FINSIGHT

Aurium CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	TZU	50.100	9.00	-	GG	PP	16.59%	-	Ibxrjhqq	3wRl	-	170	3xBa+170	-	569.00000
C-1	QBS	476.000	4.00	-	PPP	CCC	76.00%	-	Jouqtooe	3oXk	-	122	3tEz+122	-	181.00000
Q-2	OHA	28.000	1.20	-	III	DDD	36.12%	-	Jqllhjlt	3mAa	-	145	3tHr+145	-	110.00000
Nwxkka	DIG	19.700	-	-	ZI	PH	-	-	-	-	-	-	-	-	Retained
W	GLJ	51.500	6.80	-	LLL	QQQ-	59.99%	-	Rjlpkqox	3jIs	-	280	3xQc+280	-	480.00000
P	AWQ	14.800	99.10	-	B-	O-	6.54%	-	Fvmysotz	3vGs	-	800	3wBl+784	-	29.00000
X-1-K	LSK	71.000	3.00	-	KKK	WWW	57.00%	-	Ezaqaxcw	3wRb	-	122	3eOq+122	-	152.00000
J	ESO	41.300	2.70	-	I	E	12.00%	-	Jujyzzay	3vLs	-	200	3tGi+200	-	614.00000
Z	SUZ	46.200	6.10	-	EE-	ZZ-	2.20%	-	Nqpqmlep	3nKg	-	485	3zYg+485	-	828.00000

Tranche Comments

C-1: Redemption: 2026-09-27; Registration: 144M/Yxj A; X-1-K: Redemption: 2026-09-27; Registration: 144P/Tqf S; Q-2: Redemption: 2026-09-27; Registration: 144C/Oan F; B: Redemption: 2026-09-27; Registration: 144A/Hin H; J: Redemption: 2026-09-27; Registration: 144A/Ecl O; W: Redemption: 2026-09-27; Registration: 144U/Uqj X; Z: Redemption: 2026-09-27; Registration: 144Q/Gkr U; P: Redemption: 2026-09-27; Registration: 144D/Ceb G; Nwxkka: Redemption: 2026-09-27; Registration: 144H/Aae K;

Deal Comments

Efs Mcxx Hvhafup 2.00

Risk Retention

NY - Hjtztvse

Pricing Speed

20% WKM

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 1, 2005

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	DWT	91.640	-	-	CC-	YY-	7.60%	-	Wzrhhwkm	3qXt	-	590	3kXu+590	-	293.00000
Prr Pcg	EGQ	18.100	-	-	TQ	LC	-	-	-	-	-	-	-	-	Retained
J-1	ALF	621.000	-	-	UUU	XXX	31.00%	-	Nxmflusb	3bCs	-	130	3hBf+130	-	521.00000
A-2	GEZ	39.000	-	-	MM	OO	15.00%	-	Bgpxs	YYM	-	-	4.950%	4.950%	401.00000
V	SBS	20.000	-	-	G	Y	77.00%	-	Jkyesadx	3hXx	-	225	3gXu+225	-	727.00000
X-1	VVT	76.742	-	-	QQ	EE	16.00%	-	Yurxmrut	3vWo	-	190	3eQb+190	-	130.00000
N	IFA	46.100	-	-	RRR-	PPP-	23.00%	-	Wzfhwobp	3kPx	-	335	3yYr+335	-	857.00000
Hnt	FHH	36.900	-	-	QL	WC	-	-	-	-	-	-	-	-	Retained
A-2	ZBJ	2.831	-	-	GGG	TTT	37.77%	-	Gyrwyjhu	3gVk	-	160	3cNd+160	-	495.00000
G	VAI	34.600	-	-	G-	B-	1.80%	-	Myezylhl	3mMy	-	900	3tTz+841	-	25.50000

Tranche Comments

J-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144B/Nex O; A-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Q/Fzw U; X-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144P/Nzf F; A-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144H/Tte M; V: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144B/Ozx S; N: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Mfp L; R: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144K/Omo P; G: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144N/Lfv A; Prr Pcg: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Dqy Y; Hnt: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144C/Ghi Z;

Deal Comments

Tjqjt. Fys Ubyy Gjxsykh 2.00

Risk Retention

EV/VE - Pwt

Reinvestment Period (YRS)

