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
B	GUR	18.000	-	-	JJJ-	PPP-	-	-	Oldexrfr	3kZd	-	-	375	3fRn+375	-	577.00000
F	DGA	28.000	-	-	R-	R-	-	-	Jcxjmvlg	3cFu	-	-	-	3vSl+806	-	-
C-1	SJF	8.900	-	-	LQ	FP	-	-	-	-	-	-	-	-	-	Retained
M	BDR	297.000	-	-	LLL	YYY	-	-	Xcpmzwro	3zDr	-	-	140	3cNo+140	-	370.00000
M	JKY	18.000	-	-	FF	SS	-	-	Gozloyex	3hPq	-	-	210	3kFu+210	-	328.00000
C	SBY	41.000	-	-	E	D	-	-	Lhfzptpr	3iUx	-	-	260	3sJh+260	-	498.00000
D	KVE	85.000	-	-	KK-	GG-	-	-	Mtpcrubt	3pDy	-	-	670	3jWb+670	-	134.00000
U-2	PZY	4.900	-	-	PS	GC	-	-	-	-	-	-	-	-	-	Retained
G-3	GZR	5.500	-	-	SI	PA	-	-	-	-	-	-	-	-	-	Retained
Ydq	VNF	29.900	-	-	CG	KA	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Y/Vus O; M: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144B/Nny T; C: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Y/Hdb N; B: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144K/Rhy X; D: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144U/Bdh P; F: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144O/Whe G; C-1: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144H/Bov P; U-2: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144W/Zvs G; G-3: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144O/Twt T; Ydq: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Y/Ets U;

Deal Comments

Wov Zjmm Hyutoif 2.00

Risk Retention

GK - Mqtpxutg

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 2014

WAL Test Period (YRS)

WAL Test Period End Date

Oct 30, 2021