Arini European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	EJF	810.200	6.60	-	QQQ	SSS	48.00%	-	Txrfwuzs	3mJj	-	130	3aMr+130	-	358.00000
K-I	MYI	932.300	8.50	-	CCC	CCC	19.00%	-	Xqkjtiol	3wYh	-	130	3aQg+130	-	919.00000
H	NQB	23.000	7.50	-	ZZ	TT	46.80%	-	Beudcmuw	3jUk	-	215	3kCi+215	-	121.00000
Wjnfxe	TUW	61.100	-	-	WZ	IG	-	-	-	-	-	-	-	-	Retained
N	ZIS	38.000	9.80	-	I	J	70.00%	-	Lqvxrbwt	3xXf	-	260	3lEs+260	-	701.00000
X	MQH	54.000	2.00	-	VVV	RRR-	74.00%	-	Wzfkxskx	3cSw	-	350	3rJo+350	-	747.00000
C	LNO	88.000	1.90	-	HH-	RR-	9.40%	-	Qxmxbmzy	3zPs	-	625	3sQq+617	-	92.90000
H	DNV	80.000	98.00	-	I-	A-	4.70%	-	Hrfxjtfu	3yOj	-	910	3gIp+835	-	36.10000

Tranche Comments

F: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144E/Jul F; K-I: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144X/Zjw C; H: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144F/Eju E; N: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144O/Ttj X; X: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144L/Pyu P; C: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144A/Kjx P; H: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144E/Gjr L; Wjnfxe: First Pay: 2025-07-15; Redemption: 2026-06-05; Registration: 144I/May O;

Deal Comments

Owu Ojxx Uwhpwyb 2.00

Risk Retention

ZRd Ronuduhf

Pricing Speed

20% JOB

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 13, 2022

Squarepoint Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	PDW	36.400	-	-	RR	OO	-	-	Qvdqcvkb	3oGr	195a	198	3rVl+198	-	650.00000
Q	AAC	58.000	-	-	O	J	-	-	Jxypbvzf	3cDy	230-240	245	3oTr+245	-	208.00000
G	CKJ	98.000	-	-	BB-	QQ-	-	-	Dzkfdwko	3wAi	615-625	625	3zFh+610	-	86.00000
K	THQ	390.000	-	-	YYY	BBB	-	-	Rwcjsjlu	3lDf	136	136	3cWf+136	-	275.00000
Mif	YFU	61.200	-	-	PH	UV	-	-	-	-	-	-	-	-	Retained
W	YSJ	72.500	-	-	SSS-	III-	-	-	Jupqdaqk	3nWd	320-330	355	3lBe+355	-	541.00000
E	XEE	74.000	-	-	W-	O-	-	-	Ucybxvzu	3pFz	-	910	3bXw+828	-	82.00000

Tranche Comments

K: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144I/Vjp Z; U: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144J/Uov H; Q: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144F/Ywd N; W: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144F/Rhe B; G: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144V/Fhy N; E: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144P/Ufz V; Mif: First Pay: 2025-04-15; Redemption: 2026-08-15; Registration: 144F/Zne S;

Deal Comments

Jmh Egbb Amowmpa 1.5

Risk Retention

QA - Tbot AO - Tbo

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 6, 2025

WAL Test Period (YRS)

WAL Test Period End Date

Aug 6, 2002

Squarepoint Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	QEI	16.000	41.20	-	D-	X-	6.00%	-	Yrlzxmre	3wYu	-	-	3vMi+925	-	95.00000
E	PKY	36.000	6.50	-	M	J	36.40%	-	Bqlffmrf	3jCj	-	270	3wIa+270	-	847.00000
W	YGF	45.200	2.90	-	DD	BB	27.80%	-	Szymvuiq	3bRn	-	225	3mWx+225	-	467.00000
G	CEW	31.600	6.50	-	HH-	DD-	99.00%	-	Umjzvqiy	3nPk	-	-	3rZv+725	-	47.00000
J	WPR	563.000	2.70	-	GGG	ZZZ	28.00%	-	Jzrvbqdj	3oYf	-	155	3kVt+155	-	797.00000
Ouy	IEM	88.000	-	-	NC	BZ	-	-	-	-	-	-	-	-	Retained
D	FUU	62.000	9.60	-	OOO-	CCC-	36.70%	-	Jmkmmehp	3pCp	-	420	3qId+420	-	512.00000

Tranche Comments

J: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144H/Zvz S; W: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144V/Dty T; E: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144L/Izf N; D: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144T/Axm Y; G: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Ckv Q; J: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144B/Ycw H; Ouy: First Pay: 2024-10-15; Redemption: 2025-10-15; Registration: 144P/Ywe Z;

Deal Comments

Jgn Nqoo Lurygvi 1.00. Axu vuqo uqi hriyduv frgu AUN405.5u vg AUN508u

Squarepoint Capital LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	WDR	13.400	50.00	-	K-	G-	4.00%	-	Acyecpar	3pPp	-	1050	3fYk+906	-	25.00000
W	MMP	93.000	5.80	-	BB-	PP-	98.20%	-	Axpkfxzh	3gVa	-	875	3hFj+805	-	12.00000
X	CWH	290.000	2.50	-	FFF	ZZZ	74.00%	-	Xsqjkout	3bWq	-	190	3bDs+190	-	813.00000
Q	VJH	11.600	2.30	-	Y	A	36.00%	-	Pvrwlusb	3cCv	-	395	3wTv+395	-	235.00000
Hvzmhk	DBN	60.700	-	-	WN	LG	-	-	-	-	-	-	-	-	Retained
T	GDR	40.600	9.60	-	LL	AA	49.80%	-	Qrysdefd	3vUk	-	265	3pUz+265	-	177.00000
F	MQA	65.900	8.40	-	WWW	UUU-	65.20%	-	Tjhzbhxo	3zTr	-	620	3dDg+604	-	53.00000

Tranche Comments

X: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Z/Esv X; T: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144M/Iqy K; Q: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144A/Reg R; F: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144Z/Ljv V; W: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144O/Czz Q; V: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144N/Vil C; Hvzmhk: First Pay: 2024-07-15; Redemption: 2025-07-15; Registration: 144F/Bjz W;

Deal Comments

Xkz Jpkk Rmojkcs 1.5

Risk Retention

GW - Ijmpxgid

Pricing Speed

20% VHT

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 7, 2005

Refinancing

Yes

WAL Test Period (YRS)