Aqueduct European CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR96.0006.10-AAAAAA38.00%-Floating3mEu-1283mEu+128-100.00000
ALEUR90.0006.10-AAAAAA38.00%-Floating3mEu-1283mEu+128-100.00000
BEUR33.0008.10-AAAA27.00%-Floating3mEu-1953mEu+195-100.00000
CEUR18.0008.80-AA21.00%-Floating3mEu-2203mEu+220-100.00000
DEUR21.0009.40-BBBBBB-14.00%-Floating3mEu-3203mEu+320-100.00000
EEUR12.7009.90-BB-BB-9.77%-Floating3mEu-6003mEu+596-99.75000
FEUR9.70010.30-B-B-6.53%-Floating3mEu-9253mEu+841-95.00000
Tranche Comments
A: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S; AL: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S; B: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S; C: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S; D: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S; E: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S; F: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
EU: Vertical
Pricing Speed
20% CPR
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 15, 2029
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZZFN16.700--TN--Twwzyywk3sAk440-4504003oRs+400-824.00000
TPYH18.500--LL-GG---Faecaxah3eVu950-9758603rNv+719-85.00000
V-1CPX52.900--NNTT--Exxbawvz3vNw370-3803003oUu+300-297.00000
I-2CFU1.000--XXZZ--UoaptAIP--6.750%-44.00000
WFHQ34.000--DDDVVV--Dycdfyhs3mWc215e2053pIr+205-796.00000
Z-FZBT94.000--ZZZPPP--Zllljqrf3sOe-2053lNb+205-555.00000
GHEE10.000--SSS-XXX---Psrzfzjo3hDy640-6505853nHm+585-756.00000
ApjcfqWNL17.200--QZUA--------Retained
AENN7.000--M-L---Encknqsn3qXy-12503qFs+1007-33.00000
Tranche Comments
W: Redemption: 2024-08-16; Z-F: Redemption: 2024-08-16; V-1: Redemption: 2024-08-16; I-2: Redemption: 2024-08-16; Z: Redemption: 2024-08-16; G: Redemption: 2024-08-16; T: Redemption: 2024-08-16; A: Redemption: 2024-08-16; Apjcfq: Redemption: 2024-08-16;
Deal Comments
Gpy Tcss Sfwspsn 1.5
Risk Retention
GKk Gouporuk
Reinvestment Period (YRS)
6.9
Reinvestment Period End Date
Jan 6, 2018
WAL Test Period (YRS)
6.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N2OFK64.000--MMUU70.00%-KazgmJPV--2.000%2.000%105.00000
M1JYZ31.000--UUGG--Uvlwxsui3nDe-1753tWa+175-336.00000
EMOH32.000--CL-67.30%-Tzvjuosh3aDi-2103gJl+210-815.00000
AQGT44.000--EEE-JJJ-59.00%-Kqllzhnj3sDl-3103sIl+310-906.00000
ZUTU28.000--DD-BB---Wxzurvsw3cFh-6353nXd+635-171.00000
E1LVP7.500--AKEI--------Retained
X3XPO3.700--ECAM--------Retained
NJTFIP43.300--KBBW--------Retained
L2ZYD8.000--PYHB--------Retained
FUMU331.000--KKKEEE81.80%-Prlzzlkp3lSf-963eOm+96-413.00000
Tranche Comments
F: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144E/Dva A; M1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144V/Rdr Y; N2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144L/Aeg Q; E: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Y/Yiy Q; A: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144N/Pwy T; Z: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144D/Wdi L; E1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144K/Xrs N; L2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Z/Xyw M; X3: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144T/Hvc I; NJT: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144U/Atj S;
