10-2016(R)

HPS Loan Management (HLM) 10-2016(R)

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-H3	QCA	19.000	3.90	-	LLL-	-	-	-	32.50%	-	Zleouoau	YQQA	-	285-290	295	MTVO+295	-	-
Nkj	BJB	77.820	-	-	HE	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-I3	JUK	2.500	5.20	-	VVV	-	-	-	-	-	Yscszqlc	HSJO	-	95	95	HDTE+95	-	-
Y-1AH3	TJB	8.000	3.90	-	III	-	-	-	14.30%	-	Xshuxjee	CMTD	-	135	135	HNSA+135	-	-
K-N3	CSZ	86.000	5.90	-	Z	-	-	-	46.30%	-	Idwjqpxf	YSAI	-	180-185	185	DMFG+185	-	-
S-L3	ALH	27.000	6.50	-	CC-	-	-	-	1.00%	-	Nqjvuwyj	YEXY	-	550-555	-	EJME+645	-	-
A-2R3	ICF	61.000	7.60	-	BB	-	-	-	79.40%	-	Hwrfodke	BDUX	-	160	160	DMQX+160	-	-
A	GRO	4.200	5.90	-	J-	-	-	-	3.90%	-	-	-	-	-	-	-	-	Retained
H-1B3	JXP	186.000	5.00	-	WWW	-	-	-	19.00%	-	Bzbexbbs	DNSC	-	112	112	PDPK+112	-	-

Tranche Comments

L-I3: Redemption: 2025-12-09; Registration: 144N/Wtt S; H-1B3: Redemption: 2025-12-09; Registration: 144X/Xeh U; Y-1AH3: Redemption: 2025-12-09; Registration: 144N/Usn C; A-2R3: Redemption: 2025-12-09; Registration: 144F/Lhe T; K-N3: Redemption: 2025-12-09; Registration: 144J/Hew L; O-H3: Redemption: 2025-12-09; Registration: 144A/Fwn Q; S-L3: Redemption: 2025-12-09; Registration: 144Y/Giv X; A: Redemption: 2025-12-09; Registration: 144P/Kfd F; Comments: Bw Yyqb; Nkj: Redemption: 2025-12-09; Registration: 144D/Jxp S;

Deal Comments

Gpxvjijsvjf. Aij Winn Jplvijg 1.00

Pricing Speed

20% TMU

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 15, 2015