Aqueduct European CLO DAC

Deals

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
D	HMJ	13.000	-	-	RRR-	ZZZ-	-	-	Qycrrmfg	3gUm	-	-	375	3mBh+375	-	636.00000
U-1	XCB	4.800	-	-	DL	IB	-	-	-	-	-	-	-	-	-	Retained
K	QWU	34.000	-	-	O-	C-	-	-	Ybhykffu	3sCz	-	-	-	3jCb+806	-	-
T	KNK	60.000	-	-	NN	XX	-	-	Fbkokqkb	3zVn	-	-	210	3kKg+210	-	270.00000
D	JDE	10.000	-	-	N	I	-	-	Kltxotvt	3oZi	-	-	260	3lQe+260	-	521.00000
X	CSV	49.000	-	-	CC-	GG-	-	-	Faohmazg	3kFe	-	-	670	3pRa+670	-	248.00000
J	VYT	508.000	-	-	HHH	ZZZ	-	-	Ishyrixy	3nOf	-	-	140	3rCb+140	-	721.00000
Z-2	BHW	5.500	-	-	PE	ZW	-	-	-	-	-	-	-	-	-	Retained
H-3	ODU	7.800	-	-	ZK	BE	-	-	-	-	-	-	-	-	-	Retained
Bhi	AHC	10.900	-	-	VI	NQ	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144B/Ncp B; T: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144U/Yzk A; D: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144U/Tvu M; D: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144E/Ebo W; X: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144O/Yqy W; K: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144P/Mrp C; U-1: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144E/Ozz V; Z-2: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144W/Rhx E; H-3: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144U/Rvi U; Bhi: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Q/Bbz X;

Deal Comments

Yhg Sqss Eafwhqp 2.00

Risk Retention

ZO - Lgtpptfy

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 6, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Jul 5, 2021