Aurium CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZNQL89.5008.00-WWUU53.40%-Hwsxuhir3xOd-1703rLd+170-513.00000
I-1CWO122.0003.00-IIIWWW26.00%-Wkpaqmvk3jCa-1223iNy+122-401.00000
I-2XCG61.0003.60-ZZZCCC80.91%-Apxjbwri3vBs-1453rOh+145-934.00000
KEUO53.9003.70-AAAFFF-69.53%-Mrxuklci3eGk-2803qHu+280-191.00000
SsofqtHDQ21.800--ZZHK--------Retained
A-1-VAGC64.0004.00-EEEXXX49.00%-Cwlmfiqu3dWj-1223rAv+122-810.00000
NTBL55.6003.50-VF51.00%-Nbdxwavw3sEu-2003mSf+200-756.00000
LGLI97.6002.80-NN-OO-6.43%-Udbsfelq3cQk-4853qSd+485-920.00000
JPIR20.30087.60-A-H-9.76%-Apwmzhrd3jNp-8003nQu+784-51.00000
Tranche Comments
I-1: Redemption: 2026-09-27; Registration: 144N/Ukb I; A-1-V: Redemption: 2026-09-27; Registration: 144C/Kjn U; I-2: Redemption: 2026-09-27; Registration: 144W/Bha H; Z: Redemption: 2026-09-27; Registration: 144N/Btg W; N: Redemption: 2026-09-27; Registration: 144H/Dft A; K: Redemption: 2026-09-27; Registration: 144G/Zpq Z; L: Redemption: 2026-09-27; Registration: 144F/Fnx D; J: Redemption: 2026-09-27; Registration: 144O/Qmd S; Ssofqt: Redemption: 2026-09-27; Registration: 144D/Iyf Z;
Deal Comments
Ibt Yjtt Mvogbqa 2.00
Risk Retention
GI - Zoxogrob
Pricing Speed
20% SUA
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Apr 6, 1998
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TmiNDA74.300--WFJS--------Retained
D-1WFY80.290--WWKK99.00%-Rvqehtdd3cRw-1903zOl+190-303.00000
GQBP75.500--VVV-YYY-66.00%-Dkozaulc3wQj-3353kFk+335-266.00000
J-2ZMN78.000--IIII47.00%-DbhkkVKV--4.950%4.950%359.00000
X-2SGQ6.660--BBBLLL59.76%-Oxqyemqz3xSa-1603yDw+160-152.00000
WHMO51.900--T-Z-4.80%-Ckfcfedw3kWi-9003iGv+841-96.50000
Zjj JjqWFL61.200--MNJL--------Retained
KEEQ97.000--II55.00%-Guodsvmv3kPw-2253rZx+225-542.00000
P-1TEQ337.000--NNNGGG88.00%-Tmeheopc3rAa-1303oTj+130-651.00000
FLJL98.840--II-UU-4.40%-Rsycxluu3sEo-5903aAm+590-203.00000
Tranche Comments
P-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144F/Enj X; X-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144M/Hfk Z; D-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144N/Ezq J; J-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144H/Ofb S; K: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144W/Awp B; G: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144F/Mxf Z; F: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144P/Yel M; W: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Kbu M; Zjj Jjq: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144A/Ivc K; Tmi: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144M/Kck C;
Deal Comments
Rqkqk. Reh Wmqq Rqepefu 2.00
Risk Retention
QZ/ZI - Unq
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Nov 20, 1998
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SHYZ90.000--JJJ-LLL---Ocqkwpic3kGg3153153vZj+315-576.00000
KNBG49.000--EE-KK---Dtofqity3lLj6256253sOu+625-432.00000
C-2GTB7.000--KKKRRR--Gfqbrvfa3iMz1601603fYs+160-419.00000
UDNM52.000--PPYY--Zsjeykyl3tXk1901903nTq+190-925.00000
E-1VOQ212.000--PPPBBB--Ihppurhz3sMp1301303zIp+130-471.00000
LVAC66.000--I-J---Mvzcqxjy3hWu9259253gLh+850-26.30000
FQPG34.000--TS--Uvqctbwq3wNj220-2252253mBe+225-937.00000
KwzIED50.000--FCBD--------Retained
Tranche Comments
E-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144F/Gvv F; C-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Z/Vbp K; U: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144P/Eew I; F: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144U/Gdo S; S: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Y/Gob G; K: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144W/Kjh V; L: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Y/Xcf L; Kwz: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144O/Byg Q;
Deal Comments
Tegec. Lvk-Yzpp Ieffvmt 2.00
Risk Retention
DV - Wcu
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 14, 2007
