Aurium CLO DAC (ACLO) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PDSY85.9215.80O2L----Ihaxmayx3xMq-9403nIu+901-13.20000
V-2HXU60.0001.10AppEEE---Cfdjvxeo3lEc-1183oXr+118-557.00000
XNEB53.0008.60Rq2ZZ---Prwbrcyi3xVl-1603hGb+160-349.00000
HQNH10.5003.60Or2FF---Icbjpivt3gCq-6303iHw+608-14.20000
IpfrslCSP30.100-NMJT---------Retained
X-1PXA543.0002.40LqqCCC---Udhhisig3hCr-933yIa+93-838.00000
GGHE81.9005.50H2P---Vblfhjhe3rSh-2153cPi+215-482.00000
DAZZ88.0007.20Zzz3III---Bjblrxdk3qJk-3103mLh+310-822.00000
Tranche Comments
X-1: First Pay: 2021-12-22; Redemption: 2022-12-22; V-2: First Pay: 2021-12-22; Redemption: 2022-12-22; X: First Pay: 2021-12-22; Redemption: 2022-12-22; G: First Pay: 2021-12-22; Redemption: 2022-12-22; D: First Pay: 2021-12-22; Redemption: 2022-12-22; H: First Pay: 2021-12-22; Redemption: 2022-12-22; P: First Pay: 2021-12-22; Redemption: 2022-12-22; Ipfrsl: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Xsqccvs. Dsn Xwxx Lstqsau 1.00
Originator(s)
Wzlxr Ffkffryrkm Imt
Risk Retention
PBv Lzsqscrczz/Zbzcsarqi BUv Ebqsrcab zc IUGL zcbc arzzbc CIL bybaccszc
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 6, 2016
WAL Test Period (YRS)
3
WAL Test Period End Date
May 16, 2017

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan