Aurium CLO XII: 18 September 2024

The assets securing the Notes will consist of a portfolio of primarily Secured Senior Loans, Secured Senior Bonds, Mezzanine Obligations and High Yield Bonds, and will be managed by Spire Management Limited.

Eligibility criteria (includes): it is a Secured Senior Loan, a Secured Senior Bond, a Corporate Rescue Loan, an Unsecured Senior Loan, a Mezzanine Obligation, a Second Lien Loan, a PIK Security or a High Yield Bond; it is not a lease; it is not a Structured Finance Security, pre-funded letter of credit or a Synthetic Security; (other than in respect of a Corporate Rescue Loan, an Uptier Priming Debt or a Current Pay Obligation) it has an S&P Rating of not lower than “CCC-” and Fitch Rating of not lower than “CCC-”; is an obligation of an Obligor or Obligors Domiciled in a Non-Emerging Market Country; it is not a Project Finance Loan; it is not an Exchanged Equity Security or Equity Security, including any obligation convertible into an Equity Security; it is an ESG Compliant Obligation; it has a minimum purchase price of 60.0% of the Principal Balance of such obligation.

The Issuer anticipates that, on the Issue Date, it will have purchased or committed to purchase Collateral Obligations the Aggregate Principal Balance of which is approximately 90.00% of the Target Par Amount.

The Notes are being offered by the Issuer through Barclays Bank PLC or an affiliate thereof in its capacity as Initial Purchaser subject to prior sale.

EU Risk Retention: Spire Management Limited shall act as Retention Holder for the purposes of the Securitisation Regulation Requirements and will, for so long as any Notes are outstanding, subscribe for, hold and retain a material net economic interest of not less than 5% of the nominal value of each Class of Notes then outstanding.

US Risk Retention: The Collateral Manager has informed the Issuer that it will not be required to retain the Minimum Risk Retention Requirement pursuant to the US Risk Retention Rules.