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

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1SQF16.300--BXWO--------Retained
M-2OYF50.0005.60-YYPP14.60%-HoznqRJP--1.95%1.950%952.00000
IBQZ72.00056.00-J-R-6.38%-Aufzruva3tWv-8903yKz+845-45.00000
JYYG347.0007.90-TTTNNN82.00%-Pltpvzot3cJa-1033cYy+103-695.00000
M-1QBN75.0004.60-ZZOO97.70%-Bkuslzbx3iUt-1703eTn+170-529.00000
RZVB48.0004.70-QQQ-CCC-35.60%-Gheylqpe3eIj-3003lEl+300-373.00000
DPKA25.0006.50-CC-HH-3.30%-Bfycfypq3iOp-6053pKr+591-73.00000
Y-2FDY35.700--MXNO--------Retained
CJXM30.0001.50-GS74.54%-Fkyafdwe3bYp-2003cTk+200-908.00000
J-3LGQ2.400--LNSF--------Retained
Tranche Comments
J: First Pay: 2022-01-20; Redemption: 2023-04-20; M-1: First Pay: 2022-01-20; Redemption: 2023-04-20; M-2: First Pay: 2022-01-20; Redemption: 2023-04-20; C: First Pay: 2022-01-20; Redemption: 2023-04-20; R: First Pay: 2022-01-20; Redemption: 2023-04-20; D: First Pay: 2022-01-20; Redemption: 2023-04-20; I: First Pay: 2022-01-20; Redemption: 2023-04-20; B-1: First Pay: 2022-01-20; Redemption: 2023-04-20; Y-2: First Pay: 2022-01-20; Redemption: 2023-04-20; J-3: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Vkskw. Jop Smtt Zkwfonx 2.00
Risk Retention
EP - Mzlx PB - Hq
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 17, 1996
Refinancing
Yes

Commentary 

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Deal Flow 

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