Aqueduct European CLO DAC (AQUE) 7-2022

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR88.000--AAAAAA--Floating3mEu215a2053mEu+205-100.00000
A-LEUR90.000--AAAAAA--Floating3mEu-2053mEu+205-100.00000
B-1EUR25.500--AAAA--Floating3mEu370-3803003mEu+300-100.00000
B-2EUR5.000--AAAA--FixedYLD--6.750%-99.00000
CEUR17.200--AA--Floating3mEu440-4504003mEu+400-100.00000
DEUR19.000--BBB-BBB---Floating3mEu640-6505853mEu+585-100.00000
EEUR12.500--BB-BB---Floating3mEu950-9758603mEu+719-92.00000
FEUR9.000--B-B---Floating3mEu-12503mEu+1007-88.00000
EquityEUR22.700--NRNR--------Retained
Tranche Comments
A: Redemption: 2024-08-16; A-L: Redemption: 2024-08-16; B-1: Redemption: 2024-08-16; B-2: Redemption: 2024-08-16; C: Redemption: 2024-08-16; D: Redemption: 2024-08-16; E: Redemption: 2024-08-16; F: Redemption: 2024-08-16; Equity: Redemption: 2024-08-16;
Deal Comments
Non Call Period: 1.5
Risk Retention
EU: Vertical
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Sep 15, 2027
WAL Test Period (YRS)
8.5