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
T-2F	UOT	1.000	6.60	-	-	XXX-	-	-	91.00%	-	Naxco	-	-	400	7.72%	-	-
A-1 U	GUP	71.000	2.30	Pdd	-	NNN	-	-	39.00%	-	Ohlblcbs	POGG	-	137	IOXG+137	-	-
B	LRH	9.460	8.30	U3	-	-	-	-	8.44%	-	-	-	-	-	-	-	Retained
V-2M	MKL	1.000	8.30	-	-	EEE-	-	-	48.00%	-	Bbzrhckj	SCLJ	-	400	EECI+400	-	-
C	TEN	57.000	4.30	-	-	FF	-	-	17.00%	-	Xkjukerj	KNNE	170u	175	LZAH+175	-	-
V-2	CFP	57.000	5.30	-	-	YYY	-	-	93.00%	-	Tulycwwb	PUZL	155r	155	IZXC+155	-	-
M	FPP	44.000	6.30	-	-	PP-	-	-	7.00%	-	Ixkbyxky	DQKJ	570	570	UHPP+570	-	-
H-1	FLQ	26.000	3.20	-	-	AAA	-	-	27.80%	-	Lsurouss	WVJJ	290-300	290	XWCC+290	-	-
U-1	ZPZ	784.000	5.60	Ass	-	TTT	-	-	60.00%	-	Juopvylg	ZJKQ	-	137	TCYK+137	-	-
P	HCD	50.000	8.20	-	-	U	-	-	72.00%	-	Hoyotvuq	ZOHX	190-200	200	QLIQ+200	-	-
Momosz	QQJ	21.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

U-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144N/Oiz F; A-1 U: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144G/Vqp L; V-2: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144V/Wuk F; C: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144F/Auv A; P: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144J/Lln Y; H-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144B/Kou M; V-2M: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144X/Pez I; T-2F: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144Z/Yik L; M: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144J/Rra K; B: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144P/Lec I; Momosz: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144W/Onk K;

Deal Comments

Bho Uskk Nlokhxb 2.00

Risk Retention

IH - Vvg

Pricing Speed

20% ANG

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 26, 2020