XIII

Aurium CLO DAC (ACLO) XIII

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	FTH	66.900	9.60	-	II-	JJ-	2.39%	-	Kqlhcajr	3wKq	-	485	3qRh+485	-	874.00000
Dkvuhm	YNG	62.500	-	-	IZ	BX	-	-	-	-	-	-	-	-	Retained
F-1	SKR	701.000	1.00	-	GGG	DDD	83.00%	-	Xcqucppy	3nUh	-	122	3qTc+122	-	336.00000
H-1-C	VML	85.000	9.00	-	YYY	XXX	67.00%	-	Qqolakip	3sDq	-	122	3nPv+122	-	157.00000
L	GYX	44.600	1.60	-	N	E	64.00%	-	Uhwfbtbr	3yBz	-	200	3wFi+200	-	252.00000
G	MMN	14.800	8.40	-	ZZZ	XXX-	24.48%	-	Wcszpxmp	3vDi	-	280	3xZj+280	-	407.00000
W-2	SZE	70.000	1.50	-	SSS	XXX	69.49%	-	Cbcmqyjb	3eXd	-	145	3vMs+145	-	591.00000
Z	TVU	17.600	6.00	-	GG	DD	44.13%	-	Aysyuxev	3pEg	-	170	3nNg+170	-	252.00000
M	GCO	43.900	97.20	-	W-	K-	8.19%	-	Cwruzhfm	3pHp	-	800	3lMz+784	-	90.00000

Tranche Comments

F-1: Redemption: 2026-09-27; Registration: 144Q/Jxu R; H-1-C: Redemption: 2026-09-27; Registration: 144F/Edh B; W-2: Redemption: 2026-09-27; Registration: 144D/Gdr E; Z: Redemption: 2026-09-27; Registration: 144M/Ihh D; L: Redemption: 2026-09-27; Registration: 144T/Jmn D; G: Redemption: 2026-09-27; Registration: 144T/Lsk H; X: Redemption: 2026-09-27; Registration: 144K/Psw M; M: Redemption: 2026-09-27; Registration: 144D/Ulw O; Dkvuhm: Redemption: 2026-09-27; Registration: 144A/Lly C;

Deal Comments

Uco Tcll Ryhucpz 2.00

Risk Retention

EW - Qsdqrehc

Pricing Speed

20% OGA

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 26, 2005