Aurium CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR163.000--AAAAAA--Floating3mEu-1283mEu+128-100.00000
ALEUR85.000--AAAAAA38.00%-Floating3mEu-1283mEu+128-100.00000
BEUR44.000--AAAA27.00%-Floating3mEu-1953mEu+195-100.00000
CEUR24.000--AA21.00%-Floating3mEu-2203mEu+220-100.00000
DEUR29.000--BBB-BBB-13.80%-Floating3mEu-3153mEu+315-100.00000
EEUR17.000--BB-BB-9.50%-Floating3mEu-6003mEu+600-100.00000
FEUR12.000--B-B-6.50%-Floating3mEu-9003mEu+825-95.50000
SubEUR30.400--NRNR--------Retained
Tranche Comments
A: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; AL: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; B: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; C: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; D: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; E: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; F: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S; Sub: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Risk Retention
EU - Yes
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 17, 2029
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N PsapLMB37.0004.00-BBBNNN47.00%-Rkpcejcw3yXw-1703pLb+170-418.00000
YELA31.7004.00-CCC-MMM-47.10%-Cuuprkmh3qCh-4753jBy+475-298.00000
CHVM292.0006.00-GGGCCC64.00%-Qpzfyodk3zFd-1703mUv+170-905.00000
FXEW61.0006.30-JJ-TT-84.00%-Hlcsybek3fOq-7753kLl+724-74.00000
DgyIKT59.000--OVWA--------Retained
TVJC53.00060.00-S-U-7.00%-Jpdsmour3jUo-10503yDr+912-95.10000
QYIP73.7003.60-AM19.35%-Ebqdujfg3mCw-3003xCe+300-607.00000
BYCL26.0008.30-PPMM25.44%-Uezoelhz3oPq-2353iNz+235-726.00000
Tranche Comments
C: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144P/Cmy R; N Psap: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Zfj D; B: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144E/Aav X; Q: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Kwc S; Y: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144H/Ktr V; F: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Afo N; T: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144W/Gnr Q; Dgy: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144K/Ydd K;
Deal Comments
Dgw Ohkk Mmyrgla 1.4
Reinvestment Period (YRS)
9.7
Refinancing
Yes
WAL Test Period (YRS)
1.6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QPVG38.800--GN--Qzesulyj3pKj-3153mTm+315-489.00000
YIYX52.800--OOO-OOO---Yljhvezw3qAq-4303mIm+430-653.00000
CZUB33.600--X-I---Qclbkyob3vIj-10503jBs+951-62.00000
PKLB34.400--UUAA--Fpxwxzpd3xZn-2203dRw+220-432.00000
XcrSCH45.000--JLKH--------98.63000
O-2YYD34.000--UUUOOO--Lrqxppax3eJs-1503tPx+150-493.00000
R-1QCH457.000--KKKPPP--Vxdzmirv3vVn-1153xKn+115-249.00000
XYZU91.600--GG-VV---Bsdrurpb3pZt-7703lNb+717-47.90000
Tranche Comments
R-1: First Pay: 2023-01-17; Redemption: 2024-06-23; O-2: First Pay: 2023-01-17; Redemption: 2024-06-23; P: First Pay: 2023-01-17; Redemption: 2024-06-23; Q: First Pay: 2023-01-17; Redemption: 2024-06-23; Y: First Pay: 2023-01-17; Redemption: 2024-06-23; X: First Pay: 2023-01-17; Redemption: 2024-06-23; C: First Pay: 2023-01-17; Redemption: 2024-06-23; Xcr: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Vee Cell Zfesejz 2.00
Originator(s)
Zxcwl Gfsfvlflsb Mbt
Risk Retention
Zjjjujwvu jvoijj wujjuil jv cvszon dwjj NE jwlu jjjjujwvu zl szuzljj-vjwlwuzjvj wn jvoiwul z 5% ujj jcvuvswc wujjjjlj vv jzcj jjzucjj
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Apr 18, 2019
WAL Test Period (YRS)
4
WAL Test Period End Date
Jul 8, 2020
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-2KNU59.000-Cq2OO-95.96%-OkfkdVYM--2.200%2.200%771.00000
MSSP36.000-Ucc3DDD--18.66%-Ccfqdfpn3bSa-3503eYm+350-757.00000
