Aqueduct European CLO DAC (AQUE) 6-2021

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VTVD49.000--XXX-CCC-57.00%-Alkueooe3zEs-3103fYe+310-960.00000
QIZD263.000--YYYRRR17.50%-Tpnnmqtn3iBx-963mCg+96-889.00000
E2ADX69.000--DDRR90.00%-YguobCXR--2.000%2.000%641.00000
YVSU96.000--EK-15.70%-Wsscqpyj3wNy-2103oYl+210-971.00000
S2TNP7.000--QBIV--------Retained
VWDDGH28.800--VICP--------Retained
F1YHS94.000--CCJJ--Pcbvtwng3sFe-1753dNg+175-220.00000
SENL70.000--OO-RR---Wxmalcwu3jYd-6353yOh+635-169.00000
P1CLS9.400--GTEP--------Retained
K3QOH9.800--NRMN--------Retained
Tranche Comments
Q: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144I/Phl T; F1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144P/Mrt B; E2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144F/Nmr E; Y: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144L/Qda Z; V: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144I/Iqp W; S: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144K/Hvy A; P1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144G/Ubf J; S2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Y/Cjw J; K3: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Z/Cbe Y; VWD: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144W/Hpc J;
Deal Comments
Zhy Mnzz Fsslhgm 2.00
Risk Retention
ZL - Vdqviesj/Sqitimsvsq
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 21, 2008