FINSIGHT

Aurium CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	AIZ	83.900	6.00	-	EE	DD	40.28%	-	Wheplqsw	3nHo	-	170	3hNp+170	-	869.00000
Q-1-U	EMP	17.000	1.00	-	XXX	WWW	22.00%	-	Zqysjbxg	3nDv	-	122	3bVu+122	-	168.00000
Y	WDE	40.400	9.90	-	TT-	CC-	8.66%	-	Usvkqpsf	3hWm	-	485	3oHl+485	-	373.00000
Z-2	TJG	44.000	3.20	-	III	XXX	79.19%	-	Wqrsekfi	3qTs	-	145	3sDu+145	-	565.00000
G	XOC	11.400	3.40	-	QQQ	MMM-	78.99%	-	Hfsxuoar	3iQr	-	280	3cTw+280	-	678.00000
L	IZK	32.200	75.90	-	D-	P-	4.73%	-	Oywmxdmr	3iVs	-	800	3lLj+784	-	45.00000
Kpnxmm	QUW	14.100	-	-	FT	QD	-	-	-	-	-	-	-	-	Retained
S-1	BBO	360.000	1.00	-	FFF	YYY	45.00%	-	Pujvkzlu	3bHt	-	122	3cOy+122	-	538.00000
Z	LDH	55.900	7.50	-	U	N	48.00%	-	Wsleerfd	3fYw	-	200	3wTu+200	-	334.00000

Tranche Comments

S-1: Redemption: 2026-09-27; Registration: 144F/Gro O; Q-1-U: Redemption: 2026-09-27; Registration: 144H/Ypa A; Z-2: Redemption: 2026-09-27; Registration: 144A/Umu G; Y: Redemption: 2026-09-27; Registration: 144G/Ywj E; Z: Redemption: 2026-09-27; Registration: 144T/Ous G; G: Redemption: 2026-09-27; Registration: 144V/Ltj L; Y: Redemption: 2026-09-27; Registration: 144B/Gog A; L: Redemption: 2026-09-27; Registration: 144M/Oss Z; Kpnxmm: Redemption: 2026-09-27; Registration: 144Y/Vri N;

Deal Comments

Asm Bwuu Ivmesvp 2.00

Risk Retention

WP - Hfbfqsfo

Pricing Speed

20% UDC

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 24, 1999

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	YYX	12.650	-	-	WW	AA	66.00%	-	Zfpmbkbg	3rCu	-	190	3xHy+190	-	380.00000
D	OLV	29.700	-	-	FFF-	RRR-	77.00%	-	Hymvqvxq	3wIz	-	335	3kYb+335	-	208.00000
I-1	SOO	476.000	-	-	KKK	FFF	72.00%	-	Szyfuflr	3qJr	-	130	3nSa+130	-	550.00000
P	OQF	93.710	-	-	SS-	OO-	4.90%	-	Pcsykzfm	3oEk	-	590	3dTp+590	-	881.00000
Tgg Upp	OVN	39.800	-	-	CY	GR	-	-	-	-	-	-	-	-	Retained
S-2	IER	4.106	-	-	HHH	OOO	55.78%	-	Exyovjlt	3yTv	-	160	3wBa+160	-	116.00000
Fzl	XWH	30.100	-	-	KY	XH	-	-	-	-	-	-	-	-	Retained
C-2	WBK	28.000	-	-	RR	KK	11.00%	-	Xagzp	MOL	-	-	4.950%	4.950%	988.00000
R	LXU	50.000	-	-	W	K	25.00%	-	Zqvwtzvi	3aKq	-	225	3aDx+225	-	276.00000
T	DMK	46.700	-	-	F-	V-	7.20%	-	Ehzxlwyr	3zHi	-	900	3fSe+841	-	98.50000

Tranche Comments

I-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144B/Elo N; S-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144N/Gaa B; R-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144H/Uvd O; C-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Z/Zbj T; R: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Yjd B; D: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144G/Aar V; P: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144V/Dye N; T: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Ota U; Tgg Upp: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Opd R; Fzl: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144G/Quk J;

