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
Qwx	PQL	53.800	-	-	VT	FF	-	-	-	-	-	-	-	-	-	Retained
D	SFT	561.000	-	-	AAA	CCC	-	-	Rkualynx	3rLc	-	-	140	3kNs+140	-	938.00000
E-2	QAJ	6.400	-	-	NW	ZA	-	-	-	-	-	-	-	-	-	Retained
J-1	DPE	7.800	-	-	FE	BQ	-	-	-	-	-	-	-	-	-	Retained
W	GQC	32.000	-	-	Y	U	-	-	Isqlrpvw	3lKc	-	-	260	3jDw+260	-	281.00000
Z	FAI	57.000	-	-	OOO-	UUU-	-	-	Xrhxobuo	3lYe	-	-	375	3sDj+375	-	654.00000
E	YME	66.000	-	-	CC-	II-	-	-	Rvvdxssd	3cAr	-	-	670	3jXw+670	-	451.00000
R	TBK	39.000	-	-	HH	LL	-	-	Cjkccqsa	3iTe	-	-	210	3sQz+210	-	374.00000
A	VDO	32.000	-	-	A-	R-	-	-	Ezujuwam	3cYc	-	-	-	3eJq+806	-	-
X-3	MTJ	6.700	-	-	MY	ET	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144N/Bbs I; R: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144F/Juu Y; W: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144I/Kon R; Z: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144V/Xpg H; E: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144N/Iso G; A: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144V/Ick V; J-1: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144K/Cts T; E-2: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144M/Vli O; X-3: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144H/Jpi B; Qwx: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144C/Ihl R;

Deal Comments

Ozp Kkkk Afahzzc 2.00

Risk Retention

LQ - Ohxwwvhq

Reinvestment Period (YRS)

Reinvestment Period End Date

May 14, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Dec 4, 2003