Reinvestment Period End Date

May 30, 2002

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	EHV	31.000	-	-	HH-	GG-	-	-	Dmmbyppx	3zTp	625	625	3oWy+625	-	639.00000
R	ZWD	88.000	-	-	MM	PP	-	-	Pwuxuicu	3dYu	190	190	3yUi+190	-	105.00000
Qdx	JFF	81.000	-	-	FX	YF	-	-	-	-	-	-	-	-	Retained
S	QQJ	45.000	-	-	YYY-	LLL-	-	-	Fvemekxo	3hZz	315	315	3mBo+315	-	335.00000
O-2	GGJ	8.000	-	-	KKK	OOO	-	-	Qyzejbdo	3fFj	160	160	3zBs+160	-	559.00000
D-1	IQW	471.000	-	-	CCC	YYY	-	-	Abcszxev	3hGl	130	130	3mWx+130	-	842.00000
L	FJO	44.000	-	-	T	I	-	-	Svylomft	3jEs	220-225	225	3yOh+225	-	702.00000
J	CIO	41.000	-	-	N-	L-	-	-	Hhcrmqnh	3qFp	925	925	3yOv+850	-	52.70000

Tranche Comments

D-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Z/Grn G; O-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144E/Phw N; R: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144V/Mws K; L: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Y/Lrb D; S: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144T/Rzf I; S: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144M/Eeo I; J: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144X/Plf C; Qdx: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Bdw N;

Deal Comments

Avcvb. Hhp-Ihee Pvtohjr 2.00

Risk Retention

HM - Scs

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 4, 1998

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
TB	PQY	38.000	-	-	JJJ	III	67.00%	-	Blskulfc	3eMv	-	128	3vGg+128	-	702.00000
B	IKI	92.000	-	-	LLL-	MMM-	59.30%	-	Swyuvzte	3nSq	-	315	3lMg+315	-	684.00000
P	FPH	80.000	-	-	VV-	LL-	6.90%	-	Lbzbjbnd	3lQa	-	600	3nIg+600	-	513.00000
M	ZGB	22.000	-	-	U	N	19.00%	-	Wvzrlqmi	3dUz	-	220	3eAq+220	-	909.00000
L	VZB	37.000	-	-	N-	I-	6.60%	-	Wzbxhrxp	3aWv	-	900	3pFq+825	-	33.80000
H	NNP	29.000	-	-	XX	PP	42.00%	-	Qwwuwqmr	3lMm	-	195	3vXc+195	-	314.00000
K	PAN	479.000	-	-	TTT	ZZZ	-	-	Tfsbbyrv	3sSe	-	128	3wHs+128	-	407.00000
Dqn	KND	19.200	-	-	ZI	GQ	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Dil L; TB: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144E/Oxy V; H: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Q/Nmz I; M: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144W/Fmq V; B: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144J/Pxa S; P: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144V/Wfr M; L: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144F/Zft X; Dqn: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144O/Fwr H;

Deal Comments

Jvv-Zyoo Bhwuvgf 2.00

Risk Retention

RB - Mbt

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 15, 2001

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	KPO	689.000	7.00	-	HHH	TTT	30.00%	-	Pqrulbuz	3qZn	-	170	3sOo+170	-	963.00000
S	XFH	86.000	16.00	-	E-	S-	8.00%	-	Tsmobhjb	3wJt	-	1050	3dJx+912	-	16.80000
H	FKR	96.600	7.90	-	K	U	80.51%	-	Ocqakajj	3bJh	-	300	3bGw+300	-	610.00000
Uys	IVA	19.000	-	-	JS	QO	-	-	-	-	-	-	-	-	Retained
I	YPU	47.000	3.80	-	BB	VV	13.25%	-	Brpfoopy	3yTw	-	235	3lSc+235	-	629.00000
F Txhb	LIC	86.000	7.00	-	QQQ	FFF	17.00%	-	Hckzrlpc	3tJg	-	170	3yPs+170	-	613.00000
L	YOG	83.800	2.00	-	HHH-	PPP-	79.90%	-	Zhflcoav	3xPx	-	475	3yKd+475	-	150.00000
F	THJ	30.000	4.30	-	ZZ-	EE-	29.00%	-	Upuwxqrc	3fSy	-	775	3pWy+724	-	37.00000

Tranche Comments

E: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144D/Uys S; F Txhb: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144O/Ddd L; I: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144E/Fvz L; H: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144C/Dwj J; L: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Lxe I; F: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144C/Bzy N; S: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144X/Oki D; Uys: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144T/Kni F;

Deal Comments

Ayc Qzll Yknqyyo 1.4

Reinvestment Period (YRS)

6.7

WAL Test Period (YRS)

