Aurium CLO DAC (ACLO) IX

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.000-AaaAAA-38.00%-Floating3mEu-953mEu+95-100.00000
B-1EUR31.000-Aa2AA---Floating3mEu-1753mEu+175-100.00000
B-2EUR10.000-Aa2AA-27.75%-FixedYLD--2.200%2.200%100.00000
CEUR23.000-A2A-22.00%-Floating3mEu-2503mEu+250-100.00000
DEUR29.000-Baa3BBB--14.75%-Floating3mEu-3503mEu+350-100.00000
EEUR20.000-Ba3BB--9.75%-Floating3mEu-7003mEu+670-98.00000
FEUR13.000-B3B--6.50%-Floating3mEu-10003mEu+936-96.00000
SubEUR29.000-NRNR---------Retained
Tranche Comments
A: Redemption: 2023-10-28; Registration: 144A/Reg S; B-1: Redemption: 2023-10-28; Registration: 144A/Reg S; B-2: Redemption: 2023-10-28; Registration: 144A/Reg S; C: Redemption: 2023-10-28; Registration: 144A/Reg S; D: Redemption: 2023-10-28; Registration: 144A/Reg S; E: Redemption: 2023-10-28; Registration: 144A/Reg S; F: Redemption: 2023-10-28; Registration: 144A/Reg S; Sub: Redemption: 2023-10-28; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 27, 2026