3-2019(R)

Aqueduct European CLO DAC (AQUE) 3-2019(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

HPS Investment Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
H-Koxd	XMF	44.000	-	Waa	-	ZZZ	-	-	Frvuxzto	3zFu	-	-	93	3pVf+93	-	458.00000
J-1-G	BFM	85.600	-	Eh2	-	CC	-	-	Gpubeeaz	3eDq	-	-	150	3vLa+150	-	443.00000
V-F	YIR	88.100	-	C2	-	D	-	-	Scocmdxb	3bTr	-	-	200	3wFz+200	-	892.00000
U-L	XLV	800.000	-	Gtt	-	OOO	-	-	Sdzuxvho	3xEj	-	-	93	3wDi+93	-	966.00000
E-2-C	ZJH	36.000	-	Xo2	-	PP	-	-	Lzmlx	-	-	-	-	1.950%	1.950%	414.00000
L-S	OVW	50.000	-	Wrr3	-	DDD-	-	-	Cxlbcvcf	3fYn	-	-	310	3jDk+310	-	785.00000
M-C	CYB	17.600	-	Hb3	-	BB-	-	-	Acfbwbre	3iXc	-	-	600	3hIi+593	-	23.90000
S-K	OLV	29.100	-	J3	-	C-	-	-	Lpclwbtk	3kGw	-	-	880	3tBi+835	-	79.00000
E-Z	ZEN	7.800	-	Jvv	-	WWW	-	-	Eqfbpzsy	3cMk	-	-	45	3xMv+45	-	110.00000
Azz L-1	BOR	5.800	-	LX	-	HP	-	-	-	-	-	-	-	-	-	Retained
A-1	SSP	36.600	-	YT	-	OB	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E-Z: First Pay: 2021-08-15; Redemption: 2022-12-29; U-L: First Pay: 2021-08-15; Redemption: 2022-12-29; H-Koxd: First Pay: 2021-08-15; Redemption: 2022-12-29; J-1-G: First Pay: 2021-08-15; Redemption: 2022-12-29; E-2-C: First Pay: 2021-08-15; Redemption: 2022-12-29; V-F: First Pay: 2021-08-15; Redemption: 2022-12-29; L-S: First Pay: 2021-08-15; Redemption: 2022-12-29; M-C: First Pay: 2021-08-15; Redemption: 2022-12-29; S-K: First Pay: 2021-08-15; Redemption: 2022-12-29; Azz L-1: First Pay: 2021-08-15; Redemption: 2022-12-29; A-1: First Pay: 2021-08-15; Redemption: 2022-12-29;

Deal Comments

Iyvyq. Rfz Rszz Aywxfxe 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 4, 2004

WAL Test Period (YRS)

WAL Test Period End Date

Nov 19, 2020