XII

Aurium CLO DAC (ACLO) XII

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	MMB	17.000	-	-	DDD-	YYY-	52.10%	-	Rxxsamxj	3vGm	-	315	3dQa+315	-	659.00000
X	MOX	56.000	-	-	E-	J-	6.20%	-	Zfbsaffl	3dRj	-	900	3lEs+825	-	83.10000
Mnu	MVP	96.400	-	-	IF	HX	-	-	-	-	-	-	-	-	Retained
C	AYE	838.000	-	-	XXX	KKK	-	-	Cyobrfjd	3hMj	-	128	3bQx+128	-	249.00000
G	IQT	12.000	-	-	S	L	39.00%	-	Lojfcobz	3mMa	-	220	3kBe+220	-	176.00000
DT	YXK	85.000	-	-	NNN	WWW	12.00%	-	Ebxkkwko	3sOb	-	128	3nEv+128	-	206.00000
T	KPI	48.000	-	-	LL	YY	21.00%	-	Zeqpvrih	3fRb	-	195	3rAi+195	-	210.00000
A	CNB	96.000	-	-	VV-	NN-	4.80%	-	Huqwohnx	3sNb	-	600	3oWm+600	-	767.00000

Tranche Comments

C: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Q/Mnw L; DT: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Bsv U; T: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144C/Fzj H; G: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Lux T; Z: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144O/Wwv Y; A: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144L/Hdb A; X: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144M/Upm N; Mnu: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Tav I;

Deal Comments

Omm-Xbll Svzemdw 2.00

Risk Retention

LR - Dhx

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 8, 2006