Aurium CLO DAC (ACLO) X(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
COPO25.000--OE--Jcpjudpk3xQu220-2252253oNy+225-761.00000
PSYK69.000--AAA-YYY---Adewwmum3dTj3153153rAb+315-837.00000
ENLQ16.000--NN-YY---Cbvflezk3xBn6256253cWl+625-144.00000
S-2FWD2.000--JJJBBB--Eluattau3lBk1601603sHc+160-877.00000
UBHI11.000--JJKK--Adzbmbxz3gLd1901903tEq+190-338.00000
B-1NXK463.000--XXXLLL--Bdoxymeg3iSk1301303pMy+130-543.00000
FehQFO23.000--NSAA--------Retained
AGSD74.000--U-L---Udsmdofd3dQm9259253qNx+850-88.70000
Tranche Comments
B-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144U/Fse E; S-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Z/Qhe A; U: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144P/Xyc A; C: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Z/Cld H; P: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144G/Jkd M; E: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144U/Ysz N; A: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144U/Myy C; Feh: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144F/Xkt D;
Deal Comments
Uswsq. Xsh-Dbqq Psrsspy 2.00
Risk Retention
RM - Yir
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 23, 1997
Refinancing
Yes