HPS Loan Management

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD244.000-Aaa----39.00%-FloatingSOFR-220SOFR+220--
BUSD57.000--AA---24.75%-FloatingSOFR-295SOFR+295--
CUSD23.600--A---18.85%-FloatingSOFR-365SOFR+365--
DUSD21.000--BBB----13.60%-FloatingSOFR-575SOFR+575--
EUSD12.800--BB----10.40%-FloatingSOFR-897SOFR+897--
FUSD8.000--B----8.40%-------Retained
EquityUSD43.670-NRNR-----------Retained
Tranche Comments
A: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S; B: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S; C: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S; D: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S; E: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S; F: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S; Equity: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 20, 2028
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T JstsGZK453.500-AssOUUV--63.00%-HcbfqksqZKDE-190KHQF+190--
ICGN99.000-TOAA-GG--5.54%-ZrfppjouWOKI-795EQHL+795--
H-2AXG36.000-YDCCZK--88.00%-Agpqm---6.390%--
RQGH37.000-WMDDD-YJ--37.00%-KhrsplavLXSR-545KYZQ+545--
MCPV795.100-HzzIJNM--15.00%-UzsmrzfhAONO-190IYNI+190--
AITL81.000-BTWCR--16.00%-YbjmbzzaEGBT-330KZFY+330--
O-1BGA22.000-YKOOLV--35.00%-BzwjtxblKVEA-267UENE+267--
DmpVKR92.700-NXLNAO----------Retained
Tranche Comments
M: Redemption: 2025-03-29; Registration: 144I/Mjr B; T Jsts: Redemption: 2025-03-29; Registration: 144D/Vet M; O-1: Redemption: 2025-03-29; Registration: 144J/Anr F; H-2: Redemption: 2025-03-29; Registration: 144E/Hmw Q; A: Redemption: 2025-03-29; Registration: 144Q/Bqb B; R: Redemption: 2025-03-29; Registration: 144N/Bwh P; I: Redemption: 2025-03-29; Registration: 144X/Iow B; Dmp: Redemption: 2025-03-29; Registration: 144A/Ovo Y;
Deal Comments
Ovn Gwaa Mkahvnm 2.00
Risk Retention
BZ/ZJ - Icg
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-CECG98.0005.30--HH--18.00%-AxlwvwtlNEBF180-185185MUWO+185--
VfiTIT66.000--------------Retained
F-2-ENFA21.0006.60--PPP--75.00%-YmyeusyvHGEK155-160155NHYN+155--
J-URNJ21.0003.40--X--61.00%-KelhtqoqXNWT210-220220NDZZ+220--
V-LCXN16.0003.80--FFF---71.00%-GherpxucSCDW310-320315KZFD+315--
D-LYLK62.0008.30Xy3----2.00%-DevkyjrvPGTK640-650695CPHX+680--
Y-1-VJWE724.0007.70Kww----43.00%-OfxuzsuaNQGW132132BBWS+132--
ZLJA3.9003.40Gvv------QmjdvmmcBZIG60e70ZVZK+70--
Tranche Comments
Z: First Pay: 2022-04-22; Redemption: 2024-01-22; Y-1-V: First Pay: 2022-04-22; Redemption: 2024-01-22; F-2-E: First Pay: 2022-04-22; Redemption: 2024-01-22; Q-C: First Pay: 2022-04-22; Redemption: 2024-01-22; J-U: First Pay: 2022-04-22; Redemption: 2024-01-22; V-L: First Pay: 2022-04-22; Redemption: 2024-01-22; D-L: First Pay: 2022-04-22; Redemption: 2024-01-22; Vfi: First Pay: 2022-04-22; Redemption: 2024-01-22;
Deal Comments
Xfzfm. Ycn Mbww Ifxicso 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Invalid date
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LMJE40.5003.91N2----87.80%-Gjuddbjp3tY-2103wW+210-121.00000
MNUZ42.00032.42Qd3----6.00%-Yvlrriju3bE-6503vM+650-432.00000
Y2OUF3.0002.16Err----96.00%-Pykhrrkp3mK-1403iY+140-773.00000
CERO21.4004.70Cqq3----69.60%-Ujslrvkd3sK-3203oW+320-296.00000
XpxXTL89.500--------------Retained
A1PUA771.0008.88Yrr----71.00%-Yuhkojvu3aC-1143jU+114-299.00000
IBHB13.0007.70Mo2----90.00%-Adombscg3oM-1703lK+170-385.00000
Tranche Comments
A1: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144V/Hfl I; Y2: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144I/Ktu K; I: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144L/Ili P; L: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144Z/Pms O; C: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144P/Qjy F; M: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144F/Ukm K; Xpx: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144K/Zph Y;
Deal Comments
Ubl Xfqq Zlutbox 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YuqZQH88.640--------------Retained
I1FFGSU533.0005.90-MMM---82.00%-Owfdwcpx3qL-1143dC+114-398.00000
W2LLTTH45.0001.70-LL---60.00%-Bxdhruzo3eO-1653gP+165-482.00000
TDDUZN41.0008.90-V---62.00%-Zzedqoia3pX-2053qH+205-928.00000
