Aqueduct European CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-3	GED	3.600	-	-	WZ	MF	-	-	-	-	-	-	-	-	Retained
G	HZS	481.000	-	-	ZZZ	RRR	-	-	Recpyrzf	3fBm	-	140	3qVq+140	-	292.00000
R	SHX	45.000	-	-	III-	GGG-	-	-	Vmdeokcf	3pFm	-	375	3lKq+375	-	362.00000
F	XVQ	33.000	-	-	QQ-	DD-	-	-	Okocydmq	3aRj	-	670	3jSa+670	-	144.00000
R	XNP	74.000	-	-	R	R	-	-	Scfmjhwj	3lEb	-	260	3rQc+260	-	902.00000
F	QGA	99.000	-	-	I-	Z-	-	-	Rvekxwnu	3wLm	-	-	3iGc+806	-	-
V-1	MEP	5.300	-	-	XG	FM	-	-	-	-	-	-	-	-	Retained
W-2	QAT	7.500	-	-	UO	SI	-	-	-	-	-	-	-	-	Retained
R	LSM	43.000	-	-	VV	SS	-	-	Dqqauwli	3qTm	-	210	3jTa+210	-	140.00000
Ykk	XEW	61.200	-	-	LJ	ZT	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144H/Bcl A; R: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Q/Aew R; R: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144A/Pxa O; R: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144H/Qpx E; F: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144A/Khb C; F: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144M/Fjj X; V-1: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144C/Cwn E; W-2: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144X/Hka U; P-3: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144X/Xcm F; Ykk: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144L/Anw R;

Deal Comments

Luj Cwnn Htlxuwo 2.00

Risk Retention

KF - Kkuttndx

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 2014

WAL Test Period (YRS)

WAL Test Period End Date

May 31, 2016

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	WTM	92.000	2.90	-	D	W	60.00%	-	Ykmjcmup	3jKe	-	230	3vAl+230	-	878.00000
Hcp	MMK	36.900	-	-	EI	BD	-	-	-	-	-	-	-	-	Retained
U	HSM	72.000	9.60	-	DD	GG	28.20%	-	Vlzyuedr	3cDu	-	170	3sWh+170	-	143.00000
M	LEC	296.000	1.00	-	TTT	QQQ	70.00%	-	Hwoyapwd	3fLm	-	124	3cLj+124	-	120.00000
W	PZH	98.000	2.10	-	PPP-	HHH-	13.72%	-	Lhrehouq	3lGw	-	320	3kAz+320	-	736.00000
D	XKF	92.000	15.90	-	R-	D-	7.70%	-	Mbuobyel	3mHe	-	875	3vYr+834	-	70.70000
G	WYS	76.000	1.60	-	OO-	DD-	8.67%	-	Zucefhbq	3gYa	-	475	3pRy+475	-	469.00000

Tranche Comments

M: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144J/Dph J; U: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144A/Bnw L; A: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144M/Uug A; W: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144T/Ahl R; G: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144P/Jie N; D: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144T/Zpa W; Hcp: First Pay: 2025-07-25; Redemption: 2026-10-11; Registration: 144N/Wet U;

Deal Comments

Zzyzz. Qcx Zwmm Xzfvcur 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 12, 2016

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	QQB	720.000	-	-	KKK	XXX	-	-	Mpmzukkw	3bYd	-	125	3yUv+125	-	113.00000
K	YQY	12.000	-	-	BB	GG	-	-	Hulkaeke	3oEi	-	175	3kFq+175	-	879.00000
Q	INY	14.000	-	-	H-	J-	-	-	Hywsobds	3tFf	-	780	3fDh+764	-	82.00000
Yxx	ZUB	39.700	-	-	XM	UH	-	-	-	-	-	-	-	-	Retained
Q	KSH	52.000	-	-	KK-	OO-	-	-	Zshqccbl	3tHx	-	490	3mPp+490	-	633.00000
F-2	JHC	1.400	-	-	HX	VJ	-	-	-	-	-	-	-	-	Retained
Z	BNH	37.000	-	-	NNN-	RRR-	-	-	Mfbakrfm	3pQs	-	280	3gWo+280	-	397.00000
F	WUE	87.000	-	-	I	Q	-	-	Bmsfyzig	3nHv	-	200	3vMq+200	-	753.00000
T-1	MDG	5.700	-	-	IE	IW	-	-	-	-	-	-	-	-	Retained
E-3	YGS	4.600	-	-	GM	BA	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144P/Act J; K: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144F/Izt H; F: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144J/Ilr E; Z: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144D/Ehb P; Q: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144M/Jub K; Q: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144G/Btl U; T-1: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144E/Wwj J; F-2: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144O/Lkv R; E-3: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144L/Imw D; Yxx: First Pay: 2025-10-15; Redemption: 2026-10-15; Registration: 144F/Ftc U;

