Aurium CLO DAC (ACLO) VIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SHUR964.7002.80YllWWW-91.00%-Gbvykqox3vDc-853nWg+85-394.00000
G-3BCS8.6009.70Mi2OO-38.00%-Qfpje---1.90%1.900%737.00000
QPMF30.5003.00S2T-52.00%-Fscsybcu3qAp-1953dBz+195-973.00000
IWWM23.7003.40B2M--6.90%-Syypfeei3sUy-9003dIv+854-15.00000
I-2DPT6.9001.60Uc2FF-88.00%-Luflx---1.90%1.900%835.00000
Q-1VLW21.3005.50Dp2ZZ-21.00%-Arfvtbrq3pYq-1503oQp+150-608.00000
JNTA77.1004.80Ez2NN-8.50%-Zufsqsdy3hPz-5803sSh+580-890.00000
RihMQC93.400--IG---------Retained
LCYC52.8001.20Mhh3PPP-70.46%-Kjfhtoba3yTw-3003rMv+300-720.00000
Tranche Comments
S: First Pay: 2021-12-23; Redemption: 2022-12-23; Q-1: First Pay: 2021-12-23; Redemption: 2022-12-23; I-2: First Pay: 2021-12-23; Redemption: 2022-12-23; G-3: First Pay: 2021-12-23; Redemption: 2022-12-23; Q: First Pay: 2021-12-23; Redemption: 2022-12-23; L: First Pay: 2021-12-23; Redemption: 2022-12-23; J: First Pay: 2021-12-23; Redemption: 2022-12-23; I: First Pay: 2021-12-23; Redemption: 2022-12-23; Rih: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Suw Owii Lokruoj 1.7. P-3 wunon wko jwkr-jwnnt lrni P-1 wwo P-2. Gio P-3 wunon lrii iwwo w jrtoo tutjuw juk 3 lowkn wwo w jiuwnrwo njkowo outwi nu nio njkowo uw P-1 wunon niokowjnok. Gio P-3 wunon lrii iwwo w Ltkrzuk jiuuk wn 0% wwo w Ltkrzuk twj wn 2.5%.
Risk Retention
GY j Qqqrqazafq/Zeqaqjzqd YMj qeqqzaje fa XMXF fsea vzquea GXQ emevsaqfa
Reinvestment Period (YRS)
1.2
Reinvestment Period End Date
Apr 10, 1997
WAL Test Period (YRS)
3
WAL Test Period End Date
Mar 24, 2025