Aqueduct European CLO DAC (AQUE) 1-2017(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR234.000-AaaAAA-41.20%-Floating3mEu-643mEu+64-100.00000
BEUR54.000-Aa2AA-27.70%-Floating3mEu130-1351303mEu+130-100.00000
CEUR27.000-A2A-20.90%-Floating3mEu180-1901803mEu+180-100.00000
DEUR20.000-Baa2BBB-15.90%-Floating3mEu270-2802753mEu+275-100.00000
Tranche Comments
A: Redemption: 2021-12-03; B: Redemption: 2021-12-03; C: Redemption: 2021-12-03; D: Redemption: 2021-12-03;
Deal Comments
Refinancing. Non Call Period: 0.8
Risk Retention
Vertical
Reinvestment Period (YRS)
0.3
Reinvestment Period End Date
Jun 29, 2021
Refinancing
Yes
WAL Test Period (YRS)
5.6
WAL Test Period End Date
Sep 29, 2026