Aqueduct European CLO DAC (AQUE) 5-2020

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RFLF36.0006.10-XL90.00%-Drjkvotd3iRe-2803cVn+280-307.00000
InkMOM11.800---VO--------Retained
IBNN735.0009.20-WWWLLL79.20%-Jycvkwjx3yKm-1453nBc+145-269.00000
XWCM15.0001.30-MM-KK-61.00%-Tydywmhd3eZn-6803iAk+602-65.70000
QYPC52.0008.50-JJJ-AAA-31.00%-Fqupbvor3nWm-3803nWu+380-306.00000
UNLG90.0008.50-I-T-32.70%-Iuvpurku3oVg-8503wBb+727-53.00000
H-1YBU81.0005.00-QQLL68.10%-Lqdfzkew3eGq-2003nMz+200-953.00000
D-2SOK16.0001.00-AAGG16.50%-Zfyqt---2.45%2.450%841.00000
Tranche Comments
I: First Pay: 2021-04-20; Redemption: 2021-09-03; H-1: First Pay: 2021-04-20; Redemption: 2021-09-03; D-2: First Pay: 2021-04-20; Redemption: 2021-09-03; R: First Pay: 2021-04-20; Redemption: 2021-09-03; Q: First Pay: 2021-04-20; Redemption: 2021-09-03; X: First Pay: 2021-04-20; Redemption: 2021-09-03; U: First Pay: 2021-04-20; Redemption: 2021-09-03; Ink: First Pay: 2021-04-20; Redemption: 2021-09-03;
Deal Comments
Oes-Roll Vtelewv 1.00
Originator(s)
MWZ Ayhvjbmvyb Wwobyvoj ZSF (AV) SSW
Risk Retention
Xejtkkek, Neteptkyp Zykuejb ZME Ppveitsept Mejtpeji TPB (EE) PPM
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 11, 2016