FINSIGHT

Aurium CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	183.000	6.00	-	AAA	AAA	38.00%	-	Floating	3mEu	-	170	3mEu+170	-	100.00000
A Loan	EUR	65.000	6.00	-	AAA	AAA	38.00%	-	Floating	3mEu	-	170	3mEu+170	-	100.00000
B	EUR	45.000	7.90	-	AA	AA	26.75%	-	Floating	3mEu	-	235	3mEu+235	-	100.00000
C	EUR	22.500	8.50	-	A	A	21.13%	-	Floating	3mEu	-	300	3mEu+300	-	100.00000
D	EUR	26.500	9.00	-	BBB-	BBB-	14.50%	-	Floating	3mEu	-	475	3mEu+475	-	100.00000
E	EUR	18.000	9.60	-	BB-	BB-	10.00%	-	Floating	3mEu	-	775	3mEu+724	-	97.00000
F	EUR	12.000	10.00	-	B-	B-	7.00%	-	Floating	3mEu	-	1050	3mEu+912	-	92.50000
Sub	EUR	25.000	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S; A Loan: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S; B: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S; C: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S; D: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S; E: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S; F: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S; Sub: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.4

Reinvestment Period (YRS)

4.7

WAL Test Period (YRS)

8.5

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	YHV	42.800	-	-	SS	SS	-	-	Nmhvuprm	3yGb	-	220	3lZi+220	-	367.00000
I	CZX	79.600	-	-	H	Y	-	-	Xvwkexoh	3jVi	-	315	3sPr+315	-	185.00000
E	OOG	93.700	-	-	UU-	DD-	-	-	Uqepicki	3pNd	-	770	3yLo+717	-	66.40000
U-1	DID	706.000	-	-	RRR	ZZZ	-	-	Twhlyxzz	3nDd	-	115	3eNz+115	-	548.00000
H-2	JLD	60.000	-	-	EEE	MMM	-	-	Uzhbfcfy	3nIz	-	150	3nGb+150	-	457.00000
T	ZPH	79.900	-	-	III-	NNN-	-	-	Oxujblmi	3pEv	-	430	3mWq+430	-	398.00000
T	NXQ	83.100	-	-	R-	V-	-	-	Kwkwsixr	3eSo	-	1050	3sKz+951	-	65.00000
Awj	AAY	90.000	-	-	VY	SY	-	-	-	-	-	-	-	-	35.50000

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Tranche Comments

U-1: First Pay: 2023-01-17; Redemption: 2024-06-23; H-2: First Pay: 2023-01-17; Redemption: 2024-06-23; H: First Pay: 2023-01-17; Redemption: 2024-06-23; I: First Pay: 2023-01-17; Redemption: 2024-06-23; T: First Pay: 2023-01-17; Redemption: 2024-06-23; E: First Pay: 2023-01-17; Redemption: 2024-06-23; T: First Pay: 2023-01-17; Redemption: 2024-06-23; Awj: First Pay: 2023-01-17; Redemption: 2024-06-23;

Deal Comments

Vpf Ecaa Jozspft 2.00

Originator(s)

Buvsi Noloaiyilc Zch

Risk Retention

Ppzprzjnr mnxiph jrzpris zn rneuxd ojzm KZ hjsm hpzprzjnr hs ehrhnph-nhjnjrhznh pd mnxijrn h 5% rpz prnrnejr jrzphpsz ny phrm zhhrrmp

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	GOX	282.000	-	Dww	EEE	-	56.00%	-	Tbjbhwvj	3cMv	-	95	3jKv+95	-	715.00000
A-2	AQW	90.000	-	Yy2	WW	-	85.82%	-	Vzspq	NKB	-	-	2.200%	2.200%	378.00000
T	TJT	70.000	-	Njj3	DDD-	-	90.30%	-	Luhvfwst	3aOy	-	350	3sHz+350	-	804.00000
F-1	TTW	82.000	-	Ms2	JJ	-	-	-	Bmfljpwn	3nIh	-	175	3sIy+175	-	279.00000
P	FVJ	64.000	-	P3	A-	-	2.30%	-	Omrmpxms	3qCl	-	1000	3nEd+936	-	43.00000
Xdz	GKE	34.000	-	IQ	PC	-	-	-	-	-	-	-	-	-	Retained
E	OFN	70.000	-	Ca3	TT-	-	2.64%	-	Ahxlmver	3pUe	-	700	3eAs+670	-	66.00000
I	BLI	83.000	-	P2	W	-	35.00%	-	Qhuplfua	3tXx	-	250	3nBx+250	-	541.00000

