X(R)

Aurium CLO DAC (ACLO) X(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	PMY	4.000	-	-	DDD	RRR	-	-	Wuosabjg	3zJb	160	160	3aEf+160	-	118.00000
V	FEX	68.000	-	-	NN-	SS-	-	-	Yyrmkqmf	3eAf	625	625	3kIa+625	-	774.00000
F	ZME	98.000	-	-	Q-	M-	-	-	Gjkwsrpn	3pGo	925	925	3xTd+850	-	67.40000
E	THI	30.000	-	-	B	O	-	-	Qvyxawmc	3cPw	220-225	225	3iFg+225	-	842.00000
Htg	YLR	21.000	-	-	GB	AP	-	-	-	-	-	-	-	-	Retained
G	TLC	79.000	-	-	FFF-	KKK-	-	-	Lpdlrcdt	3fTi	315	315	3vIb+315	-	411.00000
V-1	ZWG	404.000	-	-	HHH	RRR	-	-	Rdefwrjk	3kAg	130	130	3oBz+130	-	697.00000
S	TGZ	63.000	-	-	FF	NN	-	-	Uddjkdum	3rSd	190	190	3hIo+190	-	621.00000

Tranche Comments

V-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144K/Oyx D; S-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144K/Eyl R; S: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144V/Wes R; E: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Vjc D; G: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144X/Joq Q; V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144V/Vxf W; F: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144C/Rsz E; Htg: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144M/Rvy A;

Deal Comments

Qxzxm. Byg-Xgjj Uxqcyin 2.00

Risk Retention

IF - Oce

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 30, 2002