Aqueduct European CLO DAC (AQUE) 6-2021

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P2SAR36.000--GGBB74.00%-DlsauHBD--2.000%2.000%530.00000
TMLJ74.000--WWW-BBB-87.00%-Brqlajlg3hWi-3103pFe+310-370.00000
I3CCO7.500--PMXU--------Retained
WOBL43.000--RR-DD---Lkhxsofc3mPe-6353cUk+635-267.00000
B2GQR7.000--QEAL--------Retained
BGTC924.000--IIIHHH10.70%-Htlxacrt3cTn-963gCr+96-840.00000
P1IFV2.600--HNTV--------Retained
WTYJON76.300--LSUE--------Retained
E1QHP38.000--QQVV--Umpetmzx3jWb-1753yTb+175-110.00000
WHWH77.000--RF-28.80%-Vslhjiyf3gRm-2103kOv+210-476.00000
Tranche Comments
B: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144F/Cnx U; E1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144D/Qlr H; P2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144C/Ltj Y; W: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144B/Cmw K; T: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144J/Wjh Z; W: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Y/Nif A; P1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Z/Xnv Z; B2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144O/Vxj R; I3: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144K/Org E; WTY: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Y/Lru E;
Deal Comments
Rux Esff Rvqhuck 2.00
Risk Retention
LU - Vseybial/Tebgbzayee
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 25, 2002
Reset
Yes

Commentary 

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Deal Flow 

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