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
V	MQB	78.000	-	-	W	C	-	-	Umqvdbqi	3qKk	-	-	260	3kSm+260	-	942.00000
Qxm	TFW	58.500	-	-	LK	KK	-	-	-	-	-	-	-	-	-	Retained
X-2	LVR	9.900	-	-	MR	IL	-	-	-	-	-	-	-	-	-	Retained
Q	VQB	94.000	-	-	CCC-	PPP-	-	-	Dhcydasw	3qBh	-	-	375	3hYq+375	-	325.00000
R-3	GIJ	1.600	-	-	DT	XC	-	-	-	-	-	-	-	-	-	Retained
V	YIB	189.000	-	-	ZZZ	MMM	-	-	Vubhhwvq	3sRt	-	-	140	3hXi+140	-	947.00000
O	FJP	20.000	-	-	YY	MM	-	-	Osrrponj	3iPh	-	-	210	3gFx+210	-	744.00000
I	GZW	70.000	-	-	YY-	EE-	-	-	Ftdbkmtz	3sRs	-	-	670	3aOk+670	-	584.00000
X	KVA	59.000	-	-	A-	F-	-	-	Vqvculvq	3jAa	-	-	-	3hHs+806	-	-
E-1	CTN	7.600	-	-	OY	MO	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Z/Qip R; O: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144V/Nli E; V: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144N/Xno C; Q: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144N/Fih P; I: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144X/Mqw T; X: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144F/Eff K; E-1: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144J/Kth J; X-2: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144H/Rmb A; R-3: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144L/Rri C; Qxm: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144H/Rvw P;

Deal Comments

Yub Kwxx Aaxeumo 2.00

Risk Retention

WP - Cbvbujrq

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 23, 2005

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)