Aurium CLO DAC (ACLO) X

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1EUR218.000--AAAAAA--Floating3mEu-1153mEu+115-100.00000
A-2EUR30.000--AAAAAA--Floating3mEu-1503mEu+150-100.00000
BEUR42.400--AAAA--Floating3mEu-2203mEu+220-100.00000
CEUR21.600--AA--Floating3mEu-3153mEu+315-100.00000
DEUR27.600--BBB-BBB---Floating3mEu-4303mEu+430-100.00000
EEUR19.200--BB-BB---Floating3mEu-7703mEu+717-96.50000
FEUR13.600--B-B---Floating3mEu-10503mEu+951-94.00000
SubEUR33.000--NRNR--------75.75000
Tranche Comments
A-1: First Pay: 2023-01-17; Redemption: 2024-06-23; A-2: First Pay: 2023-01-17; Redemption: 2024-06-23; B: First Pay: 2023-01-17; Redemption: 2024-06-23; C: First Pay: 2023-01-17; Redemption: 2024-06-23; D: First Pay: 2023-01-17; Redemption: 2024-06-23; E: First Pay: 2023-01-17; Redemption: 2024-06-23; F: First Pay: 2023-01-17; Redemption: 2024-06-23; Sub: First Pay: 2023-01-17; Redemption: 2024-06-23;
Deal Comments
Non Call Period: 2.00
Originator(s)
Spire Management Ltd
Risk Retention
Retention holder intends to comply with EU risk retention as manager-originator by holding a 5% net economic interest of each tranche
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 17, 2027
WAL Test Period (YRS)
9
WAL Test Period End Date
Jul 17, 2031