6-2021

Aqueduct European CLO DAC (AQUE) 6-2021

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
G	SBL	319.000	-	-	MMM	MMM	17.70%	-	Flyzsmjg	3sKq	-	-	96	3bAy+96	-	475.00000
E1	XHF	53.000	-	-	JJ	MM	-	-	Kyelejxo	3rMx	-	-	175	3oBn+175	-	144.00000
X1	TMS	4.500	-	-	ZO	CC	-	-	-	-	-	-	-	-	-	Retained
Q2	HHK	33.000	-	-	DD	TT	64.00%	-	Rpyrp	KIG	-	-	-	2.000%	2.000%	873.00000
C3	XPC	8.600	-	-	BG	QU	-	-	-	-	-	-	-	-	-	Retained
KOT	HID	84.200	-	-	WV	GR	-	-	-	-	-	-	-	-	-	Retained
D	JDC	53.000	-	-	KK-	XX-	-	-	Rlpqauud	3bYz	-	-	635	3wLe+635	-	651.00000
D2	DTB	7.000	-	-	DR	PW	-	-	-	-	-	-	-	-	-	Retained
J	ZYH	28.000	-	-	I	D-	69.50%	-	Erwddjju	3qYm	-	-	210	3qGf+210	-	860.00000
Z	WAC	41.000	-	-	VVV-	CCC-	40.00%	-	Mjevmbbq	3kXj	-	-	310	3sNw+310	-	543.00000

Tranche Comments

G: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144B/Rbe H; E1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144N/Zrq K; Q2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144I/Xmx N; J: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144F/Wxm C; Z: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144X/Lcs F; D: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144D/Nab Q; X1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144M/Rmu G; D2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144I/Mvf O; C3: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144V/Kur N; KOT: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Y/Uxj J;

Deal Comments

Mxy Itkk Qgbuxme 2.00

Risk Retention

HZ - Kqypxbhx/Qyxvxdhpry

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 1, 2005