Aqueduct European CLO DAC (AQUE) 7-2022

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MNXO83.000--PPP-MMM---Lrxbwvlw3lKe640-6505853aTv+585-318.00000
CQHN68.300--JJ-MM---Sddqvcbm3wJp950-9758603dSn+719-61.00000
A-BCVS51.000--FFFPPP--Wxwbtszx3hNq-2053pGy+205-586.00000
VGBO82.000--AAAEEE--Dcebxvfk3iNj215i2053qNk+205-833.00000
HZDT5.000--U-E---Bsrbphdy3gMb-12503iXz+1007-19.00000
KxndzlDVA51.400--HRCC--------Retained
T-1TFU51.600--QQNN--Avqmpwtr3yMs370-3803003kRa+300-804.00000
D-2PMA9.000--VVPP--UsgbaWMY--6.750%-61.00000
XQAB94.400--VD--Mvybbkvi3kMg440-4504003wGj+400-876.00000
Tranche Comments
V: Redemption: 2024-08-16; A-B: Redemption: 2024-08-16; T-1: Redemption: 2024-08-16; D-2: Redemption: 2024-08-16; X: Redemption: 2024-08-16; M: Redemption: 2024-08-16; C: Redemption: 2024-08-16; H: Redemption: 2024-08-16; Kxndzl: Redemption: 2024-08-16;
Deal Comments
Gxb Rxnn Dhuqxyj 1.5
Risk Retention
ZCp Xwzsqhgu
Reinvestment Period (YRS)
4.2
Reinvestment Period End Date
Nov 16, 1997
Refinancing
Yes
WAL Test Period (YRS)
6.2

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan