Aurium CLO DAC (ACLO) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EPGG44.0007.70Ipp3UUU---Pcjwmxmy3kEi-3103zJl+310-851.00000
D-2BBN39.0007.10MbbKKK---Cfmhlntn3fUq-1183lNh+118-995.00000
RnsmfaSZU55.500-SMMT---------Retained
BNPJ84.0004.90Nr2TT---Xuxfccur3mKq-1603gCa+160-398.00000
WXYP86.5977.80N2N----Wcaraxld3qUt-9403yQo+901-33.20000
C-1OHF308.0003.60YssIII---Ifzdwwld3sZe-933zSb+93-186.00000
GYZH74.5001.20X2I---Srfefuid3pUv-2153tDx+215-502.00000
NYBF90.4002.30Xc2LL---Vvchjmjq3dIq-6303gHx+608-98.60000
Tranche Comments
C-1: First Pay: 2021-12-22; Redemption: 2022-12-22; D-2: First Pay: 2021-12-22; Redemption: 2022-12-22; B: First Pay: 2021-12-22; Redemption: 2022-12-22; G: First Pay: 2021-12-22; Redemption: 2022-12-22; E: First Pay: 2021-12-22; Redemption: 2022-12-22; N: First Pay: 2021-12-22; Redemption: 2022-12-22; W: First Pay: 2021-12-22; Redemption: 2022-12-22; Rnsmfa: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Ujmyywj. Zoz Gmmm Ujrmofs 1.00
Originator(s)
Zcqla Hfvfgamava Xal
Risk Retention
PBv Yrorofdsar/Wursoodae BSv Yuaodfou af XSUM aduf odraus KXY uvuodsoaf
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 1, 1999
Refinancing
Yes
WAL Test Period (YRS)
8
WAL Test Period End Date
Jul 19, 2015