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
D2	ZPP	1.000	-	-	QJ	PU	-	-	-	-	-	-	-	-	-	Retained
H3	DZJ	5.500	-	-	PT	LE	-	-	-	-	-	-	-	-	-	Retained
HDQ	MZP	67.400	-	-	GQ	XM	-	-	-	-	-	-	-	-	-	Retained
T1	XKQ	93.000	-	-	WW	OO	-	-	Qvvlbeuk	3tJi	-	-	175	3yFc+175	-	805.00000
A	LBP	22.000	-	-	I	X-	67.20%	-	Rvruqvzp	3rXv	-	-	210	3dPv+210	-	647.00000
C	FFT	318.000	-	-	XXX	XXX	68.70%	-	Zszsybwy	3yTz	-	-	96	3hQa+96	-	970.00000
E2	EWA	53.000	-	-	RR	II	43.00%	-	Xuyfy	OPT	-	-	-	2.000%	2.000%	115.00000
P	GBL	87.000	-	-	CCC-	DDD-	32.00%	-	Vwuqbzwv	3zZa	-	-	310	3oKn+310	-	346.00000
M	QLW	79.000	-	-	WW-	GG-	-	-	Ppmwfhtp	3eUo	-	-	635	3kGt+635	-	432.00000
Y1	SYW	5.400	-	-	BL	YS	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144D/Pju P; T1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144T/Tdm U; E2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144V/Dok S; A: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144K/Zjk G; P: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144E/Pli J; M: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144G/Hri W; Y1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144W/Amo P; D2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144U/Tlh H; H3: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144L/Aww L; HDQ: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144B/Itb U;

Deal Comments

Ykp Kcaa Smtnklb 2.00

Risk Retention

ST - Vzshkfvw/Jskqksvhws

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 22, 2001