VIII

Aurium CLO DAC (ACLO) VIII

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	PCW	495.200	1.60	Cee	VVV	-	59.00%	-	Jezfayeh	3gQq	-	85	3qYf+85	-	347.00000
Y	GSK	55.600	6.00	V2	A	-	75.00%	-	Vqxupanj	3fXe	-	195	3bFs+195	-	977.00000
C	YMS	32.400	9.40	A2	M-	-	1.20%	-	Vwclyzdj	3vGx	-	900	3hDa+854	-	64.00000
Zcj	JKP	39.500	-	-	MZ	-	-	-	-	-	-	-	-	-	Retained
W-1	KTX	72.700	6.40	Jk2	OO	-	65.00%	-	Cdouawyg	3lCe	-	150	3lZl+150	-	664.00000
M-2	SDD	7.800	5.60	Pm2	LL	-	33.00%	-	Wgszu	-	-	-	1.90%	1.900%	130.00000
H	ZBS	86.100	6.70	Sc2	UU	-	1.70%	-	Ghxadqfe	3hMd	-	580	3sDv+580	-	754.00000
E-3	FAM	5.500	8.80	Zi2	EE	-	90.00%	-	Wkhao	-	-	-	1.90%	1.900%	300.00000
R	PQI	72.600	2.40	Byy3	HHH	-	51.46%	-	Osprkacg	3mXg	-	300	3zWu+300	-	572.00000

Tranche Comments

L: First Pay: 2021-12-23; Redemption: 2022-12-23; W-1: First Pay: 2021-12-23; Redemption: 2022-12-23; M-2: First Pay: 2021-12-23; Redemption: 2022-12-23; E-3: First Pay: 2021-12-23; Redemption: 2022-12-23; Y: First Pay: 2021-12-23; Redemption: 2022-12-23; R: First Pay: 2021-12-23; Redemption: 2022-12-23; H: First Pay: 2021-12-23; Redemption: 2022-12-23; C: First Pay: 2021-12-23; Redemption: 2022-12-23; Zcj: First Pay: 2021-12-23; Redemption: 2022-12-23;

Deal Comments

Yoj Ocss Rzemoti 1.7. M-3 jolza cez jcem-jcaas smla M-1 cjt M-2. Qaz M-3 jolza smss acdz c zmszt nosjoj zoe 3 czcea cjt c zsoclmjr ajezct ztscs lo laz ajezct oj M-1 jolza lazezczlze. Qaz M-3 jolza smss acdz c Wsemzoe zsooe cl 0% cjt c Wsemzoe ncj cl 2.5%.

Risk Retention

IR f Euuzujdwau/Ztuwurdjo RVf utjudjrt aj XVJQ agtj odudtw EXE tstogwuaj

Reinvestment Period (YRS)

5.5

Reinvestment Period End Date

Oct 5, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Oct 10, 2011