HPS Loan Management (HLM) 2021-16

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1USD310.0006.39Aaa----38.00%-Floating3mL-1143mL+114-100.00000
A2USD5.0007.83Aaa----37.00%-Floating3mL-1403mL+140-100.00000
BUSD65.0008.31Aa2----24.00%-Floating3mL-1703mL+170-100.00000
CUSD26.5009.13A2----18.70%-Floating3mL-2103mL+210-100.00000
DUSD31.5009.70Baa3----12.40%-Floating3mL-3203mL+320-100.00000
EUSD22.00010.32Ba3----8.00%-Floating3mL-6503mL+650-100.00000
SubUSD47.400--------------Retained
Tranche Comments
A1: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S; A2: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S; B: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S; C: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S; D: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S; E: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S; Sub: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 23, 2027
Research
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