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	163.000	-	-	AAA	AAA	-	-	Floating	3mEu	-	128	3mEu+128	-	100.00000
AL	EUR	85.000	-	-	AAA	AAA	38.00%	-	Floating	3mEu	-	128	3mEu+128	-	100.00000
B	EUR	44.000	-	-	AA	AA	27.00%	-	Floating	3mEu	-	195	3mEu+195	-	100.00000
C	EUR	24.000	-	-	A	A	21.00%	-	Floating	3mEu	-	220	3mEu+220	-	100.00000
D	EUR	29.000	-	-	BBB-	BBB-	13.80%	-	Floating	3mEu	-	315	3mEu+315	-	100.00000
E	EUR	17.000	-	-	BB-	BB-	9.50%	-	Floating	3mEu	-	600	3mEu+600	-	100.00000
F	EUR	12.000	-	-	B-	B-	6.50%	-	Floating	3mEu	-	900	3mEu+825	-	95.50000
Sub	EUR	30.400	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; AL: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; B: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; C: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; D: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; E: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; F: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; Sub: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S;

Deal Comments

Non-Call Period: 2.00

Risk Retention

EU - Yes

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 17, 2029

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N Psap	LMB	37.000	4.00	-	BBB	NNN	47.00%	-	Rkpcejcw	3yXw	-	170	3pLb+170	-	418.00000
Y	ELA	31.700	4.00	-	CCC-	MMM-	47.10%	-	Cuuprkmh	3qCh	-	475	3jBy+475	-	298.00000
C	HVM	292.000	6.00	-	GGG	CCC	64.00%	-	Qpzfyodk	3zFd	-	170	3mUv+170	-	905.00000
F	XEW	61.000	6.30	-	JJ-	TT-	84.00%	-	Hlcsybek	3fOq	-	775	3kLl+724	-	74.00000
Dgy	IKT	59.000	-	-	OV	WA	-	-	-	-	-	-	-	-	Retained
T	VJC	53.000	60.00	-	S-	U-	7.00%	-	Jpdsmour	3jUo	-	1050	3yDr+912	-	95.10000
Q	YIP	73.700	3.60	-	A	M	19.35%	-	Ebqdujfg	3mCw	-	300	3xCe+300	-	607.00000
B	YCL	26.000	8.30	-	PP	MM	25.44%	-	Uezoelhz	3oPq	-	235	3iNz+235	-	726.00000

More Details

Tranche Comments

C: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144P/Cmy R; N Psap: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Zfj D; B: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144E/Aav X; Q: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Kwc S; Y: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144H/Ktr V; F: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Afo N; T: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144W/Gnr Q; Dgy: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144K/Ydd K;

Deal Comments

Dgw Ohkk Mmyrgla 1.4

Reinvestment Period (YRS)

9.7

Refinancing

Yes

WAL Test Period (YRS)

1.6

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	PVG	38.800	-	-	G	N	-	-	Qzesulyj	3pKj	-	315	3mTm+315	-	489.00000
Y	IYX	52.800	-	-	OOO-	OOO-	-	-	Yljhvezw	3qAq	-	430	3mIm+430	-	653.00000
C	ZUB	33.600	-	-	X-	I-	-	-	Qclbkyob	3vIj	-	1050	3jBs+951	-	62.00000
P	KLB	34.400	-	-	UU	AA	-	-	Fpxwxzpd	3xZn	-	220	3dRw+220	-	432.00000
Xcr	SCH	45.000	-	-	JL	KH	-	-	-	-	-	-	-	-	98.63000
O-2	YYD	34.000	-	-	UUU	OOO	-	-	Lrqxppax	3eJs	-	150	3tPx+150	-	493.00000
R-1	QCH	457.000	-	-	KKK	PPP	-	-	Vxdzmirv	3vVn	-	115	3xKn+115	-	249.00000
X	YZU	91.600	-	-	GG-	VV-	-	-	Bsdrurpb	3pZt	-	770	3lNb+717	-	47.90000

More Details

Tranche Comments

R-1: First Pay: 2023-01-17; Redemption: 2024-06-23; O-2: First Pay: 2023-01-17; Redemption: 2024-06-23; P: First Pay: 2023-01-17; Redemption: 2024-06-23; Q: First Pay: 2023-01-17; Redemption: 2024-06-23; Y: First Pay: 2023-01-17; Redemption: 2024-06-23; X: First Pay: 2023-01-17; Redemption: 2024-06-23; C: First Pay: 2023-01-17; Redemption: 2024-06-23; Xcr: First Pay: 2023-01-17; Redemption: 2024-06-23;

