I(R)

Aurium CLO DAC (ACLO) I(R)

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
N-1	FID	171.000	-	-	WWW	VVV	62.00%	-	Lllelxmk	3zXx	130r	-	130	3oDi+130	-	410.00000
D	BDX	83.400	-	-	YYY-	AAA-	33.00%	-	Blmarbea	3xRw	325-335	-	335	3cLz+335	-	302.00000
B	ENJ	66.800	-	-	T-	B-	3.10%	-	Aykjdvqv	3nSe	Lzn 900i	-	900	3vRv+841	-	45.80000
Pzz Dsg	OPM	56.400	-	-	WB	FJ	-	-	-	-	-	-	-	-	-	Retained
Y-1	ZKC	96.795	-	-	OO	DD	93.00%	-	Gmslloba	3nXq	190-200	-	190	3oSm+190	-	132.00000
X	JMP	59.590	-	-	OO-	OO-	6.80%	-	Xwxqktqv	3bPh	Uqpj 500c-600m	-	590	3rRk+590	-	802.00000
Zhk	TEH	32.800	-	-	SM	LU	-	-	-	-	-	-	-	-	-	Retained
G-2	APA	5.271	-	-	GGG	TTT	30.54%	-	Bvperokd	3mVg	-	-	160	3mCi+160	-	552.00000
D-2	WHY	67.000	-	-	XX	FF	36.00%	-	Byvmt	JUL	Asdu 4.00%	-	-	4.950%	4.950%	936.00000
R	ALF	88.000	-	-	Q	P	79.00%	-	Lywcbydv	3gUr	225-235	-	225	3cQs+225	-	711.00000

Tranche Comments

N-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144P/Uiz H; G-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144E/Zqc D; Y-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Z/Hid J; D-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144I/Xzb U; R: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144B/Neu W; D: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144M/Yce A; X: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144P/Cjh E; B: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144J/Von Z; Pzz Dsg: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144E/Wzi R; Zhk: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144J/Jlh S;

Deal Comments

Tqxqe. Mbh Aozz Wqfvbcd 2.00

Risk Retention

GO/OA - Qau

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2017

Reset

Yes