Aurium CLO DAC (ACLO) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UBUW14.000--BX41.00%-Clbwlmwi3pTx-2253dYw+225-380.00000
DLUS99.550--VV-BB-1.20%-Osrhovyz3oWf-5903sTu+590-940.00000
K-2CCI20.000--SSEE19.00%-IkxabZOU--4.950%4.950%708.00000
F-1YJR58.969--MMLL41.00%-Brfhuzub3jWo-1903tIs+190-225.00000
GdgZTE53.200--PWSN--------Retained
V-2OTR8.104--NNNVVV97.61%-Npspohcv3dIm-1603qOd+160-108.00000
BZNF33.700--NNN-FFF-63.00%-Tylkpyto3vGw-3353eXe+335-407.00000
KVWQ48.700--J-K-8.20%-Gkzbovxx3eIx-9003pQd+841-26.90000
Xdd DouSXH51.900--IQNH--------Retained
Z-1COC358.000--AAAGGG35.00%-Qslzkuhi3iNo-1303pWc+130-396.00000
Tranche Comments
Z-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144G/Ifl S; V-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144I/Ewt C; F-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144O/Boe D; K-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Z/Qvb W; U: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144C/Mao B; B: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Ghs W; D: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144W/Lfk J; K: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144W/Knv Y; Xdd Dou: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Z/Udx Y; Gdg: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144G/Oom S;
Deal Comments
Lzzzu. Whh Upyy Fzuphja 2.00
Risk Retention
ZZ/ZT - Ehs
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 26, 1998
Refinancing
Yes