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
Usw	LXT	16.800	-	-	AU	SO	-	-	-	-	-	-	-	-	-	Retained
I	XVH	74.000	-	-	HHH-	KKK-	-	-	Uvekqsea	3kSj	-	-	375	3mVm+375	-	920.00000
B	BXG	36.000	-	-	A-	O-	-	-	Bpqoehwm	3eVb	-	-	-	3mJz+806	-	-
Q	GBE	580.000	-	-	MMM	SSS	-	-	Gyumxoel	3yUl	-	-	140	3kQg+140	-	618.00000
L	OQU	44.000	-	-	J	O	-	-	Kmulfbps	3gQg	-	-	260	3eVt+260	-	241.00000
D	FMQ	97.000	-	-	MM-	JJ-	-	-	Ahfzsixf	3tXz	-	-	670	3aOu+670	-	600.00000
P-3	GIV	3.900	-	-	VY	WV	-	-	-	-	-	-	-	-	-	Retained
L-1	TYM	1.400	-	-	NN	FF	-	-	-	-	-	-	-	-	-	Retained
F	LCQ	86.000	-	-	JJ	JJ	-	-	Vwldkrvg	3pVg	-	-	210	3vOw+210	-	438.00000
P-2	OFH	7.500	-	-	PN	AC	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144W/Oxe C; F: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Y/Ebr D; L: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Q/Kwf U; I: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144H/Pph T; D: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144D/Crs C; B: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144E/Etv U; L-1: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144E/Fsw K; P-2: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144I/Udg V; P-3: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144P/Yzo H; Usw: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144N/Loh L;

Deal Comments

Wsx Whuu Onqxskb 2.00

Risk Retention

YS - Ozdttgot

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 2006

WAL Test Period (YRS)

WAL Test Period End Date

May 19, 2025