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
J-2	IQC	4.300	-	-	CG	BB	-	-	-	-	-	-	-	-	-	Retained
Z	FJD	17.000	-	-	B-	P-	-	-	Fxwazotw	3rJd	-	-	780	3zHt+764	-	58.00000
R	VUS	17.000	-	-	KK	SS	-	-	Blrmwyhm	3rVy	-	-	175	3pHf+175	-	134.00000
V	BXF	768.000	-	-	XXX	CCC	-	-	Keyuwfjf	3tAv	-	-	125	3xKk+125	-	597.00000
T	DMS	78.000	-	-	FFF-	BBB-	-	-	Tskrscec	3bEw	-	-	280	3oIc+280	-	775.00000
U	OKX	41.000	-	-	JJ-	OO-	-	-	Osdfzhnc	3cPf	-	-	490	3vGn+490	-	942.00000
E-3	PDN	6.200	-	-	HL	EW	-	-	-	-	-	-	-	-	-	Retained
Apf	CZZ	27.400	-	-	VT	VH	-	-	-	-	-	-	-	-	-	Retained
S	XHA	11.000	-	-	G	F	-	-	Zzuyzwbm	3lXk	-	-	200	3nYm+200	-	302.00000
L-1	QPM	6.200	-	-	YV	HN	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144H/Kdl Z; R: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144M/Vyj Y; S: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144U/Gsn Z; T: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144X/Vmw L; U: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144C/Eml L; Z: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144N/Hkg C; L-1: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144Y/Uzu X; J-2: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144H/Zmf H; E-3: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144N/Uew Y; Apf: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144T/Djh F;

Deal Comments

Vvu Cqtt Dpwtvla 2.00

Risk Retention

ES - Cgpvufuf

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 7, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Sep 25, 2021