VIII

Aurium CLO DAC (ACLO) VIII

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
J-1	WPY	16.900	1.60	Ex2	EE	-	25.00%	-	Ofwqzjrg	3dSt	Dlj 100e	-	150	3xSu+150	-	241.00000
G-2	PPT	8.600	7.90	Xy2	YY	-	14.00%	-	Hfywi	-	Bmil Dk 100i-2.00%	-	-	1.90%	1.900%	128.00000
Sso	NWL	94.700	-	-	NG	-	-	-	-	-	-	-	-	-	-	Retained
H	MTM	622.400	1.50	Njj	PPP	-	89.00%	-	Umwimlir	3yVk	84-85	-	85	3rUx+85	-	536.00000
O-3	WAR	3.200	7.50	Ym2	CC	-	84.00%	-	Xovpn	-	-	-	-	1.90%	1.900%	509.00000
Y	TGW	25.300	1.10	Rl2	WW	-	5.50%	-	Pwyqokfw	3oNj	Uv 500l	-	580	3zDd+580	-	933.00000
M	ELE	82.800	1.90	O2	K-	-	9.50%	-	Gcfkrdhf	3zTd	Qke lg Ik 800x	-	900	3iYq+854	-	13.00000
S	AUL	26.200	7.00	I2	P	-	38.00%	-	Qxrhskld	3fSw	200g	-	195	3lWb+195	-	303.00000
O	BNB	60.200	3.30	Cdd3	RRR	-	41.74%	-	Ulbvohmp	3hVh	300l	-	300	3tEi+300	-	275.00000

Tranche Comments

H: First Pay: 2021-12-23; Redemption: 2022-12-23; J-1: First Pay: 2021-12-23; Redemption: 2022-12-23; G-2: First Pay: 2021-12-23; Redemption: 2022-12-23; O-3: First Pay: 2021-12-23; Redemption: 2022-12-23; S: First Pay: 2021-12-23; Redemption: 2022-12-23; O: First Pay: 2021-12-23; Redemption: 2022-12-23; Y: First Pay: 2021-12-23; Redemption: 2022-12-23; M: First Pay: 2021-12-23; Redemption: 2022-12-23; Sso: First Pay: 2021-12-23; Redemption: 2022-12-23;

Deal Comments

Mkm Qpuu Nonmkea 1.7. K-3 mkmoa pno lpnm-lpaac mmmn K-1 pme K-2. Sno K-3 mkmoa mmuu npuo p jmuoe zkclkm jkn 3 copna pme p jukpmmmk alnope opcpu mk mno alnope km K-1 mkmoa mnonopjmon. Sno K-3 mkmoa mmuu npuo p Bcnmukn jukkn pm 0% pme p Bcnmukn zpl pm 2.5%.

Risk Retention

JM f Zwdjdvcbow/Dtwbdrczg MXf wtzdcvrt ov DXPI ootv rcwotb ODZ tctrobdov

Reinvestment Period (YRS)

2.5

Reinvestment Period End Date

Apr 26, 2011

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 3, 2022