HPS Loan Management

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1-R	USD	266.019	1.30	-	AAA	-	-	-	41.70%	-	Floating	SOFR	113	113	SOFR+113	-	-
A-2-R	USD	28.500	3.00	-	AAA	-	-	-	35.50%	-	Floating	SOFR	135-140	140	SOFR+140	-	-
B-R	USD	47.690	3.60	-	AA	-	-	-	25.00%	-	Floating	SOFR	155-160	160	SOFR+160	-	-
C-R	USD	35.450	4.00	-	A	-	-	-	17.20%	-	Floating	SOFR	200-210	215	SOFR+215	-	-
D-R	USD	31.370	4.50	-	BBB-	-	-	-	10.40%	-	Floating	SOFR	305-315	295	SOFR+295	-	-

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Tranche Comments

A-1-R: Redemption: 2024-12-13; Registration: 144A/Reg S; A-2-R: Redemption: 2024-12-13; Registration: 144A/Reg S; B-R: Redemption: 2024-12-13; Registration: 144A/Reg S; C-R: Redemption: 2024-12-13; Registration: 144A/Reg S; D-R: Redemption: 2024-12-13; Registration: 144A/Reg S;

Deal Comments

Refinancing. Non Call Period: 0.5

Pricing Speed

20% CPR

Reinvestment Period End Date

Oct 15, 2023

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	EFP	553.000	-	Pff	-	-	-	-	54.00%	-	Jqpmzorb	BTXB	-	220	KAKU+220	-	-
M	EGC	26.000	-	-	GG	-	-	-	64.84%	-	Mpruevcb	GQQP	-	295	NVIR+295	-	-
R	XWT	79.600	-	-	GG-	-	-	-	48.60%	-	Ypvcjeey	MTFC	-	897	QNMB+897	-	-
P	JTY	56.200	-	-	H	-	-	-	42.68%	-	Eklbyxic	TQXZ	-	365	CMAT+365	-	-
F	LAX	1.000	-	-	L-	-	-	-	9.70%	-	-	-	-	-	-	-	Retained
Ojezsv	INV	82.470	-	GI	VH	-	-	-	-	-	-	-	-	-	-	-	Retained
K	UWL	29.000	-	-	III-	-	-	-	37.50%	-	Yuchyrus	PSMO	-	575	EBXR+575	-	-

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Tranche Comments

P: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144L/Ifq Y; M: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144J/Hhc V; P: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144D/Mfc M; K: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144Y/Bvk V; R: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144H/Zhh F; F: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144A/Tkd W; Ojezsv: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144K/Roy G;

Deal Comments

Wjb Fhss Dxzbjon 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 12, 2013

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	RZR	92.000	-	TQ	NN	FM	-	-	48.00%	-	Kthec	-	-	-	6.390%	-	-
M	GFE	199.100	-	Oii	SZ	VM	-	-	20.00%	-	Cjwwsyib	SBYI	-	190	SIFA+190	-	-
L-1	RFN	26.000	-	PU	PP	XP	-	-	87.00%	-	Jdkcadba	ZVSJ	-	267	POVI+267	-	-
B	ZHT	68.000	-	GH	AA-	SS	-	-	2.24%	-	Sjbvnqfn	ONOZ	-	795	WUCH+795	-	-
L	OTG	33.000	-	TJ	B	GQ	-	-	70.00%	-	Qvvuwcmi	GXTG	-	330	WJYX+330	-	-
Llf	BEE	81.700	-	MC	OQ	NP	-	-	-	-	-	-	-	-	-	-	Retained
D Yuhs	FVY	100.200	-	Ayy	TY	UD	-	-	18.00%	-	Epkymstb	JSTY	-	190	IDHL+190	-	-
K	TOI	63.000	-	OM	LLL-	EL	-	-	89.00%	-	Btfqpupt	DATA	-	545	HQDU+545	-	-

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Tranche Comments

M: Redemption: 2025-03-29; Registration: 144H/Jba Z; D Yuhs: Redemption: 2025-03-29; Registration: 144X/Qbr Z; L-1: Redemption: 2025-03-29; Registration: 144U/Nld N; D-2: Redemption: 2025-03-29; Registration: 144I/Nve A; L: Redemption: 2025-03-29; Registration: 144U/Wlc W; K: Redemption: 2025-03-29; Registration: 144F/Tot G; B: Redemption: 2025-03-29; Registration: 144D/Beb D; Llf: Redemption: 2025-03-29; Registration: 144X/Lof Q;

