Aurium CLO DAC (ACLO) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WYHO25.500--JJJ-WWW-29.00%-Dwpdwqdr3tQg-3353pSz+335-614.00000
LFGA11.460--FF-WW-8.60%-Edojutzy3kSx-5903dVl+590-522.00000
PMNV61.000--GC69.00%-Ircjuoks3xQz-2253qKe+225-382.00000
Igg UfmVXV58.700--APNU--------Retained
JinNGQ35.200--NXOZ--------Retained
RVMI78.500--K-T-9.90%-Myiwhzei3lNk-9003fGy+841-53.90000
E-1TMS487.000--HHHJJJ94.00%-Wemjvxdx3pGd-1303nVu+130-260.00000
E-1NAD82.199--JJVV45.00%-Uujxpfyx3iQq-1903iOp+190-331.00000
U-2OBT98.000--AAHH26.00%-LwomeGHZ--4.950%4.950%486.00000
Y-2XBD9.294--MMMMMM76.85%-Hzypmoya3vAt-1603rDa+160-361.00000
Tranche Comments
E-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144N/Yjw M; Y-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Q/Jnp E; E-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144L/Wuj I; U-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Y/Gxi E; P: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144X/Ung D; W: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144M/Fsd C; L: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144B/Bcv O; R: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144P/Zmy U; Igg Ufm: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144I/Opq A; Jin: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144E/Nox F;
Deal Comments
Kwmwe. Lwx Npmm Ewkgwjv 2.00
Risk Retention
CA/AI - Yim
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 9, 2002

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan