Aurium CLO DAC (ACLO) VI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-LEUR150.0005.90AaaAAA---Floating3mEu-833mEu+83-100.00000
AEUR129.0005.90AaaAAA---Floating3mEu-833mEu+83-100.00000
B1EUR35.0007.60Aa2AA---Floating3mEu-1553mEu+155-100.00000
B2EUR10.0007.60Aa2AA---Fixed---1.95%1.950%100.00000
CEUR31.5008.30A2A---Floating3mEu-2203mEu+220-100.00000
DEUR28.1009.00Baa3BBB---Floating3mEu-3303mEu+330-100.00000
EEUR22.5009.60Ba3BB----Floating3mEu-6253mEu+604-98.50000
FEUR14.60010.10B3B----Floating3mEu-9003mEu+870-98.00000
Tranche Comments
A-L: First Pay: 2021-11-22; Redemption: 2022-11-22; A: First Pay: 2021-11-22; Redemption: 2022-11-22; B1: First Pay: 2021-11-22; Redemption: 2022-11-22; B2: First Pay: 2021-11-22; Redemption: 2022-11-22; C: First Pay: 2021-11-22; Redemption: 2022-11-22; D: First Pay: 2021-11-22; Redemption: 2022-11-22; E: First Pay: 2021-11-22; Redemption: 2022-11-22; F: First Pay: 2021-11-22; Redemption: 2022-11-22;
Deal Comments
Reset. Non Call Period: 1.00
Risk Retention
Vertical
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 22, 2025
Reset
Yes