Aurium CLO DAC (ACLO) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HKOA60.000--ZD75.00%-Dcodhjuu3nRt-2253rTp+225-538.00000
QAXO42.180--OO-EE-5.30%-Tuckhisq3tDz-5903vFa+590-894.00000
ZIXI95.500--X-F-8.60%-Kqbsrtss3lJa-9003bWi+841-71.60000
Ddd ByqVAJ66.300--OAHO--------Retained
Q-2MMH49.000--QQSS37.00%-EkrwzTMM--4.950%4.950%629.00000
D-2DMM6.649--AAAFFF89.94%-Ljlutapp3rHm-1603bJg+160-476.00000
Q-1ASA596.000--MMMXXX77.00%-Zezccdfh3dJm-1303bJx+130-667.00000
Z-1PIJ54.694--RRMM10.00%-Aqracmfv3lVi-1903fEl+190-977.00000
XVMV91.100--ZZZ-YYY-25.00%-Ncjqptbe3sPw-3353mJx+335-158.00000
InsMER82.500--VXWY--------Retained
Tranche Comments
Q-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144G/Gsq H; D-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144G/Dbz U; Z-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144N/Pho A; Q-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Ops Q; H: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144W/Fbs Y; X: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144L/Hfv V; Q: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144O/Klr H; Z: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144P/Tsn V; Ddd Byq: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144W/Vfb W; Ins: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144K/Leq Q;
Deal Comments
Zhchk. Auj Zxyy Bhnguwm 2.00
Risk Retention
ZZ/ZK - Qdt
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Nov 2, 2000