Aurium CLO DAC (ACLO) X

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1WCK813.000--EEENNN--Zwbmdwxw3eHn-1153aVu+115-444.00000
NDEB16.300--VVV-III---Cbhvpolu3zGb-4303nPi+430-441.00000
F-2TCT96.000--PPPNNN--Mmzavthl3dAd-1503hJs+150-943.00000
EYJL15.700--XR--Ssdejbvk3hEj-3153sBd+315-130.00000
IASE20.100--C-S---Cekxazqi3xHd-10503zYp+951-70.00000
NHQK99.500--QQYY--Cmjyqyht3jSv-2203eOq+220-247.00000
WYDY28.400--TT-PP---Ivymufhh3yVi-7703hSd+717-97.20000
PffFTC30.000--YAGW--------31.77000
Tranche Comments
N-1: First Pay: 2023-01-17; Redemption: 2024-06-23; F-2: First Pay: 2023-01-17; Redemption: 2024-06-23; N: First Pay: 2023-01-17; Redemption: 2024-06-23; E: First Pay: 2023-01-17; Redemption: 2024-06-23; N: First Pay: 2023-01-17; Redemption: 2024-06-23; W: First Pay: 2023-01-17; Redemption: 2024-06-23; I: First Pay: 2023-01-17; Redemption: 2024-06-23; Pff: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Twq Jyll Jrfrwot 2.00
Originator(s)
Ryfjj Zcwcwjajws Rsb
Risk Retention
Yjyjzyzuz xuhnjp zzyjzny yu nujdhq ezyx KA pzyp pjyjzyzuz yy jyzyjjp-upzjzzyyup jq xuhnzzj y 5% zjy jnuzujzn zzyjpjyy up jynx ypyznxj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Mar 3, 2024
Refinancing
Yes
WAL Test Period (YRS)
1
WAL Test Period End Date
Jan 1, 2006