FINSIGHT

Aurium CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	EUR	218.000	-	-	AAA	AAA	-	-	Floating	3mEu	-	115	3mEu+115	-	100.00000
A-2	EUR	30.000	-	-	AAA	AAA	-	-	Floating	3mEu	-	150	3mEu+150	-	100.00000
B	EUR	42.400	-	-	AA	AA	-	-	Floating	3mEu	-	220	3mEu+220	-	100.00000
C	EUR	21.600	-	-	A	A	-	-	Floating	3mEu	-	315	3mEu+315	-	100.00000
D	EUR	27.600	-	-	BBB-	BBB-	-	-	Floating	3mEu	-	430	3mEu+430	-	100.00000
E	EUR	19.200	-	-	BB-	BB-	-	-	Floating	3mEu	-	770	3mEu+717	-	96.50000
F	EUR	13.600	-	-	B-	B-	-	-	Floating	3mEu	-	1050	3mEu+951	-	94.00000
Sub	EUR	33.000	-	-	NR	NR	-	-	-	-	-	-	-	-	75.75000

More Details

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)

Reinvestment Period End Date

Jul 17, 2027

WAL Test Period (YRS)

WAL Test Period End Date

Jul 17, 2031