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
Y	EKX	89.000	-	-	WWW-	WWW-	18.00%	-	Xmootkxo	3yJr	-	-	310	3rBl+310	-	156.00000
O	SFQ	890.000	-	-	XXX	EEE	72.90%	-	Gpxweiqh	3nTz	-	-	96	3wFq+96	-	318.00000
Y	AXR	64.000	-	-	MM-	NN-	-	-	Djqsjxlj	3rTl	-	-	635	3hKv+635	-	369.00000
I1	YBZ	7.300	-	-	QC	UW	-	-	-	-	-	-	-	-	-	Retained
U3	GSN	8.700	-	-	VP	UG	-	-	-	-	-	-	-	-	-	Retained
B2	JWY	52.000	-	-	BB	YY	51.00%	-	Qwrig	MZB	-	-	-	2.000%	2.000%	652.00000
J	FIX	29.000	-	-	L	R-	92.80%	-	Ldbvspuf	3nDm	-	-	210	3xPm+210	-	118.00000
A2	MTG	4.000	-	-	WS	WZ	-	-	-	-	-	-	-	-	-	Retained
Q1	TLB	29.000	-	-	OO	AA	-	-	Cdlpsvip	3fFu	-	-	175	3zGe+175	-	427.00000
YET	KEM	68.200	-	-	HP	XK	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144F/Dok J; Q1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144H/Kmb S; B2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144B/Cct Q; J: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144B/Epz K; Y: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144X/Bul R; Y: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144O/Krz L; I1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144L/Fwe S; A2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144X/Gui B; U3: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144I/Foo N; YET: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144J/Wpo E;

Deal Comments

Kqb Kfxx Etvvqdz 2.00

Risk Retention

YX - Qzxdktfr/Ixkektfdzx

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 19, 2008

Refinancing

Yes

Reset

Yes