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
K	DPJ	70.000	-	-	SS	DD	-	-	Lmdxlqlb	3oUb	-	-	210	3jFz+210	-	609.00000
R-1	DAB	7.700	-	-	LL	BN	-	-	-	-	-	-	-	-	-	Retained
H	WMU	552.000	-	-	RRR	KKK	-	-	Yzcqqsdi	3aAi	-	-	140	3bHg+140	-	919.00000
O	CEG	74.000	-	-	HHH-	AAA-	-	-	Orzcddpt	3zRr	-	-	375	3fLv+375	-	167.00000
X	BGS	55.000	-	-	QQ-	SS-	-	-	Zbxzxuil	3eDz	-	-	670	3cFs+670	-	329.00000
H-2	YAZ	1.900	-	-	JY	DX	-	-	-	-	-	-	-	-	-	Retained
Y	BGI	68.000	-	-	O	M	-	-	Sejpmvjj	3xPh	-	-	260	3jKv+260	-	211.00000
Str	NWN	57.300	-	-	WQ	LZ	-	-	-	-	-	-	-	-	-	Retained
D-3	LLQ	8.400	-	-	LS	OJ	-	-	-	-	-	-	-	-	-	Retained
R	YOK	17.000	-	-	L-	X-	-	-	Mzukazna	3tBm	-	-	-	3jDw+806	-	-

Tranche Comments

H: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144I/Nsl Y; K: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144P/Tvv M; Y: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144L/Lvm P; O: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144Z/Tcn Q; X: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144K/Clh L; R: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144C/Ghg D; R-1: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144E/Gqy X; H-2: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144D/Epd Z; D-3: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144B/Jzo L; Str: First Pay: 2026-01-20; Redemption: 2027-01-20; Registration: 144W/Klz L;

Deal Comments

Foh Ecaa Newjogv 2.00

Risk Retention

RT - Doqkzyom

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 8, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Apr 9, 2029