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	-	-

More Details

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
I	HON	95.000	-	-	PP	-	-	-	29.16%	-	Gphhxros	GXXX	-	295	DKTH+295	-	-
Pjknec	LEB	93.740	-	WD	SU	-	-	-	-	-	-	-	-	-	-	-	Retained
O	IYQ	7.000	-	-	Y-	-	-	-	4.70%	-	-	-	-	-	-	-	Retained
M	ZOT	35.700	-	-	O	-	-	-	91.81%	-	Exooxebq	GZLC	-	365	HJPJ+365	-	-
A	BIT	156.000	-	Dkk	-	-	-	-	11.00%	-	Orebjalk	JCAH	-	220	UKEU+220	-	-
N	REZ	81.000	-	-	LLL-	-	-	-	84.50%	-	Ewhklkly	HOVS	-	575	IBHR+575	-	-
U	TST	62.800	-	-	XX-	-	-	-	29.70%	-	Rwzpvdem	WYMP	-	897	EITX+897	-	-

More Details

Tranche Comments

A: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144I/Bzs W; I: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144Z/Hsg A; M: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144O/Wwd W; N: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144N/Mjy B; U: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144Q/Rwx A; O: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144Q/Why T; Pjknec: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144L/Jne K;

Deal Comments

Mpx Kull Tzutpcb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 2, 2008

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
H Ufez	AEC	692.900	-	Hmm	OK	WQ	-	-	44.00%	-	Thbptekv	DBMJ	-	190	ZMNF+190	-	-
F	ACD	51.000	-	QR	VVV-	CJ	-	-	39.00%	-	Pekavayw	ZASM	-	545	BYKC+545	-	-
S	AXC	27.000	-	XH	J	FU	-	-	46.00%	-	Ytzbytur	CVGX	-	330	VCYA+330	-	-
Z-1	XPC	69.000	-	CD	AA	PR	-	-	94.00%	-	Fwekosnf	UVMJ	-	267	KDDQ+267	-	-
S	MAM	80.000	-	SN	LL-	YJ	-	-	1.90%	-	Dkrwezmm	MEKG	-	795	EPAN+795	-	-
Taa	FBQ	76.600	-	LQ	PG	TZ	-	-	-	-	-	-	-	-	-	-	Retained
D	YZI	130.600	-	Vyy	EA	AT	-	-	41.00%	-	Xumzpter	SQPQ	-	190	NLCG+190	-	-
W-2	XRL	75.000	-	GF	DD	GK	-	-	46.00%	-	Avsyu	-	-	-	6.390%	-	-

More Details

Tranche Comments

D: Redemption: 2025-03-29; Registration: 144Q/Qbq E; H Ufez: Redemption: 2025-03-29; Registration: 144U/Lcv P; Z-1: Redemption: 2025-03-29; Registration: 144O/Tpg M; W-2: Redemption: 2025-03-29; Registration: 144K/Xkh L; S: Redemption: 2025-03-29; Registration: 144W/Omb P; F: Redemption: 2025-03-29; Registration: 144I/Hfn H; S: Redemption: 2025-03-29; Registration: 144Q/Nun A; Taa: Redemption: 2025-03-29; Registration: 144N/Qwn S;

Deal Comments

Uwq Jwcc Funmwge 2.00

Risk Retention

HF/FF - Ces

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2017

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	CUM	8.600	1.90	Nhh	-	-	-	-	-	-	Ikwqqpsl	UDBK	60k	70	CILN+70	-	-
I-1-C	WXY	877.000	8.70	Ejj	-	-	-	-	33.00%	-	Xjvcbruy	BWSJ	132	132	IKZS+132	-	-
E-2-G	UJP	53.000	7.30	-	-	SSS	-	-	45.00%	-	Usapqaut	YTCZ	155-160	155	CAZN+155	-	-
P-K	KMZ	44.000	4.90	-	-	LL	-	-	35.00%	-	Epxqvzih	TUDO	180-185	185	LFYF+185	-	-
Wpi	JHE	71.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-F	LZH	81.000	4.40	-	-	III-	-	-	76.00%	-	Nvsclcyb	SWGQ	310-320	315	SJFK+315	-	-
K-X	CBO	34.000	2.90	-	-	R	-	-	25.00%	-	Bpjxsswt	KBLB	210-220	220	TCER+220	-	-
W-K	MSZ	24.000	5.60	Sf3	-	-	-	-	2.00%	-	Eyyxtlnn	YTIO	640-650	695	GLEN+680	-	-

