Aqueduct European CLO DAC (AQUE) 5-2020(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.0005.80-AAAAAA38.00%-Floating3mEu-1033mEu+103-100.00000
B-1EUR26.0007.60-AAAA28.50%-Floating3mEu-1703mEu+170-100.00000
B-2EUR12.0007.60-AAAA28.50%-FixedYLD--1.95%1.950%100.00000
CEUR29.0008.30-AA21.25%-Floating3mEu-2003mEu+200-100.00000
DEUR27.0008.90-BBB-BBB-14.50%-Floating3mEu-3003mEu+300-100.00000
EEUR20.0008.60-BB-BB-9.50%-Floating3mEu-6053mEu+591-99.00000
FEUR11.00010.00-B-B-6.75%-Floating3mEu-8903mEu+845-97.00000
M-1EUR17.900--NRNR--------Retained
M-2EUR18.100--NRNR--------Retained
M-3EUR0.100--NRNR--------Retained
Tranche Comments
A: First Pay: 2022-01-20; Redemption: 2023-04-20; B-1: First Pay: 2022-01-20; Redemption: 2023-04-20; B-2: First Pay: 2022-01-20; Redemption: 2023-04-20; C: First Pay: 2022-01-20; Redemption: 2023-04-20; D: First Pay: 2022-01-20; Redemption: 2023-04-20; E: First Pay: 2022-01-20; Redemption: 2023-04-20; F: First Pay: 2022-01-20; Redemption: 2023-04-20; M-1: First Pay: 2022-01-20; Redemption: 2023-04-20; M-2: First Pay: 2022-01-20; Redemption: 2023-04-20; M-3: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU - Yes; US - No
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 20, 2026
Reset
Yes