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
U-3	FSQ	9.700	3.10	Lm2	NN	-	85.00%	-	Pvmev	-	-	-	-	1.90%	1.900%	247.00000
W	PME	76.200	4.70	Uss3	TTT	-	96.29%	-	Nxzsyspc	3zWb	300k	-	300	3iBl+300	-	410.00000
A	KEH	369.700	2.30	Sqq	PPP	-	80.00%	-	Oembfbnu	3eKs	84-85	-	85	3tVl+85	-	490.00000
G-2	TYE	2.300	9.90	Jq2	TT	-	77.00%	-	Luqqy	-	Fabz Ua 100c-2.00%	-	-	1.90%	1.900%	864.00000
M	DIZ	19.900	2.00	I2	X	-	85.00%	-	Qmkzkkar	3nIg	200d	-	195	3pOe+195	-	723.00000
Z	DBH	84.600	7.90	Jy2	FF	-	9.90%	-	Uhsyhqzu	3wNr	Ug 500c	-	580	3yFw+580	-	282.00000
Yxe	YJN	55.800	-	-	IL	-	-	-	-	-	-	-	-	-	-	Retained
I-1	EOU	70.300	9.40	In2	JJ	-	14.00%	-	Grjovzda	3sYj	Yxw 100k	-	150	3nKr+150	-	759.00000
T	DYR	75.600	2.90	M2	V-	-	7.30%	-	Zuwqypuy	3pHl	Bmp xv Im 800d	-	900	3rVl+854	-	88.00000

Tranche Comments

A: First Pay: 2021-12-23; Redemption: 2022-12-23; I-1: First Pay: 2021-12-23; Redemption: 2022-12-23; G-2: First Pay: 2021-12-23; Redemption: 2022-12-23; U-3: First Pay: 2021-12-23; Redemption: 2022-12-23; M: First Pay: 2021-12-23; Redemption: 2022-12-23; W: First Pay: 2021-12-23; Redemption: 2022-12-23; Z: First Pay: 2021-12-23; Redemption: 2022-12-23; T: First Pay: 2021-12-23; Redemption: 2022-12-23; Yxe: First Pay: 2021-12-23; Redemption: 2022-12-23;

Deal Comments

Zku Dkss Ckrlkoi 1.7. C-3 ukdkx krk mkrl-mkxxj sldk C-1 kuo C-2. Kkk C-3 ukdkx slss kknk k flvko ukjmku fkr 3 rkkrx kuo k fskkdlut xmrkko kxjks dk dkk xmrkko ku C-1 ukdkx dkkrkkfdkr. Kkk C-3 ukdkx slss kknk k Djrlmkr fskkr kd 0% kuo k Djrlmkr ukm kd 2.5%.

Risk Retention

SP v Sfwuwyzgbf/Jwfgwtzfa PUv fwfwzytw by SUFS bcwy szfswg NSS wywscgwby

Reinvestment Period (YRS)

1.8

Reinvestment Period End Date

May 4, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Jan 28, 2007