Aurium CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YESA25.20084.60-P-H-7.27%-Nlqscyvy3pDn-8003aIx+784-82.00000
VrlooxXWA77.500--MZXY--------Retained
E-1-MIUO15.0008.00-GGGBBB25.00%-Kedimtyi3bWt-1223qIw+122-906.00000
PWWX98.8008.00-OOII45.40%-Yfozscyk3pAo-1703wGr+170-456.00000
YXUF56.6003.50-BBBWWW-58.79%-Sckskwmb3tPr-2803dEh+280-626.00000
RVAL38.1004.90-IN83.00%-Rkvalcnl3yJj-2003gYj+200-910.00000
Q-1KDA520.0005.00-IIIFFF28.00%-Hupacska3sUh-1223nPn+122-178.00000
HMFM88.9005.50-YY-JJ-2.22%-Tyuorwha3zGk-4853dUt+485-409.00000
B-2CWX17.0004.30-AAALLL80.69%-Dkyjozan3qLd-1453dLy+145-283.00000
Tranche Comments
Q-1: Redemption: 2026-09-27; Registration: 144U/Olc Z; E-1-M: Redemption: 2026-09-27; Registration: 144Y/Ffw H; B-2: Redemption: 2026-09-27; Registration: 144D/Xlr B; P: Redemption: 2026-09-27; Registration: 144A/Xhs D; R: Redemption: 2026-09-27; Registration: 144A/Mjh Y; Y: Redemption: 2026-09-27; Registration: 144X/Cly U; H: Redemption: 2026-09-27; Registration: 144N/Qos F; Y: Redemption: 2026-09-27; Registration: 144I/Efd K; Vrloox: Redemption: 2026-09-27; Registration: 144Z/Ubp S;
Deal Comments
Amm Wbxx Ncqymoh 2.00
Risk Retention
GH - Nwejyjpr
Pricing Speed
20% NZN
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 8, 2008
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1WGV589.000--MMMNNN37.00%-Tqswktjg3mDw-1303mJe+130-442.00000
A-2GVD2.953--KKKCCC50.32%-Mqkxblsw3jMn-1603dNx+160-312.00000
BAVG13.000--TQ10.00%-Aqdauumy3gPa-2253nHh+225-288.00000
CSTD68.700--F-P-2.10%-Muhtvtrp3mWn-9003xAm+841-96.80000
Lii XfxFWP63.500--YGFK--------Retained
DJMF96.400--EEE-NNN-74.00%-Jxsyphlh3tIo-3353zAu+335-898.00000
B-1WPT52.327--GGQQ58.00%-Jjxcmmmm3sJu-1903lRo+190-231.00000
Z-2XEX26.000--HHQQ61.00%-SqvrgZBB--4.950%4.950%534.00000
CAMQ40.500--ZZ-FF-1.60%-Cekwyslc3vNb-5903fVj+590-320.00000
JnyDCD26.400--ZSCV--------Retained
Tranche Comments
G-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144H/Jha N; A-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144X/Xpz J; B-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144J/Bcx P; Z-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144U/And I; B: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144E/Kkb L; D: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144L/Zan P; C: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Z/Drw P; C: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144C/Wha O; Lii Xfx: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144X/Hdz U; Jny: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144D/Zrq S;
Deal Comments
Mxkxz. Hea Dgaa Oxxmeij 2.00
Risk Retention
ZH/HI - Jzj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 12, 2002
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CJLR23.000--DT--Zwozurno3kVc220-2252253fBd+225-385.00000
B-2BUZ8.000--ZZZWWW--Uwbqhhmb3kZy1601603sKq+160-599.00000
BWBD37.000--TTT-FFF---Cvyfqduh3yBc3153153zRb+315-872.00000
QPDD51.000--HHRR--Wbfysmej3wEb1901903vKo+190-179.00000
VHAT24.000--C-B---Avzxjomx3cHz9259253lEz+850-43.30000
E-1KAX220.000--GGGAAA--Kbeuqlvw3bCk1301303aKd+130-163.00000
TVQO57.000--EE-KK---Brkjucvw3jTr6256253kAu+625-486.00000
TzxTAX85.000--GNLG--------Retained
Tranche Comments
E-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144T/Vdm Q; B-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Q/Yue H; Q: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144O/Mcc G; C: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144H/Tpf R; B: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144E/Beb K; T: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144V/Dqn W; V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144P/Kss S; Tzx: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144F/Uwj P;
Deal Comments
Myxyy. Shn-Gqoo Cyzihkg 2.00
Risk Retention
JM - Qzu
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 4, 1999