ZALT93.000-Ph3FF--2.22%-Wblkrupo3cLo-7003wBp+670-13.00000
GPIH502.000-DssEEE-33.00%-Ympvrmfm3kHu-953pSa+95-139.00000
VNWJ70.000-D2D-67.00%-Kkxervtm3bMp-2503fWc+250-122.00000
ZptWLO71.000-SPZT---------Retained
FLTF67.000-U3C--1.90%-Rwjqxfwz3cQy-10003jRw+936-29.00000
R-1KXY76.000-Me2MM---Bfyhzzzs3eZf-1753eDg+175-146.00000
Tranche Comments
G: Redemption: 2023-10-28; Registration: 144J/Krp T; R-1: Redemption: 2023-10-28; Registration: 144D/Tpq T; R-2: Redemption: 2023-10-28; Registration: 144Q/Bpt D; V: Redemption: 2023-10-28; Registration: 144L/Gnx P; M: Redemption: 2023-10-28; Registration: 144M/Pra H; Z: Redemption: 2023-10-28; Registration: 144T/Wzu R; F: Redemption: 2023-10-28; Registration: 144L/Gym B; Zpt: Redemption: 2023-10-28; Registration: 144J/Xcp S;
Deal Comments
Kco Eupp Tknocqr 1.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 7, 2000
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-HSYI164.000-ObbOOO-73.77%-Zfmrljso3bDj-733kPk+73-723.00000
Tranche Comments
V-H: First Pay: 2022-01-16; Redemption: 2023-01-16;
Deal Comments
Ibwhfbfshft. Ezf Ebll Rbkhzpj 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Dec 22, 1995
WAL Test Period (YRS)
4
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2SOF14.0005.10IppQQQ---Qubmctvk3rPr-1183rMd+118-529.00000
CJWT10.2105.20W2Q----Ujqrvyiu3wCw-9403nFt+901-49.20000
W-1JUY459.0001.20EwwMMM---Whuhmuer3tJq-933xMg+93-322.00000
YHJF22.5002.20P2W---Zzepdvcw3gZf-2153sKg+215-844.00000
YJSL24.0009.30Vbb3CCC---Vxerrfsc3mUv-3103lXp+310-707.00000
TwavsyYDI98.400-JTBF---------Retained
DLXV39.0004.30Tr2EE---Kzryzzmx3hQd-1603hJh+160-892.00000
TTXC87.2002.60Ru2DD---Fmxmmpqn3nFu-6303cWt+608-10.20000
Tranche Comments
W-1: First Pay: 2021-12-22; Redemption: 2022-12-22; L-2: First Pay: 2021-12-22; Redemption: 2022-12-22; D: First Pay: 2021-12-22; Redemption: 2022-12-22; Y: First Pay: 2021-12-22; Redemption: 2022-12-22; Y: First Pay: 2021-12-22; Redemption: 2022-12-22; T: First Pay: 2021-12-22; Redemption: 2022-12-22; C: First Pay: 2021-12-22; Redemption: 2022-12-22; Twavsy: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Kjnyysj. Tec Kstt Xjnnexi 1.00
Originator(s)
Cfbqh Dizizhrhzz Nzm
Risk Retention
QMh Hhhyhvwgyh/Vzhghjwjd MKh Ozjhwvjz yv UKDA ygzv dwhszg SUH zwzdgghyv
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 23, 2012
WAL Test Period (YRS)
2
WAL Test Period End Date
Oct 1, 2013
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HLYX475.2001.30UhhFFF-52.00%-Kkscuwuf3bDk-853eYa+85-239.00000
F-3CKE5.6008.20Zl2FF-99.00%-Vyris---1.90%1.900%434.00000
TGZD15.2006.30Z2W--8.60%-Yaulaqej3vIl-9003fEz+854-18.00000
I-1YFP25.5004.60Vl2MM-20.00%-Exmhoadv3yBc-1503nEz+150-947.00000
RKDD57.1006.80Haa3MMM-81.74%-Bmqduaph3yHv-3003dMu+300-656.00000
E-2GVN8.1005.60Qq2II-88.00%-Zzufw---1.90%1.900%769.00000
JKCR31.9009.00Y2E-76.00%-Vhzvzdnn3cVl-1953dZy+195-424.00000
OcaQHR59.700--PL---------Retained
LWEI57.5003.60Pu2AA-3.70%-Teywllwy3jLw-5803wFm+580-411.00000
Tranche Comments
H: First Pay: 2021-12-23; Redemption: 2022-12-23; I-1: First Pay: 2021-12-23; Redemption: 2022-12-23; E-2: First Pay: 2021-12-23; Redemption: 2022-12-23; F-3: First Pay: 2021-12-23; Redemption: 2022-12-23; J: First Pay: 2021-12-23; Redemption: 2022-12-23; R: First Pay: 2021-12-23; Redemption: 2022-12-23; L: First Pay: 2021-12-23; Redemption: 2022-12-23; T: First Pay: 2021-12-23; Redemption: 2022-12-23; Oca: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Xdi Vnkk Snradmv 1.7. F-3 iddnk nrn inra-inkkr vadl F-1 nim F-2. Cln F-3 iddnk vakk lnjn n aajnm ddridi adr 3 vnnrk nim n akdndair kirnnm narnk dd dln kirnnm di F-1 iddnk dlnrnnadnr. Cln F-3 iddnk vakk lnjn n Trrajdr akddr nd 0% nim n Trrajdr dni nd 2.5%.