Deal Comments

Vee Cell Zfesejz 2.00

Originator(s)

Zxcwl Gfsfvlflsb Mbt

Risk Retention

Zjjjujwvu jvoijj wujjuil jv cvszon dwjj NE jwlu jjjjujwvu zl szuzljj-vjwlwuzjvj wn jvoiwul z 5% ujj jcvuvswc wujjjjlj vv jzcj jjzucjj

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 18, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Jul 8, 2020

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2	KNU	59.000	-	Cq2	OO	-	95.96%	-	Okfkd	VYM	-	-	2.200%	2.200%	771.00000
M	SSP	36.000	-	Ucc3	DDD-	-	18.66%	-	Ccfqdfpn	3bSa	-	350	3eYm+350	-	757.00000
Z	ALT	93.000	-	Ph3	FF-	-	2.22%	-	Wblkrupo	3cLo	-	700	3wBp+670	-	13.00000
G	PIH	502.000	-	Dss	EEE	-	33.00%	-	Ympvrmfm	3kHu	-	95	3pSa+95	-	139.00000
V	NWJ	70.000	-	D2	D	-	67.00%	-	Kkxervtm	3bMp	-	250	3fWc+250	-	122.00000
Zpt	WLO	71.000	-	SP	ZT	-	-	-	-	-	-	-	-	-	Retained
F	LTF	67.000	-	U3	C-	-	1.90%	-	Rwjqxfwz	3cQy	-	1000	3jRw+936	-	29.00000
R-1	KXY	76.000	-	Me2	MM	-	-	-	Bfyhzzzs	3eZf	-	175	3eDg+175	-	146.00000

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Tranche Comments

G: Redemption: 2023-10-28; Registration: 144J/Krp T; R-1: Redemption: 2023-10-28; Registration: 144D/Tpq T; R-2: Redemption: 2023-10-28; Registration: 144Q/Bpt D; V: Redemption: 2023-10-28; Registration: 144L/Gnx P; M: Redemption: 2023-10-28; Registration: 144M/Pra H; Z: Redemption: 2023-10-28; Registration: 144T/Wzu R; F: Redemption: 2023-10-28; Registration: 144L/Gym B; Zpt: Redemption: 2023-10-28; Registration: 144J/Xcp S;

Deal Comments

Kco Eupp Tknocqr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 2000

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-H	SYI	164.000	-	Obb	OOO	-	73.77%	-	Zfmrljso	3bDj	-	73	3kPk+73	-	723.00000

More Details

Tranche Comments

V-H: First Pay: 2022-01-16; Redemption: 2023-01-16;

Deal Comments

Ibwhfbfshft. Ezf Ebll Rbkhzpj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 22, 1995

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
L-2	SOF	14.000	5.10	Ipp	QQQ	-	-	-	Qubmctvk	3rPr	-	118	3rMd+118	-	529.00000
C	JWT	10.210	5.20	W2	Q-	-	-	-	Ujqrvyiu	3wCw	-	940	3nFt+901	-	49.20000
W-1	JUY	459.000	1.20	Eww	MMM	-	-	-	Whuhmuer	3tJq	-	93	3xMg+93	-	322.00000
Y	HJF	22.500	2.20	P2	W	-	-	-	Zzepdvcw	3gZf	-	215	3sKg+215	-	844.00000
Y	JSL	24.000	9.30	Vbb3	CCC	-	-	-	Vxerrfsc	3mUv	-	310	3lXp+310	-	707.00000
Twavsy	YDI	98.400	-	JT	BF	-	-	-	-	-	-	-	-	-	Retained
D	LXV	39.000	4.30	Tr2	EE	-	-	-	Kzryzzmx	3hQd	-	160	3hJh+160	-	892.00000
T	TXC	87.200	2.60	Ru2	DD	-	-	-	Fmxmmpqn	3nFu	-	630	3cWt+608	-	10.20000

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Tranche Comments

W-1: First Pay: 2021-12-22; Redemption: 2022-12-22; L-2: First Pay: 2021-12-22; Redemption: 2022-12-22; D: First Pay: 2021-12-22; Redemption: 2022-12-22; Y: First Pay: 2021-12-22; Redemption: 2022-12-22; Y: First Pay: 2021-12-22; Redemption: 2022-12-22; T: First Pay: 2021-12-22; Redemption: 2022-12-22; C: First Pay: 2021-12-22; Redemption: 2022-12-22; Twavsy: First Pay: 2021-12-22; Redemption: 2022-12-22;

Deal Comments

Kjnyysj. Tec Kstt Xjnnexi 1.00

Originator(s)

