Aqueduct European CLO DAC (AQUE) 5-2020

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SHHP325.0008.70-XXXXXX64.70%-Qcxqmqva3oFj-1453aVg+145-903.00000
OKMA16.0003.10-VV-ZZ-36.00%-Ujdpxfmk3mPi-6803zLi+602-60.60000
HfbVFF13.100---TR--------Retained
ZNZV89.0004.80-OOO-RRR-15.00%-Rpvmlvlm3lCa-3803oZz+380-478.00000
A-1XQA54.0009.00-HHBB48.20%-Oqrpmmhc3gWr-2003qXh+200-585.00000
DXZV24.0004.40-A-H-88.30%-Lmyrsjzr3rHx-8503jRp+727-29.00000
K-2WTQ49.0009.00-GGUU83.10%-Fowje---2.45%2.450%926.00000
ZJHJ12.0009.40-NG63.00%-Aljvwuuy3rPf-2803pJz+280-600.00000
Tranche Comments
S: First Pay: 2021-04-20; Redemption: 2021-09-03; A-1: First Pay: 2021-04-20; Redemption: 2021-09-03; K-2: First Pay: 2021-04-20; Redemption: 2021-09-03; Z: First Pay: 2021-04-20; Redemption: 2021-09-03; Z: First Pay: 2021-04-20; Redemption: 2021-09-03; O: First Pay: 2021-04-20; Redemption: 2021-09-03; D: First Pay: 2021-04-20; Redemption: 2021-09-03; Hfb: First Pay: 2021-04-20; Redemption: 2021-09-03;
Deal Comments
Lbh-Duoo Pqlibzs 1.00
Originator(s)
EHA Sjobqxpbjx Hlqxjbqq NAE (GM) AAH
Risk Retention
Qqzjaxhq, Hqjqijani Jnqaqzk JWZ Hikqejjqij Whzjiqze XSG (OT) SSW
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 2, 1996