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
J-Ovuk	VGI	86.000	-	Eaa	-	XXX	-	-	Kbvpsxrk	3tVt	-	-	93	3lPe+93	-	322.00000
T-1-P	SON	14.100	-	Ic2	-	YY	-	-	Uvcqeurf	3pBi	-	-	150	3cAg+150	-	404.00000
Q-L	OXQ	25.500	-	Br3	-	JJ-	-	-	Ifjelbjz	3hYu	-	-	600	3mNc+593	-	65.40000
Kmm S-1	APE	3.800	-	GN	-	SB	-	-	-	-	-	-	-	-	-	Retained
A-Q	HGY	7.500	-	Agg	-	BBB	-	-	Orrwuaag	3dDb	-	-	45	3vDp+45	-	716.00000
F-E	FXS	57.700	-	W3	-	D-	-	-	Kpcyfayz	3eSq	-	-	880	3nCk+835	-	41.00000
S-K	HXT	720.000	-	Umm	-	RRR	-	-	Ncttmwtd	3iLk	-	-	93	3pEd+93	-	820.00000
I-2-T	GMX	73.000	-	Wr2	-	HH	-	-	Nhvcd	-	-	-	-	1.950%	1.950%	106.00000
W-K	EKC	24.800	-	V2	-	W	-	-	Emrywyzr	3fZp	-	-	200	3yMt+200	-	744.00000
Z-B	QXR	17.000	-	Doo3	-	AAA-	-	-	Iywftjqx	3zFv	-	-	310	3gMk+310	-	435.00000
N-1	GPJ	80.900	-	MR	-	CL	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A-Q: First Pay: 2021-08-15; Redemption: 2022-12-29; S-K: First Pay: 2021-08-15; Redemption: 2022-12-29; J-Ovuk: First Pay: 2021-08-15; Redemption: 2022-12-29; T-1-P: First Pay: 2021-08-15; Redemption: 2022-12-29; I-2-T: First Pay: 2021-08-15; Redemption: 2022-12-29; W-K: First Pay: 2021-08-15; Redemption: 2022-12-29; Z-B: First Pay: 2021-08-15; Redemption: 2022-12-29; Q-L: First Pay: 2021-08-15; Redemption: 2022-12-29; F-E: First Pay: 2021-08-15; Redemption: 2022-12-29; Kmm S-1: First Pay: 2021-08-15; Redemption: 2022-12-29; N-1: First Pay: 2021-08-15; Redemption: 2022-12-29;

Deal Comments

Ehyhx. Fxz Ityy Thxpxze 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 25, 2004

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 12, 2006