Aqueduct European CLO DAC (AQUE) 9

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-3BEV5.600--XQGZ--------Retained
YNOX39.000--FF-AA---Rjeazwtx3cWi-4903dLx+490-296.00000
KPFD69.000--C-H---Plhovkvc3rGh-7803aDy+764-63.00000
V-2TCB1.100--LVYQ--------Retained
SXCO37.000--ZN--Nfzhdwdf3vKe-2003qSd+200-616.00000
ZDQP61.000--EEE-KKK---Frcclvpb3wAt-2803vQz+280-827.00000
G-1XGT6.200--JKXF--------Retained
HNXK96.000--OOYY--Bzxwzyzj3yIq-1753mUu+175-594.00000
FndFYU62.500--PSMU--------Retained
XJAU191.000--FFFHHH--Rupzafxg3pCb-1253eJi+125-547.00000
Tranche Comments
X: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144M/Flj O; H: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144H/Ktl S; S: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144F/Lct H; Z: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144X/Att C; Y: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144L/Akc U; K: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144T/Tnf I; G-1: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144I/Few A; V-2: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144C/Xzp I; N-3: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144N/Tyr K; Fnd: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144H/Epn Y;
Deal Comments
Gvq Iyss Wzmmvuc 2.00
Risk Retention
FF - Gnzfwkrd
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 2, 2011
WAL Test Period (YRS)
1
WAL Test Period End Date
Jul 29, 2003

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan