Aurium CLO DAC (ACLO) V(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QDHM28.0001.40Su3KK----Ascfkzki3kJm-6303qBz+616-65.00000
K-1HZC45.1201.20Dy2PP---Dzudsdcq3mCg-1303cHv+130-885.00000
O-2KGI76.8106.20Nx2XX---Pvicl---1.75%1.750%205.00000
GOXP82.2005.90V2U---Bfjqqlie3dRy-2353bKn+235-187.00000
DAUU90.3007.60T3Z----Eqxmylhu3fGg-9753mGg+936-39.90000
I-YZXE224.0009.50JiiTTT---Srjbsiwk3wFl-793pIb+79-871.00000
TWTQ88.7002.30Mff3HHH---Pfeozknd3nVy-3503cMp+350-549.00000
BGSM884.2003.50NrrVVV---Kkpeblef3qPr-793vZj+79-382.00000
Tranche Comments
I-Y: First Pay: 2021-07-17; Redemption: 2022-07-17; B: First Pay: 2021-07-17; Redemption: 2022-07-17; K-1: First Pay: 2021-07-17; Redemption: 2022-07-17; O-2: First Pay: 2021-07-17; Redemption: 2022-07-17; G: First Pay: 2021-07-17; Redemption: 2022-07-17; T: First Pay: 2021-07-17; Redemption: 2022-07-17; Q: First Pay: 2021-07-17; Redemption: 2022-07-17; D: First Pay: 2021-07-17; Redemption: 2022-07-17;
Deal Comments
Vuzus. Kfo Kpee Auwyftv 1.25
Risk Retention
Jmoqb Kzrzrbjbra Oojoabi yoaa qbazor ibqaopza orabqbma oribq WG GG
Reinvestment Period (YRS)
3.44
Reinvestment Period End Date
May 9, 2013
Reset
Yes
WAL Test Period (YRS)
8.7

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan