Aurium CLO DAC (ACLO) V(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-LEUR100.0005.60AaaAAA---Floating3mEu-793mEu+79-100.00000
AEUR172.8005.60AaaAAA---Floating3mEu-793mEu+79-100.00000
B-1EUR25.7507.40Aa2AA---Floating3mEu-1303mEu+130-100.00000
B-2EUR12.7507.40Aa2AA---Fixed---1.75%1.750%100.00000
CEUR36.3008.10A2A---Floating3mEu-2353mEu+235-100.00000
DEUR27.5008.80Baa3BBB---Floating3mEu-3503mEu+350-100.00000
EEUR22.0009.30Ba3BB----Floating3mEu-6303mEu+616-99.00000
FEUR14.3009.80B3B----Floating3mEu-9753mEu+936-97.50000
Tranche Comments
A-L: First Pay: 2021-07-17; Redemption: 2022-07-17; A: First Pay: 2021-07-17; Redemption: 2022-07-17; B-1: First Pay: 2021-07-17; Redemption: 2022-07-17; B-2: First Pay: 2021-07-17; Redemption: 2022-07-17; C: First Pay: 2021-07-17; Redemption: 2022-07-17; D: First Pay: 2021-07-17; Redemption: 2022-07-17; E: First Pay: 2021-07-17; Redemption: 2022-07-17; F: First Pay: 2021-07-17; Redemption: 2022-07-17;
Deal Comments
Reset. Non Call Period: 1.25
Risk Retention
Spire Management Limited will retain vertical interest under EU RR
Reinvestment Period (YRS)
4.25
Reinvestment Period End Date
Jul 17, 2025
Reset
Yes
WAL Test Period (YRS)
8.5