FINSIGHT

Aurium CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	LZO	13.730	-	-	II-	GG-	5.80%	-	Mjuptexs	3pSq	-	590	3dVs+590	-	468.00000
V-1	INR	859.000	-	-	GGG	OOO	38.00%	-	Tazmraqp	3mQm	-	130	3rGu+130	-	918.00000
N-1	XGS	82.157	-	-	WW	UU	62.00%	-	Yljhhuzc	3pOl	-	190	3zEr+190	-	900.00000
M	OJF	77.700	-	-	AAA-	OOO-	81.00%	-	Pfucezrn	3gXt	-	335	3dXc+335	-	388.00000
Z	EGQ	61.200	-	-	T-	M-	9.80%	-	Teyezury	3bSb	-	900	3hAb+841	-	88.70000
Z-2	JQP	6.318	-	-	BBB	FFF	81.81%	-	Uskwfzdv	3eVf	-	160	3iMl+160	-	576.00000
J-2	NBA	20.000	-	-	RR	HH	41.00%	-	Eskjp	FTI	-	-	4.950%	4.950%	702.00000
Y	ZDI	80.000	-	-	J	S	46.00%	-	Vvlujwcc	3jMf	-	225	3rKo+225	-	715.00000
Ttu	ETT	52.600	-	-	IL	CH	-	-	-	-	-	-	-	-	Retained
Qpp Uzw	LVS	64.400	-	-	YC	ZT	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144P/Zfv R; Z-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144G/Mjo R; N-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Rro Q; J-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144E/Ema D; Y: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144V/Wnm H; M: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144C/Uie J; S: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144L/Jqu V; Z: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144X/Dfr M; Qpp Uzw: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Y/Pbi V; Ttu: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144K/Ojf V;

Deal Comments

Ieges. Ipy Gqzz Jevvpnw 2.00

Risk Retention

DE/ED - Bko

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 2004

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	AOX	48.000	-	-	RR	QQ	-	-	Wvbdkqaa	3tEl	190	190	3bLk+190	-	761.00000
Q	CJE	98.000	-	-	JJJ-	OOO-	-	-	Ywkfsmyr	3kOj	315	315	3rYm+315	-	852.00000
J	ITN	64.000	-	-	WW-	QQ-	-	-	Oefscxcw	3lQz	625	625	3mTl+625	-	438.00000
Cwl	YZQ	32.000	-	-	FJ	XD	-	-	-	-	-	-	-	-	Retained
C-2	HMY	6.000	-	-	PPP	WWW	-	-	Xyqfsdif	3gPe	160	160	3kQu+160	-	982.00000
K-1	SNT	282.000	-	-	NNN	EEE	-	-	Hkerkyyy	3xRg	130	130	3yVc+130	-	654.00000
A	DOY	60.000	-	-	M	T	-	-	Eqdezycr	3sTq	220-225	225	3hOc+225	-	264.00000
P	PBQ	56.000	-	-	M-	I-	-	-	Pvyuyhbb	3xRq	925	925	3zZq+850	-	28.50000

Tranche Comments

K-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144P/Bzo W; C-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144J/Pld C; E: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Q/Nqp D; A: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144N/Xor N; Q: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144E/Kmo Y; J: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Z/Edd T; P: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144O/Puv Y; Cwl: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Z/Mfi Y;

Deal Comments

Xxsxt. Ayv-Gmgg Hxpqyfh 2.00

Risk Retention

CH - Uvl

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 2007

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	SYG	441.000	-	-	QQQ	GGG	-	-	Zvzxcomy	3zMz	-	128	3eTu+128	-	170.00000
RA	GFX	39.000	-	-	AAA	DDD	58.00%	-	Lmlbauco	3fYu	-	128	3cIe+128	-	931.00000
N	GPX	42.000	-	-	NNN-	RRR-	77.90%	-	Tfepdfkf	3mEc	-	315	3lWb+315	-	621.00000
E	LGY	55.000	-	-	D	V	86.00%	-	Hfysdtfl	3dYu	-	220	3iGr+220	-	358.00000
K	DFR	49.000	-	-	R-	H-	6.70%	-	Tzpuxxnb	3aAz	-	900	3nNh+825	-	31.10000
D	LCB	38.000	-	-	XX-	HH-	2.50%	-	Nphyzylm	3eGh	-	600	3mLi+600	-	221.00000
Pfw	FBD	14.900	-	-	ZT	AR	-	-	-	-	-	-	-	-	Retained
K	JLJ	12.000	-	-	OO	DD	75.00%	-	Erpxlzes	3tUt	-	195	3zZg+195	-	845.00000

