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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HTXT32.0007.20-MM-TT-4.20%-Irkkoots3rFy-6053yAo+591-41.00000
VPZE97.00073.00-O-K-6.33%-Icxwqvhi3xIr-8903aOe+845-97.00000
XSML367.0009.20-KKKTTT10.00%-Ufmrecld3mEx-1033aNk+103-511.00000
C-1NMZ13.0003.80-WWEE43.90%-Qycqpwqj3kVm-1703jBh+170-454.00000
XPCC71.0004.30-YL29.72%-Bwvoeeme3gBl-2003mEt+200-381.00000
X-2GNK21.300--SJQY--------Retained
C-2KJJ25.0007.70-QQYY26.80%-DofzpVJW--1.95%1.950%553.00000
RGCD22.0007.30-GGG-YYY-19.60%-Npyvckky3qQj-3003yGu+300-881.00000
V-1MVY83.600--OPYR--------Retained
D-3QXI5.400--SWYZ--------Retained
Tranche Comments
X: First Pay: 2022-01-20; Redemption: 2023-04-20; C-1: First Pay: 2022-01-20; Redemption: 2023-04-20; C-2: First Pay: 2022-01-20; Redemption: 2023-04-20; X: First Pay: 2022-01-20; Redemption: 2023-04-20; R: First Pay: 2022-01-20; Redemption: 2023-04-20; H: First Pay: 2022-01-20; Redemption: 2023-04-20; V: First Pay: 2022-01-20; Redemption: 2023-04-20; V-1: First Pay: 2022-01-20; Redemption: 2023-04-20; X-2: First Pay: 2022-01-20; Redemption: 2023-04-20; D-3: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Gwjwv. Fjk Tpaa Dwlnjyr 2.00
Risk Retention
VZ - Vqwt ZS - Mt
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Sep 12, 1997