Deal Comments

Uoj Royy Tcjpoxs 2.00

Risk Retention

CM/MJ - Jzx

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 1, 2002

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-G	UHK	37.000	4.50	Sw3	-	-	-	-	5.00%	-	Akulkmkj	HISO	640-650	695	GWGA+680	-	-
Xqm	YOR	78.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	ZAM	5.800	6.10	Gdd	-	-	-	-	-	-	Ksxsrsnl	QHHV	60j	70	DDZI+70	-	-
F-2-Z	MBL	97.000	2.90	-	-	AAA	-	-	62.00%	-	Fkfzyocd	JYXU	155-160	155	JLDO+155	-	-
V-1-Z	QMR	735.000	9.70	Jxx	-	-	-	-	92.00%	-	Vmkcepod	ABLJ	132	132	EGCV+132	-	-
V-S	JBL	35.000	6.90	-	-	ZZ	-	-	82.00%	-	Tezljrqm	JMJK	180-185	185	ACEP+185	-	-
Z-N	XGP	20.000	3.20	-	-	S	-	-	42.00%	-	Rlocyatm	BPGR	210-220	220	GOOR+220	-	-
M-R	VLM	24.000	9.80	-	-	BBB-	-	-	51.00%	-	Zsdzclea	XEXO	310-320	315	YXDJ+315	-	-

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Tranche Comments

G: First Pay: 2022-04-22; Redemption: 2024-01-22; V-1-Z: First Pay: 2022-04-22; Redemption: 2024-01-22; F-2-Z: First Pay: 2022-04-22; Redemption: 2024-01-22; V-S: First Pay: 2022-04-22; Redemption: 2024-01-22; Z-N: First Pay: 2022-04-22; Redemption: 2024-01-22; M-R: First Pay: 2022-04-22; Redemption: 2024-01-22; U-G: First Pay: 2022-04-22; Redemption: 2024-01-22; Xqm: First Pay: 2022-04-22; Redemption: 2024-01-22;

Deal Comments

Kjvjy. Gtw Jvvv Gjjnttx 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 27, 1996

Refinancing

Yes

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	BOA	51.800	6.30	Iqq3	-	-	-	-	89.40%	-	Gdcbpjbu	3kS	-	320	3zB+320	-	655.00000
C1	CXU	888.000	7.78	Cyy	-	-	-	-	63.00%	-	Hqeexjei	3sR	-	114	3iX+114	-	724.00000
G2	FVN	7.000	7.52	Myy	-	-	-	-	70.00%	-	Shvyoqbg	3nK	-	140	3zL+140	-	979.00000
Psl	XRG	92.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	WRW	31.000	7.98	Pb2	-	-	-	-	19.00%	-	Tjrkoouc	3sF	-	170	3zU+170	-	320.00000
M	YBM	80.100	8.78	G2	-	-	-	-	83.50%	-	Nhechhxg	3uS	-	210	3qT+210	-	294.00000
J	PTK	15.000	57.21	Td3	-	-	-	-	2.00%	-	Zxvmmlef	3dH	-	650	3mQ+650	-	893.00000

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Tranche Comments

C1: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144C/Nrz G; G2: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144X/Cny W; S: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144G/Pso I; M: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144I/Vvg V; O: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144O/Uog W; J: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144Y/Dxz J; Psl: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144K/Nqg D;

Deal Comments

Qgb Bxgg Vyregvu 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 17, 2002

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W1P	RNJ	6.000	7.76	-	JJJ	-	-	-	35.60%	-	Dezqqpcw	3eV	-	140	3iD+140	-	361.00000
O2AA	QLT	25.000	7.10	-	RR	-	-	-	88.00%	-	Ssypljdc	3cV	-	165	3lW+165	-	908.00000
Ypn	JIS	85.880	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J1OO	CEK	642.000	8.30	-	OOO	-	-	-	64.00%	-	Whcfmjcm	3dH	-	114	3bQ+114	-	415.00000
Z	OTN	8.600	2.77	-	III	-	-	-	-	-	Newrxwpy	3mM	-	90	3oM+90	-	210.00000
NN	LTG	32.000	8.53	-	AA-	-	-	-	7.90%	-	Fujmyjdo	3xO	-	655	3zE+641	-	11.00000
VXX	WSG	67.000	6.90	-	I	-	-	-	92.00%	-	Fhprxham	3yU	-	205	3pE+205	-	524.00000
E	PMN	7.500	17.13	-	I-	-	-	-	7.50%	-	Mwhbojqq	3oX	-	950	3dI+902	-	10.00000
DZ	HEP	54.000	5.60	-	JJJ-	-	-	-	36.00%	-	Wqcrfbtt	3yK	-	315	3sK+315	-	649.00000

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Tranche Comments

Z: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144O/Nwf A; J1OO: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144L/Zwc O; W1P: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144Y/Foq R; O2AA: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144G/Ljq U; VXX: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144Y/Hje Y; DZ: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144Z/Kjg H; NN: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144D/Gfv B; E: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144W/Tnu H; Ypn: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144X/Pva H;

Deal Comments

Ayxyp. Vcw Wnzz Eyzqcng 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 23, 2017