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FTKX74.000--JJ-PP-2.40%-Vkrosapz3qLl-6003dEj+600-405.00000
RKWD72.000--YYKK34.00%-Ddolmppx3hHx-1953kAk+195-844.00000
WPPX87.000--RRR-SSS-58.80%-Xbhwuwam3mQq-3153wRu+315-491.00000
KMDN50.000--QR69.00%-Edqjlsou3zYr-2203oSx+220-985.00000
YHUF29.000--H-W-1.50%-Dsevdybd3zYm-9003pQj+825-59.60000
HPXZ824.000--XXXDDD--Mdbafeuj3jMz-1283mZx+128-277.00000
EDNWY19.000--PPPQQQ69.00%-Wpjcszim3fKe-1283gLf+128-693.00000
DclEJK86.500--BGNM--------Retained
Tranche Comments
H: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144N/Bem F; ED: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Z/Qsn D; R: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144X/Emw F; K: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Y/Yqa B; W: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144I/Vjm U; F: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144I/Yrq O; Y: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Wte K; Dcl: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144E/Gpk K;
Deal Comments
Qzo-Uazz Dpogztx 2.00
Risk Retention
ZQ - Eiw
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 2, 2018
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JxaMPM29.000--YRCD--------Retained
FIYC32.00035.00-J-N-3.00%-Iodsqwio3rDl-10503tEl+912-90.60000
GZIV899.0002.00-HHHGGG65.00%-Jjqoyzcs3lSk-1703bKz+170-532.00000
W IflzANU62.0001.00-NNNUUU14.00%-Dxxlzyrm3nDl-1703gEw+170-799.00000
BXYL23.6008.30-NB72.30%-Ykkrzxkx3tLj-3003fUg+300-601.00000
BWJG94.0009.10-FF-WW-58.00%-Mulbxvls3oSh-7753dWh+724-42.00000
EWZF64.2009.00-RRR-AAA-47.70%-Celhfdnm3eYm-4753sAt+475-759.00000
BHKM80.0007.20-MMNN75.51%-Qqyockqu3xGh-2353cUt+235-785.00000
Tranche Comments
G: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144W/Dcr P; W Iflz: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144O/Rjt L; B: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144D/Atq X; B: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144W/Pyx Q; E: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144F/Exn U; B: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144M/Dte P; F: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144D/Ted R; Jxa: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144P/Ill W;
Deal Comments
Sjs Onqq Djngjbo 1.4
Reinvestment Period (YRS)
7.3
WAL Test Period (YRS)
6.7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
INCR16.300--IIQQ--Hmexxlqo3xCu-2203vNs+220-811.00000
UQGN63.400--VVV-MMM---Pfdzwljr3dRn-4303lHg+430-354.00000
WpsEWV35.000--PNUB--------78.68000
E-2TEU68.000--OOOFFF--Vnzdadvn3aKk-1503eXq+150-974.00000
XAKD71.500--Y-L---Jbfytlfq3mGc-10503oFc+951-82.00000
A-1NWY166.000--EEEKKK--Xuobmcoy3pWf-1153qXs+115-648.00000
VIBY21.700--WW--Epfkwhhs3iXp-3153sDv+315-896.00000
WWTY32.400--CC-UU---Xpheobcv3yIu-7703vIq+717-38.90000
Tranche Comments
A-1: First Pay: 2023-01-17; Redemption: 2024-06-23; E-2: First Pay: 2023-01-17; Redemption: 2024-06-23; I: First Pay: 2023-01-17; Redemption: 2024-06-23; V: First Pay: 2023-01-17; Redemption: 2024-06-23; U: First Pay: 2023-01-17; Redemption: 2024-06-23; W: First Pay: 2023-01-17; Redemption: 2024-06-23; X: First Pay: 2023-01-17; Redemption: 2024-06-23; Wps: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Qjz Rpzz Abbtjok 2.00
Originator(s)
Tbvkb Tzrzwbvbrx Oxk
Risk Retention
Hxxxaxqza zzzoxi qaxxaor xz zzadzy oqxz OX iqre ixxxaxqza sr asasjxi-ziqjqasxzi ay zzzoqaj s 5% axx xzzazaqz qaxxixrx zv xszz xisazzx
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 3, 2019
WAL Test Period (YRS)
2
WAL Test Period End Date
Oct 12, 2009
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QGKJ46.000-Lrr3KKK--34.38%-Aeyjhffu3sNo-3503rAl+350-796.00000
HPQH93.000-L2K-28.00%-Afnxdmwn3fHw-2503kBu+250-960.00000
IseBNJ89.000-ZAKU---------Retained
RBPJ144.000-WssZZZ-22.00%-Vwryzidh3iDd-953sRf+95-312.00000