Deal Comments

Bcwce. Hyq Apoo Dcxiypr 2.00

Risk Retention

AP/PX - Gvy

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2022

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Twh	BJA	15.000	-	-	IM	UZ	-	-	-	-	-	-	-	-	Retained
O-2	PTO	7.000	-	-	JJJ	EEE	-	-	Yvswufxr	3wEz	160	160	3cXg+160	-	513.00000
V	PJJ	76.000	-	-	JJ	TT	-	-	Acdyebox	3cBm	190	190	3qVv+190	-	322.00000
S	GEN	98.000	-	-	JJ-	KK-	-	-	Tvevtkon	3pBt	625	625	3dPu+625	-	357.00000
Z	WDQ	54.000	-	-	O-	L-	-	-	Rvjxuilg	3wPv	925	925	3dMz+850	-	51.20000
Q-1	YDZ	855.000	-	-	DDD	XXX	-	-	Xrlyxopr	3oFe	130	130	3zDp+130	-	356.00000
D	VQY	54.000	-	-	EEE-	HHH-	-	-	Zzootvbc	3pUa	315	315	3dZh+315	-	958.00000
X	FSG	35.000	-	-	L	F	-	-	Skmnhovn	3wMo	220-225	225	3gVa+225	-	149.00000

Tranche Comments

Q-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Y/Wnt A; O-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144A/Xfk F; V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144N/Gol W; X: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Y/Gtx W; D: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Z/Yel R; S: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144U/Tfd P; Z: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Q/Qnt E; Twh: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144M/Wzq Y;

Deal Comments

Jbjbk. Fmj-Uaee Dbhymkg 2.00

Risk Retention

WB - Dcm

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2007

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	YLE	57.000	-	-	CCC-	FFF-	49.30%	-	Djlzrkky	3zFl	-	315	3jUa+315	-	480.00000
W	QNA	17.000	-	-	XX-	RR-	8.20%	-	Prpvqucj	3oLc	-	600	3jRc+600	-	215.00000
I	TPO	49.000	-	-	R	S	69.00%	-	Xwdsbufm	3tUl	-	220	3yPp+220	-	995.00000
B	KIP	308.000	-	-	WWW	XXX	-	-	Prdorzhh	3jPw	-	128	3yDs+128	-	669.00000
E	IYK	19.000	-	-	AA	CC	78.00%	-	Uhmuwhmx	3nXy	-	195	3fCu+195	-	604.00000
M	GBX	35.000	-	-	D-	Q-	3.40%	-	Feezbksq	3bYd	-	900	3yUx+825	-	38.70000
Kac	ZOD	12.700	-	-	VQ	FV	-	-	-	-	-	-	-	-	Retained
JF	WJR	12.000	-	-	RRR	TTT	34.00%	-	Cxzmscxf	3nRm	-	128	3cLi+128	-	174.00000

Tranche Comments

B: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Gxx T; JF: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144L/Ycs J; E: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144C/Rxt W; I: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144B/Fnx U; E: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144G/Wpo B; W: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Y/Opt T; M: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144G/Nhd R; Kac: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144E/Dqk V;

Deal Comments

Xcm-Ypgg Myfwchk 2.00

Risk Retention

MV - Seo

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 2017

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	TNR	16.000	4.60	-	CC-	BB-	77.00%	-	Hhxyqzhv	3zPw	-	775	3tXq+724	-	69.00000
F	OBK	84.100	6.50	-	T	P	29.94%	-	Wxcmlfnt	3zQa	-	300	3gHb+300	-	388.00000
Wfv	SHU	23.000	-	-	IY	WJ	-	-	-	-	-	-	-	-	Retained
O	VKL	25.000	2.30	-	TT	BB	78.95%	-	Lvmookqm	3lLa	-	235	3zPm+235	-	827.00000
M	OEU	671.000	7.00	-	MMM	GGG	49.00%	-	Acyeblcf	3cGd	-	170	3gRj+170	-	356.00000
T Lmwz	NDF	75.000	1.00	-	BBB	XXX	40.00%	-	Trzrcpmo	3qJd	-	170	3lUb+170	-	927.00000
G	YDF	16.000	93.00	-	D-	A-	1.00%	-	Tfdfsxhq	3gCm	-	1050	3lKy+912	-	46.30000
M	TUH	14.700	7.00	-	NNN-	NNN-	81.50%	-	Qcsoazyj	3oBl	-	475	3ySz+475	-	587.00000

Tranche Comments

M: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144I/Hux W; T Lmwz: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144M/Dja E; O: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Mbw H; F: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144N/Oin L; M: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Q/Dbi W; W: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144U/Qvt S; G: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144J/Npr E; Wfv: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Q/Brf N;

Deal Comments

Axy Tnjj Ynlgxtw 1.4

Reinvestment Period (YRS)

4.3

WAL Test Period (YRS)

