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
Z-1A	ICZ	7.000	7.49	-	AAA-	-	-	-	70.00%	-	Ibwpn	-	-	-	-	6.40%	6.403%	253.00000
Z	CEH	17.000	1.89	-	MM	-	-	-	29.00%	-	Aefzbrpf	DHSR	-	-	175	LGHR+175	-	433.00000
B	HKK	415.000	9.18	-	LLL	-	-	-	81.00%	-	Nvyfsuvl	CGMB	-	-	139	XHNE+139	-	828.00000
I	VAH	39.810	9.10	-	XX-	-	-	-	4.60%	-	Efeskufu	TGMZ	-	-	625	MWZM+625	-	350.00000
P-1E	IVD	99.000	6.21	-	LLL-	-	-	-	52.00%	-	Zkqaqfrn	KKIR	-	-	310	LKQB+310	-	123.00000
R-2	HYM	2.610	2.35	-	AAA-	-	-	-	45.59%	-	Aabpe	-	-	-	-	7.61%	7.612%	531.00000
Zarxtm	ZCP	26.709	-	-	SA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	PZN	48.000	2.58	-	S	-	-	-	72.00%	-	Ohksjume	NUIN	-	-	205	QLFG+205	-	636.00000

Tranche Comments

B: Registration: 144U/Bef G; Z: Registration: 144N/Icu U; U: Registration: 144M/Ebv B; P-1E: Registration: 144O/Jst C; Z-1A: Registration: 144J/Aao Y; R-2: Registration: 144N/Xlh Z; I: Registration: 144C/Pxp M; Zarxtm: Registration: 144M/Kfw C;

Deal Comments

Ejk Tbvv Hkypjvo 1.98

Reinvestment Period (YRS)

3.94