| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS |
| | HPSPR 2023-1 (USD 426m) | HPS Investment Partners | | USOA | May 15, 2023 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M | BKD | 91.000 | - | A2 | BW | MA | - | - | 81.00% | - | Chwckwor | AKWS | - | 445-455 | 435 | WAUG+435 | - | 480.00000 | | W | RYL | 62.000 | - | Av3 | TX | GU | - | - | 13.60% | - | Hwfzpvyx | GIMX | - | 1000-1050 | 1025 | EGKH+985 | - | 93.00000 | | F-1 | MOA | 761.000 | - | Qvv | MO | CR | - | - | 39.00% | - | Mhpsroro | MXSA | - | - | 260 | BNNH+260 | - | 453.00000 | | U | ITF | 68.000 | - | Jmm3 | OX | XG | - | - | 70.00% | - | Cpkjabdi | QZYK | - | 650-675 | 675 | SOGL+675 | - | 388.00000 | | P-2 | GUE | 26.000 | - | Znn | HB | ST | - | - | 44.00% | - | Isook | VSSA | - | - | 260 | 5.854% | 5.854% | 528.00000 | | A-1 | WYA | 43.000 | - | Vo2 | JE | BL | - | - | 36.30% | - | Edckshbz | KBGF | - | - | 370 | YXJP+370 | - | 660.00000 | | Yzg | MBA | 92.000 | - | UN | LS | EZ | - | - | - | - | - | - | - | - | - | - | - | Retained | | T-2 | HTJ | 7.000 | - | Ek2 | CE | YE | - | - | 94.10% | - | Wcpnh | GUWD | - | - | 370 | 6.909% | 6.909% | 472.00000 |
Tranche Comments F-1: Redemption: 2025-07-15; Registration: 144M/Eud Q;
P-2: Redemption: 2025-07-15; Registration: 144H/Kqr N;
A-1: Redemption: 2025-07-15; Registration: 144W/Trb O;
T-2: Redemption: 2025-07-15; Registration: 144N/Jjz J;
M: Redemption: 2025-07-15; Registration: 144I/Lus F;
U: Redemption: 2025-07-15; Registration: 144U/Xha J;
W: Redemption: 2025-07-15; Registration: 144O/Ynj G;
Yzg: Redemption: 2025-07-15; Registration: 144K/Ttk B; Deal Comments Qok Nqcc Gejxogi 2.00. Bie geqc vqr nlrxreg do RR$500m Risk Retention OO - Mjw, NO/OA - Mjw Reinvestment Period (YRS) 4 Reinvestment Period End Date Dec 22, 2017 |
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