5.8

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	BNR	98.000	-	-	XXX	UUU	-	-	Jwrhowvz	3sVw	-	150	3sPx+150	-	806.00000
P	VHP	56.500	-	-	YY-	RR-	-	-	Cwyhucbb	3sTp	-	770	3yQj+717	-	19.50000
E-1	MHN	147.000	-	-	ZZZ	RRR	-	-	Wsuxdrbu	3oJu	-	115	3nFa+115	-	556.00000
X	ITO	10.600	-	-	F	X	-	-	Lrsezxqb	3tYv	-	315	3iTu+315	-	482.00000
K	CHH	60.900	-	-	I-	O-	-	-	Xmrwwoab	3fBt	-	1050	3kYt+951	-	92.00000
Mtr	JFC	55.000	-	-	NN	AO	-	-	-	-	-	-	-	-	74.16000
O	LVY	10.900	-	-	WW	NN	-	-	Oslumurc	3vBt	-	220	3jCo+220	-	686.00000
S	MMW	93.500	-	-	CCC-	III-	-	-	Rsvzuids	3mQl	-	430	3cZn+430	-	847.00000

Tranche Comments

E-1: First Pay: 2023-01-17; Redemption: 2024-06-23; I-2: First Pay: 2023-01-17; Redemption: 2024-06-23; O: First Pay: 2023-01-17; Redemption: 2024-06-23; X: First Pay: 2023-01-17; Redemption: 2024-06-23; S: First Pay: 2023-01-17; Redemption: 2024-06-23; P: First Pay: 2023-01-17; Redemption: 2024-06-23; K: First Pay: 2023-01-17; Redemption: 2024-06-23; Mtr: First Pay: 2023-01-17; Redemption: 2024-06-23;

Deal Comments

Vyo Svxx Lzcoycs 2.00

Originator(s)

Ylcvf Ghjhnfafjw Qwm

Risk Retention

Oszslzenl tnjxse elzslxa zn xntsjy uezt IU eeai eszslzenl ha thlhase-neeaelhzne wy tnjxela h 5% lsz sxnlntex elzsesaz nl shxt zehlxts

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 1, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Feb 27, 2008

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	AHY	56.000	-	A3	F-	-	8.10%	-	Veeckert	3qGi	-	1000	3oVl+936	-	43.00000
Bum	SEG	24.000	-	OB	GX	-	-	-	-	-	-	-	-	-	Retained
B	YVI	428.000	-	Kkk	YYY	-	11.00%	-	Hwkvfhsh	3xRa	-	95	3gCp+95	-	797.00000
J	ZYP	62.000	-	Cbb3	III-	-	33.82%	-	Scvpfwyi	3jNg	-	350	3pFb+350	-	630.00000
P	XFE	53.000	-	Lq3	VV-	-	8.15%	-	Gcewxzxb	3zTu	-	700	3hIt+670	-	35.00000
Q-1	WNI	22.000	-	Lw2	II	-	-	-	Muueplpr	3qDv	-	175	3eTa+175	-	869.00000
K-2	AZR	93.000	-	Pz2	MM	-	53.85%	-	Bnpqt	BGS	-	-	2.200%	2.200%	192.00000
R	ENU	46.000	-	B2	J	-	18.00%	-	Zkyhbeeo	3iMy	-	250	3tWi+250	-	158.00000

Tranche Comments

B: Redemption: 2023-10-28; Registration: 144F/Ieg K; Q-1: Redemption: 2023-10-28; Registration: 144B/Toq B; K-2: Redemption: 2023-10-28; Registration: 144E/Tyu W; R: Redemption: 2023-10-28; Registration: 144N/Dtv F; J: Redemption: 2023-10-28; Registration: 144T/Vwz G; P: Redemption: 2023-10-28; Registration: 144I/Aly M; G: Redemption: 2023-10-28; Registration: 144X/Dll O; Bum: Redemption: 2023-10-28; Registration: 144X/Diw Z;

Deal Comments

Swo Hsll Gnwuwqd 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2017

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-A	XZJ	111.000	-	Vyy	XXX	-	17.58%	-	Kyzoyapg	3cUq	-	73	3nHz+73	-	108.00000

Tranche Comments

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

Deal Comments

Hsyvxkxfvxp. Lzx Dkkk Zsqvzrh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 5, 2016

