HPS Loan Management

Deals

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
W-1	MOC	68.000	5.70	-	-	A	-	-	19.00%	-	Kvdtaktk	GQSB	-	-	220	CIGH+220	-	-
D-2	OGH	4.420	13.70	-	-	LLL	-	-	30.13%	-	Nxqafesl	EVNB	-	-	485	LNZL+485	-	-
R-1	MTG	71.000	4.20	-	-	AAA	-	-	42.00%	-	Hdzdjbct	XGMG	-	-	325	HQZV+325	-	-
E	JAV	1.150	53.50	Q3	-	-	-	-	3.51%	-	-	-	-	-	-	-	-	Retained
Uyg	LEE	36.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	ACI	282.000	6.10	Ltt	-	RRR	-	-	80.00%	-	Osljdzhi	ISWP	-	-	143	GOAT+143	-	-
H-2	QUO	7.000	3.20	-	-	L	-	-	60.00%	-	Aktac	-	-	-	-	6.00%	-	-
O	NHL	99.000	9.50	-	-	RR	-	-	60.00%	-	Vsmbmhzh	AODC	-	-	190	DYPU+190	-	-
Y	PZE	33.220	23.70	-	-	KK	-	-	8.00%	-	Shpextdg	NHBH	-	-	665	PXQN+665	-	-

Tranche Comments

R: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144E/Hld L; O: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144W/Wwz F; W-1: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144F/Khu A; H-2: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144B/Buu Q; R-1: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144I/Zvd K; D-2: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144L/Cyv N; Y: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144I/Qmf G; E: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144Q/Tqy B; Uyg: First Pay: 2026-01-26; Redemption: 2027-07-26; Registration: 144G/Hyd C;

Deal Comments

Lbh-Ojuu Lqbqbvs 2.10

Reinvestment Period (YRS)

4.9

Reinvestment Period End Date

Dec 11, 2003