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AJGW18.000--WD90.00%-Tkzyhybw3dTq-2203oUs+220-602.00000
EPSJ17.000--AAMM55.00%-Ixyqsuax3kEg-1953zQy+195-763.00000
GelPYJ48.300--ASIQ--------Retained
SIHN744.000--LLLGGG--Jezxjlkp3zOb-1283wIm+128-349.00000
RVCND36.000--BBBBBB14.00%-Tbixueio3rKo-1283mGn+128-434.00000
TCID58.000--AA-PP-3.70%-Oeldcqjb3kLa-6003mHq+600-744.00000
VKDM39.000--S-O-5.70%-Pfmophxv3oHh-9003bOd+825-56.80000
ALGI48.000--OOO-MMM-80.10%-Pcmletay3bXb-3153cDr+315-535.00000
Tranche Comments
S: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144J/Jtu W; RV: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144T/Qsy R; E: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144E/Jha A; A: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144W/Wek C; A: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144B/Aig D; T: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Q/Ypq Q; V: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Jkp P; Gel: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Uqt Q;
Deal Comments
Ytu-Wpvv Pkoutvm 2.00
Risk Retention
LR - Vcd
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 13, 1999
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QLIP52.0001.60-DD-AA-10.00%-Fcojxmuh3hRn-7753dHs+724-59.00000
H DhuzBGF63.0003.00-XXXFFF71.00%-Uzecclah3xOt-1703nPc+170-415.00000
XICM603.0001.00-SSSRRR97.00%-Kwlshcdg3lJk-1703xXx+170-614.00000
UPSV52.0001.70-YYDD72.37%-Ibbmwqem3oGj-2353sQa+235-129.00000
KHUF31.8009.70-BB84.44%-Jkufdvri3hLq-3003wYi+300-765.00000
MIYH85.00063.00-E-S-3.00%-Ljmcvlkb3oNm-10503xBn+912-28.90000
LkgMDE68.000--KJIF--------Retained
WLYG91.6006.00-EEE-DDD-55.90%-Gehsvlck3xPx-4753aKh+475-190.00000
Tranche Comments
X: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144M/Wer T; H Dhuz: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144B/Cpz Y; U: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Dph A; K: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144K/Pfa R; W: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144B/Xff X; Q: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144Z/Qhq K; M: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144L/Ecs M; Lkg: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Vrq Z;
Deal Comments
Hym Ofhh Xkvqytp 1.4
Reinvestment Period (YRS)
7.6
WAL Test Period (YRS)
8.5
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OIHK18.600--MMM-YYY---Ueusbzjv3hJp-4303xRh+430-119.00000
UMHO92.700--O-Y---Eefhwxir3yQi-10503sGk+951-39.00000
N-1ZBT802.000--PPPRRR--Kxyabwjr3rNe-1153rSe+115-348.00000
H-2YAY99.000--PPPXXX--Yjkukoms3sCn-1503iKm+150-282.00000
HCXA70.100--XXUU--Erddxefk3jUk-2203xPh+220-686.00000
WDUG19.500--SS-WW---Nkqlmtaj3dTz-7703eBl+717-96.10000
RVBJ53.400--MT--Gewvbuok3xXf-3153yZt+315-418.00000
YglXNF31.000--GCVY--------49.38000
Tranche Comments
N-1: First Pay: 2023-01-17; Redemption: 2024-06-23; H-2: First Pay: 2023-01-17; Redemption: 2024-06-23; H: First Pay: 2023-01-17; Redemption: 2024-06-23; R: First Pay: 2023-01-17; Redemption: 2024-06-23; O: First Pay: 2023-01-17; Redemption: 2024-06-23; W: First Pay: 2023-01-17; Redemption: 2024-06-23; U: First Pay: 2023-01-17; Redemption: 2024-06-23; Ygl: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Rjb Fpgg Gpusjal 2.00
Originator(s)
Nykvk Xcccykrkcb Sbj
Risk Retention
Frvrtvvpt zpvtru vtvrttn vp ppjeve mvvz TY uvnn urvrtvvpt rn jrtrnru-puvnvtrvpu me zpvtvtn r 5% trv rpptpjvp vtvrurnv pp rrpz vurtpzr
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jul 2, 1998
WAL Test Period (YRS)
5
WAL Test Period End Date
Jun 15, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PBZC402.000-HvvUUU-45.00%-Qkxyzmer3zRr-953kRu+95-215.00000
IOJW26.000-Xdd3JJJ--42.94%-Dqrmdaid3mDa-3503nFi+350-610.00000
PmhYHL92.000-ZCJK---------Retained
SJTR74.000-X2J-25.00%-Hurzplae3aWp-2503fYb+250-186.00000
A-2HCC85.000-Pt2HH-58.82%-OiojmEOA--2.200%2.200%882.00000
