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
C	QVF	167.000	-	-	WWW	KKK	-	-	Slkzljlw	3jNd	-	-	140	3qWj+140	-	507.00000
W	GFZ	52.000	-	-	TTT-	NNN-	-	-	Fkpyzfzc	3jTo	-	-	375	3yGf+375	-	466.00000
R	BYM	94.000	-	-	L-	C-	-	-	Mpwsuyzu	3kOt	-	-	-	3qOq+806	-	-
G-2	CZG	5.300	-	-	HY	AZ	-	-	-	-	-	-	-	-	-	Retained
A	IJH	72.000	-	-	P	N	-	-	Skoxkulc	3rWb	-	-	260	3hDs+260	-	923.00000
T-1	YMY	3.400	-	-	ZU	KE	-	-	-	-	-	-	-	-	-	Retained
X-3	PWU	2.500	-	-	HS	EC	-	-	-	-	-	-	-	-	-	Retained
Xli	VGC	93.900	-	-	NB	IZ	-	-	-	-	-	-	-	-	-	Retained
M	KNO	35.000	-	-	VV	WW	-	-	Kxxazhaj	3tNe	-	-	210	3iLk+210	-	455.00000
P	GXL	45.000	-	-	SS-	DD-	-	-	Slchtspj	3tKu	-	-	670	3jQz+670	-	375.00000

Tranche Comments

C: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144X/Iyl B; M: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Q/Zex W; A: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144X/Lle K; W: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144F/Kxy G; P: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144X/Clv E; R: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144D/Cni F; T-1: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144K/Akr M; G-2: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Y/Muz P; X-3: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144U/Vli M; Xli: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144N/Fzf C;

Deal Comments

Iqf Ipjj Xpkoqru 2.00

Risk Retention

EI - Uevybdkl

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 2015

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)