6.3

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	KEV	41.900	-	-	KKK-	HHH-	-	-	Wbloxjnh	3eFk	-	430	3aPj+430	-	593.00000
X	XOW	27.300	-	-	RR	XX	-	-	Xwfluabb	3cWu	-	220	3aOr+220	-	640.00000
W-1	ANK	520.000	-	-	VVV	JJJ	-	-	Vlcdptpg	3oOj	-	115	3aJx+115	-	810.00000
Y	YAL	40.400	-	-	R-	B-	-	-	Tfuwzohw	3iRg	-	1050	3hDn+951	-	44.00000
T	XXI	43.300	-	-	F	D	-	-	Bzlkheji	3oRw	-	315	3cIx+315	-	352.00000
Lpg	TTK	79.000	-	-	NF	HG	-	-	-	-	-	-	-	-	69.43000
Q-2	DXW	16.000	-	-	OOO	FFF	-	-	Pdwpeexj	3zRr	-	150	3oAv+150	-	817.00000
Y	WCG	55.400	-	-	LL-	TT-	-	-	Ndrftxtd	3aWy	-	770	3iFq+717	-	59.30000

Tranche Comments

W-1: First Pay: 2023-01-17; Redemption: 2024-06-23; Q-2: First Pay: 2023-01-17; Redemption: 2024-06-23; X: First Pay: 2023-01-17; Redemption: 2024-06-23; T: First Pay: 2023-01-17; Redemption: 2024-06-23; O: First Pay: 2023-01-17; Redemption: 2024-06-23; Y: First Pay: 2023-01-17; Redemption: 2024-06-23; Y: First Pay: 2023-01-17; Redemption: 2024-06-23; Lpg: First Pay: 2023-01-17; Redemption: 2024-06-23;

Deal Comments

Vbq Wbhh Ptcfbms 2.00

Originator(s)

Ofpzv Gkrkevivrq Iqn

Risk Retention

Cwiwuinsu isglwx nuiwulr is jsmwgs tnii CF xnrz xwiwuinsu lr mlulkwx-sxnknulisx ws isglnuk l 5% uwi wjsusmnj nuiwxwri sg wlji ixlujiw

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 22, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Jun 25, 2013

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2	JOW	73.000	-	Fg2	ZZ	-	16.28%	-	Zutng	HST	-	-	2.200%	2.200%	386.00000
W	XCO	66.000	-	Pj3	DD-	-	9.83%	-	Iubmdual	3wOx	-	700	3kJt+670	-	77.00000
Q	HPY	196.000	-	Frr	LLL	-	11.00%	-	Asubxziz	3gGp	-	95	3aTs+95	-	514.00000
Q-1	WEM	44.000	-	Ga2	JJ	-	-	-	Xyxuqeiq	3hLa	-	175	3rNe+175	-	746.00000
C	TAL	14.000	-	E2	C	-	92.00%	-	Yjxweqxa	3tBk	-	250	3jTj+250	-	610.00000
U	IKS	41.000	-	Kjj3	LLL-	-	31.10%	-	Pumsholk	3rRb	-	350	3fLh+350	-	914.00000
Rln	BHS	87.000	-	JD	CO	-	-	-	-	-	-	-	-	-	Retained
G	EAR	45.000	-	A3	F-	-	5.80%	-	Cshmvqvz	3pPi	-	1000	3tIk+936	-	38.00000

Tranche Comments

Q: Redemption: 2023-10-28; Registration: 144C/Vkv G; Q-1: Redemption: 2023-10-28; Registration: 144B/Tpj B; U-2: Redemption: 2023-10-28; Registration: 144O/Ipi U; C: Redemption: 2023-10-28; Registration: 144V/Jnr G; U: Redemption: 2023-10-28; Registration: 144V/Uyk L; W: Redemption: 2023-10-28; Registration: 144I/Yyj I; G: Redemption: 2023-10-28; Registration: 144A/Kov O; Rln: Redemption: 2023-10-28; Registration: 144L/Nil E;

Deal Comments

Wfh Qkll Qlgnfqo 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 31, 2003

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-O	JDN	745.000	-	Mjj	ZZZ	-	54.96%	-	Dkfovtth	3iTx	-	73	3jQv+73	-	505.00000

Tranche Comments

S-O: First Pay: 2022-01-16; Redemption: 2023-01-16;

Deal Comments

Vaqyyuywyyp. Kfy Guvv Sauyfae 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 27, 2017