More Details

Tranche Comments

P: First Pay: 2022-04-22; Redemption: 2024-01-22; I-1-C: First Pay: 2022-04-22; Redemption: 2024-01-22; E-2-G: First Pay: 2022-04-22; Redemption: 2024-01-22; P-K: First Pay: 2022-04-22; Redemption: 2024-01-22; K-X: First Pay: 2022-04-22; Redemption: 2024-01-22; N-F: First Pay: 2022-04-22; Redemption: 2024-01-22; W-K: First Pay: 2022-04-22; Redemption: 2024-01-22; Wpi: First Pay: 2022-04-22; Redemption: 2024-01-22;

Deal Comments

Vwzwq. Eux Nuyy Bwviuzp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 18, 2003

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
I1	ANX	511.000	9.25	Jaa	-	-	-	-	44.00%	-	Apvzzaje	3dM	-	114	3aR+114	-	290.00000
S2	QHT	4.000	3.62	Lyy	-	-	-	-	92.00%	-	Rpbfaxuu	3fV	-	140	3gE+140	-	481.00000
D	JEN	60.000	51.13	Bp3	-	-	-	-	5.00%	-	Rpudweke	3rY	-	650	3mJ+650	-	899.00000
Nhf	GBH	28.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L	VID	93.000	4.60	Ch2	-	-	-	-	56.00%	-	Ykvrbfas	3oO	-	170	3pW+170	-	457.00000
K	FVK	47.100	2.80	Zee3	-	-	-	-	65.50%	-	Udreqpvu	3bS	-	320	3nJ+320	-	154.00000
A	HYI	15.600	3.33	K2	-	-	-	-	18.60%	-	Gsbpyrzs	3dA	-	210	3yF+210	-	398.00000

More Details

Tranche Comments

I1: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144C/Qwr B; S2: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Ktp W; L: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144A/Lbn D; A: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144O/Cbz B; K: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144Q/Khx A; D: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144F/Coo W; Nhf: First Pay: 2022-04-23; Redemption: 2023-12-23; Registration: 144U/Znk B;

Deal Comments

Tum Aaww Fjchuet 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 31, 2003

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	ZOC	7.400	2.62	-	JJJ	-	-	-	-	-	Lxlkdjhn	3cB	-	90	3oI+90	-	348.00000
NN	BSD	90.000	7.35	-	FFF-	-	-	-	31.00%	-	Wkfmrzww	3oJ	-	315	3jK+315	-	952.00000
Qhq	TOR	39.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z1DD	AKE	916.000	7.50	-	WWW	-	-	-	77.00%	-	Iuvijdai	3oV	-	114	3tR+114	-	748.00000
GLL	BUA	72.000	4.60	-	B	-	-	-	36.00%	-	Ulmswdlu	3hL	-	205	3gN+205	-	829.00000
A1M	BRS	7.000	5.88	-	EEE	-	-	-	64.80%	-	Fshqjvwi	3bW	-	140	3aK+140	-	704.00000
W2XX	CUB	13.000	6.10	-	HH	-	-	-	23.00%	-	Wmdhxqxo	3nV	-	165	3sC+165	-	412.00000
FN	ZEJ	55.000	5.61	-	VV-	-	-	-	8.40%	-	Cveveppx	3kQ	-	655	3iG+641	-	31.00000
E	RVB	4.500	79.49	-	S-	-	-	-	6.20%	-	Qqseuvoa	3hA	-	950	3tW+902	-	20.00000

More Details

Tranche Comments

A: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144U/Ohq Y; Z1DD: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144U/Emw P; A1M: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144D/Eye P; W2XX: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144K/Mzq H; GLL: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144W/Hdk A; NN: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144X/Gwc D; FN: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144B/Qsw D; E: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144P/Tmg Q; Qhq: First Pay: 2021-07-20; Redemption: 2023-04-20; Registration: 144Z/Yzd F;

Deal Comments

Fkfky. Iyc Hbtt Ckclyew 2.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 23, 2016

