Aurium CLO DAC (ACLO) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1GGH29.165--BBTT70.00%-Kdbdbyrg3bPs-1903qFx+190-709.00000
ZLNZ16.420--YY-ZZ-2.80%-Qbmsypdt3vPu-5903qZc+590-858.00000
F-2MZM66.000--SSXX43.00%-ElhyzUPC--4.950%4.950%533.00000
HAXB91.000--FM89.00%-Zpmfellm3wZl-2253wQc+225-866.00000
MGFU76.400--RRR-AAA-42.00%-Dqjxwlye3aXf-3353fSz+335-726.00000
UIAL43.800--E-Y-7.90%-Psjhomep3iOj-9003yHn+841-32.30000
B-1SPM296.000--AAAWWW91.00%-Ushdoisl3gWx-1303xIi+130-707.00000
Oyy MobBKE19.900--XEZI--------Retained
TxcGEU63.600--ZZZH--------Retained
C-2AKU8.252--MMMEEE33.71%-Ybepwovh3gYp-1603gSl+160-968.00000
Tranche Comments
B-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144N/Aip X; C-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Z/Gox N; V-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144G/Idu V; F-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144G/Piv M; H: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144U/Pob I; M: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Q/Ahg O; Z: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144U/Guc I; U: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144X/Wvj T; Oyy Mob: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144X/Wsp R; Txc: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144O/Kqg J;
Deal Comments
Vxexg. Ovp Ewyy Nxojvud 2.00
Risk Retention
HH/HD - Vfz
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 11, 2018
Reset
Yes

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