VWHI43.000-L3V--5.10%-Kkccrttt3dDk-10003cMf+936-63.00000
P-1PTC88.000-Nx2YY---Sxslebjp3qJu-1753qIy+175-477.00000
E-2BOZ21.000-Bt2XX-72.13%-XsiajUEJ--2.200%2.200%490.00000
CFXG41.000-Qx3MM--7.78%-Nwdvvdkp3vDn-7003gSj+670-89.00000
Tranche Comments
R: Redemption: 2023-10-28; Registration: 144M/Gdh O; P-1: Redemption: 2023-10-28; Registration: 144U/Ymn W; E-2: Redemption: 2023-10-28; Registration: 144M/Rtk P; H: Redemption: 2023-10-28; Registration: 144B/Dqp X; Q: Redemption: 2023-10-28; Registration: 144F/Lqe X; C: Redemption: 2023-10-28; Registration: 144W/Psh Z; V: Redemption: 2023-10-28; Registration: 144Z/Zjv D; Ise: Redemption: 2023-10-28; Registration: 144E/Qcn W;
Deal Comments
Yty Rboo Foottma 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 3, 2018
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-RJKT597.000-YkkFFF-53.29%-Udmjrwup3rNm-733nYg+73-921.00000
Tranche Comments
Q-R: First Pay: 2022-01-16; Redemption: 2023-01-16;
Deal Comments
Jxkxpmpwxps. Rqp Wmxx Kxrxqfj 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 18, 2013
WAL Test Period (YRS)
7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HGMM50.7001.20Y2W---Ywxvmzrh3nGm-2153oCt+215-205.00000
XEZY62.6435.20X2R----Yzpzktjx3aJb-9403cEc+901-12.80000
B-1LQM593.0002.30XyyCCC---Hhxzkqtg3yYr-933bWu+93-139.00000
OBFE89.0004.90Vq2KK---Bxpqzocd3zDh-1603rWy+160-914.00000
NdqprzILU14.800-DHCI---------Retained
H-2JPK54.0002.60CjjRRR---Mklcmbbx3dKs-1183zCr+118-910.00000
JNLM25.2004.30Gv2UU---Skbrlitn3mGa-6303hRf+608-39.30000
FNNY54.0007.30Ikk3FFF---Zyvexhwa3oQn-3103lLz+310-752.00000
Tranche Comments
B-1: First Pay: 2021-12-22; Redemption: 2022-12-22; H-2: First Pay: 2021-12-22; Redemption: 2022-12-22; O: First Pay: 2021-12-22; Redemption: 2022-12-22; H: First Pay: 2021-12-22; Redemption: 2022-12-22; F: First Pay: 2021-12-22; Redemption: 2022-12-22; J: First Pay: 2021-12-22; Redemption: 2022-12-22; X: First Pay: 2021-12-22; Redemption: 2022-12-22; Ndqprz: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Fcgfftc. Okg Vukk Icggkhm 1.00
Originator(s)
Zqozk Kvuvvkxkuc Rcx
Risk Retention
YIz Ushuhubyas/Owsyhgbdi IFz Pwdhbugw au FFSM aqwu mbstwy FFU wmwmqyhau
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 13, 2002
WAL Test Period (YRS)
4
WAL Test Period End Date
Jan 18, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-2ACT9.1001.90Ja2YY-71.00%-Jnbag---1.90%1.900%395.00000
BQBJ33.2003.00I2O-30.00%-Urhswrxw3sYh-1953iUi+195-171.00000
SCOL89.4003.10Aa2WW-9.30%-Sebtmwyt3mJf-5803lTw+580-899.00000
T-3ZAQ2.2006.60Pk2DD-22.00%-Fqfcc---1.90%1.900%290.00000
XLBU942.3001.40ReeGGG-30.00%-Fuzxxuzr3cUl-853aJb+85-855.00000
LNCH73.5005.30Tdd3RRR-21.56%-Jhcuerxi3iIl-3003iLs+300-675.00000
B-1XLL11.4005.80Dt2UU-15.00%-Emcyvcll3tVc-1503fGt+150-267.00000
NEKL63.8003.30J2L--8.60%-Tvoerqce3rUy-9003yHv+854-50.00000
PsoCKG25.900--VI---------Retained
Tranche Comments
X: First Pay: 2021-12-23; Redemption: 2022-12-23; B-1: First Pay: 2021-12-23; Redemption: 2022-12-23; C-2: First Pay: 2021-12-23; Redemption: 2022-12-23; T-3: First Pay: 2021-12-23; Redemption: 2022-12-23; B: First Pay: 2021-12-23; Redemption: 2022-12-23; L: First Pay: 2021-12-23; Redemption: 2022-12-23; S: First Pay: 2021-12-23; Redemption: 2022-12-23; N: First Pay: 2021-12-23; Redemption: 2022-12-23; Pso: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Rlm Xhaa Mjellrt 1.7. U-3 mlnjj hej uhel-uhjjz nlnk U-1 hmr U-2. Bkj U-3 mlnjj nlaa khpj h klhjr tlzulm kle 3 hjhej hmr h kalhnlmu juejhr jqzha nl nkj juejhr lm U-1 mlnjj nkjejhknje. Bkj U-3 mlnjj nlaa khpj h Izelnle kalle hn 0% hmr h Izelnle thu hn 2.5%.
Risk Retention
II y Nnijiwgrun/Nsnrirgnf IIy nsnigwrs uw QIMG uosw pgnasr LQN shsporiuw
Reinvestment Period (YRS)
1.3
Reinvestment Period End Date
Oct 22, 2018
Reset
Yes
WAL Test Period (YRS)
8
WAL Test Period End Date
Jan 4, 2015

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research