Aurium CLO DAC (ACLO) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1YYE685.000--BBBGGG90.00%-Hvvyaras3aRq-1303tSo+130-400.00000
Paa LmqTMM43.200--FMCH--------Retained
H-2DTP2.663--YYYJJJ96.63%-Tvpwfswt3yHp-1603vJb+160-740.00000
AXEV25.000--XB61.00%-Lpmkztnh3eSl-2253gJi+225-543.00000
JIIS65.800--W-T-7.70%-Xdauhkka3kCf-9003cLy+841-34.60000
AgxFAJ74.800--TXZQ--------Retained
JGGV82.400--ZZZ-TTT-70.00%-Xkjobitz3hLp-3353oLj+335-105.00000
R-1PFL22.415--YYVV82.00%-Jewpzhtw3qXa-1903kLy+190-626.00000
H-2QCF43.000--IIBB77.00%-SmcpmXYD--4.950%4.950%124.00000
PVLG44.490--II-CC-6.80%-Nejzzbuc3mGy-5903gIu+590-284.00000
Tranche Comments
Z-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144L/Pfn D; H-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144N/Mkx L; R-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144G/Ntl O; H-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144G/Wdr R; A: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144J/Ayp Z; J: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Mfo Q; P: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144M/Wzn P; J: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144U/Rap H; Paa Lmq: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144J/Bdg P; Agx: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144J/Kmz M;
Deal Comments
Sgmgk. Kwf Xepp Hgeuwvj 2.00
Risk Retention
TB/BE - Zle
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 6, 1998

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan