Aurium CLO DAC (ACLO) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1BDM448.000--HHHDDD12.00%-Onrqwikn3jOj-1303sTn+130-241.00000
PDTU90.300--P-M-5.70%-Iumwtkxc3jWf-9003xUb+841-85.80000
V-1IMU49.428--WWSS64.00%-Aljjwtex3tVd-1903zEv+190-684.00000
QOVY85.000--HW60.00%-Yjzfqkej3bSx-2253yAv+225-195.00000
WALW91.500--XXX-EEE-90.00%-Zwpabtkl3hUe-3353dVb+335-478.00000
Z-2CVL15.000--BBZZ34.00%-MlpmnCWK--4.950%4.950%659.00000
HQDD77.700--ZZ-XX-1.50%-Xzfvvzdj3oGf-5903qHl+590-581.00000
WmtTAD86.100--WYTA--------Retained
Acc OmuDZM12.800--UUBS--------Retained
N-2IBX7.834--NNNKKK93.14%-Exxzxyiw3rTz-1603sJe+160-771.00000
Tranche Comments
N-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144C/Xbi S; N-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144C/Usf P; V-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144G/Aiv Y; Z-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144X/Fwh D; Q: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Z/Rna J; W: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144V/Fpf I; H: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144N/Zol Z; P: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Ykv L; Acc Omu: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Y/Klt O; Wmt: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144J/Wsh N;
Deal Comments
Gzmzx. Iej Akzz Bzhqetu 2.00
Risk Retention
MW/WR - Mqn
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 22, 2006