2024-20

HPS CLO (HPS) 2024-20

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
Y2	JGS	9.000	-	-	RRR	-	-	-	66.00%	-	Surjsuep	CEZS	-	-	168	EKBJ+168	-	-
R	MRU	79.900	-	-	II-	-	-	-	6.60%	-	Zepcdsuf	SPGS	-	600-620	620	BHUO+620	-	-
Bol	IUO	33.490	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	FEE	96.000	-	-	H	-	-	-	12.00%	-	Bjursicg	CJPZ	-	220-225	220	NDKJ+220	-	-
L1	PPW	221.000	-	-	HHH	-	-	-	50.00%	-	Dkpwcdbd	CAYG	-	-	155	TOWG+155	-	-
B1	BUG	44.000	-	-	ZZ	-	-	-	89.00%	-	Zkkblwix	SAFV	-	-	185	YGTI+185	-	-
S2	GCG	7.000	-	-	PP	-	-	-	59.00%	-	Znivs	-	-	-	-	5.792%	-	-
I1	WNV	86.000	-	-	RRR-	-	-	-	53.65%	-	Xwfzsluq	TTYC	-	320-330	330	UHTU+330	-	-
B2	ZOM	2.000	-	-	AAA-	-	-	-	70.80%	-	Tyhpdefj	LAXD	-	450w	450	KEQX+450	-	-

Tranche Comments

L1: Redemption: 2026-06-25; Registration: 144N/Phv A; Y2: Redemption: 2026-06-25; Registration: 144Y/Oyf O; B1: Redemption: 2026-06-25; Registration: 144Y/Wzj B; S2: Redemption: 2026-06-25; Registration: 144A/Ult W; K: Redemption: 2026-06-25; Registration: 144A/Wlm F; I1: Redemption: 2026-06-25; Registration: 144N/Zyy H; B2: Redemption: 2026-06-25; Registration: 144O/Oja X; R: Redemption: 2026-06-25; Registration: 144G/Eos S; Bol: Redemption: 2026-06-25; Registration: 144Z/Lyc G;

Deal Comments

Lfj-Ahxx Zkovfqn 2.00

Risk Retention

IH - Qvh

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 12, 2001

Reset

Yes