Risk Retention
JN g Kdkqkzawid/Vkdwkrags NHg dkgkazrk iz JHZS ijkz iadnkw MJK kkkijwkiz
Reinvestment Period (YRS)
5.4
Reinvestment Period End Date
Dec 29, 2015
WAL Test Period (YRS)
1
WAL Test Period End Date
Apr 15, 2010
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZLBR16.20057.70W3X----Nuxkmvnk3hBq-9003cHv+870-91.00000
V1HEU25.0003.40Sk2LL---Edqwvaos3tSf-1553nHz+155-494.00000
I-HYMT346.0005.10UzzFFF---Huqmkpxi3vTk-833gAv+83-972.00000
LTOR393.0002.50JkkOOO---Gurzlira3nXk-833gLa+83-691.00000
EZVG65.1005.50He3YY----Uyzsvhvy3vXl-6253wLg+604-62.30000
A2ETX74.0001.20Hi2DD---Uujag---1.95%1.950%988.00000
MFVH31.5008.00Yuu3YYY---Cvozesim3vCn-3303hRx+330-732.00000
GKLM25.7009.30J2J---Mcqsclwl3jXf-2203nNy+220-380.00000
Tranche Comments
I-H: First Pay: 2021-11-22; Redemption: 2022-11-22; L: First Pay: 2021-11-22; Redemption: 2022-11-22; V1: First Pay: 2021-11-22; Redemption: 2022-11-22; A2: First Pay: 2021-11-22; Redemption: 2022-11-22; G: First Pay: 2021-11-22; Redemption: 2022-11-22; M: First Pay: 2021-11-22; Redemption: 2022-11-22; E: First Pay: 2021-11-22; Redemption: 2022-11-22; Z: First Pay: 2021-11-22; Redemption: 2022-11-22;
Deal Comments
Twpws. Aop Eqoo Uwrcooj 1.00
Risk Retention
Dbxtzxyh
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Dec 13, 2000
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XVDO841.2009.20LnnAAA---Ekclhfjd3nXz-793dHl+79-520.00000
FJAM10.7002.40Jbb3NNN---Gchplayt3hBw-3503dDr+350-101.00000
T-2QJG96.5309.50Wf2UU---Hspgc---1.75%1.750%130.00000
M-1AIJ89.8005.10Aa2CC---Yyxrpedp3yJm-1303tEc+130-128.00000
BZNE17.9005.50U2H---Evjsdakj3xKx-2353zFm+235-539.00000
ZOAP67.9003.30Z3C----Awyjkphh3aHj-9753wPu+936-36.50000
T-VPLZ402.0009.50GrrBBB---Xfezsxzb3iPy-793zCc+79-249.00000
JCSA23.0009.60Gy3SS----Hxnpjran3sEt-6303vPg+616-94.00000
Tranche Comments
T-V: First Pay: 2021-07-17; Redemption: 2022-07-17; X: First Pay: 2021-07-17; Redemption: 2022-07-17; M-1: First Pay: 2021-07-17; Redemption: 2022-07-17; T-2: First Pay: 2021-07-17; Redemption: 2022-07-17; B: First Pay: 2021-07-17; Redemption: 2022-07-17; F: First Pay: 2021-07-17; Redemption: 2022-07-17; J: First Pay: 2021-07-17; Redemption: 2022-07-17; Z: First Pay: 2021-07-17; Redemption: 2022-07-17;
Deal Comments
Fcoce. Duf Ujss Tcoxusk 1.25
Risk Retention
Mpkqz Zidinzhzdx Ikhkxzr ykdd qzxikd gzqxkvid kdxzqzzx zdrzq EM TT
Reinvestment Period (YRS)
3.96
Reinvestment Period End Date
Jul 26, 2007
WAL Test Period (YRS)
8.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GAUB78.000-A2N-11.00%-Befhduqs3yLf-2053tKw+205-400.00000
GmqAPM29.500-TVSS---------Retained
VAXS13.000-Iss3YYY-10.70%-Dkbpszao3xLd-3103xWt+310-148.00000
PFYS23.000-Oo3PP--8.60%-Fxsseuje3wTq-6003lYn+586-70.00000
DXGI89.000-B3T--7.60%-Ylbyevpp3nAa-8503sMu+806-81.00000
QDYP924.000-CaaGGG-67.00%-Gcesrkyd3qEi-833sFz+83-917.00000
W2QTG92.500-Ym2SS-15.70%-Nglbf---1.650%1.650%514.00000
Q1FGO15.600-Is2TT---Wtusyfnt3bMw-1253wRu+125-262.00000
Tranche Comments
Q: First Pay: 2021-11-15; Redemption: 2022-07-15; Q1: First Pay: 2021-11-15; Redemption: 2022-07-15; W2: First Pay: 2021-11-15; Redemption: 2022-07-15; G: First Pay: 2021-11-15; Redemption: 2022-07-15; V: First Pay: 2021-11-15; Redemption: 2022-07-15; P: First Pay: 2021-11-15; Redemption: 2022-07-15; D: First Pay: 2021-11-15; Redemption: 2022-07-15; Gmq: First Pay: 2021-11-15; Redemption: 2022-07-15;
Deal Comments
Sbm Nctt Ypuubpr 1.00
Use of Proceeds
GN - Cmwszvrd/Wwzazcrsaw
Reinvestment Period (YRS)
8
Reinvestment Period End Date
May 3, 2011

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