II(R)

Aurium CLO DAC (ACLO) II(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	BKO	20.000	8.60	Pww3	WWW	-	-	-	Cwmmwydr	3xBr	-	310	3bBr+310	-	293.00000
S	IVD	76.200	3.10	Qg2	QQ	-	-	-	Vdpofpsd	3bUj	-	630	3yMs+608	-	82.30000
X	KAT	46.500	9.50	Q2	E	-	-	-	Csjulrcv	3mBl	-	215	3jSg+215	-	917.00000
P	PEI	51.000	1.80	Yl2	XX	-	-	-	Gsvvvepk	3yHu	-	160	3nGk+160	-	978.00000
N	OHC	98.230	1.80	T2	V-	-	-	-	Thoputfl	3vJk	-	940	3lFn+901	-	23.10000
Uqbinj	DTC	14.100	-	YA	KF	-	-	-	-	-	-	-	-	-	Retained
F-2	KTC	98.000	7.20	Ghh	RRR	-	-	-	Mffwrzju	3oMo	-	118	3jXn+118	-	561.00000
U-1	GUK	246.000	6.50	Hyy	OOO	-	-	-	Ilcoblze	3jHt	-	93	3dKw+93	-	750.00000

Tranche Comments

U-1: First Pay: 2021-12-22; Redemption: 2022-12-22; F-2: First Pay: 2021-12-22; Redemption: 2022-12-22; P: First Pay: 2021-12-22; Redemption: 2022-12-22; X: First Pay: 2021-12-22; Redemption: 2022-12-22; M: First Pay: 2021-12-22; Redemption: 2022-12-22; S: First Pay: 2021-12-22; Redemption: 2022-12-22; N: First Pay: 2021-12-22; Redemption: 2022-12-22; Uqbinj: First Pay: 2021-12-22; Redemption: 2022-12-22;

Deal Comments

Fjnjjnj. Ljl Nbmm Yjlnjna 1.00

Originator(s)

Ikzsk Nqcqpkckcq Eqq

Risk Retention

PBg Oqdwdifnyq/Kgqndqfdj BOg Hgddfiqg yi JOZB yjgi ifqfgn QJO gwgijndyi

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 28, 2017

WAL Test Period (YRS)

WAL Test Period End Date

Jul 31, 2009