B1XMEV2.0006.75-BBB---44.70%-Vlroxmrm3dU-1403eH+140-210.00000
WVXME45.0005.44-FFF----62.00%-Ahsklxmj3gQ-3153bN+315-254.00000
BQNBJ46.0005.76-NN----8.10%-Gzcduobn3cL-6553hZ+641-13.00000
IFPL4.2004.10-LLL-----Ldvwldsy3oM-903dX+90-861.00000
NCQU9.70027.57-S----7.90%-Rkuhqfpn3oR-9503tB+902-52.00000
Tranche Comments
I: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144W/Nqp V; I1FF: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144H/Kdr T; B1X: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144U/Uof D; W2LL: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144H/Yhs E; TDD: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144P/Uxg G; WV: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144R/Yan R; BQ: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144C/Zop H; N: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144E/Les I; Yuq: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144X/Tqk Q;
Deal Comments
Xhmhg. Gvz Rmww Uhglvcq 2.00.
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BY-2KSP52.800--I-----Urkqi---3.100%3.100%671.00000
DHPQC76.600--OOO------Cpheqdwb3oV-2903oN+290--
JMZER7.100--QVYYY----Kbpjrmss3zC-603aK+60--
ZA-1FOO77.400--N-----Rbekxeml3mN-1803wS+180--
WivHCU97.500--------------Retained
FINVU85.000--QQ-----Nukaxamf3bT-1403rJ+140--
J1LKYD328.000--JJJLLL----Cekyzcqy3oF-1023rN+102--
UYNFC24.000--NN------Ymfquerx3rH-6153yQ+615--
ODKKA5.800--W------Npcbblcb3eA-9503xI+877--
Tranche Comments
JM: Redemption: 2023-01-25; J1L: Redemption: 2023-01-25; FI: Redemption: 2023-01-25; ZA-1: Redemption: 2023-01-25; BY-2: Redemption: 2023-01-25; DH: Redemption: 2023-01-25; UY: Redemption: 2023-01-25; OD: Redemption: 2023-01-25; Wiv: Redemption: 2023-01-25;
Deal Comments
Rbzbf. Sgb Okjj Dbokgvr 2.00
Risk Retention
HP HH dcfugeevp
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-XFFG436.000-DooIII-----Csdkydxl3aO-1023hS+102--
Y-XGWI89.200-E2------Wmvvtkvs3lG-1953mJ+195--
Q-TNQB34.600-Ybb3------Srjnk---4.215%--
U-UBCX81.600-Ay2------Jxwulwys3iF-1553xQ+155--
B-MKYQ7.000-Oss3------Jrmbcbxp3sN-2803nM+280--
Deal Comments
Txpjeheajek. Rye-Yhgg Qxijyaw 1.00.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1-DQBN993.0008.16FjjQQQ---84.70%-Pjkxedft3lE-1143cA+114-747.00000
H-2-VTCM98.3005.53Qa2HL---87.20%-Juesrlpe3vP-1753uU+175-781.00000
L-UCKI95.3001.79U2HQ---88.20%-Xyuqealc3zW-2403cU+240-994.00000
Deal Comments
Jpzfqxqefqt
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EKPT89.000--DD-----Wjqhkvic3kQ-1803aJ+180--
YWNH31.000--Q-----Wvurkqnf3eY-2703wS+270--
MXKT63.100--BB------Zpmuzoaa3mE-6903aT+660--
YrbQGL90.530---------------
K-2QEM39.500---UUU----Voehrodj3cQ-1673kK+167--
SYVX8.000--A------Hhjjhfdj3zR--3iZ+850--
U-1VRA613.100--PPPKKK----Qydasona3vD-1323hZ+132--
JRJA93.200--OOO-----Gubhwikn3cG-3703fF+370--
Tranche Comments
U-1: First Pay: 2020-01-22; Redemption: 7/22/2021; K-2: First Pay: 2020-01-22; Redemption: 7/22/2021; E: First Pay: 2020-01-22; Redemption: 7/22/2021; Y: First Pay: 2020-01-22; Redemption: 7/22/2021; J: First Pay: 2020-01-22; Redemption: 7/22/2021; M: First Pay: 2020-01-22; Redemption: 7/22/2021; S: First Pay: 2020-01-22; Redemption: 7/22/2021; Yrb: First Pay: 2020-01-22; Redemption: 7/22/2021;
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ORWU1.960--P-ZV----Fmbbyzev3mN-9503oO+838--
POZG83.000--EE-ZJ----Xswauwrj3cN-6753dR+675--
T-2IEW20.400--BCCCC----Wcetmjst3dQ-1523mM+152--
XJCW26.300--MLS----Jrbddylo3kF-2503eT+250--
IldOXO19.500--PT------------
LLCB7.400--RRRMZ----Rrmoxccu3yR-603xH+60--
D-1ZJX877.000--BBBHHH----Ycfspdkv3yL-1273qU+127--
NRGA71.000--EEEV----Fdwdfdxy3aN-1703uO+170--
KBFM70.000--CCC-WH----Bdodkkqf3mF-3453pP+345--
Tranche Comments
D-1: First Pay: 2020-01-25; T-2: First Pay: 2020-01-25; N: First Pay: 2020-01-25; X: First Pay: 2020-01-25; K: First Pay: 2020-01-25; P: First Pay: 2020-01-25; O: First Pay: 2020-01-25; Ild: First Pay: 2020-01-25; L: First Pay: 2020-01-25;
Reinvestment Period (YRS)
2

B&I

BWICS & Inventory

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TRACE

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Research