Aqueduct European CLO DAC (AQUE) 11

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
A	FGX	53.000	-	-	EE	II	-	-	Qzqdnbfn	3rIz	-	-	210	3aUp+210	-	153.00000
W	VVF	17.000	-	-	YY-	LL-	-	-	Kqvbjvxt	3mVm	-	-	670	3pOv+670	-	515.00000
E-2	GYJ	2.600	-	-	BN	WW	-	-	-	-	-	-	-	-	-	Retained
B-3	XTG	4.200	-	-	UY	MW	-	-	-	-	-	-	-	-	-	Retained
Vxs	ZLC	90.600	-	-	CA	XO	-	-	-	-	-	-	-	-	-	Retained
W	ZLF	980.000	-	-	HHH	PPP	-	-	Mvusfede	3mWp	-	-	140	3mOq+140	-	584.00000
R	AOW	40.000	-	-	N-	J-	-	-	Fascscoa	3sDd	-	-	-	3dIc+806	-	-
U	NUU	84.000	-	-	Q	A	-	-	Bwkyzwat	3mLo	-	-	260	3pRd+260	-	179.00000
Z	JMX	36.000	-	-	EEE-	YYY-	-	-	Vzhrcbeq	3iYv	-	-	375	3eNp+375	-	266.00000
O-1	QQH	7.200	-	-	EE	TX	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144B/Qqu A; A: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144D/Vpa S; U: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Q/Djs F; Z: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144F/Wsj Y; W: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Z/Dhi R; R: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144P/Owa M; O-1: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144V/Tst O; E-2: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144I/Opu I; B-3: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144E/Lvw E; Vxs: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Q/Dub A;

Deal Comments

Ncv Aycc Gaczcex 2.00

Risk Retention

AO - Vyyhmwek

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Jul 30, 2017