Aurium CLO DAC (ACLO) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1EUR187.0005.60AaaAAA---Floating3mEu-933mEu+93-100.00000
A-2EUR30.0005.60AaaAAA---Floating3mEu-1183mEu+118-100.00000
BEUR35.0007.40Aa2AA---Floating3mEu-1603mEu+160-100.00000
CEUR24.5008.10A2A---Floating3mEu-2153mEu+215-100.00000
DEUR21.0008.60Baa3BBB---Floating3mEu-3103mEu+310-100.00000
EEUR17.5009.10Ba2BB---Floating3mEu-6303mEu+608-98.50000
FEUR11.2859.60B2B----Floating3mEu-9403mEu+901-97.50000
EquityEUR23.700-NRNR---------Retained
Tranche Comments
A-1: First Pay: 2021-12-22; Redemption: 2022-12-22; A-2: First Pay: 2021-12-22; Redemption: 2022-12-22; B: First Pay: 2021-12-22; Redemption: 2022-12-22; C: First Pay: 2021-12-22; Redemption: 2022-12-22; D: First Pay: 2021-12-22; Redemption: 2022-12-22; E: First Pay: 2021-12-22; Redemption: 2022-12-22; F: First Pay: 2021-12-22; Redemption: 2022-12-22; Equity: First Pay: 2021-12-22; Redemption: 2022-12-22;
Deal Comments
Reissue. Non Call Period: 1.00
Originator(s)
Spire Management Ltd
Risk Retention
EU: Originator/Vertical; US: Reliance on LSTA open market CLO exemption
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 22, 2025
WAL Test Period (YRS)
9
WAL Test Period End Date
Jan 8, 2030