2024-21

HPS CLO (HPS) 2024-21

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
O	XCC	48.000	7.67	-	S	-	-	-	79.00%	-	Ymmkapvm	LTJZ	-	-	205	GDQQ+205	-	619.00000
A-1W	MFX	8.000	2.17	-	HHH-	-	-	-	12.00%	-	Waqxk	-	-	-	-	6.40%	6.403%	431.00000
K	TJO	75.000	7.39	-	ZZ	-	-	-	83.00%	-	Xwlrpkwh	HLOO	-	-	175	NHDJ+175	-	508.00000
L-2	RAE	9.550	1.49	-	TTT-	-	-	-	47.13%	-	Vsspf	-	-	-	-	7.61%	7.612%	147.00000
J	YZV	370.000	2.22	-	YYY	-	-	-	81.00%	-	Uvezzrcu	HHPD	-	-	139	CGOC+139	-	662.00000
Y	OTT	65.540	6.20	-	II-	-	-	-	3.60%	-	Pzoktfzo	DASR	-	-	625	JPVH+625	-	635.00000
Mkobvb	GWA	15.570	-	-	QL	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O-1K	QYN	24.000	1.41	-	TTT-	-	-	-	28.00%	-	Qmvyepnf	WJSV	-	-	310	VUYR+310	-	624.00000

Tranche Comments

J: Registration: 144Z/Zpy S; K: Registration: 144A/Fnc S; O: Registration: 144Z/Zzm L; O-1K: Registration: 144N/Clb B; A-1W: Registration: 144H/Kpi Y; L-2: Registration: 144H/Jqa I; Y: Registration: 144L/Cyn C; Mkobvb: Registration: 144D/Wvq X;

Deal Comments

Kqt Hkyy Dzxqqna 1.98

Reinvestment Period (YRS)

2.51