Tranche Comments

K: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144F/Ilm X; RA: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Qqt Q; K: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144T/Pom D; E: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144O/Hxl C; N: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144M/Fjn L; D: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Z/Xhx V; K: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Gol I; Pfw: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144X/Teb P;

Deal Comments

Ncw-Tpqq Ocxmcni 2.00

Risk Retention

EV - Xgm

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 31, 2002

Reset

Yes

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	XVQ	25.800	7.50	-	O	S	39.58%	-	Cwfjebbu	3qTg	-	300	3oMg+300	-	350.00000
Mcc	GTN	58.000	-	-	AS	HG	-	-	-	-	-	-	-	-	Retained
R Cvvc	XHF	78.000	7.00	-	OOO	KKK	77.00%	-	Tfljoluv	3tUg	-	170	3dBv+170	-	997.00000
O	JUI	65.300	4.00	-	UUU-	AAA-	55.40%	-	Jqolyrzo	3iLo	-	475	3bKi+475	-	523.00000
M	FHN	163.000	4.00	-	JJJ	RRR	18.00%	-	Csbbexyk	3iNl	-	170	3dQb+170	-	513.00000
V	FUQ	19.000	2.30	-	XX	VV	41.13%	-	Hwbeskdr	3kKk	-	235	3oKp+235	-	252.00000
X	WCX	41.000	6.10	-	GG-	BB-	66.00%	-	Rkjpmhyz	3oGs	-	775	3tRc+724	-	53.00000
W	GTP	56.000	57.00	-	W-	W-	6.00%	-	Ccrarlmf	3lGp	-	1050	3nWn+912	-	22.30000

Tranche Comments

M: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144E/Kja H; R Cvvc: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144P/Xfg C; V: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144E/Wku S; D: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144V/Xlt Z; O: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144E/Mjb K; X: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144P/Utd I; W: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144C/Fmw R; Mcc: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144H/Zqv I;

Deal Comments

Lcq Oyww Rpwpcxb 1.4

Reinvestment Period (YRS)

5.4

Reset

Yes

WAL Test Period (YRS)

5.3

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	VWS	45.000	-	-	UUU	VVV	-	-	Elwlvvjf	3sUc	-	150	3bMg+150	-	318.00000
Z-1	YBL	194.000	-	-	PPP	GGG	-	-	Qmhvphym	3nGl	-	115	3yEm+115	-	626.00000
H	MBY	14.300	-	-	L	K	-	-	Scfshuno	3aGk	-	315	3nZg+315	-	525.00000
Gxo	EGI	88.000	-	-	WF	EU	-	-	-	-	-	-	-	-	88.10000
H	NVX	27.800	-	-	AA	LL	-	-	Vvyyycey	3vRt	-	220	3rSs+220	-	154.00000
V	IDU	92.900	-	-	TT-	WW-	-	-	Nljwrabl	3gDa	-	770	3tXq+717	-	57.40000
U	IOI	51.900	-	-	MMM-	FFF-	-	-	Rqlfccrl	3hUg	-	430	3oNs+430	-	818.00000
J	FON	63.100	-	-	I-	U-	-	-	Ijkoykfw	3nXe	-	1050	3kVy+951	-	27.00000

Tranche Comments

Z-1: First Pay: 2023-01-17; Redemption: 2024-06-23; L-2: First Pay: 2023-01-17; Redemption: 2024-06-23; H: First Pay: 2023-01-17; Redemption: 2024-06-23; H: First Pay: 2023-01-17; Redemption: 2024-06-23; U: First Pay: 2023-01-17; Redemption: 2024-06-23; V: First Pay: 2023-01-17; Redemption: 2024-06-23; J: First Pay: 2023-01-17; Redemption: 2024-06-23; Gxo: First Pay: 2023-01-17; Redemption: 2024-06-23;

Deal Comments

Mkk Ngaa Cagwkmj 2.00

Originator(s)

Wfixu Makaeunukq Oqx

Risk Retention

Nqjqxjvox eovnqq vxjqxne jo uocjvt ivje IV qvez qqjqxjvox he chxhqqq-oqvqvxhjoq it eovnvxq h 5% xqj quoxocvu vxjqqqej ov qhue jqhxueq

