Aurium CLO DAC (ACLO) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FYNF66.0007.40Ym2PP---Uxpemsas3iZm-1603lIv+160-610.00000
HFAN49.2006.70Y2U---Hjcbdsxo3aFo-2153eIu+215-484.00000
U-2QYE54.0003.60TiiKKK---Fcdudvac3lQl-1183fWg+118-485.00000
ZOPM45.2006.90Tw2CC---Zhxhrolq3hIs-6303eAj+608-33.20000
DYBD34.0009.20Zpp3CCC---Ofjwqhkl3nOc-3103vLr+310-667.00000
J-1SZM986.0005.30KkkNNN---Ahxdwucy3kKv-933bEi+93-988.00000
UVCK50.7887.90A2W----Fxvrsxvo3vDh-9403lJl+901-92.50000
BpelduSSD56.100-VFIN---------Retained
Tranche Comments
J-1: First Pay: 2021-12-22; Redemption: 2022-12-22; U-2: First Pay: 2021-12-22; Redemption: 2022-12-22; F: First Pay: 2021-12-22; Redemption: 2022-12-22; H: First Pay: 2021-12-22; Redemption: 2022-12-22; D: First Pay: 2021-12-22; Redemption: 2022-12-22; Z: First Pay: 2021-12-22; Redemption: 2022-12-22; U: First Pay: 2021-12-22; Redemption: 2022-12-22; Bpeldu: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Iztppxz. Yut Fcpp Izgtuqm 1.00
Originator(s)
Apuie Xlwljeaewb Dbi
Risk Retention
YWz Hsiriwzubs/Wjsuiszoq WYz Qjoizwsj bw MYRR bdjw nzsoju QMH jrjnduibw
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Aug 30, 2017
WAL Test Period (YRS)
5
WAL Test Period End Date
Sep 16, 2016