Aurium CLO DAC (ACLO) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR124.750--AAAAAA--Floating3mEu-1903mEu+190-100.00000
BEUR25.500--AAAA--Floating3mEu-2203mEu+220-100.00000
CEUR16.000--AA--Floating3mEu-2803mEu+280-100.00000
DEUR13.200--BBBBBB---Floating3mEu-4403mEu+431-99.47000
EEUR10.500--BB-BB---Floating3mEu--3mEu+700--
SubEUR27.000-------------
Tranche Comments
A: First Pay: 2021-02-22; Redemption: 2021-05-22; B: First Pay: 2021-02-22; Redemption: 2021-05-22; C: First Pay: 2021-02-22; Redemption: 2021-05-22; D: First Pay: 2021-02-22; Redemption: 2021-05-22; E: First Pay: 2021-02-22; Redemption: 2021-05-22; Sub: First Pay: 2021-02-22; Redemption: 2021-05-22;
Deal Comments
Non-Call Period: 1.00
Risk Retention
Manager will retain vertical interest under EU risk retention
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 22, 2023
WAL Test Period (YRS)
7