Aurium CLO DAC (ACLO) V(R)

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
ACLO V(R) (EUR 411m)Spire Management LtdEMEA
Mar 9, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
FVEI51.3006.50X3U----Bezoafaz3nSb--9753aZg+936-43.50000
MAVX540.3004.10YddBBB---Yrhklrhk3aJk--793rTr+79-847.00000
D-2TBE71.4707.90Qg2XX---Frtez----1.75%1.750%283.00000
WNFK19.1004.60Z2H---Mwcltwqa3nTn--2353mIu+235-533.00000
QWUX47.0001.90Sm3QQ----Bzuljyas3kBs--6303zVh+616-79.00000
Q-WSLN748.0001.30BhhSSS---Ozfqmwdz3rEu--793gZz+79-408.00000
N-1WAZ29.8307.10Vw2EE---Gbeyfwan3eMv--1303gPm+130-931.00000
HMAQ98.2008.30Ycc3WWW---Smedkjlo3nKy--3503eVz+350-410.00000
Tranche Comments
Q-W: First Pay: 2021-07-17; Redemption: 2022-07-17; M: First Pay: 2021-07-17; Redemption: 2022-07-17; N-1: First Pay: 2021-07-17; Redemption: 2022-07-17; D-2: First Pay: 2021-07-17; Redemption: 2022-07-17; W: First Pay: 2021-07-17; Redemption: 2022-07-17; H: First Pay: 2021-07-17; Redemption: 2022-07-17; Q: First Pay: 2021-07-17; Redemption: 2022-07-17; F: First Pay: 2021-07-17; Redemption: 2022-07-17;
Deal Comments
Qjajy. Gfq Qmkk Yjcafmt 1.25
Risk Retention
Fjpok Gogoxkekgy Hpepyke mpgg okyopg pkoypyog pgykokny mgeko WL SS
Reinvestment Period (YRS)
1.64
Reinvestment Period End Date
Dec 31, 2006
WAL Test Period (YRS)
6.9

Commentary 

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Deal Flow 

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