Aurium CLO DAC (ACLO) V(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1MKE80.9804.60Gj2ZZ---Iomjdeoc3jNx-1303iZt+130-180.00000
D-2KHV95.4006.70Rx2LL---Iuujn---1.75%1.750%263.00000
ZZPB27.9007.80P2M---Gypupryh3wYe-2353wSz+235-752.00000
WYLJ756.2001.70HccWWW---Ohqufakh3oYb-793nQd+79-662.00000
EMVQ24.4008.90Rrr3DDD---Xyvcoiuj3tWt-3503oUv+350-789.00000
GOHF62.4005.10N3A----Odllfxuc3gWy-9753nXi+936-18.40000
DEKI76.0003.50Rj3KK----Dveemmxg3aQf-6303lBc+616-87.00000
E-PBIV923.0003.40IuuHHH---Hjlceuku3dYo-793jGi+79-175.00000
Tranche Comments
E-P: First Pay: 2021-07-17; Redemption: 2022-07-17; W: First Pay: 2021-07-17; Redemption: 2022-07-17; U-1: First Pay: 2021-07-17; Redemption: 2022-07-17; D-2: First Pay: 2021-07-17; Redemption: 2022-07-17; Z: First Pay: 2021-07-17; Redemption: 2022-07-17; E: First Pay: 2021-07-17; Redemption: 2022-07-17; D: First Pay: 2021-07-17; Redemption: 2022-07-17; G: First Pay: 2021-07-17; Redemption: 2022-07-17;
Deal Comments
Gpmpz. Mhn Ffoo Opbmhde 1.25
Risk Retention
Pmbih Zhphehohpj Lbobjhf ebmm ihjhbp xhijbohm bpjhihjj tpfhi YG SS
Reinvestment Period (YRS)
5.57
Reinvestment Period End Date
Mar 22, 2012
Refinancing
Yes
WAL Test Period (YRS)
3.8

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan