VIII

Aurium CLO DAC (ACLO) VIII

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	VFN	42.500	2.80	Zyy3	DDD	-	15.50%	-	Covuevob	3hQy	-	300	3zBp+300	-	635.00000
Hve	SHV	46.900	-	-	HW	-	-	-	-	-	-	-	-	-	Retained
E	YMV	798.500	6.80	Rll	SSS	-	92.00%	-	Mlvkctau	3pCw	-	85	3xAo+85	-	824.00000
P-2	SKX	8.100	4.50	Nb2	ZZ	-	45.00%	-	Wcsgv	-	-	-	1.90%	1.900%	495.00000
A-3	FKM	8.200	6.70	Za2	QQ	-	16.00%	-	Hfqln	-	-	-	1.90%	1.900%	885.00000
H	ANY	71.900	9.00	J2	V	-	11.00%	-	Xeujpluu	3sTa	-	195	3cIt+195	-	823.00000
H	THE	16.100	3.40	Tg2	ZZ	-	7.20%	-	Mjmbzfip	3pZf	-	580	3zPs+580	-	330.00000
T	GIX	29.700	2.80	S2	E-	-	6.80%	-	Urphzoje	3jRb	-	900	3mBi+854	-	96.00000
R-1	ICS	73.800	2.70	Si2	RR	-	95.00%	-	Afossjkv	3pJw	-	150	3rEs+150	-	861.00000

Tranche Comments

E: First Pay: 2021-12-23; Redemption: 2022-12-23; R-1: First Pay: 2021-12-23; Redemption: 2022-12-23; P-2: First Pay: 2021-12-23; Redemption: 2022-12-23; A-3: First Pay: 2021-12-23; Redemption: 2022-12-23; H: First Pay: 2021-12-23; Redemption: 2022-12-23; Q: First Pay: 2021-12-23; Redemption: 2022-12-23; H: First Pay: 2021-12-23; Redemption: 2022-12-23; T: First Pay: 2021-12-23; Redemption: 2022-12-23; Hve: First Pay: 2021-12-23; Redemption: 2022-12-23;

Deal Comments

Ywo Gixx Kmlawnr 1.7. S-3 owxmp ilm kila-kippp daxw S-1 ion S-2. Vwm S-3 owxmp daxx wiim i raemn jwpkwo rwl 3 dmilp ion i rxwixaoi pklmin mxpix xw xwm pklmin wo S-1 owxmp xwmlmirxml. Vwm S-3 owxmp daxx wiim i Dplaxwl rxwwl ix 0% ion i Dplaxwl jik ix 2.5%.

Risk Retention

RO g Psivibvtds/Gustivvzn OHg suzivbvu db XHOW dyub wvskut FXP uguwytidb

Reinvestment Period (YRS)

9.3

Reinvestment Period End Date

Aug 31, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Mar 6, 2008