Aurium CLO DAC (ACLO) IX

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	FBI	41.000	-	N2	F	-	99.00%	-	Wzzviddi	3pGr	-	250	3wMa+250	-	657.00000
Y	CEM	955.000	-	Mgg	VVV	-	50.00%	-	Hejzmjyu	3yDa	-	95	3tQb+95	-	312.00000
L-2	WPZ	45.000	-	Fi2	MM	-	11.56%	-	Snnaq	RGS	-	-	2.200%	2.200%	930.00000
S	SQL	44.000	-	Fv3	AA-	-	3.71%	-	Ywwkqdnz	3wZv	-	700	3rId+670	-	26.00000
Z	LGZ	17.000	-	E3	V-	-	5.30%	-	Vbrvteok	3bTt	-	1000	3rUn+936	-	31.00000
W-1	QPX	51.000	-	Nc2	ZZ	-	-	-	Hrcyrlrs	3iEz	-	175	3rDa+175	-	786.00000
B	JDI	95.000	-	Ghh3	GGG-	-	26.20%	-	Nhpxnton	3vAb	-	350	3xLa+350	-	461.00000
Gwr	TCK	35.000	-	NT	KF	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Y: Redemption: 2023-10-28; Registration: 144J/Uae G; W-1: Redemption: 2023-10-28; Registration: 144E/Gci O; L-2: Redemption: 2023-10-28; Registration: 144F/Lqk T; E: Redemption: 2023-10-28; Registration: 144W/Dml Q; B: Redemption: 2023-10-28; Registration: 144I/Llh K; S: Redemption: 2023-10-28; Registration: 144M/Heq J; Z: Redemption: 2023-10-28; Registration: 144E/Atv B; Gwr: Redemption: 2023-10-28; Registration: 144F/Lvy F;

Deal Comments

Lvc Sapp Hefwvtg 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 2018