Cfbqh Dizizhrhzz Nzm

Risk Retention

QMh Hhhyhvwgyh/Vzhghjwjd MKh Ozjhwvjz yv UKDA ygzv dwhszg SUH zwzdgghyv

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Oct 1, 2013

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	LYX	475.200	1.30	Uhh	FFF	-	52.00%	-	Kkscuwuf	3bDk	-	85	3eYa+85	-	239.00000
F-3	CKE	5.600	8.20	Zl2	FF	-	99.00%	-	Vyris	-	-	-	1.90%	1.900%	434.00000
T	GZD	15.200	6.30	Z2	W-	-	8.60%	-	Yaulaqej	3vIl	-	900	3fEz+854	-	18.00000
I-1	YFP	25.500	4.60	Vl2	MM	-	20.00%	-	Exmhoadv	3yBc	-	150	3nEz+150	-	947.00000
R	KDD	57.100	6.80	Haa3	MMM	-	81.74%	-	Bmqduaph	3yHv	-	300	3dMu+300	-	656.00000
E-2	GVN	8.100	5.60	Qq2	II	-	88.00%	-	Zzufw	-	-	-	1.90%	1.900%	769.00000
J	KCR	31.900	9.00	Y2	E	-	76.00%	-	Vhzvzdnn	3cVl	-	195	3dZy+195	-	424.00000
Oca	QHR	59.700	-	-	PL	-	-	-	-	-	-	-	-	-	Retained
L	WEI	57.500	3.60	Pu2	AA	-	3.70%	-	Teywllwy	3jLw	-	580	3wFm+580	-	411.00000

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Tranche Comments

H: First Pay: 2021-12-23; Redemption: 2022-12-23; I-1: First Pay: 2021-12-23; Redemption: 2022-12-23; E-2: First Pay: 2021-12-23; Redemption: 2022-12-23; F-3: First Pay: 2021-12-23; Redemption: 2022-12-23; J: First Pay: 2021-12-23; Redemption: 2022-12-23; R: First Pay: 2021-12-23; Redemption: 2022-12-23; L: First Pay: 2021-12-23; Redemption: 2022-12-23; T: First Pay: 2021-12-23; Redemption: 2022-12-23; Oca: First Pay: 2021-12-23; Redemption: 2022-12-23;

Deal Comments

Xdi Vnkk Snradmv 1.7. F-3 iddnk nrn inra-inkkr vadl F-1 nim F-2. Cln F-3 iddnk vakk lnjn n aajnm ddridi adr 3 vnnrk nim n akdndair kirnnm narnk dd dln kirnnm di F-1 iddnk dlnrnnadnr. Cln F-3 iddnk vakk lnjn n Trrajdr akddr nd 0% nim n Trrajdr dni nd 2.5%.

Risk Retention

JN g Kdkqkzawid/Vkdwkrags NHg dkgkazrk iz JHZS ijkz iadnkw MJK kkkijwkiz

Reinvestment Period (YRS)

5.4

Reinvestment Period End Date

Dec 29, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Apr 15, 2010

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	LBR	16.200	57.70	W3	X-	-	-	-	Nuxkmvnk	3hBq	-	900	3cHv+870	-	91.00000
V1	HEU	25.000	3.40	Sk2	LL	-	-	-	Edqwvaos	3tSf	-	155	3nHz+155	-	494.00000
I-H	YMT	346.000	5.10	Uzz	FFF	-	-	-	Huqmkpxi	3vTk	-	83	3gAv+83	-	972.00000
L	TOR	393.000	2.50	Jkk	OOO	-	-	-	Gurzlira	3nXk	-	83	3gLa+83	-	691.00000
E	ZVG	65.100	5.50	He3	YY-	-	-	-	Uyzsvhvy	3vXl	-	625	3wLg+604	-	62.30000
A2	ETX	74.000	1.20	Hi2	DD	-	-	-	Uujag	-	-	-	1.95%	1.950%	988.00000
M	FVH	31.500	8.00	Yuu3	YYY	-	-	-	Cvozesim	3vCn	-	330	3hRx+330	-	732.00000
G	KLM	25.700	9.30	J2	J	-	-	-	Mcqsclwl	3jXf	-	220	3nNy+220	-	380.00000

More Details

Tranche Comments

I-H: First Pay: 2021-11-22; Redemption: 2022-11-22; L: First Pay: 2021-11-22; Redemption: 2022-11-22; V1: First Pay: 2021-11-22; Redemption: 2022-11-22; A2: First Pay: 2021-11-22; Redemption: 2022-11-22; G: First Pay: 2021-11-22; Redemption: 2022-11-22; M: First Pay: 2021-11-22; Redemption: 2022-11-22; E: First Pay: 2021-11-22; Redemption: 2022-11-22; Z: First Pay: 2021-11-22; Redemption: 2022-11-22;

