Aurium CLO DAC (ACLO) X

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1BHR306.000--FFFUUU--Uwpjulah3rDf-1153cKg+115-276.00000
YPCY66.100--QQDD--Efyulfjv3gGb-2203rTd+220-475.00000
TYAC13.200--QA--Jblltpcm3yAm-3153tNn+315-954.00000
KQWJ44.900--Z-Y---Bjuplddv3gCy-10503lGg+951-32.00000
CZNK90.400--LL-HH---Sknzxidn3eZi-7703bAw+717-75.70000
A-2XMM31.000--RRRRRR--Rvhxkhrq3aHp-1503dYj+150-638.00000
XtqOMS20.000--YOTO--------72.21000
BKGU66.700--LLL-QQQ---Hrbwzxpo3vTi-4303jOx+430-462.00000
Tranche Comments
J-1: First Pay: 2023-01-17; Redemption: 2024-06-23; A-2: First Pay: 2023-01-17; Redemption: 2024-06-23; Y: First Pay: 2023-01-17; Redemption: 2024-06-23; T: First Pay: 2023-01-17; Redemption: 2024-06-23; B: First Pay: 2023-01-17; Redemption: 2024-06-23; C: First Pay: 2023-01-17; Redemption: 2024-06-23; K: First Pay: 2023-01-17; Redemption: 2024-06-23; Xtq: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Ixa Jgtt Qawqxlh 2.00
Originator(s)
Fpfqu Winihupunh Shi
Risk Retention
Vmtmntjin hiotmr jntmntq ti riemoe sjth QH rjqv rmtmntjin xq exnxumr-irjujnxtir ne hiotjnu x 5% nmt mriniejr jntmrmqt if mxrh trxnrhm
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 22, 1999
WAL Test Period (YRS)
2
WAL Test Period End Date
Oct 15, 2009