V(R)

Aurium CLO DAC (ACLO) V(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Spire Management Ltd

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
E	WEE	914.700	8.60	Ajj	KKK	-	-	-	Bjehtjlw	3rIp	-	-	79	3hUm+79	-	324.00000
O-K	VOU	939.000	6.40	Gtt	DDD	-	-	-	Kxdfzsxc	3tEx	-	-	79	3xVc+79	-	821.00000
N	TLQ	59.600	4.90	X2	H	-	-	-	Lvjzhqob	3xKj	-	-	235	3rYn+235	-	516.00000
D-1	FXQ	56.530	4.80	Kp2	JJ	-	-	-	Axbrarcw	3zPr	-	-	130	3oNm+130	-	153.00000
J-2	BFG	38.960	5.30	Ku2	UU	-	-	-	Sqxsk	-	-	-	-	1.75%	1.750%	692.00000
I	MIK	18.200	5.10	Wss3	XXX	-	-	-	Mkcwyqak	3iMc	-	-	350	3hVh+350	-	101.00000
D	QZW	77.000	8.10	Sw3	XX-	-	-	-	Zpspqcie	3pLs	-	-	630	3zCn+616	-	23.00000
S	ZEK	19.100	1.80	Z3	M-	-	-	-	Qxmshbfd	3rPs	-	-	975	3qQk+936	-	83.50000

Tranche Comments

O-K: First Pay: 2021-07-17; Redemption: 2022-07-17; E: First Pay: 2021-07-17; Redemption: 2022-07-17; D-1: First Pay: 2021-07-17; Redemption: 2022-07-17; J-2: First Pay: 2021-07-17; Redemption: 2022-07-17; N: First Pay: 2021-07-17; Redemption: 2022-07-17; I: First Pay: 2021-07-17; Redemption: 2022-07-17; D: First Pay: 2021-07-17; Redemption: 2022-07-17; S: First Pay: 2021-07-17; Redemption: 2022-07-17;

Deal Comments

Hzwzv. Vpb Zzgg Tzfsput 1.25

Risk Retention

Mjrpi Iexeriyixk Yryrkin brzz pikerx xipkreez rxkipiok dxnip MG YY

Reinvestment Period (YRS)

2.54

Reinvestment Period End Date

Jul 19, 2014

WAL Test Period (YRS)

4.8