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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AKAU77.0009.60-ML30.68%-Tbpyrmmp3tEi-2003nSh+200-938.00000
T-2QGJ52.400--XLCS--------Retained
CPHL582.0003.20-FFFUUU10.00%-Upesuwmn3pHm-1033yEq+103-784.00000
AGNX15.0002.40-VVV-YYY-84.30%-Cyxeeyka3wLn-3003vVj+300-781.00000
L-1PZD74.0005.10-AABB64.40%-Efrjzsjm3mMg-1703xLy+170-672.00000
G-2EUI75.0003.40-AAII62.10%-ZpnygKQJ--1.95%1.950%624.00000
OSWS73.0001.20-JJ-KK-2.70%-Vqwoexww3gXt-6053zPi+591-60.00000
EZJY81.00063.00-Z-H-6.68%-Icwmhfes3bYk-8903fQe+845-55.00000
P-1IDJ16.600--UUMJ--------Retained
K-3MXA1.600--NQNG--------Retained
Tranche Comments
C: First Pay: 2022-01-20; Redemption: 2023-04-20; L-1: First Pay: 2022-01-20; Redemption: 2023-04-20; G-2: First Pay: 2022-01-20; Redemption: 2023-04-20; A: First Pay: 2022-01-20; Redemption: 2023-04-20; A: First Pay: 2022-01-20; Redemption: 2023-04-20; O: First Pay: 2022-01-20; Redemption: 2023-04-20; E: First Pay: 2022-01-20; Redemption: 2023-04-20; P-1: First Pay: 2022-01-20; Redemption: 2023-04-20; T-2: First Pay: 2022-01-20; Redemption: 2023-04-20; K-3: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Bwcwg. Mfj Hzxx Dwpqfjo 2.00
Risk Retention
BV - Bxbn VK - Ma
Reinvestment Period (YRS)
3
Reinvestment Period End Date
May 8, 2021

Commentary 

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Deal Flow 

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