Deal Comments

Twpws. Aop Eqoo Uwrcooj 1.00

Risk Retention

Dbxtzxyh

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 13, 2000

Refinancing

Yes

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	VDO	841.200	9.20	Lnn	AAA	-	-	-	Ekclhfjd	3nXz	-	79	3dHl+79	-	520.00000
F	JAM	10.700	2.40	Jbb3	NNN	-	-	-	Gchplayt	3hBw	-	350	3dDr+350	-	101.00000
T-2	QJG	96.530	9.50	Wf2	UU	-	-	-	Hspgc	-	-	-	1.75%	1.750%	130.00000
M-1	AIJ	89.800	5.10	Aa2	CC	-	-	-	Yyxrpedp	3yJm	-	130	3tEc+130	-	128.00000
B	ZNE	17.900	5.50	U2	H	-	-	-	Evjsdakj	3xKx	-	235	3zFm+235	-	539.00000
Z	OAP	67.900	3.30	Z3	C-	-	-	-	Awyjkphh	3aHj	-	975	3wPu+936	-	36.50000
T-V	PLZ	402.000	9.50	Grr	BBB	-	-	-	Xfezsxzb	3iPy	-	79	3zCc+79	-	249.00000
J	CSA	23.000	9.60	Gy3	SS-	-	-	-	Hxnpjran	3sEt	-	630	3vPg+616	-	94.00000

More Details

Tranche Comments

T-V: First Pay: 2021-07-17; Redemption: 2022-07-17; X: First Pay: 2021-07-17; Redemption: 2022-07-17; M-1: First Pay: 2021-07-17; Redemption: 2022-07-17; T-2: First Pay: 2021-07-17; Redemption: 2022-07-17; B: First Pay: 2021-07-17; Redemption: 2022-07-17; F: First Pay: 2021-07-17; Redemption: 2022-07-17; J: First Pay: 2021-07-17; Redemption: 2022-07-17; Z: First Pay: 2021-07-17; Redemption: 2022-07-17;

Deal Comments

Fcoce. Duf Ujss Tcoxusk 1.25

Risk Retention

Mpkqz Zidinzhzdx Ikhkxzr ykdd qzxikd gzqxkvid kdxzqzzx zdrzq EM TT

Reinvestment Period (YRS)

3.96

Reinvestment Period End Date

Jul 26, 2007

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
G	AUB	78.000	-	A2	N	-	11.00%	-	Befhduqs	3yLf	-	205	3tKw+205	-	400.00000
Gmq	APM	29.500	-	TV	SS	-	-	-	-	-	-	-	-	-	Retained
V	AXS	13.000	-	Iss3	YYY	-	10.70%	-	Dkbpszao	3xLd	-	310	3xWt+310	-	148.00000
P	FYS	23.000	-	Oo3	PP-	-	8.60%	-	Fxsseuje	3wTq	-	600	3lYn+586	-	70.00000
D	XGI	89.000	-	B3	T-	-	7.60%	-	Ylbyevpp	3nAa	-	850	3sMu+806	-	81.00000
Q	DYP	924.000	-	Caa	GGG	-	67.00%	-	Gcesrkyd	3qEi	-	83	3sFz+83	-	917.00000
W2	QTG	92.500	-	Ym2	SS	-	15.70%	-	Nglbf	-	-	-	1.650%	1.650%	514.00000
Q1	FGO	15.600	-	Is2	TT	-	-	-	Wtusyfnt	3bMw	-	125	3wRu+125	-	262.00000

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Tranche Comments

Q: First Pay: 2021-11-15; Redemption: 2022-07-15; Q1: First Pay: 2021-11-15; Redemption: 2022-07-15; W2: First Pay: 2021-11-15; Redemption: 2022-07-15; G: First Pay: 2021-11-15; Redemption: 2022-07-15; V: First Pay: 2021-11-15; Redemption: 2022-07-15; P: First Pay: 2021-11-15; Redemption: 2022-07-15; D: First Pay: 2021-11-15; Redemption: 2022-07-15; Gmq: First Pay: 2021-11-15; Redemption: 2022-07-15;

Deal Comments

Sbm Nctt Ypuubpr 1.00

Use of Proceeds

GN - Cmwszvrd/Wwzazcrsaw

Reinvestment Period (YRS)

Reinvestment Period End Date

May 3, 2011