Deal Comments

Nxj Onnn Uumqxfp 2.00

Risk Retention

ZN - Qyhbiuge

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 29, 2006

WAL Test Period (YRS)

WAL Test Period End Date

Aug 26, 2018

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	BZU	69.000	2.10	-	PP-	AA-	2.90%	-	Iykwwyuu	3lNa	-	575	3tGv+575	-	980.00000
E	TJN	61.000	9.10	-	M-	E-	4.30%	-	Bwwqrvly	3aIn	-	850	3eRt+817	-	34.00000
R	CCK	667.000	5.00	-	YYY	NNN	93.00%	-	Vyjaezop	3gVn	-	128	3pQa+128	-	562.00000
U	YOW	70.400	5.90	-	L	R	59.24%	-	Lkzqhyyv	3zZz	-	245	3cDn+245	-	140.00000
O	AEU	48.800	2.30	-	VVV-	LLL-	51.00%	-	Jfpmbffv	3qGr	-	320	3rZx+320	-	652.00000
Cppblv	JYX	28.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	PFI	60.000	1.20	-	LL	LL	33.00%	-	Lecahfkc	3yAm	-	200	3gAv+200	-	909.00000

Tranche Comments

R: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144E/Arc D; G: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144U/Dxw Z; U: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144H/Tpt E; O: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144H/Waq J; D: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144E/Vzk M; E: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144K/Yoa A; Cppblv: First Pay: 2025-07-18; Redemption: 2026-07-20; Registration: 144G/Mic U;

Deal Comments

Yhe Ojvv Obyrhea 1.5. Bcb ebjv njk nnkribe gyhh VVD610.8h he 1/9/2025

Risk Retention

DI/IZ - Jmmfxztt

Pricing Speed

20 GIP

Reinvestment Period (YRS)

8.7

Reinvestment Period End Date

Feb 20, 2021

WAL Test Period (YRS)

2.1

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	QVP	37.500	8.40	-	CC-	BB-	8.99%	-	Mkrxuhrb	3hEv	-	600	3bIq+596	-	94.46000
G	ZDE	75.000	2.70	-	R	H	51.00%	-	Kmpepzmj	3bUa	-	220	3gVt+220	-	641.00000
ZR	BHZ	50.000	1.80	-	NNN	III	33.00%	-	Zsvdrfei	3rAg	-	128	3rZf+128	-	275.00000
V	TYQ	10.000	6.50	-	TT	CC	29.00%	-	Ebeyzbml	3pGz	-	195	3dBp+195	-	743.00000
T	SNE	87.000	1.70	-	GGG	DDD-	72.00%	-	Gqomrrdw	3rJg	-	320	3gVd+320	-	519.00000
G	HTS	39.000	3.20	-	SSS	TTT	51.00%	-	Nqdaprde	3nNn	-	128	3gYl+128	-	844.00000
B	PQN	8.800	93.10	-	C-	K-	4.51%	-	Wqbcsqjm	3lMd	-	925	3nFl+841	-	50.00000

Tranche Comments

G: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144J/Cfb B; ZR: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144E/Jwf W; V: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144D/Moa E; G: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144B/Zii I; T: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144H/Czn T; Y: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144N/Qso X; B: First Pay: 2024-09-15; Redemption: 2026-02-15; Registration: 144B/Qbc M;

Deal Comments

Xkbkc. Avm Dwll Nkwxvbh 2.00

Risk Retention

TWz Mdnxqhum

Pricing Speed

20% LOO

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 24, 2023

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	WST	35.000	-	-	TTT	QQQ	-	-	Omuiozji	3dNu	215e	205	3eSe+205	-	566.00000
L	POV	9.000	-	-	G-	I-	-	-	Imhezard	3lQq	-	1250	3tOc+1007	-	40.00000
D	FJR	75.000	-	-	KKK-	TTT-	-	-	Srrbmhwn	3rMl	640-650	585	3vGc+585	-	921.00000
K-X	FCJ	59.000	-	-	WWW	AAA	-	-	Ldfskwtt	3gLu	-	205	3lVj+205	-	576.00000
Z	ESC	55.800	-	-	H	C	-	-	Nfwslawd	3fGr	440-450	400	3rNo+400	-	643.00000
Lwrhxb	JSD	40.800	-	-	ZG	VX	-	-	-	-	-	-	-	-	Retained
V-1	LPR	74.200	-	-	HH	XX	-	-	Mqepsyzh	3mVf	370-380	300	3aEt+300	-	289.00000
T-2	WHW	6.000	-	-	KK	SS	-	-	Ywguf	ZFO	-	-	6.750%	-	96.00000
I	VDR	58.200	-	-	II-	NN-	-	-	Okuoxbif	3oZy	950-975	860	3tSg+719	-	89.00000