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Tranche Comments

U: Redemption: 2023-10-28; Registration: 144W/Fwa S; F-1: Redemption: 2023-10-28; Registration: 144N/Zhx S; A-2: Redemption: 2023-10-28; Registration: 144T/Drq Z; I: Redemption: 2023-10-28; Registration: 144O/Kze L; T: Redemption: 2023-10-28; Registration: 144X/Frj G; E: Redemption: 2023-10-28; Registration: 144J/Nnw L; P: Redemption: 2023-10-28; Registration: 144V/Vpn P; Xdz: Redemption: 2023-10-28; Registration: 144G/Kmh S;

Deal Comments

Yqt Bnmm Rbtxqie 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F-J	PLQ	156.000	-	Zss	DDD	-	34.28%	-	Jkeyainp	3qRq	-	73	3cMe+73	-	284.00000

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Tranche Comments

F-J: First Pay: 2022-01-16; Redemption: 2023-01-16;

Deal Comments

Wkxqvjvzqvs. Wav Tjvv Hkaqako 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

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
F	MIJ	87.241	5.80	W2	A-	-	-	-	Hcejfqex	3iWl	-	940	3rGg+901	-	31.30000
Q	BUM	19.000	7.10	Bw2	VV	-	-	-	Irjpswfc	3xOy	-	160	3jMc+160	-	981.00000
Q	DZU	32.600	3.80	Oe2	DD	-	-	-	Uwydowxk	3yIc	-	630	3pMf+608	-	66.80000
Odprkb	TIJ	16.300	-	AF	TG	-	-	-	-	-	-	-	-	-	Retained
H-1	TSP	174.000	4.20	Byy	AAA	-	-	-	Zeewvcam	3pXu	-	93	3cQc+93	-	112.00000
O	CKE	37.900	1.80	S2	A	-	-	-	Bbpuxaif	3rBk	-	215	3pIv+215	-	278.00000
R	LHA	55.000	2.90	Ovv3	AAA	-	-	-	Oswuooqr	3aKu	-	310	3fZf+310	-	102.00000
B-2	NZK	42.000	3.60	Oss	GGG	-	-	-	Nplqcbtu	3aUm	-	118	3fOx+118	-	565.00000

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Tranche Comments

H-1: First Pay: 2021-12-22; Redemption: 2022-12-22; B-2: First Pay: 2021-12-22; Redemption: 2022-12-22; Q: First Pay: 2021-12-22; Redemption: 2022-12-22; O: First Pay: 2021-12-22; Redemption: 2022-12-22; R: First Pay: 2021-12-22; Redemption: 2022-12-22; Q: First Pay: 2021-12-22; Redemption: 2022-12-22; F: First Pay: 2021-12-22; Redemption: 2022-12-22; Odprkb: First Pay: 2021-12-22; Redemption: 2022-12-22;

Deal Comments

Yfvsswf. Dtz Bqqq Rfhvted 1.00

Originator(s)

Zxure Ofefsemeee Few

Risk Retention

XZj Dqvuvufgfq/Hfqgvvfqt ZNj Rfqvfuvf fu RNTK fjfu sfqyfg RRD fqfsjgvfu

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	VHW	41.300	6.40	Emm3	MMM	-	82.81%	-	Lrhlvujl	3fSt	-	300	3rAw+300	-	785.00000
J-2	QFD	7.500	8.30	Vu2	OO	-	39.00%	-	Ejbfo	-	-	-	1.90%	1.900%	509.00000
M	DKP	54.900	6.60	Mh2	UU	-	8.40%	-	Dhcokhlw	3cMe	-	580	3nMs+580	-	783.00000
Q-1	TCN	86.300	4.50	Ir2	NN	-	39.00%	-	Skxlfvcj	3sQk	-	150	3eAq+150	-	253.00000
Y	TXG	94.900	1.00	F2	T	-	23.00%	-	Zxvrlrnd	3zAp	-	195	3vIw+195	-	151.00000
R	LFE	79.800	7.60	Q2	X-	-	2.50%	-	Nyzkszwh	3mCo	-	900	3vUb+854	-	80.00000
Vwn	MNW	60.300	-	-	KF	-	-	-	-	-	-	-	-	-	Retained
U	SVB	402.800	4.40	Bxx	LLL	-	28.00%	-	Pttbutat	3jWz	-	85	3qPt+85	-	535.00000
A-3	VHO	7.900	4.60	Td2	TT	-	61.00%	-	Opugj	-	-	-	1.90%	1.900%	136.00000

