5-2015(R)

HPS Loan Management (HLM) 5-2015(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

HPS Investment Partners

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
T-2-GG	HUV	16.000	9.70	-	VV	AS	-	-	88.50%	-	Uglns	TLQ	-	-	-	4.83%	4.830%	515.00000
B-BB	XSK	79.590	2.00	-	Y	TM	-	-	91.00%	-	Pcyllyof	3gF	-	-	225	3uC+225	-	639.00000
E-YY	ZHL	83.200	5.10	-	BBB-	BJ	-	-	23.50%	-	Nyjzcfmd	3wE	-	-	315	3xG+315	-	931.00000
L2-TT	FGR	10.000	4.70	-	QK	KKK	-	-	39.00%	-	Neysowns	3jV	-	-	145	3aV+145	-	691.00000
Y1-JJ	EZK	777.000	3.60	-	GGG	VVV	-	-	35.00%	-	Ebwdztkb	3eS	-	-	115	3xP+115	-	740.00000
G-HH	NYB	9.470	99.70	-	D-	BO	-	-	2.40%	-	Mslbxlqv	3wM	-	-	850	3xD+800	-	92.44000
T-II	UHB	2.400	9.50	-	QQQ	KKK	-	-	-	-	Dmcxopwz	3yG	-	-	55	3rQ+55	-	866.00000
B-DD	XSE	89.000	4.70	-	HH-	PB	-	-	3.70%	-	Lbyhojdj	3xX	-	-	615	3zR+600	-	24.00000
Z-1-KK	HBK	47.110	9.10	-	DD	LW	-	-	94.80%	-	Akzmuzuz	3kC	-	-	175	3fG+175	-	279.00000
Smg	BAW	78.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T-II: Redemption: 2020-10-15; Registration: 144L/Nrq R; Y1-JJ: Redemption: 2020-10-15; Registration: 144D/Fep V; L2-TT: Redemption: 2020-10-15; Registration: 144G/Uet T; Z-1-KK: Redemption: 2020-10-15; Registration: 144T/Dqh O; T-2-GG: Redemption: 2020-10-15; Registration: 144X/Gry Z; B-BB: Redemption: 2020-10-15; Registration: 144C/Iyy A; E-YY: Redemption: 2020-10-15; Registration: 144G/Msy H; B-DD: Redemption: 2020-10-15; Registration: 144Q/Qsu D; G-HH: Redemption: 2020-10-15; Registration: 144K/Aim K; Smg: Redemption: 2020-10-15; Registration: 144N/Nfo H;

Deal Comments

Uugux. Dkb Zhll Aubjkyv 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 2007