Tranche Comments

V: Redemption: 2024-08-16; K-X: Redemption: 2024-08-16; V-1: Redemption: 2024-08-16; T-2: Redemption: 2024-08-16; Z: Redemption: 2024-08-16; D: Redemption: 2024-08-16; I: Redemption: 2024-08-16; L: Redemption: 2024-08-16; Lwrhxb: Redemption: 2024-08-16;

Deal Comments

Ivg Jftt Maugvgl 1.5

Risk Retention

XKu Eqdxtkhy

Reinvestment Period (YRS)

2.7

Reinvestment Period End Date

Feb 20, 2003

WAL Test Period (YRS)

4.7

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
UUQ	QZJ	45.600	-	-	PY	JE	-	-	-	-	-	-	-	-	Retained
E3	SMP	7.300	-	-	IQ	JB	-	-	-	-	-	-	-	-	Retained
P2	WJB	40.000	-	-	VV	FF	54.00%	-	Wxncx	OZR	-	-	2.000%	2.000%	549.00000
K1	VXA	3.800	-	-	KS	AY	-	-	-	-	-	-	-	-	Retained
I	PCQ	85.000	-	-	AAA-	FFF-	24.00%	-	Avboxujr	3zYx	-	310	3wWm+310	-	827.00000
S	WNO	254.000	-	-	SSS	ZZZ	38.30%	-	Knuohvkn	3vFc	-	96	3wPo+96	-	527.00000
P	XWR	23.000	-	-	J	S-	71.30%	-	Haufhatw	3gUe	-	210	3cVu+210	-	509.00000
K1	FJY	14.000	-	-	XX	HH	-	-	Iebpwifs	3dJa	-	175	3bCz+175	-	885.00000
R	HWT	45.000	-	-	HH-	LL-	-	-	Tsmbafxh	3tBo	-	635	3sLy+635	-	528.00000
E2	SOW	7.000	-	-	PB	TN	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144J/Wcq R; K1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144L/Fpw O; P2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144M/Llb K; P: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Z/Xxl H; I: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144V/Aso D; R: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144P/Zqc C; K1: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144E/Fuf X; E2: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144D/Hat A; E3: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144Z/Zce L; UUQ: First Pay: 2022-07-15; Redemption: 2023-12-15; Registration: 144V/Vzb J;

Deal Comments

Ofb Hyuu Vfpxflv 2.00

Risk Retention

AI - Jjjdwhil/Pjwjwnidoj

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 15, 2009

Reset

Yes

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	HDS	65.000	64.00	-	F-	K-	4.55%	-	Xdklvbvo	3wRe	-	890	3jLp+845	-	31.00000
X	HWE	19.000	9.70	-	N	H	58.60%	-	Byuueiwg	3xOl	-	200	3pXy+200	-	616.00000
D	LTH	571.000	2.60	-	ZZZ	VVV	30.00%	-	Zksrkiag	3qZz	-	103	3tVc+103	-	853.00000
A-2	YVX	69.000	3.40	-	QQ	OO	88.80%	-	Rfwbi	PXT	-	-	1.95%	1.950%	499.00000
N	DGF	16.000	9.30	-	JJ-	TT-	6.60%	-	Hfdzowwc	3gRf	-	605	3iPx+591	-	84.00000
N	GUY	96.000	3.10	-	JJJ-	WWW-	56.80%	-	Ojoudcel	3cBj	-	300	3fBg+300	-	819.00000
O-1	XTE	14.700	-	-	SX	FD	-	-	-	-	-	-	-	-	Retained
E-3	AJP	8.200	-	-	DM	IS	-	-	-	-	-	-	-	-	Retained
X-1	DLG	39.000	9.50	-	NN	PP	71.60%	-	Ofksthou	3rYy	-	170	3wRb+170	-	125.00000
W-2	XTP	10.900	-	-	XV	UA	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2022-01-20; Redemption: 2023-04-20; X-1: First Pay: 2022-01-20; Redemption: 2023-04-20; A-2: First Pay: 2022-01-20; Redemption: 2023-04-20; X: First Pay: 2022-01-20; Redemption: 2023-04-20; N: First Pay: 2022-01-20; Redemption: 2023-04-20; N: First Pay: 2022-01-20; Redemption: 2023-04-20; T: First Pay: 2022-01-20; Redemption: 2023-04-20; O-1: First Pay: 2022-01-20; Redemption: 2023-04-20; W-2: First Pay: 2022-01-20; Redemption: 2023-04-20; E-3: First Pay: 2022-01-20; Redemption: 2023-04-20;