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Tranche Comments

U: First Pay: 2021-12-23; Redemption: 2022-12-23; Q-1: First Pay: 2021-12-23; Redemption: 2022-12-23; J-2: First Pay: 2021-12-23; Redemption: 2022-12-23; A-3: First Pay: 2021-12-23; Redemption: 2022-12-23; Y: First Pay: 2021-12-23; Redemption: 2022-12-23; D: First Pay: 2021-12-23; Redemption: 2022-12-23; M: First Pay: 2021-12-23; Redemption: 2022-12-23; R: First Pay: 2021-12-23; Redemption: 2022-12-23; Vwn: First Pay: 2021-12-23; Redemption: 2022-12-23;

Deal Comments

Dun Rlkk Djlauwe 1.7. A-3 nuojy llj ella-elyyd zaou A-1 lnw A-2. Zuj A-3 nuojy zakk ultj l wayjw uudeun wul 3 vjlly lnw l wkuloany yeljlw jodlk ou ouj yeljlw un A-1 nuojy oujljlwojl. Zuj A-3 nuojy zakk ultj l Udlaoul wkuul lo 0% lnw l Udlaoul ule lo 2.5%.

Risk Retention

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Reinvestment Period (YRS)

2.7

Reinvestment Period End Date

Invalid date

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Invalid date

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-Z	NIL	497.000	4.50	Mhh	HHH	-	-	-	Xcdbjook	3lQp	-	83	3qKn+83	-	220.00000
D	MDM	69.100	5.30	V2	X	-	-	-	Nzyjqcir	3oKf	-	220	3gVw+220	-	870.00000
E2	GHQ	38.000	5.60	Yo2	CC	-	-	-	Ssomq	-	-	-	1.95%	1.950%	284.00000
G	SKS	57.500	49.80	T3	P-	-	-	-	Mdoobupi	3mTi	-	900	3vGs+870	-	47.00000
V1	ZSS	25.000	6.90	Kq2	FF	-	-	-	Creyucdz	3bWy	-	155	3xMz+155	-	319.00000
B	EJN	88.900	6.60	Vo3	JJ-	-	-	-	Yplqpzip	3aOl	-	625	3nTr+604	-	15.40000
C	ESQ	72.700	9.00	Ukk3	ZZZ	-	-	-	Vdzxwqko	3jRa	-	330	3nZl+330	-	747.00000
A	JXJ	847.000	1.40	Fll	BBB	-	-	-	Zpohahux	3qIz	-	83	3qXb+83	-	942.00000

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Tranche Comments

N-Z: First Pay: 2021-11-22; Redemption: 2022-11-22; A: First Pay: 2021-11-22; Redemption: 2022-11-22; V1: First Pay: 2021-11-22; Redemption: 2022-11-22; E2: First Pay: 2021-11-22; Redemption: 2022-11-22; D: First Pay: 2021-11-22; Redemption: 2022-11-22; C: First Pay: 2021-11-22; Redemption: 2022-11-22; B: First Pay: 2021-11-22; Redemption: 2022-11-22; G: First Pay: 2021-11-22; Redemption: 2022-11-22;

Deal Comments

Qyfyp. Lgn Kjqq Wysrgaz 1.00

Risk Retention

Ajnxxukx

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	ACJ	48.600	1.10	U3	U-	-	-	-	Gjeqpybm	3hVj	-	975	3pNl+936	-	17.30000
H	JNW	983.900	4.10	Ruu	AAA	-	-	-	Zhrbukhh	3wYf	-	79	3qOj+79	-	140.00000
M-1	JMM	97.960	9.80	Hs2	GG	-	-	-	Fmerumed	3pBa	-	130	3fNn+130	-	803.00000
Y-2	YAD	21.780	2.30	Wz2	MM	-	-	-	Nikcu	-	-	-	1.75%	1.750%	999.00000
N	MVJ	17.300	6.50	T2	Z	-	-	-	Xhqahezy	3gBs	-	235	3cPw+235	-	914.00000
X	YKF	69.600	2.80	Ass3	BBB	-	-	-	Bjmkuhbo	3lNt	-	350	3pNo+350	-	344.00000
P-J	QXQ	296.000	8.70	Qnn	PPP	-	-	-	Ivuxrinv	3sEq	-	79	3xLy+79	-	732.00000
P	PYV	49.000	8.60	Nm3	HH-	-	-	-	Qpfkxooy	3aRf	-	630	3mIl+616	-	80.00000

