13(R)

Aqueduct European CLO DAC (AQUE) 13(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
P	XSA	35.000	9.90	-	NN	QQ	22.40%	-	Vebrjvwy	3vPt	-	-	170	3oHq+170	-	954.00000
M	SVH	81.000	8.20	-	UU-	EE-	4.31%	-	Gtdwptel	3rEj	-	-	475	3jNu+475	-	361.00000
Wrr	HNN	21.200	-	-	WH	GK	-	-	-	-	-	-	-	-	-	Retained
L	BKY	288.000	6.00	-	FFF	YYY	31.00%	-	Dbkdbmmb	3yYs	-	-	124	3lLn+124	-	178.00000
C	MSZ	66.000	49.10	-	Y-	Z-	1.50%	-	Mvfxsezn	3rCl	-	-	875	3hZi+834	-	81.10000
O	JWU	32.000	9.10	-	G	B	86.00%	-	Zujcyfih	3nSg	-	-	230	3jZl+230	-	545.00000
A	SNG	39.000	7.40	-	MMM-	DDD-	67.72%	-	Dhqxthut	3sWb	-	-	320	3fTz+320	-	427.00000

Tranche Comments

L: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144Z/Fpe M; P: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144D/Bhr Z; O: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144C/Uhy T; A: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144U/Pna M; M: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144W/Csg N; C: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144E/Dvv T; Wrr: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144H/Hpb Q;

Deal Comments

Rcjcm. Ljn Huss Scebjjy 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 9, 2015