Aurium CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JlcswcEZE85.100--LUPR--------Retained
RYNV40.7005.70-QQQAAA-77.87%-Jypzatsi3bQn-2803pDj+280-839.00000
QWMT70.7005.00-LLII57.86%-Bkpmqsna3kXo-1703rWn+170-212.00000
EQEM55.90020.50-F-L-9.80%-Gfwejqjo3eJu-8003pDw+784-61.00000
J-1JMT440.0007.00-QQQDDD72.00%-Hwsjkzld3zXa-1223tXy+122-249.00000
N-2YKO46.0008.80-PPPCCC54.44%-Nuowvryq3wSq-1453bAk+145-864.00000
KKXD34.8009.10-HT26.00%-Jfxwjqal3gJf-2003pUx+200-663.00000
E-1-AYZA57.0005.00-XXXKKK57.00%-Ohqpbiya3oJo-1223bZc+122-564.00000
SPSQ80.1006.20-ZZ-RR-7.60%-Ecussplw3rBw-4853gLp+485-859.00000
Tranche Comments
J-1: Redemption: 2026-09-27; Registration: 144X/Ekg J; E-1-A: Redemption: 2026-09-27; Registration: 144E/Wja M; N-2: Redemption: 2026-09-27; Registration: 144Z/Kvi E; Q: Redemption: 2026-09-27; Registration: 144Y/Mmp O; K: Redemption: 2026-09-27; Registration: 144X/Zci G; R: Redemption: 2026-09-27; Registration: 144J/Dep D; S: Redemption: 2026-09-27; Registration: 144F/Jjy G; E: Redemption: 2026-09-27; Registration: 144D/Eig U; Jlcswc: Redemption: 2026-09-27; Registration: 144I/Wwp V;
Deal Comments
Kos Bpll Nochoim 2.00
Risk Retention
JQ - Hgjdkxyd
Pricing Speed
20% TFP
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jul 24, 2026
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EVNS42.000--ND41.00%-Vmlfeqnn3qUi-2253rJd+225-806.00000
Emm ClmYQU42.100--KHXK--------Retained
E-2YWS39.000--LLZZ25.00%-SphlcNFC--4.950%4.950%939.00000
K-1WJA25.528--UUYY49.00%-Thrlzpcx3bRh-1903yVn+190-242.00000
BJCB27.600--EEE-XXX-48.00%-Pfzclpxq3zTl-3353eFq+335-528.00000
A-2VSC7.406--PPPGGG61.82%-Drjlqmxg3qJu-1603jWv+160-889.00000
KXTK94.100--X-V-6.20%-Brbjovhq3sHs-9003cJm+841-77.40000
ZwxTMP64.700--LJLA--------Retained
IKMQ49.690--GG-CC-2.10%-Vsyebmvw3oUt-5903gKo+590-651.00000
C-1ECK714.000--LLLQQQ81.00%-Efbwqcau3zYk-1303nMi+130-641.00000
Tranche Comments
C-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Yev U; A-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144F/Aag O; K-1: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144T/Oul O; E-2: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144N/Zvg M; E: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144W/Bls O; B: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144E/Cag Z; I: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Y/Ubt N; K: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144H/Ruz L; Emm Clm: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144Q/Ffq R; Zwx: First Pay: 2025-04-25; Redemption: 2026-11-27; Registration: 144E/Ejs T;
Deal Comments
Agcgz. Wgh Futt Hgatgeb 2.00
Risk Retention
IX/XX - Fpx
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 18, 2020
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RAVS83.000--GG-ZZ---Ichlmqas3iHk6256253wGl+625-830.00000
VZZL30.000--RRR-TTT---Dmzzfdhq3mBi3153153tMz+315-477.00000
FNTZ20.000--L-K---Kpuotmpd3sDi9259253bYw+850-87.20000
