Aurium CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CWLC46.6008.80-OOOPPP-68.60%-Vxxuledj3gRv-2803iUt+280-771.00000
X-2CAG87.0005.60-HHHGGG81.53%-Dufqmhyq3pWu-1453pCd+145-777.00000
JcokgjXEY42.700--GFYV--------Retained
WLGP96.9001.20-ON57.00%-Hbkdlqzv3pKm-2003cJy+200-632.00000
R-1-MLKA45.0006.00-GGGSSS31.00%-Jbbqtwfa3xPh-1223tDx+122-781.00000
NOHA46.1002.00-TTBB94.18%-Iymdmqbx3zEq-1703pUj+170-875.00000
SVGM83.5008.40-TT-AA-3.95%-Iybwkust3kRl-4853qPn+485-172.00000
F-1KCA926.0006.00-FFFRRR52.00%-Pqhkyikh3jPe-1223rCx+122-748.00000
TFOQ59.90028.40-R-M-7.47%-Xfezzukr3hNi-8003rJm+784-85.00000
Tranche Comments
F-1: Redemption: 2026-09-27; Registration: 144M/Pxs Y; R-1-M: Redemption: 2026-09-27; Registration: 144O/Geq K; X-2: Redemption: 2026-09-27; Registration: 144A/Gkr M; N: Redemption: 2026-09-27; Registration: 144P/Cny G; W: Redemption: 2026-09-27; Registration: 144N/Dmw Q; C: Redemption: 2026-09-27; Registration: 144J/Ciq T; S: Redemption: 2026-09-27; Registration: 144H/Tda G; T: Redemption: 2026-09-27; Registration: 144L/Hhs Z; Jcokgj: Redemption: 2026-09-27; Registration: 144F/Gqk G;
Deal Comments
Dxm Wpkk Ccyrxlw 2.00
Risk Retention
AH - Tdjspuhn
Pricing Speed
20% FNE
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 23, 2011
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-2GSH57.000--BBHH89.00%-OgzvxKNA--4.950%4.950%821.00000
Vll VtqBEL86.100--DODL--------Retained
H-1TDW576.000--SSSSSS40.00%-Tlirrfio3oMz-1303gGh+130-719.00000
OBPG24.740--ZZ-WW-4.20%-Bwkstsza3xUx-5903tOd+590-966.00000
L-1HIA92.956--TTVV17.00%-Idbkdpfr3aOl-1903rHw+190-951.00000
W-2JXG5.899--AAASSS69.61%-Iedpfntn3hTp-1603qBh+160-860.00000
OIVS47.000--EH12.00%-Qxcrwdvl3dAa-2253qGr+225-859.00000
YpzFOI11.800--JVGY--------Retained
EBCR68.600--III-CCC-78.00%-Exwahfks3hWk-3353pMv+335-305.00000
XETB65.800--M-T-3.70%-Ucmcrkqf3kAx-9003cMx+841-24.10000
Tranche Comments
H-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144I/Vql V; W-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144U/Hft Q; L-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Qec D; B-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144X/Imo V; O: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144D/Rdf N; E: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144O/Lnq B; O: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144C/Ein E; X: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144I/Cny C; Vll Vtq: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Z/Vsa J; Ypz: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144P/Xok G;
Deal Comments
Ecycx. Hxj Ngss Fcegxqa 2.00
Risk Retention
HJ/JC - Sum
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 29, 2021
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UHKO27.000--BBVV--Tycchfru3eJi1901903rZx+190-799.00000
VQSS77.000--CI--Fbhycdrk3oZb220-2252253gWq+225-871.00000
MGBV85.000--AA-DD---Syjsppvw3wQs6256253kYo+625-362.00000
GOUQ72.000--V-R---Fwywvpdb3wFc9259253jMu+850-76.50000
K-1PJD169.000--TTTAAA--Fvjooklk3rYc1301303lFx+130-953.00000
P-2TSI9.000--OOOXXX--Icedopik3nPs1601603sQu+160-918.00000
RwjZAA36.000--EQQK--------Retained
UZGT66.000--YYY-FFF---Qszlxuav3oGj3153153sDe+315-811.00000
Tranche Comments
K-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144U/Uwg G; P-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Y/Wpm H; U: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144M/Uhi M; V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144M/Rmv G; U: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144J/Nkk V; M: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144N/Gke Q; G: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Q/Lvd T; Rwj: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144C/Gvq E;
Deal Comments
Lefeh. Ugb-Ukyy Mebfgfx 2.00
Risk Retention
VP - Mdp
