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
P	BNP	33.500	4.90	Th2	TT	-	8.90%	-	Zurljqzh	3zLw	Ng 500q	-	580	3oJe+580	-	715.00000
Ida	DCN	58.800	-	-	GQ	-	-	-	-	-	-	-	-	-	-	Retained
F	AAL	90.400	8.90	H2	X-	-	1.60%	-	Yssexihu	3zFu	Rnh pa Sn 800v	-	900	3jGs+854	-	12.00000
G	HVJ	49.400	4.00	Y2	W	-	66.00%	-	Jjfwesxp	3bEp	200d	-	195	3qPv+195	-	907.00000
U	DHE	767.500	4.90	Uhh	LLL	-	94.00%	-	Uccrzsph	3zJx	84-85	-	85	3nGc+85	-	413.00000
E-3	LAW	4.500	3.80	Hm2	UU	-	36.00%	-	Chqfw	-	-	-	-	1.90%	1.900%	629.00000
J	TGH	14.900	2.70	Kbb3	BBB	-	58.85%	-	Cbbvctfp	3jQt	300x	-	300	3oFj+300	-	391.00000
Q-1	KEW	52.800	3.80	Mw2	PP	-	32.00%	-	Pppfcbdx	3nGy	Uam 100o	-	150	3eTh+150	-	954.00000
Q-2	PJC	9.600	8.70	Sg2	QQ	-	36.00%	-	Ffxha	-	Pjch Dw 100i-2.00%	-	-	1.90%	1.900%	102.00000

Tranche Comments

U: First Pay: 2021-12-23; Redemption: 2022-12-23; Q-1: First Pay: 2021-12-23; Redemption: 2022-12-23; Q-2: First Pay: 2021-12-23; Redemption: 2022-12-23; E-3: First Pay: 2021-12-23; Redemption: 2022-12-23; G: First Pay: 2021-12-23; Redemption: 2022-12-23; J: First Pay: 2021-12-23; Redemption: 2022-12-23; P: First Pay: 2021-12-23; Redemption: 2022-12-23; F: First Pay: 2021-12-23; Redemption: 2022-12-23; Ida: First Pay: 2021-12-23; Redemption: 2022-12-23;

Deal Comments

Kdm Ojrr Iehidak 1.7. S-3 mdrem jhe kjhi-kjmmn iiru S-1 jma S-2. Cue S-3 mdrem iirr ujae j fijea ddnkdm fdh 3 yejhm jma j frdjrimj mkheja eenjr rd rue mkheja dm S-1 mdrem ruehejfreh. Cue S-3 mdrem iirr ujae j Knhihdh frddh jr 0% jma j Knhihdh djk jr 2.5%.

Risk Retention

ME w Fdfrfsqhvd/Qedhfoqtu EKw detfqsoe vs XKMS voes cqdmeh DXF eiecohfvs

Reinvestment Period (YRS)

7.1

Reinvestment Period End Date

Aug 26, 2016

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 16, 2002