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
F-A	FNH	8.400	-	Evv	-	HHH	-	-	Kcvavskf	3wFk	-	-	45	3sKj+45	-	711.00000
W-S	ITW	37.100	-	L2	-	T	-	-	Bqumxopt	3eLn	-	-	200	3eMs+200	-	393.00000
Y-F	ONS	24.600	-	Fk3	-	RR-	-	-	Xcvsavnw	3tAe	-	-	600	3wAq+593	-	78.50000
O-Lhyn	JBF	36.000	-	Fww	-	LLL	-	-	Exbuaqav	3aSe	-	-	93	3qKi+93	-	643.00000
Q-2-Q	BAE	34.000	-	Wx2	-	KK	-	-	Knzac	-	-	-	-	1.950%	1.950%	130.00000
P-Z	BLV	96.700	-	F3	-	Y-	-	-	Ishvaqjb	3hZt	-	-	880	3iOl+835	-	89.00000
W-1-X	OWP	61.100	-	Bq2	-	PP	-	-	Gvlktpcz	3zBf	-	-	150	3gFn+150	-	570.00000
N-X	PVE	57.000	-	Bee3	-	FFF-	-	-	Vlxbsqzx	3dDv	-	-	310	3rNv+310	-	153.00000
Z-Y	MJG	480.000	-	Utt	-	III	-	-	Ymksqjaf	3qLb	-	-	93	3sCn+93	-	945.00000
Pii B-1	GVQ	5.500	-	JA	-	EQ	-	-	-	-	-	-	-	-	-	Retained
H-1	FOO	42.500	-	EA	-	SC	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-A: First Pay: 2021-08-15; Redemption: 2022-12-29; Z-Y: First Pay: 2021-08-15; Redemption: 2022-12-29; O-Lhyn: First Pay: 2021-08-15; Redemption: 2022-12-29; W-1-X: First Pay: 2021-08-15; Redemption: 2022-12-29; Q-2-Q: First Pay: 2021-08-15; Redemption: 2022-12-29; W-S: First Pay: 2021-08-15; Redemption: 2022-12-29; N-X: First Pay: 2021-08-15; Redemption: 2022-12-29; Y-F: First Pay: 2021-08-15; Redemption: 2022-12-29; P-Z: First Pay: 2021-08-15; Redemption: 2022-12-29; Pii B-1: First Pay: 2021-08-15; Redemption: 2022-12-29; H-1: First Pay: 2021-08-15; Redemption: 2022-12-29;

Deal Comments

Gyhyv. Hhh Oqqq Oygrhvx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Sep 6, 1999