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Aug 2, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JLAU10.000--PPP-VVV-14.10%-Vypcfcyw3kHq-3153rUj+315-250.00000
XqjKUA93.800--MSMF--------Retained
ZQUR78.000--JJRR60.00%-Qklneovn3dSf-1953eDq+195-868.00000
LPYY66.000--OK85.00%-Sbessdfg3pWu-2203gKk+220-541.00000
BLVQO94.000--YYYFFF73.00%-Omzqbozo3zPa-1283aNw+128-452.00000
WVIB28.000--HH-GG-6.50%-Shfaamao3aSt-6003sWt+600-859.00000
TIUE963.000--AAARRR--Bwbyhczk3sOd-1283cDt+128-775.00000
LLOR57.000--P-O-5.20%-Ozufqjpa3qEp-9003zCp+825-26.40000
Tranche Comments
T: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144V/Htr Q; BL: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144B/Hlz M; Z: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144B/Yuz Y; L: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144G/Pia K; J: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Y/Nav L; W: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Xlq Z; L: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Z/Kjy O; Xqj: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144O/Ljf D;
Deal Comments
Dvf-Rnyy Bmpzvxo 2.00
Risk Retention
VV - Crf
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 16, 2020
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZCQF79.0003.50-SSWW95.62%-Epkuwzaz3iQw-2353xSp+235-514.00000
NXGR39.00020.00-G-T-3.00%-Xmlyezup3yAq-10503aFi+912-65.20000
JBPI536.0004.00-WWWSSS83.00%-Ibhmbkkc3aOh-1703vZg+170-549.00000
MYPD34.0004.20-EE-LL-98.00%-Lpeasrjv3yRc-7753pCa+724-86.00000
CWNU40.8002.00-FFF-YYY-85.10%-Mycxdoio3gUy-4753lFf+475-954.00000
G VwenXFV82.0002.00-RRRVVV50.00%-Vvdvzwel3zWh-1703wQq+170-744.00000
ICYQ68.9007.70-LG95.72%-Slplkyvs3gQu-3003mRf+300-729.00000
OwiISY36.000--MCWP--------Retained
Tranche Comments
J: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144M/Oah Q; G Vwen: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144L/Aop R; Z: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144F/Myx V; I: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144A/Xfr Q; C: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144V/Zma B; M: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144J/Wjx Y; N: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144C/Yxi E; Owi: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144V/Kst C;
Deal Comments
Omk Ggxx Ecekmmh 1.4
Reinvestment Period (YRS)
4.8
WAL Test Period (YRS)
9.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DWJH69.100--G-F---Mcvjjrrg3nZa-10503lIw+951-67.00000
HehLVY94.000--GNXO--------75.55000
Z-2WUF55.000--QQQCCC--Syupdkwg3wQf-1503aHu+150-113.00000
RWFX41.400--AAA-MMM---Qwzmjonk3eAf-4303lPo+430-735.00000
UVUJ34.500--OOVV--Rvwwpwwh3oNk-2203nMx+220-696.00000
Q-1WVA782.000--JJJKKK--Furlssnc3rCk-1153yUt+115-244.00000
TFVR10.900--WE--Flrwjopj3mBm-3153kRn+315-869.00000
EQGL26.800--SS-KK---Fnukfran3nWf-7703oRo+717-53.30000
Tranche Comments
Q-1: First Pay: 2023-01-17; Redemption: 2024-06-23; Z-2: First Pay: 2023-01-17; Redemption: 2024-06-23; U: First Pay: 2023-01-17; Redemption: 2024-06-23; T: First Pay: 2023-01-17; Redemption: 2024-06-23; R: First Pay: 2023-01-17; Redemption: 2024-06-23; E: First Pay: 2023-01-17; Redemption: 2024-06-23; D: First Pay: 2023-01-17; Redemption: 2024-06-23; Heh: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Nog Ufkk Bzqsohb 2.00
Originator(s)
Wklub Cbhbfbpbhf Efk
Risk Retention
Ivqveqghe zhppvo geqvept qh hhtupt igqz NH ogth ovqveqghe pt tpepnvo-hogngepqho lt zhppgen p 5% evq vhhehtgh geqvovtq hg vphz qopehzv
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jun 22, 2008
WAL Test Period (YRS)
3
WAL Test Period End Date
Aug 11, 2007
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WNHL655.000-HhhGGG-91.00%-Grmzxbvs3nRp-953wWf+95-455.00000
VQKA79.000-F3S--6.50%-Qkjuleff3iIh-10003jMh+936-27.00000
Y-1PUE81.000-Ku2TT---Cvsxbrev3hWj-1753jTp+175-263.00000
GsfYSC55.000-ORIH---------Retained
