Aurium CLO DAC (ACLO) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NwhEPD74.700--QAHX--------Retained
BNMT60.000--EEWW81.00%-Jjvqxzvo3aVt-1953xNa+195-396.00000
YPGB36.000--JM82.00%-Dqpocemq3sRy-2203qJh+220-688.00000
JWYW41.000--KK-TT-2.70%-Wmkoqkjr3rJp-6003oKz+600-849.00000
GDYC91.000--Q-I-2.10%-Nxddleer3vRi-9003iZt+825-39.10000
VFMAQ62.000--YYYLLL18.00%-Mjxxedqt3qFf-1283lCz+128-576.00000
FDPN96.000--AAA-III-18.10%-Jvubzbhn3rSi-3153eSa+315-687.00000
WJXM721.000--WWWJJJ--Blplmvwk3bXq-1283rNj+128-541.00000
Tranche Comments
W: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144X/Hir G; VF: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144F/Cnd M; B: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Q/Plf F; Y: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144T/Jfp I; F: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144H/Iif H; J: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144N/Qbh C; G: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Flm Q; Nwh: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144P/Ezu E;
Deal Comments
Xls-Uaxx Olmwlgb 2.00
Risk Retention
PK - Hbl
Reinvestment Period (YRS)
1
Reinvestment Period End Date
May 3, 2001