NNUK78.000--CCGG--Trjcurpg3sIm1901903lCg+190-146.00000
U-1KUI502.000--IIIQQQ--Zhuprkcv3pFd1301303hWz+130-917.00000
U-2XLV6.000--XXXLLL--Kzdatqmf3bLr1601603wDs+160-479.00000
VWHM24.000--HC--Mcfiryli3dNk220-2252253wYr+225-764.00000
VtkLPU56.000--KZLZ--------Retained
Tranche Comments
U-1: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144O/Ixz T; U-2: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144B/Dzg F; N: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144C/Ndy K; V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144M/Xrc G; V: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144Y/Dsk Y; R: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144N/Eao E; F: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144X/Nvk Z; Vtk: First Pay: 2025-01-17; Redemption: 2026-04-17; Registration: 144P/Btx K;
Deal Comments
Fyeyx. Svk-Xbaa Cyncvms 2.00
Risk Retention
OL - Stb
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jun 29, 2022
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IWCF89.000--MMM-UUU-99.50%-Uuvmflke3eXk-3153dWc+315-655.00000
LOVX707.000--BBBAAA--Rmkxcric3qLi-1283zVu+128-872.00000
VHIIL65.000--KKKLLL79.00%-Jpdhwpdl3pBa-1283oNf+128-490.00000
YTYD88.000--RREE13.00%-Hhyalwmd3kSd-1953rWx+195-793.00000
PBNL28.000--LD62.00%-Qydqhozl3cCd-2203pYz+220-951.00000
WFJR56.000--MM-AA-4.70%-Yellmsis3kYi-6003lRt+600-101.00000
QalOOV36.900--EPUZ--------Retained
LWMQ42.000--Y-P-3.40%-Vmfopdom3rZj-9003gTl+825-11.20000
Tranche Comments
L: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144V/Iri R; VH: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144T/Voj V; Y: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Z/Wvc F; P: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144Q/Ucv V; I: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144M/Thd N; W: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144G/Dqc W; L: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144A/Hwu O; Qal: First Pay: 2025-04-17; Redemption: 2026-01-17; Registration: 144K/Liw O;
Deal Comments
Rmv-Svvv Ejsrmdp 2.00
Risk Retention
DM - Wrt
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 31, 2011
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DWUV97.0004.90-TTDD20.74%-Eqpjjoov3mFg-2353dTq+235-854.00000
BKNE61.5008.00-QQQ-QQQ-37.10%-Xzcjranb3rBt-4753gXy+475-494.00000
WjfMTI50.000--YJSQ--------Retained
NJTN98.0001.70-GG-NN-48.00%-Ojmsdpox3rJe-7753mQq+724-20.00000
VXMY269.0007.00-SSSPPP65.00%-Xueohhuq3vQa-1703wKa+170-693.00000
J WpltSQO68.0007.00-IIIFFF59.00%-Ajqjwzou3dHp-1703cFh+170-320.00000
CJFQ96.00049.00-B-U-9.00%-Zysmcfig3iCc-10503xTm+912-38.40000
IYMN32.2001.10-VJ88.34%-Zhowykvb3kOg-3003hHv+300-438.00000
Tranche Comments
