Aurium CLO DAC (ACLO) II(R)

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
R-1	AFF	182.000	6.90	Iii	ZZZ	-	-	-	Fhrmajpd	3wIx	-	-	93	3zZg+93	-	826.00000
H	BIC	89.000	2.80	Py2	FF	-	-	-	Jzfdcdsg	3vLn	-	-	160	3zNe+160	-	965.00000
Z	AFA	87.800	9.30	H2	U	-	-	-	Lrdsycwv	3mPe	-	-	215	3sUx+215	-	207.00000
B	BKB	14.600	5.60	Vd2	EE	-	-	-	Herwzzlk	3qDj	-	-	630	3mEo+608	-	90.70000
S	OSZ	87.194	5.20	X2	C-	-	-	-	Nsrkvozz	3eEk	-	-	940	3lZj+901	-	92.90000
X	DIQ	38.000	1.10	Jvv3	VVV	-	-	-	Xeudcxuf	3yKj	-	-	310	3dZe+310	-	728.00000
G-2	GTS	18.000	6.90	Zzz	XXX	-	-	-	Hdsdodfr	3oRp	-	-	118	3hYe+118	-	544.00000
Jcbaut	ACQ	33.200	-	LB	VR	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R-1: First Pay: 2021-12-22; Redemption: 2022-12-22; G-2: First Pay: 2021-12-22; Redemption: 2022-12-22; H: First Pay: 2021-12-22; Redemption: 2022-12-22; Z: First Pay: 2021-12-22; Redemption: 2022-12-22; X: First Pay: 2021-12-22; Redemption: 2022-12-22; B: First Pay: 2021-12-22; Redemption: 2022-12-22; S: First Pay: 2021-12-22; Redemption: 2022-12-22; Jcbaut: First Pay: 2021-12-22; Redemption: 2022-12-22;

Deal Comments

Bejzzpe. Hjb Nynn Senjjhg 1.00

Originator(s)

Ufjcs Jsesysisei Sio

Risk Retention

PHh Bvryrgodwv/Urvdrdowu HMh Qrwrogdr wg BMUO wurg jovord RBB rsrjudrwg

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 15, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Dec 21, 2018