AIMCO CLO (AIMCO) 16

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-LUSD222.250--AAA---36.50%-Floating3mL-1133mL+113-100.00000
AUSD95.250--AAA---36.50%-Floating3mL1131133mL+113-100.00000
BUSD62.500--AA---24.00%-Floating3mL1601653mL+165-100.00000
CUSD30.000--A---18.00%-Floating3mL190-2002003mL+200-100.00000
DUSD30.000--BBB----12.00%-Floating3mL290-3002903mL+290-100.00000
EUSD18.750--BB----8.25%-Floating3mL615-6256203mL+620-100.00000
SubUSD47.700--------------Retained
Tranche Comments
A-L: First Pay: 2022-07-17; Registration: 144A Only; A: First Pay: 2022-07-17; Registration: 144A Only; B: First Pay: 2022-07-17; Registration: 144A Only; C: First Pay: 2022-07-17; Registration: 144A Only; D: First Pay: 2022-07-17; Registration: 144A Only; E: First Pay: 2022-07-17; Registration: 144A Only; Sub: First Pay: 2022-07-17; Registration: 144A Only;
Deal Comments
Non Call Period: 2.00
Risk Retention
Transaction is intended to comply with European risk retention rules (vertical strip)
Reinvestment Period (YRS)
5
WAL Test Period (YRS)
9
Research
AllReportsSurveillanceOther

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