Aqueduct European CLO DAC (AQUE) 9

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
E	PAT	39.000	-	-	LL	CC	-	-	Iejvufeb	3pVc	-	-	175	3dSv+175	-	516.00000
M-2	KMO	8.800	-	-	MY	LM	-	-	-	-	-	-	-	-	-	Retained
Lys	GCA	96.500	-	-	FO	GX	-	-	-	-	-	-	-	-	-	Retained
K	HNE	318.000	-	-	NNN	MMM	-	-	Orlcfwtk	3bPg	-	-	125	3mXb+125	-	931.00000
T	CGM	69.000	-	-	QQQ-	NNN-	-	-	Zkyuksmu	3tFn	-	-	280	3xRh+280	-	523.00000
R-1	PDE	2.900	-	-	ZE	JQ	-	-	-	-	-	-	-	-	-	Retained
B	PXC	10.000	-	-	K-	L-	-	-	Joqkvokc	3zMc	-	-	780	3bXv+764	-	80.00000
V	MCL	46.000	-	-	X	Y	-	-	Ibzfrxjg	3sBo	-	-	200	3rPs+200	-	756.00000
M	XJB	77.000	-	-	EE-	GG-	-	-	Xrqessap	3sSk	-	-	490	3sIt+490	-	675.00000
J-3	MGF	6.800	-	-	NH	YI	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144X/Jkf R; E: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144Y/Phe Y; V: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144L/Uiv E; T: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144H/Yzd V; M: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144K/Xlr L; B: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144U/Vtg J; R-1: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144K/Amb V; M-2: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144E/Qkm A; J-3: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144O/Ksn J; Lys: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144O/Wdr B;

Deal Comments

Upu Hvqq Zssnpwb 2.00

Risk Retention

QT - Opujenrs

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 19, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Jun 20, 2017