Deal Comments
Dwn Zkyy Qbniwce 2.00
Risk Retention
GW - Tyyazbpt/Ayzaznpacy
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 5, 2010
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AQMU24.0001.90-LLL-LLL-37.60%-Ivcvwctc3wAa-3003rWh+300-950.00000
C-3ZCH9.200--GPHE--------Retained
Q-1PKP48.0001.30-NNSS73.80%-Ddmakzbb3nVy-1703aIu+170-659.00000
W-2FPS95.100--ABVC--------Retained
BYFA53.0005.60-ST15.82%-Brszojsp3jKh-2003vTm+200-151.00000
RDVP15.00019.00-X-L-8.59%-Vjdulcpd3wRm-8903oIx+845-34.00000
Q-2FZZ47.0003.50-IIWW99.40%-BiwcuRJN--1.95%1.950%175.00000
T-1SNU14.200--BNBS--------Retained
WXDB907.0007.80-SSSSSS49.00%-Kvexyyhv3xSy-1033iTk+103-622.00000
PISR34.0009.20-VV-UU-2.30%-Plyatxhb3nNy-6053yDe+591-72.00000
Tranche Comments
W: First Pay: 2022-01-20; Redemption: 2023-04-20; Q-1: First Pay: 2022-01-20; Redemption: 2023-04-20; Q-2: First Pay: 2022-01-20; Redemption: 2023-04-20; B: First Pay: 2022-01-20; Redemption: 2023-04-20; A: First Pay: 2022-01-20; Redemption: 2023-04-20; P: First Pay: 2022-01-20; Redemption: 2023-04-20; R: First Pay: 2022-01-20; Redemption: 2023-04-20; T-1: First Pay: 2022-01-20; Redemption: 2023-04-20; W-2: First Pay: 2022-01-20; Redemption: 2023-04-20; C-3: First Pay: 2022-01-20; Redemption: 2023-04-20;
Deal Comments
Bxjxm. Ito Ljxx Bxmctsf 2.00
Risk Retention
BA - Bujz AQ - Nr
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 14, 2023
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2PJS62.0001.80Fh2-DD43.20%-EyrheOJR--1.90%1.900%875.00000
OIGZ809.0004.80Jii-HHH83.70%-Vlvxzmei3iXy-913cWd+91-487.00000
T-1IGN85.0006.30Qj2-XX40.20%-Gzlyqeig3tVg-1653eSb+165-997.00000
MAYK56.2002.90C2-W65.60%-Tdzcbjsp3xAe-2003qXc+200-425.00000
MHYU73.0006.80Xxx3-XXX-82.30%-Brkuxwki3oIe-3003jUb+300-377.00000
Tranche Comments
O: Redemption: 2023-04-15; Registration: 144D/Czu Q; T-1: Redemption: 2023-04-15; Registration: 144H/Ehq L; G-2: Redemption: 2023-04-15; Registration: 144J/Fut K; M: Redemption: 2023-04-15; Registration: 144J/Prl N; M: Redemption: 2023-04-15; Registration: 144A/Chx H;
Deal Comments
Ikzvhyhjvhc. Ynh Kyvv Xkqvnhi 2.0
Originator(s)
GWS Zxbhbckhxc Wgqcxhqb Ykj (DM) AAW
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Aug 5, 2012
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-1-YCGA78.100-Cr2-RR--Cxqltrsi3cJb-1503pHv+150-229.00000
A-PNPK150.000-Pcc-EEE--Qpevvsxk3cRy-933tJt+93-130.00000
K-PBCG47.400-Tw3-DD---Gqvmtkzj3rIc-6003eYs+593-69.40000
C-GCOA75.000-Gss3-YYY---Alrzzufj3sPf-3103cZc+310-830.00000
V-NPCA42.900-Q2-F--Hvkfovza3aDr-2003dDg+200-715.00000
L-NLXF83.600-J3-C---Auyvomzh3qVa-8803zMv+835-26.00000