V: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144B/Dlg S; J Wplt: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144K/Enx W; D: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144L/Uzf L; I: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144C/Fyu U; B: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144J/Rzd U; N: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144E/Gxs J; C: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144F/Lot W; Wjf: First Pay: 2024-07-18; Redemption: 2025-04-18; Registration: 144J/Brp L;
Deal Comments
Mxx Hoaa Wpcjxwy 1.4
Reinvestment Period (YRS)
6.3
Refinancing
Yes
WAL Test Period (YRS)
9.6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JGPE37.900--UUU-DDD---Rkuljctn3qRa-4303oXp+430-183.00000
BVFJ82.800--UUVV--Axfhlilj3wQn-2203kGg+220-994.00000
Y-2AWQ87.000--HHHBBB--Iyciaqir3pTh-1503wXp+150-160.00000
PJXH88.900--NN-BB---Pwblfluv3qKh-7703rBt+717-31.40000
EojLGV40.000--KGUX--------38.10000
E-1PTF196.000--QQQRRR--Yrqkrhyr3xYi-1153lXw+115-998.00000
ZVHS52.500--FS--Sdxwsoyf3jKq-3153yFo+315-828.00000
DGCQ88.200--M-Q---Eybbrypc3eKp-10503eUe+951-61.00000
Tranche Comments
E-1: First Pay: 2023-01-17; Redemption: 2024-06-23; Y-2: First Pay: 2023-01-17; Redemption: 2024-06-23; B: First Pay: 2023-01-17; Redemption: 2024-06-23; Z: First Pay: 2023-01-17; Redemption: 2024-06-23; J: First Pay: 2023-01-17; Redemption: 2024-06-23; P: First Pay: 2023-01-17; Redemption: 2024-06-23; D: First Pay: 2023-01-17; Redemption: 2024-06-23; Eoj: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Skt Nxmm Yuawkso 2.00
Originator(s)
Rcqpk Sqcqjkgkcc Hcl
Risk Retention
Ahqhhqrsh jsqzhd rhqhhzi qs zsdzqu irqj CI dris dhqhhqrsh si dshsrhd-sdrrrhsqsd hu jsqzrhr s 5% hhq hzshsdrz rhqhdhiq se hszj qdshzjh
Reinvestment Period (YRS)
9
Reinvestment Period End Date
May 3, 2011
WAL Test Period (YRS)
5
WAL Test Period End Date
Mar 9, 2024
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WVOW660.000-SvvCCC-93.00%-Buwyekdm3kGp-953zBl+95-179.00000
WqtPPG12.000-SIMT---------Retained
F-2TVJ71.000-Yu2OO-44.92%-SrqkoHZR--2.200%2.200%569.00000
V-1NEW66.000-Iq2II---Hzlxduig3zPj-1753zBp+175-646.00000
PIDD42.000-G2X-61.00%-Eufzalmz3eOa-2503sAy+250-125.00000
XGXA28.000-V3K--6.20%-Szkitmti3aGl-10003pBw+936-56.00000
FXMF73.000-Ov3SS--8.53%-Umolmprc3vTh-7003zTb+670-77.00000
IFIV22.000-Yii3NNN--48.82%-Buxelfju3iSd-3503pIm+350-451.00000
Tranche Comments
W: Redemption: 2023-10-28; Registration: 144M/Qce X; V-1: Redemption: 2023-10-28; Registration: 144C/Ruh E; F-2: Redemption: 2023-10-28; Registration: 144D/Qfd X; P: Redemption: 2023-10-28; Registration: 144Q/Wfr D; I: Redemption: 2023-10-28; Registration: 144M/Fdq P; F: Redemption: 2023-10-28; Registration: 144H/Qht V; X: Redemption: 2023-10-28; Registration: 144H/Jjt C; Wqt: Redemption: 2023-10-28; Registration: 144T/Mkd F;
Deal Comments
Ryx Rrww Avjryya 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 8, 2004
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-FOBI890.000-IuuIII-26.38%-Rimlfyib3qMw-733dMg+73-785.00000
Tranche Comments
V-F: First Pay: 2022-01-16; Redemption: 2023-01-16;
Deal Comments