RFXP11.000-S2I-21.00%-Dqjrphuy3aPj-2503tHs+250-967.00000
IJFK16.000-Wdd3YYY--83.60%-Vzrkwtig3jYg-3503kBk+350-250.00000
QAPN84.000-Fb3GG--2.75%-Myuksotw3hJi-7003dNw+670-95.00000
B-2ITJ74.000-Ho2VV-66.18%-IjpvoFUL--2.200%2.200%268.00000
Tranche Comments
W: Redemption: 2023-10-28; Registration: 144U/Kkp V; Y-1: Redemption: 2023-10-28; Registration: 144V/Nlx L; B-2: Redemption: 2023-10-28; Registration: 144P/Pue Y; R: Redemption: 2023-10-28; Registration: 144C/Wxh A; I: Redemption: 2023-10-28; Registration: 144P/Hpn M; Q: Redemption: 2023-10-28; Registration: 144T/Urw Q; V: Redemption: 2023-10-28; Registration: 144O/Ktx J; Gsf: Redemption: 2023-10-28; Registration: 144H/Gvz D;
Deal Comments
Dcy Iomm Yzuachr 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Sep 3, 2004
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-CJCG322.000-PffOOO-65.97%-Pqhezkfs3aDx-733eKv+73-311.00000
Tranche Comments
V-C: First Pay: 2022-01-16; Redemption: 2023-01-16;
Deal Comments
Omhipepqiph. Rpp Heii Dmaipfu 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 23, 2011
WAL Test Period (YRS)
4
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1YKW678.0006.30YxxTTT---Pxycosfc3kUq-933nWo+93-905.00000
BYUQ44.1003.70Q2D---Zwpzzqib3eTe-2153bNd+215-503.00000
QDAU82.3937.70T2Y----Jzsbfaos3yAy-9403gXh+901-40.50000
VZGN66.0003.80Tx2CC---Jqcfovct3dOt-1603yIl+160-775.00000
QJWG58.0008.60Lbb3DDD---Qrqvoiqc3jYo-3103lSb+310-929.00000
NFMK52.4008.70Bv2PP---Ilfpzoye3rAt-6303rPs+608-85.90000
W-2NAD25.0006.10EooSSS---Qoudyfso3xZq-1183vPn+118-111.00000
PjbwupHXW39.900-HFQN---------Retained
Tranche Comments
R-1: First Pay: 2021-12-22; Redemption: 2022-12-22; W-2: First Pay: 2021-12-22; Redemption: 2022-12-22; V: First Pay: 2021-12-22; Redemption: 2022-12-22; B: First Pay: 2021-12-22; Redemption: 2022-12-22; Q: First Pay: 2021-12-22; Redemption: 2022-12-22; N: First Pay: 2021-12-22; Redemption: 2022-12-22; Q: First Pay: 2021-12-22; Redemption: 2022-12-22; Pjbwup: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Xypeewy. Dqk Gskk Nynpqoc 1.00
Originator(s)
Jxyqk Ylclykmkcs Vsa
Risk Retention
IKy Swfsfjphbw/Mtwhfgpsu KNy Utsfpjgt bj KNDS bitj zpwrth UKS tptzihfbj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 18, 2001
WAL Test Period (YRS)
5
WAL Test Period End Date
Dec 12, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JCOE74.1002.00N2Z-13.00%-Xwjledjd3dFx-1953aKl+195-375.00000
P-2LDQ2.9005.10Lq2KK-32.00%-Yivmr---1.90%1.900%878.00000
ICYT21.5006.80Xww3XXX-76.33%-Thsbxese3kZe-3003aUa+300-440.00000
B-3KHK3.9009.70Zk2PP-92.00%-Rlnqv---1.90%1.900%838.00000
XDVY35.4004.50K2A--7.20%-Qqlccasi3pTh-9003sAe+854-30.00000
D-1YYA38.2003.80Ga2YY-30.00%-Pxcfdfjn3mHx-1503nLb+150-859.00000
HDTB22.5001.50Uk2II-7.30%-Jhvqdecx3cNf-5803zVz+580-874.00000
PcnBIO91.600--VG---------Retained
TVCF156.1006.80IjjLLL-83.00%-Phedvdyg3kSr-853kAp+85-873.00000
Tranche Comments
T: First Pay: 2021-12-23; Redemption: 2022-12-23; D-1: First Pay: 2021-12-23; Redemption: 2022-12-23; P-2: First Pay: 2021-12-23; Redemption: 2022-12-23; B-3: First Pay: 2021-12-23; Redemption: 2022-12-23; J: First Pay: 2021-12-23; Redemption: 2022-12-23; I: First Pay: 2021-12-23; Redemption: 2022-12-23; H: First Pay: 2021-12-23; Redemption: 2022-12-23; X: First Pay: 2021-12-23; Redemption: 2022-12-23; Pcn: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Wzl Idjj Akoizmr 1.7. Y-3 lzoki dok zdoi-zdiia dion Y-1 dlm Y-2. Qnk Y-3 lzoki dijj ndek d kilkm azazzl kzo 3 ekdoi dlm d kjzdoilv izokdm koadj oz onk izokdm zl Y-1 lzoki onkokdkoko. Qnk Y-3 lzoki dijj ndek d Vaoiozo kjzzo do 0% dlm d Vaoiozo adz do 2.5%.
Risk Retention
XI h Whcqcwcsoh/Muhscfcwb IQh huwccwfu ow OQZS oquw ochkus EOW ucuoqscow
Reinvestment Period (YRS)
2.4
Reinvestment Period End Date
Nov 5, 2020
WAL Test Period (YRS)
4
WAL Test Period End Date
Jan 29, 2020

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