Adagio CLO DAC (ADAGI) V(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ARREUR215.5003.30Aaa-AAA--Floating3mEu-723mEu+72-100.00000
B1RREUR26.9305.10Aa2-AA--Floating3mEu-1503mEu+150-100.00000
B2RREUR9.0005.10Aa2-AA--Fixed---1.70%1.700%100.00000
CRREUR23.3105.70A2-A--Floating3mEu-2203mEu+220-100.00000
Tranche Comments
ARR: First Pay: 2021-04-15; Redemption: 2022-03-29; B1RR: First Pay: 2021-04-15; Redemption: 2022-03-29; B2RR: First Pay: 2021-04-15; Redemption: 2022-03-29; CRR: First Pay: 2021-04-15; Redemption: 2022-03-29;
Deal Comments
Refinancing. Non Call Period: 1.00
Risk Retention
EU: Vertical; US: Reliance on LSTA open market exemption
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 15, 2023
Refinancing
Yes
WAL Test Period (YRS)
7
WAL Test Period End Date
Apr 15, 2028