2021-16

HPS Loan Management (HLM) 2021-16

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
T2	KAH	9.000	1.62	Ioo	-	-	-	-	77.00%	-	Mbhazrad	3hQ	-	-	140	3jO+140	-	726.00000
F	GCS	70.800	1.20	Zdd3	-	-	-	-	84.80%	-	Ssfrcrlt	3tC	-	-	320	3uA+320	-	820.00000
Z	FKM	95.000	9.79	Pa2	-	-	-	-	58.00%	-	Jfdubush	3fH	-	-	170	3fL+170	-	561.00000
W	ZLE	87.700	8.91	F2	-	-	-	-	33.20%	-	Nuwfbrum	3vK	-	-	210	3qX+210	-	430.00000
M	HIH	92.000	29.14	Bz3	-	-	-	-	1.00%	-	Cpfvcqpq	3cZ	-	-	650	3rP+650	-	534.00000
Gae	CIS	69.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G1	PHX	123.000	7.91	Opp	-	-	-	-	34.00%	-	Dsjfsdoi	3mV	-	-	114	3bU+114	-	940.00000

Tranche Comments

G1: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144G/Yve A; T2: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144V/Clk Z; Z: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Mmj D; W: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144B/Lmx T; F: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144Z/Xpz R; M: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144F/Rsk V; Gae: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144M/Ffz T;

Deal Comments

Zou Lfzz Izuposi 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 30, 2011