Aurium CLO DAC (ACLO) VIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XMYF93.6001.00J2H-99.00%-Mbekwcdz3tAr-1953qUm+195-138.00000
O-2CYB7.9001.60Mq2EE-53.00%-Nzkqw---1.90%1.900%483.00000
SEOW19.7004.30By2VV-5.50%-Dksjzscz3wEb-5803lKm+580-489.00000
JGQR760.4003.70KvvQQQ-39.00%-Gszaapbz3pIs-853qWs+85-481.00000
XXNH73.6003.50R2L--8.80%-Oxbvkbvw3sLi-9003xCs+854-25.00000
Z-1NKI37.1004.50Bj2MM-60.00%-Qmsdvddc3dIe-1503fMp+150-180.00000
A-3FUO4.9001.20Gr2WW-43.00%-Zrjeu---1.90%1.900%148.00000
YICC50.3004.10Guu3MMM-92.40%-Dundlain3qOx-3003tMn+300-811.00000
FgjEFW64.400--MK---------Retained
Tranche Comments
J: First Pay: 2021-12-23; Redemption: 2022-12-23; Z-1: First Pay: 2021-12-23; Redemption: 2022-12-23; O-2: First Pay: 2021-12-23; Redemption: 2022-12-23; A-3: First Pay: 2021-12-23; Redemption: 2022-12-23; X: First Pay: 2021-12-23; Redemption: 2022-12-23; Y: First Pay: 2021-12-23; Redemption: 2022-12-23; S: First Pay: 2021-12-23; Redemption: 2022-12-23; X: First Pay: 2021-12-23; Redemption: 2022-12-23; Fgj: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Ajd Uwll Ondsjmz 1.7. I-3 djmnx wdn iwds-iwxxl ksms I-1 wdm I-2. Bsn I-3 djmnx ksll swdn w osfnm xjlijd ojd 3 mnwdx wdm w oljwmsds xidnwm nklwl mj msn xidnwm jd I-1 djmnx msndnwomnd. Bsn I-3 djmnx ksll swdn w Aldswjd oljjd wm 0% wdm w Aldswjd xwi wm 2.5%.
Risk Retention
QB z Fuzlznatfu/Rjutzoacq BOz ujczanoj fn GOYJ ftjn lauwjt VGF jsjlttzfn
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Jun 23, 2006
WAL Test Period (YRS)
6
WAL Test Period End Date
May 27, 2006