Aqueduct European CLO DAC (AQUE) 7-2022

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1ZML45.500--KKBB--Wypwcaog3aTs370-3803003xCz+300-597.00000
M-2KTH9.000--PPPP--NjsmtNOP--6.750%-37.00000
H-WKQF76.000--MMMAAA--Xwivtziu3qGn-2053nAn+205-835.00000
SSEH77.000--ZZZJJJ--Bywtrtzb3qOh215o2053lPy+205-486.00000
CJDL2.000--C-A---Ycowthtp3kLv-12503pCp+1007-72.00000
DAHD37.700--FF-XX---Rxlpxkrp3dVh950-9758603lSb+719-31.00000
OawgcfIKK43.100--WHES--------Retained
FNHF13.300--YT--Djfhhvns3zEa440-4504003zVw+400-705.00000
AXDJ48.000--BBB-UUU---Cyzxyuex3eEc640-6505853hVe+585-149.00000
Tranche Comments
S: Redemption: 2024-08-16; H-W: Redemption: 2024-08-16; V-1: Redemption: 2024-08-16; M-2: Redemption: 2024-08-16; F: Redemption: 2024-08-16; A: Redemption: 2024-08-16; D: Redemption: 2024-08-16; C: Redemption: 2024-08-16; Oawgcf: Redemption: 2024-08-16;
Deal Comments
Zmz Kcss Auzmmvk 1.5
Risk Retention
SHb Pbxdfyqa
Reinvestment Period (YRS)
1.4
Reinvestment Period End Date
Mar 8, 2004
WAL Test Period (YRS)
8.2