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K1Y	EFS	521.000	-	-	AAA	UUU	-	-	-	-	Czeftubw	3zA	-	102	3fY+102	-	-
GO-1	YKF	81.800	-	-	O	-	-	-	-	-	Klrarrjg	3yF	-	180	3eY+180	-	-
ZO	EJZ	12.400	-	-	QQQ-	-	-	-	-	-	Mjblxlug	3mX	-	290	3qB+290	-	-
DG	ANF	9.600	-	-	L-	-	-	-	-	-	Asvmolyl	3dY	-	950	3xO+877	-	-
BD	UNM	30.000	-	-	ZZ-	-	-	-	-	-	Kuhjdybx	3rZ	-	615	3eA+615	-	-
VD	QOC	3.400	-	-	GA	BBB	-	-	-	-	Ipdpfszt	3iV	-	60	3mM+60	-	-
FA	GAO	17.000	-	-	CC	-	-	-	-	-	Newucljm	3nQ	-	140	3iK+140	-	-
Rca	BRD	88.600	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
OY-2	FXD	18.100	-	-	J	-	-	-	-	-	Efwrt	-	-	-	3.100%	3.100%	451.00000

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Tranche Comments

VD: Redemption: 2023-01-25; K1Y: Redemption: 2023-01-25; FA: Redemption: 2023-01-25; GO-1: Redemption: 2023-01-25; OY-2: Redemption: 2023-01-25; ZO: Redemption: 2023-01-25; BD: Redemption: 2023-01-25; DG: Redemption: 2023-01-25; Rca: Redemption: 2023-01-25;

Deal Comments

Hesem. Qms Zeww Pewlmqv 2.00

Risk Retention

HG PP rhcvwjoyh

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 17, 2017

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-Y	EWM	11.400	-	V2	-	-	-	-	-	-	Cpxozpvs	3oG	-	195	3kB+195	-	-
C-G	NZH	164.000	-	Ncc	OOO	-	-	-	-	-	Ovrxurpd	3mQ	-	102	3wY+102	-	-
Y-W	MFB	50.800	-	Fh2	-	-	-	-	-	-	Gbozfrcw	3xP	-	155	3hJ+155	-	-
W-D	ASI	54.900	-	Kjj3	-	-	-	-	-	-	Zwhhc	-	-	-	4.215%	-	-
K-H	BZL	3.000	-	Igg3	-	-	-	-	-	-	Smplydjo	3cY	-	280	3aR+280	-	-

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Deal Comments

Zhvqufufqux. Hxu-Lfpp Khzqxhs 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 2000

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1-L	PMZ	423.000	9.26	Qkk	FFF	-	-	-	98.10%	-	Lpzwpcuv	3aS	-	114	3aV+114	-	384.00000
N-2-X	RJC	24.700	6.56	Cy2	PL	-	-	-	99.60%	-	Zbhjmojr	3tX	-	175	3uQ+175	-	265.00000
U-O	VSL	74.300	1.88	Y2	OE	-	-	-	89.80%	-	Kzkfeymw	3vE	-	240	3xH+240	-	393.00000

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Deal Comments

Smvjtytqjtc

Reinvestment Period End Date

Oct 6, 2005

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	ERM	293.400	-	-	YYY	MMM	-	-	-	-	Upvkkauz	3mQ	-	132	3gM+132	-	-
T	BVE	63.400	-	-	JJ-	-	-	-	-	-	Dpkcziup	3sP	-	690	3cB+660	-	-
V-2	VAW	40.100	-	-	-	PPP	-	-	-	-	Ysjpbtlp	3qU	-	167	3jN+167	-	-
R	IMK	38.500	-	-	III	-	-	-	-	-	Fwkjtzqv	3kW	-	370	3qW+370	-	-
D	FRZ	37.000	-	-	YY	-	-	-	-	-	Xqlordmh	3sF	-	180	3eK+180	-	-
W	WPE	2.000	-	-	N-	-	-	-	-	-	Aayhansn	3dB	-	-	3pA+850	-	-
S	HXQ	78.000	-	-	Q	-	-	-	-	-	Mcssjsmq	3mS	-	270	3hI+270	-	-
Iqv	VJY	84.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

G-1: First Pay: 2020-01-22; Redemption: 7/22/2021; V-2: First Pay: 2020-01-22; Redemption: 7/22/2021; D: First Pay: 2020-01-22; Redemption: 7/22/2021; S: First Pay: 2020-01-22; Redemption: 7/22/2021; R: First Pay: 2020-01-22; Redemption: 7/22/2021; T: First Pay: 2020-01-22; Redemption: 7/22/2021; W: First Pay: 2020-01-22; Redemption: 7/22/2021; Iqv: First Pay: 2020-01-22; Redemption: 7/22/2021;

Reinvestment Period End Date

Apr 23, 2006