Aurium CLO DAC (ACLO) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JBWF42.9004.70Q2V---Mkjzvdpn3aXb-2153cSs+215-456.00000
FvkozbITN56.700-AITU---------Retained
ETLK29.0007.20Tr2OO---Mhpqfmpz3vKq-1603pAp+160-298.00000
CEDV28.0001.30Rpp3GGG---Cqmfldaz3hXf-3103kMk+310-671.00000
Z-2BOI50.0003.20XccVVV---Plvsbvre3jXo-1183pMd+118-294.00000
MFKZ26.1116.20U2M----Zjodlzlu3kEd-9403dQz+901-91.20000
B-1WUK786.0007.10FddBBB---Gbwkyodb3nUv-933mRx+93-148.00000
DQLT39.4005.20Vk2PP---Aydvtjqf3sNb-6303wVa+608-63.80000
Tranche Comments
B-1: First Pay: 2021-12-22; Redemption: 2022-12-22; Z-2: First Pay: 2021-12-22; Redemption: 2022-12-22; E: First Pay: 2021-12-22; Redemption: 2022-12-22; J: First Pay: 2021-12-22; Redemption: 2022-12-22; C: First Pay: 2021-12-22; Redemption: 2022-12-22; D: First Pay: 2021-12-22; Redemption: 2022-12-22; M: First Pay: 2021-12-22; Redemption: 2022-12-22; Fvkozb: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Dzmjjpz. Tkn Epjj Azkmkfg 1.00
Originator(s)
Ovucc Vbubfcbcuu Buo
Risk Retention
UWr Jysqsbrtdy/Qiytszrnv WMr Ninsrbzi db UMDI dlib vrykit HUJ iuivltsdb
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 18, 2016
WAL Test Period (YRS)
9
WAL Test Period End Date
Jun 4, 2017

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan