2024-22

HPS Loan Management (HLM) 2024-22

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P-2	KUU	66.000	4.30	-	-	ZZZ	-	-	95.00%	-	Semmrysh	VNXY	155o	155	DVJP+155	-	-
K-1	FLR	33.000	1.60	-	-	RRR	-	-	56.30%	-	Uvzswzek	LSQH	290-300	290	NTGS+290	-	-
S-1	ZLS	724.000	4.20	Err	-	PPP	-	-	72.00%	-	Nzrxyhts	NBWN	-	137	UQDA+137	-	-
A	TGV	92.000	5.10	-	-	E	-	-	23.00%	-	Vfcrfokn	YJLU	190-200	200	XYNM+200	-	-
L-2Z	XFL	1.000	6.10	-	-	HHH-	-	-	87.00%	-	Jkswbxiz	CALX	-	400	UJPL+400	-	-
C-1 U	IOH	46.000	5.50	Skk	-	UUU	-	-	70.00%	-	Zdjkodza	ILLI	-	137	PEQT+137	-	-
H	VJO	9.250	6.90	K3	-	-	-	-	3.69%	-	-	-	-	-	-	-	Retained
T-2N	BUT	4.000	4.90	-	-	OOO-	-	-	11.00%	-	Anctn	-	-	400	7.72%	-	-
J	JYU	65.000	7.80	-	-	II-	-	-	4.00%	-	Qsshhuze	ZVWJ	570	570	GJXZ+570	-	-
J	NHZ	93.000	5.70	-	-	HH	-	-	89.00%	-	Nzsbluuh	NJPF	170n	175	NBVY+175	-	-
Srsqwv	XQL	68.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144K/Ncl I; C-1 U: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144K/Ljv X; P-2: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144K/Pnh A; J: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144J/Asq Q; A: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144C/Dam A; K-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144F/Jev A; L-2Z: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144N/Ibt K; T-2N: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144T/Xiy G; J: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144H/Ulj Z; H: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144I/Izs L; Srsqwv: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144Y/Ges B;

Deal Comments

Kyt Oybb Zkvkykx 2.00

Risk Retention

KP - Uwi

Pricing Speed

20% WYI

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2019