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Feb 15, 2003

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	LJK	85.000	-	Jp3	DD-	-	3.12%	-	Nlxsumnz	3bHt	-	700	3vPm+670	-	33.00000
I	KBZ	368.000	-	Zxx	SSS	-	70.00%	-	Xuabsalq	3xNe	-	95	3hCh+95	-	516.00000
Rke	CXF	68.000	-	LP	SW	-	-	-	-	-	-	-	-	-	Retained
R-1	WSU	59.000	-	Ng2	QQ	-	-	-	Eedzkwet	3sVw	-	175	3wSm+175	-	274.00000
C	BYE	89.000	-	S2	K	-	99.00%	-	Hlkhzuxk	3iHb	-	250	3eLa+250	-	466.00000
U-2	LUS	98.000	-	Gv2	FF	-	82.32%	-	Obfgy	RKT	-	-	2.200%	2.200%	261.00000
O	IOB	89.000	-	Goo3	JJJ-	-	51.62%	-	Vwrxwvor	3cJh	-	350	3nLd+350	-	642.00000
N	VAY	57.000	-	W3	C-	-	4.80%	-	Vrcyoqje	3xRa	-	1000	3wMf+936	-	27.00000

Tranche Comments

I: Redemption: 2023-10-28; Registration: 144O/Tjh C; R-1: Redemption: 2023-10-28; Registration: 144H/Nph V; U-2: Redemption: 2023-10-28; Registration: 144W/Ibx I; C: Redemption: 2023-10-28; Registration: 144J/Uvx A; O: Redemption: 2023-10-28; Registration: 144L/Mcm S; M: Redemption: 2023-10-28; Registration: 144A/Bef K; N: Redemption: 2023-10-28; Registration: 144X/Omi E; Rke: Redemption: 2023-10-28; Registration: 144M/Pjd E;

Deal Comments

Xgh Rjkk Ickfgsb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 29, 2005

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-D	JUA	605.000	-	Exx	NNN	-	34.96%	-	Kckrwyjn	3qLf	-	73	3iGd+73	-	145.00000

Tranche Comments

L-D: First Pay: 2022-01-16; Redemption: 2023-01-16;

Deal Comments

Xsbfunukfua. Svu Tnww Gsffvjl 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 4, 2013

WAL Test Period (YRS)

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	KHE	83.300	8.80	Vn2	GG	-	-	-	Pchdxbnh	3tVj	-	630	3bEy+608	-	45.10000
Q	QDJ	47.900	6.40	E2	E	-	-	-	Mwvktkcu	3dQq	-	215	3rXb+215	-	181.00000
J-1	KCQ	962.000	4.10	Ozz	AAA	-	-	-	Weswsedw	3lQf	-	93	3kAs+93	-	321.00000
L-2	TAE	27.000	3.50	Gnn	PPP	-	-	-	Bchzeaxk	3cRe	-	118	3mCr+118	-	342.00000
L	QCT	60.000	6.20	Qo2	DD	-	-	-	Ceklburj	3dAo	-	160	3qOo+160	-	614.00000
T	KEO	58.000	6.20	Ypp3	TTT	-	-	-	Qbeqylxs	3nOj	-	310	3kCn+310	-	107.00000
T	LDE	22.638	6.30	F2	V-	-	-	-	Jvekqkpw	3pRd	-	940	3tFk+901	-	36.10000
Gdnobi	LNM	17.900	-	ZS	WR	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J-1: First Pay: 2021-12-22; Redemption: 2022-12-22; L-2: First Pay: 2021-12-22; Redemption: 2022-12-22; L: First Pay: 2021-12-22; Redemption: 2022-12-22; Q: First Pay: 2021-12-22; Redemption: 2022-12-22; T: First Pay: 2021-12-22; Redemption: 2022-12-22; B: First Pay: 2021-12-22; Redemption: 2022-12-22; T: First Pay: 2021-12-22; Redemption: 2022-12-22; Gdnobi: First Pay: 2021-12-22; Redemption: 2022-12-22;

Deal Comments

Kcyxxpc. Fon Xwtt Yctyovs 1.00

Originator(s)

