FINSIGHT

HPS CLO

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
D	ILZ	59.260	1.50	-	KK-	-	-	-	8.40%	-	Xbnnjjvn	ELOZ	-	-	625	JTAS+625	-	768.00000
T-2	GGM	2.670	5.49	-	KKK-	-	-	-	30.75%	-	Dvkjr	-	-	-	-	7.61%	7.612%	592.00000
Sxulbk	HFZ	68.804	-	-	PH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K	PNU	11.000	6.47	-	GG	-	-	-	84.00%	-	Fuedfpms	BBUJ	-	-	175	XAQU+175	-	884.00000
E-1C	VTZ	5.000	7.23	-	FFF-	-	-	-	16.00%	-	Njnyd	-	-	-	-	6.40%	6.403%	474.00000
R	LIB	278.000	6.65	-	SSS	-	-	-	52.00%	-	Gykkbeyc	UAKC	-	-	139	ZIER+139	-	817.00000
E	IIV	73.000	8.97	-	C	-	-	-	16.00%	-	Vkwkmvjg	VVYE	-	-	205	TMWC+205	-	704.00000
X-1B	XYG	28.000	8.54	-	GGG-	-	-	-	52.00%	-	Uskydvsb	BXYQ	-	-	310	TNGQ+310	-	233.00000

Tranche Comments

R: Registration: 144A/Zkv C; K: Registration: 144T/Uos R; E: Registration: 144K/Mpc H; X-1B: Registration: 144V/Lsx S; E-1C: Registration: 144E/Mzd J; T-2: Registration: 144V/Voz Z; D: Registration: 144P/Ewa R; Sxulbk: Registration: 144P/Fzi E;

Deal Comments

Lmw Eahh Xpfjmsi 1.98

Reinvestment Period (YRS)

1.30