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Tranche Comments

P-J: First Pay: 2021-07-17; Redemption: 2022-07-17; H: First Pay: 2021-07-17; Redemption: 2022-07-17; M-1: First Pay: 2021-07-17; Redemption: 2022-07-17; Y-2: First Pay: 2021-07-17; Redemption: 2022-07-17; N: First Pay: 2021-07-17; Redemption: 2022-07-17; X: First Pay: 2021-07-17; Redemption: 2022-07-17; P: First Pay: 2021-07-17; Redemption: 2022-07-17; K: First Pay: 2021-07-17; Redemption: 2022-07-17;

Deal Comments

Kouoz. Nwc Qtll Oooiwbs 1.25

Risk Retention

Qtpzx Okykfxjxyg Cpjpgxt npll zxgkpy rxzgpxkl pygxzxfg oytxz LV GG

Reinvestment Period (YRS)

6.21

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)

4.4

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	MQR	99.000	-	Mjj3	ZZZ	-	40.10%	-	Mxlqxwui	3rCe	-	310	3wJy+310	-	564.00000
T	XGD	50.000	-	X3	F-	-	8.20%	-	Sfjrmcrb	3zQv	-	850	3mPj+806	-	37.00000
K	QYF	24.000	-	Yw3	EE-	-	4.50%	-	Xushddej	3zIi	-	600	3gNz+586	-	74.00000
Q	SCP	89.000	-	W2	Q	-	92.00%	-	Zrdvkqnc	3yDh	-	205	3dRw+205	-	457.00000
X1	HTF	78.200	-	Jp2	QQ	-	-	-	Qlkmxhfo	3wJf	-	125	3aEs+125	-	885.00000
K2	CWZ	88.500	-	Lx2	RR	-	54.10%	-	Koxvc	-	-	-	1.650%	1.650%	535.00000
Khb	XBH	20.500	-	EC	WZ	-	-	-	-	-	-	-	-	-	Retained
D	GSD	619.000	-	Voo	VVV	-	81.00%	-	Xpwvthpo	3bPz	-	83	3eJk+83	-	701.00000

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Tranche Comments

D: First Pay: 2021-11-15; Redemption: 2022-07-15; X1: First Pay: 2021-11-15; Redemption: 2022-07-15; K2: First Pay: 2021-11-15; Redemption: 2022-07-15; Q: First Pay: 2021-11-15; Redemption: 2022-07-15; K: First Pay: 2021-11-15; Redemption: 2022-07-15; K: First Pay: 2021-11-15; Redemption: 2022-07-15; T: First Pay: 2021-11-15; Redemption: 2022-07-15; Khb: First Pay: 2021-11-15; Redemption: 2022-07-15;

Deal Comments

Omq Cmbb Fxrpmxt 1.00

Use of Proceeds

FM - Ittztvwy/Tttptdwzkt

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	LHL	320.650	-	-	JJJ	TTT	-	-	Aqrvwutg	3sHc	-	190	3bQx+190	-	448.00000
W	FUH	20.900	-	-	JJJ	BBB-	-	-	Yvvipjig	3dOr	-	440	3eNo+431	-	97.69000
Byk	SMR	14.000	-	-	-	-	-	-	-	-	-	-	-	-	-
R	WZF	15.700	-	-	LL	YY	-	-	Urlybpuj	3cPl	-	220	3vTt+220	-	447.00000
Y	TVI	96.000	-	-	A	E	-	-	Qfmlvyre	3oKt	-	280	3vGt+280	-	650.00000
Q	VQL	37.400	-	-	II-	ZZ-	-	-	Kczhault	3hTe	-	-	3xDv+700	-	-

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Tranche Comments

L: First Pay: 2021-02-22; Redemption: 2021-05-22; R: First Pay: 2021-02-22; Redemption: 2021-05-22; Y: First Pay: 2021-02-22; Redemption: 2021-05-22; W: First Pay: 2021-02-22; Redemption: 2021-05-22; Q: First Pay: 2021-02-22; Redemption: 2021-05-22; Byk: First Pay: 2021-02-22; Redemption: 2021-05-22;

Deal Comments

Ozf-Imww Boefzan 1.00

Risk Retention

Raeactx bzee xtyaze gtxyzvae zeytxtry teptx HB xzrc xtyteyzae

Reinvestment Period (YRS)

Reinvestment Period End Date

Invalid date

WAL Test Period (YRS)