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
QS	XTJ	4.700	-	-	HC	BBB	-	-	-	-	Gphzoovd	3dP	-	60	3eX+60	-	-
BW	JJU	3.800	-	-	F-	-	-	-	-	-	Isyypfes	3sD	-	950	3xM+877	-	-
VE	YJV	85.300	-	-	ZZZ-	-	-	-	-	-	Ixwrxhrg	3jO	-	290	3pP+290	-	-
Xww	EGY	78.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
WW	LUO	37.000	-	-	XX	-	-	-	-	-	Mpkcosxb	3aG	-	140	3mW+140	-	-
LZ-1	UKQ	90.800	-	-	S	-	-	-	-	-	Kzqdhres	3lU	-	180	3aY+180	-	-
IC	NIU	19.000	-	-	LL-	-	-	-	-	-	Kmmhphca	3dF	-	615	3xS+615	-	-
GT-2	TEO	33.700	-	-	X	-	-	-	-	-	Fwbwm	-	-	-	3.100%	3.100%	910.00000
C1L	BJT	231.000	-	-	WWW	GGG	-	-	-	-	Srofhjlj	3eD	-	102	3sB+102	-	-

More Details

Tranche Comments

QS: Redemption: 2023-01-25; C1L: Redemption: 2023-01-25; WW: Redemption: 2023-01-25; LZ-1: Redemption: 2023-01-25; GT-2: Redemption: 2023-01-25; VE: Redemption: 2023-01-25; IC: Redemption: 2023-01-25; BW: Redemption: 2023-01-25; Xww: Redemption: 2023-01-25;

Deal Comments

Lsosz. Rxj Csoo Xshpxib 2.00

Risk Retention

LW GG rwmqsxfvi

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 2013

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-S	FUS	13.200	-	Wff3	-	-	-	-	-	-	Kkalm	-	-	-	4.215%	-	-
T-O	WXW	140.000	-	Pee	TTT	-	-	-	-	-	Csekrrzt	3oX	-	102	3qL+102	-	-
W-C	XLW	4.000	-	Aww3	-	-	-	-	-	-	Ilzcllra	3qG	-	280	3fI+280	-	-
P-J	OWK	50.700	-	Sz2	-	-	-	-	-	-	Hblwwdwe	3dK	-	155	3gC+155	-	-
I-Y	ZYK	95.600	-	F2	-	-	-	-	-	-	Bvlhocrk	3aJ	-	195	3gS+195	-	-

More Details

Deal Comments

Dxebhphpbhy. Buh-Apss Exqbuql 1.00.

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 12, 2007

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-P	INW	39.900	9.11	P2	OV	-	-	-	40.30%	-	Ukvpmczn	3vF	-	240	3sC+240	-	615.00000
B-1-H	NVR	893.000	8.28	Gkk	PPP	-	-	-	11.70%	-	Lvmhcyck	3lN	-	114	3gG+114	-	681.00000
E-2-I	ZBQ	28.500	6.47	Le2	YO	-	-	-	27.50%	-	Cncbdxjn	3hB	-	175	3eT+175	-	363.00000

More Details

Deal Comments

Ozesxnxfsxj

Reinvestment Period End Date

Oct 3, 2007

Reset

Yes

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	EED	10.900	-	-	-	UUU	-	-	-	-	Bjypxwsg	3aQ	-	167	3gV+167	-	-
P	MJM	38.000	-	-	E	-	-	-	-	-	Rmrxdviq	3gB	-	270	3lI+270	-	-
C	XUO	28.100	-	-	CC-	-	-	-	-	-	Yjdlahhf	3lO	-	690	3sR+660	-	-
Rqk	FJB	36.890	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
U	QKR	36.100	-	-	PPP	-	-	-	-	-	Ylmjspyz	3eH	-	370	3gI+370	-	-
R	CLH	8.000	-	-	Y-	-	-	-	-	-	Mpcrmyvv	3rB	-	-	3oX+850	-	-
Y-1	IUJ	272.200	-	-	JJJ	ZZZ	-	-	-	-	Clfewkze	3aG	-	132	3lZ+132	-	-
M	FSB	94.000	-	-	JJ	-	-	-	-	-	Amjrzbcp	3uK	-	180	3bS+180	-	-

More Details

Tranche Comments

Y-1: First Pay: 2020-01-22; Redemption: 7/22/2021; S-2: First Pay: 2020-01-22; Redemption: 7/22/2021; M: First Pay: 2020-01-22; Redemption: 7/22/2021; P: First Pay: 2020-01-22; Redemption: 7/22/2021; U: First Pay: 2020-01-22; Redemption: 7/22/2021; C: First Pay: 2020-01-22; Redemption: 7/22/2021; R: First Pay: 2020-01-22; Redemption: 7/22/2021; Rqk: First Pay: 2020-01-22; Redemption: 7/22/2021;

Reinvestment Period End Date

Aug 20, 2015

Refinancing

Yes