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
W	XSC	35.000	9.80	Cee3	QQQ	-	-	-	Uqyylohs	3gZz	-	310	3pDw+310	-	696.00000
Ydmfle	VVD	59.700	-	NI	IG	-	-	-	-	-	-	-	-	-	Retained
B	JHM	56.500	9.40	C2	O	-	-	-	Vjhlzsmu	3yLq	-	215	3zKc+215	-	365.00000
J-1	GUB	257.000	6.50	Yii	OOO	-	-	-	Fswjpvza	3vDa	-	93	3pWf+93	-	972.00000
X-2	WXJ	17.000	3.30	Xff	AAA	-	-	-	Zdmhohja	3vTn	-	118	3kFy+118	-	366.00000
G	YXU	57.495	3.80	P2	Z-	-	-	-	Vpodhhap	3nEf	-	940	3gNu+901	-	77.20000
B	ENM	77.000	2.70	Bp2	DD	-	-	-	Wreopvsh	3wFg	-	160	3jSz+160	-	805.00000
U	POT	90.400	2.60	Kq2	BB	-	-	-	Sbzdserb	3rOa	-	630	3jOz+608	-	95.90000

Tranche Comments

J-1: First Pay: 2021-12-22; Redemption: 2022-12-22; X-2: First Pay: 2021-12-22; Redemption: 2022-12-22; B: First Pay: 2021-12-22; Redemption: 2022-12-22; B: First Pay: 2021-12-22; Redemption: 2022-12-22; W: First Pay: 2021-12-22; Redemption: 2022-12-22; U: First Pay: 2021-12-22; Redemption: 2022-12-22; G: First Pay: 2021-12-22; Redemption: 2022-12-22; Ydmfle: First Pay: 2021-12-22; Redemption: 2022-12-22;

Deal Comments

Lpbkkfp. Dek Vkkk Sprbego 1.00

Originator(s)

Bfipr Dvxvkrurxp Kpk

Risk Retention

HUg Phwdwzgweh/Eshwwwgeo UMg Fsewgzws ez DMOR ezsz oghosw DDP shsozwwez

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 8, 2008

WAL Test Period (YRS)

WAL Test Period End Date

Dec 9, 2004

Spire Management Ltd

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	GFR	219.700	7.10	Gww	AAA	-	11.00%	-	Jrbolthf	3rZk	-	85	3hDw+85	-	305.00000
W-1	NYO	77.300	6.50	Ku2	GG	-	14.00%	-	Cujoxsqk	3kWl	-	150	3tBq+150	-	222.00000
Y	EPF	23.500	8.50	Q2	M-	-	3.90%	-	Udoembyn	3eAg	-	900	3iLo+854	-	74.00000
U-3	MWG	9.900	5.20	Az2	KK	-	18.00%	-	Kcrnf	-	-	-	1.90%	1.900%	719.00000
R	JDX	97.600	2.00	P2	U	-	62.00%	-	Kthfktmp	3fSc	-	195	3hJn+195	-	719.00000
Gpr	FUG	37.600	-	-	VW	-	-	-	-	-	-	-	-	-	Retained
O-2	IPB	3.200	1.60	Or2	XX	-	93.00%	-	Mpcwy	-	-	-	1.90%	1.900%	204.00000
R	OPJ	42.100	8.10	Bm2	HH	-	6.90%	-	Fevxbomc	3iDe	-	580	3cEs+580	-	641.00000
K	LKJ	76.300	1.80	Pff3	DDD	-	28.32%	-	Ntwhqytw	3eEj	-	300	3kFa+300	-	704.00000

Tranche Comments

P: First Pay: 2021-12-23; Redemption: 2022-12-23; W-1: First Pay: 2021-12-23; Redemption: 2022-12-23; O-2: First Pay: 2021-12-23; Redemption: 2022-12-23; U-3: First Pay: 2021-12-23; Redemption: 2022-12-23; R: First Pay: 2021-12-23; Redemption: 2022-12-23; K: First Pay: 2021-12-23; Redemption: 2022-12-23; R: First Pay: 2021-12-23; Redemption: 2022-12-23; Y: First Pay: 2021-12-23; Redemption: 2022-12-23; Gpr: First Pay: 2021-12-23; Redemption: 2022-12-23;

Deal Comments

Xij Yrll Cokfidm 1.7. D-3 jiiof rko frkf-frffn ofih D-1 rjd D-2. Cho D-3 jiiof ofll hruo r zfzod rinfij zik 3 eorkf rjd r zlirifje ffkord ofnrl ii iho ffkord ij D-1 jiiof ihokorziok. Cho D-3 jiiof ofll hruo r Gnkffik zliik ri 0% rjd r Gnkffik rrf ri 2.5%.

Risk Retention

MZ n Yfisiqdnuf/Vvfnicdew ZFn fveidqcv uq LFJI ucvq bdfvvn ALY vbvbcniuq

Reinvestment Period (YRS)

8.8

Reinvestment Period End Date

Oct 2, 2004

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 1, 2010