FINSIGHT

HPS PC 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
K	GVS	30.000	6.70	-	WW-	-	-	-	59.00%	-	Dxicqair	KGDJ	-	-	745	WUQR+745	-	-
F-2	VCJ	59.000	6.60	-	FFF	-	-	-	91.40%	-	Tktdvctl	ABDC	-	-	185	CDKK+185	-	-
C	GVQ	40.000	5.70	-	C	-	-	-	70.00%	-	Zsmfpbkn	XUUL	-	-	280	BZSB+280	-	-
Z	ELB	32.000	5.40	-	UUU-	-	-	-	30.00%	-	Rlsjhuuh	ZEEV	-	-	400	MGJN+400	-	-
Z-1	RHJ	269.000	1.90	-	AAA	-	-	-	63.00%	-	Pmvjxxje	JVTZ	-	-	165	QJPU+165	-	-
D-1 H	PCL	37.000	6.70	-	WWW	-	-	-	92.00%	-	Tbcddmlp	KMLU	-	-	165	VZZI+165	-	-
N	RQW	78.000	4.80	-	ZZ	-	-	-	84.00%	-	Gfifvdiq	SHDT	-	-	205	ZPAW+205	-	-
Gvx	XZE	10.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Z-1: Redemption: 2027-07-20; Registration: 144K/Lpt X; D-1 H: Redemption: 2027-07-20; Registration: 144D/Hug I; F-2: Redemption: 2027-07-20; Registration: 144T/Vrp P; N: Redemption: 2027-07-20; Registration: 144W/Eme M; C: Redemption: 2027-07-20; Registration: 144E/Msb X; Z: Redemption: 2027-07-20; Registration: 144E/Oln Q; K: Redemption: 2027-07-20; Registration: 144E/Lws D; Gvx: Redemption: 2027-07-20; Registration: 144O/Qre X;

Deal Comments

Okg Vbww Xljwkhp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2001