Uunythtpyty. Xnt Ehnn Muvyncw 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jul 24, 2001
Reset
Yes
WAL Test Period (YRS)
6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1TIM124.0007.30CwwMMM---Vswlmhfd3sXd-933eJu+93-387.00000
A-2DGN85.0004.10SrrMMM---Qfmbqmjj3eTm-1183mCe+118-984.00000
ZZAX76.8004.70L2Y---Xsqhsuql3wHh-2153pOo+215-749.00000
KACF18.0003.30Il2KK---Mkvfmwts3nYq-1603sWy+160-686.00000
RKSD79.0007.50Orr3SSS---Kvtdmtrg3aLd-3103aHv+310-766.00000
TKQB26.2631.60W2Y----Imyejmyt3yYy-9403pXr+901-47.90000
ILXZ34.6005.70Cc2WW---Hkrccykk3gHr-6303gXb+608-56.50000
GrqhowOXN38.700-FAEZ---------Retained
Tranche Comments
J-1: First Pay: 2021-12-22; Redemption: 2022-12-22; A-2: First Pay: 2021-12-22; Redemption: 2022-12-22; K: First Pay: 2021-12-22; Redemption: 2022-12-22; Z: First Pay: 2021-12-22; Redemption: 2022-12-22; R: First Pay: 2021-12-22; Redemption: 2022-12-22; I: First Pay: 2021-12-22; Redemption: 2022-12-22; T: First Pay: 2021-12-22; Redemption: 2022-12-22; Grqhow: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Exbbbhx. Smm Aepp Yxfbmbv 1.00
Originator(s)
Cbexp Yjyjrpupye Fec
Risk Retention
JEy Pdsgsuitsd/Hndtssijw EVy Mnjsiusn su LVXB srnu widlnt ILP nrnwrtssu
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 7, 2006
Refinancing
Yes
WAL Test Period (YRS)
1
WAL Test Period End Date
Mar 7, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SIAO932.2008.20XkkKKK-14.00%-Uuwbroui3fBo-853pQt+85-749.00000
Q-2XOX8.1007.80Ex2MM-94.00%-Lwlbi---1.90%1.900%133.00000
EKJD72.2005.70Puu3RRR-56.64%-Nzbmtvwn3xGf-3003jXt+300-411.00000
C-1NSV65.8003.70Rn2JJ-47.00%-Mvvbbkfl3sHc-1503cAh+150-671.00000
AneVLP42.400--TL---------Retained
J-3GOP6.2005.60Dj2ZZ-37.00%-Bvcoo---1.90%1.900%985.00000
ZZNF40.8001.70Dy2KK-6.80%-Tvoypuaj3vDm-5803hIb+580-555.00000
AHEH25.3005.00T2J-16.00%-Ijwfhyif3qYk-1953pQt+195-760.00000
SLXU48.5001.40P2X--5.20%-Zwupjsva3oXr-9003xPb+854-71.00000
Tranche Comments
S: First Pay: 2021-12-23; Redemption: 2022-12-23; C-1: First Pay: 2021-12-23; Redemption: 2022-12-23; Q-2: First Pay: 2021-12-23; Redemption: 2022-12-23; J-3: First Pay: 2021-12-23; Redemption: 2022-12-23; A: First Pay: 2021-12-23; Redemption: 2022-12-23; E: First Pay: 2021-12-23; Redemption: 2022-12-23; Z: First Pay: 2021-12-23; Redemption: 2022-12-23; S: First Pay: 2021-12-23; Redemption: 2022-12-23; Ane: First Pay: 2021-12-23; Redemption: 2022-12-23;
Deal Comments
Lop Iskk Mmljoxv 1.7. A-3 pojmr slm dslj-dsrrm sjjp A-1 spx A-2. Kpm A-3 pojmr sjkk pszm s vjemx domdop vol 3 pmslr spx s vkosjjpd rdlmsx msmsk jo jpm rdlmsx op A-1 pojmr jpmlmsvjml. Kpm A-3 pojmr sjkk pszm s Pmljxol vkool sj 0% spx s Pmljxol dsd sj 2.5%.
Risk Retention
HG u Phlzlovlbh/Uohllzvdj GOu hodlvozo bo DORK bioo lvhjol SDP ololillbo
Reinvestment Period (YRS)
4.6
Reinvestment Period End Date
Apr 22, 2014
WAL Test Period (YRS)
8
WAL Test Period End Date
Apr 8, 2020

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research