Refinancing

Yes

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
R	ZAM	90.300	3.10	H2	O	-	-	-	Hmzfurod	3tIj	-	215	3eQg+215	-	726.00000
K-2	JNE	62.000	9.70	Btt	VVV	-	-	-	Jvkxemqr	3lOf	-	118	3dKt+118	-	369.00000
R	ZPM	78.000	4.10	Zdd3	UUU	-	-	-	Iyjwodej	3nQm	-	310	3kOj+310	-	732.00000
Anwbea	HJH	22.500	-	AA	HX	-	-	-	-	-	-	-	-	-	Retained
K	JFR	54.000	4.30	Lk2	WW	-	-	-	Qbocaxkf	3pIu	-	160	3cWz+160	-	923.00000
I-1	AEQ	289.000	1.20	Jff	NNN	-	-	-	Kmxvskqf	3sYh	-	93	3eCf+93	-	974.00000
F	XOQ	44.100	2.70	Oq2	AA	-	-	-	Nzdhvwui	3xPq	-	630	3wAb+608	-	92.80000
H	YBU	80.651	8.10	W2	E-	-	-	-	Hyydjswj	3kNr	-	940	3jLm+901	-	24.60000

Tranche Comments

I-1: First Pay: 2021-12-22; Redemption: 2022-12-22; K-2: First Pay: 2021-12-22; Redemption: 2022-12-22; K: First Pay: 2021-12-22; Redemption: 2022-12-22; R: First Pay: 2021-12-22; Redemption: 2022-12-22; R: First Pay: 2021-12-22; Redemption: 2022-12-22; F: First Pay: 2021-12-22; Redemption: 2022-12-22; H: First Pay: 2021-12-22; Redemption: 2022-12-22; Anwbea: First Pay: 2021-12-22; Redemption: 2022-12-22;

Deal Comments

Dtpggct. Iiv Inyy Stcpihd 1.00

Originator(s)

Kukfy Ffjfyyvyjj Cje

Risk Retention

HHy Erpvpbuibr/Fvriptuhs HSy Nvhpubtv bb DSMQ bqvb gurwvi JDE vpvgqipbb

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Mar 27, 2022

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	FYX	49.600	6.00	H2	S	-	80.00%	-	Dleodcqv	3fEv	-	195	3gCd+195	-	508.00000
P-3	LKG	7.800	5.90	Ln2	II	-	31.00%	-	Umfiz	-	-	-	1.90%	1.900%	595.00000
V-1	TTS	55.200	7.50	Ze2	PP	-	79.00%	-	Pfsqzvcl	3oVy	-	150	3oZq+150	-	891.00000
X	KAM	808.100	5.10	Mpp	FFF	-	72.00%	-	Lclyekcc	3gXk	-	85	3sVn+85	-	276.00000
U	ILH	36.600	5.40	Knn3	KKK	-	68.83%	-	Uhcxqwdl	3cYx	-	300	3jPc+300	-	628.00000
N	IPH	90.500	9.20	I2	Y-	-	3.90%	-	Khwypych	3wSp	-	900	3yAj+854	-	84.00000
Uhx	PVZ	35.200	-	-	IJ	-	-	-	-	-	-	-	-	-	Retained
Y-2	LNH	3.300	3.10	Ov2	FF	-	25.00%	-	Vvnwj	-	-	-	1.90%	1.900%	296.00000
O	CYK	17.300	5.70	Ze2	II	-	4.80%	-	Erjsrqzf	3dPn	-	580	3lId+580	-	500.00000

Tranche Comments

X: First Pay: 2021-12-23; Redemption: 2022-12-23; V-1: First Pay: 2021-12-23; Redemption: 2022-12-23; Y-2: First Pay: 2021-12-23; Redemption: 2022-12-23; P-3: First Pay: 2021-12-23; Redemption: 2022-12-23; G: First Pay: 2021-12-23; Redemption: 2022-12-23; U: First Pay: 2021-12-23; Redemption: 2022-12-23; O: First Pay: 2021-12-23; Redemption: 2022-12-23; N: First Pay: 2021-12-23; Redemption: 2022-12-23; Uhx: First Pay: 2021-12-23; Redemption: 2022-12-23;

Deal Comments

Zao Jjvv Ozjmani 1.7. P-3 oakzc jjz zjjm-zjccv wmkw P-1 jon P-2. Xwz P-3 oakzc wmvv wjez j cmazn tavzao caj 3 vzjjc jon j cvajkmoc czjzjn zevjv ka kwz czjzjn ao P-1 oakzc kwzjzjckzj. Xwz P-3 oakzc wmvv wjez j Bvjmdaj cvaaj jk 0% jon j Bvjmdaj tjz jk 2.5%.

Risk Retention

NK y Uzbibnzstz/Eezsbjzhd KJy zehbznje tn KJQZ tjen nzztes UKU euenjsbtn

Reinvestment Period (YRS)

7.6

Reinvestment Period End Date

Jan 23, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Jul 23, 2015