-	-	OOO-	JJJ-	-	-	Crrkafye	3vFg	320-330	355	3gDf+355	-	186.00000
V	MTH	75.000	-	-	II-	FF-	-	-	Lebcpxwv	3vHu	615-625	625	3nXf+610	-	14.00000
F	MIR	310.000	-	-	JJJ	EEE	-	-	Huxfzvxy	3lXc	136	136	3rVi+136	-	438.00000

Tranche Comments

F: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144N/Wbz U; P: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144G/Bvy I; R: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144P/Iko V; L: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144L/Abv K; V: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144Z/Nhd A; M: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144G/Hqd Y; Vio: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144V/Qlj G;

Deal Comments

Uou Cnoo Qvqooyd 1.5

Risk Retention

MG - Bcdi GU - Bcd

Reinvestment Period (YRS)

Reinvestment Period End Date

May 14, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Feb 1, 2017

Arini Capital Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	KGB	720.000	4.50	-	WWW	EEE	53.00%	-	Iisshphi	3fPe	-	155	3lOm+155	-	375.00000
Q	GTJ	48.000	7.40	-	Y	O	80.40%	-	Fqxvmsds	3pIj	-	270	3jBn+270	-	603.00000
L	DZX	17.300	9.70	-	XX-	WW-	46.00%	-	Zlvxsvpu	3oPk	-	-	3cDw+725	-	17.00000
X	BEF	81.000	64.90	-	Y-	P-	4.00%	-	Bhcbkazj	3qGi	-	-	3oOx+925	-	29.00000
Z	DYI	96.200	2.70	-	UU	NN	61.40%	-	Sezzpvcb	3lSh	-	225	3qVu+225	-	901.00000
G	MFE	66.000	1.90	-	FFF-	FFF-	62.30%	-	Kfrtjxjt	3eAp	-	420	3dAw+420	-	554.00000
Lil	ECY	17.000	-	-	TC	IA	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144A/Pyu F; Z: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144N/Xde K; Q: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Zlq A; G: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Zfu D; L: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144F/Hlw M; X: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144I/Plj J; Lil: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144C/Xhz W;

Deal Comments

Lxm Zdnn Qlllxeq 1.00. Lal eldn vdn kanldle ylxh XKL405.5h mx XKL508h

Arini Capital Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	QCO	88.400	4.50	-	VVV	ZZZ-	98.80%	-	Bqozcsbc	3jXn	-	620	3qTd+604	-	89.00000
T	KBZ	161.000	9.20	-	GGG	CCC	88.00%	-	Blxbrkid	3zAx	-	190	3jBc+190	-	188.00000
X	JBT	59.000	4.60	-	KK-	NN-	48.50%	-	Lpvxukol	3wXc	-	875	3mGc+805	-	83.00000
Tpgkwf	JXZ	41.200	-	-	IA	PN	-	-	-	-	-	-	-	-	Retained
W	KYS	43.100	8.50	-	B	Y	64.00%	-	Cmfofcky	3cOk	-	395	3vQe+395	-	310.00000
L	AIQ	47.900	5.80	-	JJ	FF	39.10%	-	Vcucokme	3iUw	-	265	3jId+265	-	320.00000
V	QNR	13.200	90.00	-	V-	E-	9.00%	-	Dyqedsnx	3qQl	-	1050	3rEj+906	-	92.00000

Tranche Comments

T: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144P/Pet X; L: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144L/Tdh I; W: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144W/Mjr T; Y: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144U/Aow C; X: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144P/Vjn D; V: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144L/Ftj B; Tpgkwf: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144I/Pse A;

Deal Comments

Fgo Ytss Kunjgji 1.5

Risk Retention

TP - Xpkxnaga

Pricing Speed

20% IXP

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 10, 2017

WAL Test Period (YRS)

1.6