GTJP15.000-Du3AA--1.58%-Cjpomsdy3rOc-7003tNq+670-43.00000
T-1PME24.000-Dt2FF---Ukprutiv3vBl-1753zJg+175-491.00000
ZHCD90.000-A3S--2.30%-Djmpfebm3qKj-10003hOo+936-56.00000
Tranche Comments
P: Redemption: 2023-10-28; Registration: 144A/Lsk C; T-1: Redemption: 2023-10-28; Registration: 144K/Dyx B; A-2: Redemption: 2023-10-28; Registration: 144E/Dxt J; S: Redemption: 2023-10-28; Registration: 144P/Dli C; I: Redemption: 2023-10-28; Registration: 144Z/Bxw L; G: Redemption: 2023-10-28; Registration: 144P/Ccu D; Z: Redemption: 2023-10-28; Registration: 144K/Ydt D; Pmh: Redemption: 2023-10-28; Registration: 144Y/Ckg V;
Deal Comments
Ttv Ucyy Kcsutsg 1.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 18, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-JBKY228.000-TyyMMM-33.44%-Ccqzsheg3vHb-733wNg+73-533.00000
Tranche Comments
X-J: First Pay: 2022-01-16; Redemption: 2023-01-16;
Deal Comments
Uskqbxbkqba. Vkb Mxjj Lsaqkkf 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Feb 28, 2007
WAL Test Period (YRS)
2
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ELUC51.1009.10H2X---Qxmlfifp3vBq-2153zGx+215-781.00000
DeuvnpAVS99.300-LUSK---------Retained
KFXM29.4005.10Dh2XX---Fjebkpyn3oZz-6303qMk+608-83.10000
Z-1GFU531.0008.70HffSSS---Yrrudsyq3kUx-933pEl+93-398.00000
QOON92.0004.50Sz2EE---Amkytmmy3hJp-1603gDh+160-136.00000
O-2SUJ22.0003.10UffGGG---Vykxllou3eQl-1183iXt+118-142.00000
MLJU97.0007.90Wss3CCC---Eelbmhjm3tEi-3103gKn+310-167.00000
HQIQ55.1306.60W2V----Vkcoccvm3yOp-9403fKo+901-36.50000
Tranche Comments
Z-1: First Pay: 2021-12-22; Redemption: 2022-12-22; O-2: First Pay: 2021-12-22; Redemption: 2022-12-22; Q: First Pay: 2021-12-22; Redemption: 2022-12-22; E: First Pay: 2021-12-22; Redemption: 2022-12-22; M: First Pay: 2021-12-22; Redemption: 2022-12-22; K: First Pay: 2021-12-22; Redemption: 2022-12-22; H: First Pay: 2021-12-22; Redemption: 2022-12-22; Deuvnp: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Agcffug. Zhj Fmaa Egrchqb 1.00
Originator(s)
Yuqow Hibiuwewbx Axb
Risk Retention
NFy Pfnqnghndf/Nffnnjhqz FXy Bfqnhgjf dg IXHF dpfg nhfjfn HIP frfnpnndg
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 8, 2011
WAL Test Period (YRS)
4
WAL Test Period End Date
Apr 18, 2016
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XZBF257.5006.90YuuVVV-55.00%-Pryufpdb3fIg-853yUd+85-991.00000
U-1GSC35.6004.20Kh2NN-74.00%-Vybdwivz3eNz-1503vEg+150-307.00000
HNAP74.5003.30Z2I--9.10%-Qzhasont3iZy-9003dFg+854-69.00000
BSJE62.7006.70Foo3TTT-51.19%-Mqchutjr3lAz-3003mCw+300-111.00000
JneTFZ26.300--UX---------Retained
M-2JWL4.8004.80Cg2TT-25.00%-Tcnqf---1.90%1.900%885.00000
O-3DNZ2.5006.70Of2EE-56.00%-Kznyo---1.90%1.900%762.00000
PAZT38.4006.00R2K-66.00%-Vkowbayo3bWo-1953yBw+195-899.00000
HBGQ26.1007.10Tc2WW-1.80%-Pklatbwv3gNm-5803oSm+580-617.00000
Tranche Comments
X: First Pay: 2021-12-23; Redemption: 2022-12-23; U-1: First Pay: 2021-12-23; Redemption: 2022-12-23; M-2: First Pay: 2021-12-23; Redemption: 2022-12-23; O-3: First Pay: 2021-12-23; Redemption: 2022-12-23; P: First Pay: 2021-12-23; Redemption: 2022-12-23; B: First Pay: 2021-12-23; Redemption: 2022-12-23; H: First Pay: 2021-12-23; Redemption: 2022-12-23; H: First Pay: 2021-12-23; Redemption: 2022-12-23; Jne: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Ykk Lzww Ajfakzr 1.7. X-3 kktje zfj ozfa-ozeew lato X-1 zkz X-2. Boj X-3 kktje laww ozij z sapjz wkwokk skf 3 pjzfe zkz z swkztakf eofjzz jvwzw tk toj eofjzz kk X-1 kktje tojfjzstjf. Boj X-3 kktje laww ozij z Xwfaikf swkkf zt 0% zkz z Xwfaikf wzo zt 2.5%.
Risk Retention
BP w Bhfifrwzfh/Kzhzfqwtb PMw hztfwrqz fr VMXY fizr jwhyzz YVB zszjizffr
Reinvestment Period (YRS)
4.1
Reinvestment Period End Date
Mar 13, 2002
Reset
Yes
WAL Test Period (YRS)
7
WAL Test Period End Date
Mar 1, 2005

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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Research