Deal Comments

Fkukj. Ozv Cqzz Ikhbzby 2.00

Risk Retention

IZ - Ixwv ZB - Se

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 31, 2011

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	CCI	42.700	6.50	V2	-	V	40.10%	-	Hvvprxwp	3cHl	-	200	3cZh+200	-	175.00000
B-1	QCH	24.000	4.70	Xr2	-	AA	57.20%	-	Cvvbtzmk	3mDt	-	165	3rIs+165	-	894.00000
P	JYP	17.000	4.30	Srr3	-	KKK-	13.40%	-	Wttpwjth	3oMe	-	300	3pFz+300	-	857.00000
J	ZIG	657.000	2.70	Sff	-	OOO	64.40%	-	Fuqolbtr	3bTc	-	91	3jTz+91	-	844.00000
I-2	SWN	86.000	8.60	Ff2	-	UU	94.10%	-	Dgusj	VJQ	-	-	1.90%	1.900%	549.00000

Tranche Comments

J: Redemption: 2023-04-15; Registration: 144T/Qyl A; B-1: Redemption: 2023-04-15; Registration: 144E/Lvn Y; I-2: Redemption: 2023-04-15; Registration: 144H/Lln H; Z: Redemption: 2023-04-15; Registration: 144X/Naa P; P: Redemption: 2023-04-15; Registration: 144G/Rll G;

Deal Comments

Oxuyiwityiw. Gki Kwxx Xxtykdh 2.0

Originator(s)

RFA Tfujxcjjfc Favcfjvx Mup (QV) MMF

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 20, 2009

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-H	SXI	17.300	-	S2	-	P	-	-	Bfcedkie	3vBy	-	200	3xNc+200	-	750.00000
L-L	VMB	239.000	-	Haa	-	OOO	-	-	Rbvdsbqo	3oZu	-	93	3qOi+93	-	498.00000
U-A	MJO	12.300	-	W3	-	M-	-	-	Zjmrywij	3dXd	-	880	3eVh+835	-	97.00000
F-J	NDQ	9.500	-	Occ	-	CCC	-	-	Vkvwmkuj	3tNe	-	45	3vDl+45	-	284.00000
T-1-A	ZYB	26.500	-	Pf2	-	JJ	-	-	Spqjpylk	3rQi	-	150	3wHu+150	-	538.00000
P-D	VOF	66.600	-	Ri3	-	EE-	-	-	Bvxdvuox	3oVd	-	600	3zBe+593	-	88.10000
Xmm Z-1	KYS	6.700	-	BB	-	GQ	-	-	-	-	-	-	-	-	Retained
N-Bcvx	NDZ	53.000	-	Yvv	-	XXX	-	-	Dwwxtxtu	3hSa	-	93	3lAv+93	-	916.00000
Y-2-A	VYZ	35.000	-	Vz2	-	II	-	-	Hlpqh	-	-	-	1.950%	1.950%	941.00000
E-X	FOV	59.000	-	Fdd3	-	FFF-	-	-	Hsfnzvln	3eMl	-	310	3pWq+310	-	890.00000
J-1	HJQ	22.600	-	NW	-	ZF	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F-J: First Pay: 2021-08-15; Redemption: 2022-12-29; L-L: First Pay: 2021-08-15; Redemption: 2022-12-29; N-Bcvx: First Pay: 2021-08-15; Redemption: 2022-12-29; T-1-A: First Pay: 2021-08-15; Redemption: 2022-12-29; Y-2-A: First Pay: 2021-08-15; Redemption: 2022-12-29; M-H: First Pay: 2021-08-15; Redemption: 2022-12-29; E-X: First Pay: 2021-08-15; Redemption: 2022-12-29; P-D: First Pay: 2021-08-15; Redemption: 2022-12-29; U-A: First Pay: 2021-08-15; Redemption: 2022-12-29; Xmm Z-1: First Pay: 2021-08-15; Redemption: 2022-12-29; J-1: First Pay: 2021-08-15; Redemption: 2022-12-29;

Deal Comments

Gqzqz. Oen Tmvv Bqwzens 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 18, 2021

WAL Test Period (YRS)

WAL Test Period End Date

May 10, 2001