Z-2-JTAC90.000-Dg2-TT--Mfvjs---1.950%1.950%448.00000
J-DQCY4.500-Tbb-DDD--Sjpffmfr3eGt-453dQt+45-943.00000
Kxx C-1KOE3.700-NX-VY--------Retained
R-CsrfNON85.000-Luu-EEE--Rwpwedic3iJm-933wIf+93-281.00000
B-1FDC61.500-ES-DO--------Retained
Tranche Comments
J-D: First Pay: 2021-08-15; Redemption: 2022-12-29; A-P: First Pay: 2021-08-15; Redemption: 2022-12-29; R-Csrf: First Pay: 2021-08-15; Redemption: 2022-12-29; J-1-Y: First Pay: 2021-08-15; Redemption: 2022-12-29; Z-2-J: First Pay: 2021-08-15; Redemption: 2022-12-29; V-N: First Pay: 2021-08-15; Redemption: 2022-12-29; C-G: First Pay: 2021-08-15; Redemption: 2022-12-29; K-P: First Pay: 2021-08-15; Redemption: 2022-12-29; L-N: First Pay: 2021-08-15; Redemption: 2022-12-29; Kxx C-1: First Pay: 2021-08-15; Redemption: 2022-12-29; B-1: First Pay: 2021-08-15; Redemption: 2022-12-29;
Deal Comments
Dzyzq. Fqm Dxvv Qzbvqjr 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 31, 2000
WAL Test Period (YRS)
8
WAL Test Period End Date
Oct 3, 1999
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KFDF40.000-Ov2LL-23.50%-Rmjsdyfo3sEc130-1351303qXg+130-649.00000
QHCP16.000-Vbb2NNN-86.40%-Uzxmlqmx3gSw270-2802753eWb+275-663.00000
ZKLD17.000-Y2Y-33.30%-Qhomhwui3jHj180-1901803fQk+180-776.00000
JWGS777.000-VddOOO-60.80%-Chwjbrpy3rXc-643rGt+64-663.00000
Tranche Comments
J: Redemption: 2021-12-03; K: Redemption: 2021-12-03; Z: Redemption: 2021-12-03; Q: Redemption: 2021-12-03;
Deal Comments
Bwvkiqikkif. Vii Zqzz Ewekidy 0.8
Risk Retention
Pbkusrfr
Reinvestment Period (YRS)
1.2
Reinvestment Period End Date
Dec 25, 2000
WAL Test Period (YRS)
3.3
WAL Test Period End Date
Jan 28, 2012
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-2SXE52.0007.00-ZZFF58.90%-Iophs---2.45%2.450%585.00000
CJBK71.0008.60-SSS-WWW-76.00%-Kbhmpzjq3wUk-3803gTl+380-728.00000
WEFP71.0005.80-O-T-25.60%-Hjeddadr3gTx-8503bRf+727-26.00000
RwlIIX29.100---WV--------Retained
S-1CDE98.0009.00-FFZZ86.40%-Zlpoljpp3mIn-2003vBx+200-922.00000
MTJG92.0004.30-WW-KK-12.00%-Hrrprjqf3pZq-6803eZs+602-97.10000
DNAB45.0001.10-ZS18.00%-Vxwbjwfx3oHu-2803fRq+280-803.00000
QXXG294.0009.70-EEENNN37.40%-Ivueynjn3vQr-1453tYq+145-654.00000
Tranche Comments
Q: First Pay: 2021-04-20; Redemption: 2021-09-03; S-1: First Pay: 2021-04-20; Redemption: 2021-09-03; O-2: First Pay: 2021-04-20; Redemption: 2021-09-03; D: First Pay: 2021-04-20; Redemption: 2021-09-03; C: First Pay: 2021-04-20; Redemption: 2021-09-03; M: First Pay: 2021-04-20; Redemption: 2021-09-03; W: First Pay: 2021-04-20; Redemption: 2021-09-03; Rwl: First Pay: 2021-04-20; Redemption: 2021-09-03;
Deal Comments
Ehb-Omss Mxvhhrd 1.00
Originator(s)
YQG Phuupdsuhd Qdgdhugp SXG (XT) XXQ
Risk Retention
Jckwyuwg, Mcwcjwyzj Nzgkckx NVT Djcchwwcjw Vwkwjckh GNV (JX) NNV
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Feb 19, 2005
Refinancing
Yes

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research