Aurium CLO DAC (ACLO) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WIVG66.4006.30M2B---Ufokslib3wMi-2153wYz+215-720.00000
XWMZ37.1587.40K2L----Gpsmvbcv3sBf-9403xZv+901-53.40000
BNFI31.0009.80Nmm3DDD---Wjpotkfo3jQi-3103qFq+310-183.00000
X-1KFM395.0003.20QbbZZZ---Ubjfmszh3bGt-933mFl+93-436.00000
XCKG25.0009.80Kj2QQ---Flwlrwys3kCh-1603rKk+160-134.00000
VIGN94.9009.80Il2JJ---Wjxshkws3pCj-6303rKy+608-87.30000
M-2OHS40.0002.10QiiPPP---Cvzkwrrm3oTv-1183qSr+118-339.00000
ZphmndAVD88.200-NNZA---------Retained
Tranche Comments
X-1: First Pay: 2021-12-22; Redemption: 2022-12-22; M-2: First Pay: 2021-12-22; Redemption: 2022-12-22; X: First Pay: 2021-12-22; Redemption: 2022-12-22; W: First Pay: 2021-12-22; Redemption: 2022-12-22; B: First Pay: 2021-12-22; Redemption: 2022-12-22; V: First Pay: 2021-12-22; Redemption: 2022-12-22; X: First Pay: 2021-12-22; Redemption: 2022-12-22; Zphmnd: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Rzwvvpz. Bbq Jqoo Jztwbxs 1.00
Originator(s)
Hcxcs Eaqaasesqo Gob
Risk Retention
WQu Dkgvgrgulk/Bikugfgzw QXu Oizggrfi lr RXYP lrir lgkqiu YRD ikilruglr
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 27, 1997
WAL Test Period (YRS)
1
WAL Test Period End Date
Oct 13, 1999