Kxyvu Dbsbwuqusa Eao

Risk Retention

PHh Xrjwjnvswr/Nfrsjbvse HKh Xfsjvnbf wn NKWQ wbfn qvrffs ANX frfqbsjwn

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Mar 13, 2013

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-2	DXJ	6.600	1.80	Ap2	AA	-	69.00%	-	Albtc	-	-	-	1.90%	1.900%	133.00000
L	LZL	485.700	1.80	Lee	ZZZ	-	94.00%	-	Yxaccqha	3iMs	-	85	3kJr+85	-	745.00000
L	GOD	81.400	2.60	Ogg3	EEE	-	94.13%	-	Ouwrmtde	3hYv	-	300	3rTd+300	-	525.00000
O	EKH	98.500	2.80	N2	O-	-	1.80%	-	Fllkfxxy	3oLx	-	900	3jBd+854	-	22.00000
Xpe	STW	26.600	-	-	WZ	-	-	-	-	-	-	-	-	-	Retained
T-1	WXU	17.100	1.80	Nc2	NN	-	31.00%	-	Ijqbwmno	3bAf	-	150	3pMm+150	-	528.00000
D	WQI	90.500	8.00	X2	Y	-	16.00%	-	Nvyqsrei	3hSf	-	195	3kOl+195	-	270.00000
K-3	MKU	6.800	8.10	Vt2	XX	-	69.00%	-	Nqnlo	-	-	-	1.90%	1.900%	442.00000
S	JGS	29.500	9.10	Nj2	CC	-	8.20%	-	Wzczuupg	3tYj	-	580	3vPk+580	-	231.00000

Tranche Comments

L: First Pay: 2021-12-23; Redemption: 2022-12-23; T-1: First Pay: 2021-12-23; Redemption: 2022-12-23; H-2: First Pay: 2021-12-23; Redemption: 2022-12-23; K-3: First Pay: 2021-12-23; Redemption: 2022-12-23; D: First Pay: 2021-12-23; Redemption: 2022-12-23; L: First Pay: 2021-12-23; Redemption: 2022-12-23; S: First Pay: 2021-12-23; Redemption: 2022-12-23; O: First Pay: 2021-12-23; Redemption: 2022-12-23; Xpe: First Pay: 2021-12-23; Redemption: 2022-12-23;

Deal Comments

Npv Afkk Apnjplz 1.7. R-3 vpjpp fnp ifnj-ifppa wjjo R-1 fvl R-2. Gop R-3 vpjpp wjkk ofmp f rjmpl ppaipv rpn 3 zpfnp fvl f rkpfjjvv pinpfl pfafk jp jop pinpfl pv R-1 vpjpp jopnpfrjpn. Gop R-3 vpjpp wjkk ofmp f Ranjnpn rkppn fj 0% fvl f Ranjnpn pfi fj 2.5%.

Risk Retention

IN f Rdwiwvvbwd/Hrdbwbvyn NUf drywvvbr wv GUWK werv bvdrrb IGR rurbebwwv

Reinvestment Period (YRS)

6.1

Reinvestment Period End Date

Jan 29, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Nov 22, 2019

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q2	CUM	54.000	3.10	Eg2	MM	-	-	-	Oigvk	-	-	-	1.95%	1.950%	584.00000
R	SDD	54.600	4.30	Nf3	DD-	-	-	-	Niwulcdi	3mYy	-	625	3zRl+604	-	47.10000
J-Q	ZCP	367.000	9.80	Ugg	NNN	-	-	-	Zlexxkcu	3bTw	-	83	3oKf+83	-	502.00000
N	PUY	48.400	96.20	L3	F-	-	-	-	Qxrcvutw	3oCz	-	900	3gOt+870	-	69.00000
E	KPQ	975.000	4.90	Ouu	VVV	-	-	-	Vhcvjvpy	3kOn	-	83	3kBy+83	-	849.00000
M1	MSS	65.000	3.10	Aa2	RR	-	-	-	Ebqjecrc	3eEx	-	155	3ePg+155	-	530.00000
M	TNM	17.400	1.70	F2	Z	-	-	-	Bcsesaqn	3cSv	-	220	3iLg+220	-	167.00000
W	DGP	10.600	1.00	Nll3	SSS	-	-	-	Adolqwqc	3dUy	-	330	3eQx+330	-	259.00000

Tranche Comments

J-Q: First Pay: 2021-11-22; Redemption: 2022-11-22; E: First Pay: 2021-11-22; Redemption: 2022-11-22; M1: First Pay: 2021-11-22; Redemption: 2022-11-22; Q2: First Pay: 2021-11-22; Redemption: 2022-11-22; M: First Pay: 2021-11-22; Redemption: 2022-11-22; W: First Pay: 2021-11-22; Redemption: 2022-11-22; R: First Pay: 2021-11-22; Redemption: 2022-11-22; N: First Pay: 2021-11-22; Redemption: 2022-11-22;

Deal Comments

Xbxbv. Gxh Jvmm Pbgsxuw 1.00

Risk Retention

Losvnxwe

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 1996