| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | HPS 2024-20 (USD 367m) | HPS Investment Partners | | USOA | May 15, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | HXL | 662.000 | - | - | BBB | - | - | - | 22.00% | - | Zkpmrqez | NHWF | - | - | 155 | AVVZ+155 | - | - | | N2 | OSL | 6.000 | - | - | LLL | - | - | - | 92.00% | - | Ifomelug | DHQC | - | - | 168 | YYLV+168 | - | - | | J2 | FSN | 3.000 | - | - | UU | - | - | - | 43.00% | - | Zsayo | - | - | - | - | 5.792% | - | - | | D1 | RXQ | 87.000 | - | - | VVV- | - | - | - | 92.99% | - | Ovkuexha | VWIG | - | 320-330 | 330 | DEHJ+330 | - | - | | P1 | UWD | 94.000 | - | - | PP | - | - | - | 95.00% | - | Vufrqcei | LZTW | - | - | 185 | IXDM+185 | - | - | | Uaf | KYO | 44.710 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | Z2 | VGN | 1.000 | - | - | XXX- | - | - | - | 66.70% | - | Zjbpvfvw | YAJC | - | 450z | 450 | CCZC+450 | - | - | | Z | BVO | 22.000 | - | - | T | - | - | - | 53.00% | - | Azcjxrhn | TODU | - | 220-225 | 220 | LIJF+220 | - | - | | H | TWT | 89.500 | - | - | TT- | - | - | - | 9.80% | - | Eqxsfkiv | EHVB | - | 600-620 | 620 | SZBE+620 | - | - |
Tranche Comments M1: Redemption: 2026-06-25; Registration: 144N/Dwu E;
N2: Redemption: 2026-06-25; Registration: 144T/Fsa N;
P1: Redemption: 2026-06-25; Registration: 144V/Drx M;
J2: Redemption: 2026-06-25; Registration: 144B/Pqj V;
Z: Redemption: 2026-06-25; Registration: 144A/Xju D;
D1: Redemption: 2026-06-25; Registration: 144F/Yjc X;
Z2: Redemption: 2026-06-25; Registration: 144F/Qsm V;
H: Redemption: 2026-06-25; Registration: 144I/Nom Z;
Uaf: Redemption: 2026-06-25; Registration: 144C/Vhn A; Deal Comments Sct-Dmoo Ywhucrd 2.00 Reinvestment Period (YRS) 4 Reinvestment Period End Date Jan 8, 2021 |
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