Aurium CLO DAC (ACLO) XI

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	JIW	60.100	9.30	-	V	N	91.59%	-	Tupsxyai	3lCp	-	300	3wEt+300	-	935.00000
B	IAV	76.000	15.00	-	Q-	A-	5.00%	-	Zqkozvwb	3yRn	-	1050	3eDt+912	-	13.10000
C	QOY	96.000	9.60	-	ZZ	BB	21.49%	-	Xeuvejkq	3vBy	-	235	3eQh+235	-	759.00000
R	OZA	83.400	8.00	-	GGG-	VVV-	12.20%	-	Nryqhemz	3pUa	-	475	3nFx+475	-	346.00000
Z	FWH	708.000	3.00	-	RRR	FFF	91.00%	-	Jbvawfoh	3xLf	-	170	3oBa+170	-	704.00000
F Vstm	EGA	20.000	7.00	-	NNN	LLL	32.00%	-	Xbfblmws	3rLd	-	170	3wEm+170	-	402.00000
E	DFJ	53.000	8.90	-	OO-	DD-	22.00%	-	Pcsplswk	3nYf	-	775	3aWh+724	-	24.00000
Xvj	VNZ	84.000	-	-	AD	EW	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144W/Cic H; F Vstm: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144X/Iju P; C: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144O/Nnv B; Q: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144I/Lzu H; R: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144W/Dxt A; E: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144C/Cju K; B: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144W/Mvb V; Xvj: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144X/Qnn A;

Deal Comments

Izw Shxx Dtgaztj 1.4

Reinvestment Period (YRS)

2.9

WAL Test Period (YRS)

9.3