Aurium CLO DAC (ACLO) XI

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 Wrsz	VMY	55.000	4.00	-	XXX	SSS	46.00%	-	Fserwwma	3lWh	165-170	-	170	3iZa+170	-	257.00000
E	ZDP	31.000	2.40	-	UU-	QQ-	28.00%	-	Xleakqww	3rIz	775b	-	775	3bXj+724	-	60.00000
D	HGJ	32.000	7.10	-	HH	KK	24.12%	-	Jlmpzhry	3fRf	230-240	-	235	3jTc+235	-	391.00000
S	FXS	90.200	9.30	-	G	Q	92.42%	-	Uhjltqyc	3wCe	300l	-	300	3mTh+300	-	454.00000
F	OOQ	21.100	7.00	-	QQQ-	XXX-	39.20%	-	Ypjoaqri	3kEr	475j	-	475	3gHc+475	-	754.00000
M	IDQ	68.000	23.00	-	R-	Q-	5.00%	-	Fmsxmzds	3dDp	-	-	1050	3aFw+912	-	57.40000
M	AGM	628.000	9.00	-	EEE	OOO	93.00%	-	Oibfytmi	3eNe	165-170	-	170	3eXx+170	-	838.00000
Hty	MMH	56.000	-	-	UP	HZ	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144J/Iih P; R Wrsz: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144D/Adg J; D: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144P/Wph F; S: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144J/Ryb V; F: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144N/Toc F; E: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144P/Ayk N; M: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144K/Vzh U; Hty: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144K/Pwu H;

Deal Comments

Jno Nwtt Yacbnnq 1.4

Reinvestment Period (YRS)

6.2

WAL Test Period (YRS)

2.9