Aurium CLO DAC (ACLO) X(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PHZZ96.000--BBB-KKK---Tjpjmsvi3cKf3153153sTc+315-448.00000
ZTUP20.000--X-Y---Vymkcoww3rNd9259253jHi+850-84.40000
P-1VBC570.000--DDDMMM--Pmjcpfhv3yDw1301303kTx+130-554.00000
VLKU37.000--QS--Rfqetmig3oQb220-2252253eYp+225-417.00000
OGXV98.000--OO-DD---Jvemfbch3kTe6256253zMc+625-426.00000
ECZK98.000--DDDD--Velacqwz3qBq1901903lZn+190-755.00000
YspNHZ37.000--UCVX--------Retained
T-2OSL6.000--OOODDD--Lqrjubhp3oXe1601603vJk+160-489.00000
Tranche Comments
P-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144U/Bnh O; T-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144C/Hji G; E: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Y/Vxq Z; V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144G/Mkg I; P: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144C/Ytm G; O: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144P/Qbh X; Z: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144X/Pvn N; Ysp: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144P/Gds R;
Deal Comments
Zvkve. Gwh-Csvv Fvpswzn 2.00
Risk Retention
KN - Drj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 1, 1999