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
R-2J	TTC	2.000	4.90	-	-	LLL-	-	-	52.00%	-	Nrjrf	-	-	400	7.72%	-	-
H	PFD	67.000	2.70	-	-	JJ-	-	-	1.00%	-	Wcdhkrut	DOAE	570	570	KQDH+570	-	-
E-1	LIG	459.000	3.50	Pff	-	GGG	-	-	78.00%	-	Kwqfstiu	GIKA	-	137	AIYO+137	-	-
P-1 A	BOZ	22.000	8.90	Ynn	-	ZZZ	-	-	65.00%	-	Rzqsomje	YUHV	-	137	XPOS+137	-	-
Q-2H	MOD	8.000	9.40	-	-	UUU-	-	-	69.00%	-	Rkkjzuuj	BKFG	-	400	JYIZ+400	-	-
M-2	UVU	42.000	1.30	-	-	FFF	-	-	46.00%	-	Ndrzfvle	VLQN	155s	155	HBNV+155	-	-
G	QIN	98.000	4.10	-	-	GG	-	-	34.00%	-	Zvplzweo	MACQ	170g	175	IVUZ+175	-	-
W	UKY	90.000	3.20	-	-	K	-	-	64.00%	-	Aepywyzf	UIBC	190-200	200	KBIH+200	-	-
M	QTO	1.260	2.30	T3	-	-	-	-	5.16%	-	-	-	-	-	-	-	Retained
W-1	HCJ	30.000	3.90	-	-	LLL	-	-	22.30%	-	Ufyhltvw	TEVI	290-300	290	XOJR+290	-	-
Wbpxqj	FWQ	33.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144P/Pxt U; P-1 A: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144I/Irj Y; M-2: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144O/Pwu Q; G: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144M/Dmz J; W: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144X/Whg Y; W-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144W/Nlb Z; Q-2H: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144N/Jsl M; R-2J: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144N/Hlo R; H: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144Z/Nol Z; M: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144D/Zvi W; Wbpxqj: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144V/Uly F;

Deal Comments

Dup Ospp Wynbuma 2.00

Risk Retention

ON - Mlo

Pricing Speed

20% ULO

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 5, 2012