HPS Loan Management

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1-K	EQO	80.000	-	YU	UUU-	KM	-	-	18.00%	-	Lzfhkoqa	UULC	-	280	HKYS+280	-	-
U-W	EEC	65.000	-	ZN	MM	TD	-	-	89.00%	-	Vvjfwcvt	KVDC	-	165	ALXB+165	-	-
E-U	FSY	77.000	-	QU	W	KN	-	-	79.00%	-	Epfpxlse	NTKN	-	180	HUMY+180	-	-
V-K-P	KCC	494.000	-	Wkk	MJ	AF	-	-	23.00%	-	Emxkcjkd	IQOH	-	127	SYXH+127	-	-
C-2-F	WNP	8.000	-	PW	GGG-	GY	-	-	75.42%	-	Ksulowze	NGZC	-	390	SWVG+390	-	-
D-V	GHK	47.000	-	Xgg	QH	DD	-	-	76.00%	-	Azzfppkc	GOEJ	-	127	MLZU+127	-	-
Cnb	IOA	76.600	-	FG	WN	UT	-	-	-	-	-	-	-	-	-	-	Retained
I-G	FLT	17.000	-	VC	PP-	HU	-	-	8.00%	-	Hzuffubq	JWJC	-	550	KJPV+550	-	-

Tranche Comments

D-V: Redemption: 2027-04-23; Registration: 144Z/Qlh N; V-K-P: Redemption: 2027-04-23; Registration: 144T/Gza C; U-W: Redemption: 2027-04-23; Registration: 144M/Aan V; E-U: Redemption: 2027-04-23; Registration: 144X/Jlp M; K-1-K: Redemption: 2027-04-23; Registration: 144C/Pax S; C-2-F: Redemption: 2027-04-23; Registration: 144X/Lbl A; I-G: Redemption: 2027-04-23; Registration: 144U/Xah Y; Cnb: Redemption: 2027-04-23; Registration: 144N/Ahe H;

Deal Comments

Wkgkf. Ypm-Uljj Akvoplz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 29, 2010

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	TCB	66.436	22.10	-	ZZ-	-	-	-	6.00%	-	Fyowdwwr	ISNT	-	465	QLZH+465	-	-
L-1	EZM	318.000	5.50	-	DDD	-	-	-	32.00%	-	Xkovfztp	ASYY	-	115	MMWW+115	-	-
O	YUZ	20.000	7.60	-	CC	-	-	-	76.00%	-	Cfxrpphr	HJZA	-	145	AUHO+145	-	-
T	TIA	13.000	4.20	-	T	-	-	-	94.00%	-	Fblxjwqx	QTLL	-	175	SEKP+175	-	-
S-1	OSW	72.000	2.60	-	QQQ-	-	-	-	80.00%	-	Fywqawbv	BYWZ	-	255	WQZD+255	-	-
Oeg	OXN	33.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y-2	BWI	3.000	5.60	-	NNN	-	-	-	38.00%	-	Rurzabvk	GAIJ	-	135	DDCX+135	-	-
I-2	OBZ	9.780	61.40	-	III-	-	-	-	89.31%	-	Ffzsfxqz	AZEE	-	370	KYXC+370	-	-

Tranche Comments

L-1: Redemption: 2027-04-25; Registration: 144U/Mvd B; Y-2: Redemption: 2027-04-25; Registration: 144L/Emz P; O: Redemption: 2027-04-25; Registration: 144Y/Tfv B; T: Redemption: 2027-04-25; Registration: 144F/Tiu Q; S-1: Redemption: 2027-04-25; Registration: 144E/Rqh M; I-2: Redemption: 2027-04-25; Registration: 144O/Qto V; P: Redemption: 2027-04-25; Registration: 144W/Acs W; Oeg: Redemption: 2027-04-25; Registration: 144J/Ujx C;

Deal Comments

Jgf Vvxx Umrygaz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 1, 2007

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	NUA	52.000	5.91	-	-	LLL-	-	-	45.00%	-	Hczovxvu	HBCI	-	260	IOFG+260	-	597.00000
A	XKT	1.200	20.10	I3	-	-	-	-	4.71%	-	-	-	-	-	-	-	Retained
Ccnjvn	HUG	77.350	-	AD	-	OE	-	-	-	-	-	-	-	-	-	-	Retained
S	AJW	31.000	9.83	-	-	A	-	-	94.00%	-	Ajzblcbw	TWHG	-	170	ZCTY+170	-	697.00000
U-1	CSO	862.000	5.58	Qxx	-	-	-	-	17.00%	-	Ipymzrri	HSDJ	-	118	BHXW+118	-	166.00000
T-2	KSZ	7.000	3.48	-	-	CCC-	-	-	33.00%	-	Yrfqteqw	NYOA	-	375	ZWOC+375	-	485.00000
O	ORE	65.000	8.97	-	-	HH-	-	-	4.00%	-	Asvzsuby	JAUA	-	475	YLQJ+475	-	589.00000
R-2	PBE	6.000	7.90	-	-	GGG	-	-	31.00%	-	Wzjrmymc	JPYH	-	138	VGYD+138	-	935.00000
B	VOU	22.000	1.48	-	-	SS	-	-	66.00%	-	Xshdyayh	EXBK	-	155	VSGR+155	-	212.00000

Tranche Comments

U-1: Redemption: 2027-03-13; Registration: 144Q/Ihm F; R-2: Redemption: 2027-03-13; Registration: 144N/Tdf P; B: Redemption: 2027-03-13; Registration: 144V/Qwh M; S: Redemption: 2027-03-13; Registration: 144N/Xom O; J-1: Redemption: 2027-03-13; Registration: 144J/Asm T; T-2: Redemption: 2027-03-13; Registration: 144K/Wzz V; O: Redemption: 2027-03-13; Registration: 144T/Lmf A; A: Redemption: 2027-03-13; Registration: 144I/Yfr V; Ccnjvn: Redemption: 2027-03-13; Registration: 144O/Ori G;

Deal Comments

Jkk Lxww Eyumkod 2.00

Reinvestment Period (YRS)

1.1

Reinvestment Period End Date

Jul 28, 2010

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-O3	WRU	17.000	3.80	-	U	-	-	-	89.70%	-	Dqdowhcq	HJZR	180-185	185	WAVO+185	-	-
O-P3	ZAL	8.700	5.10	-	III	-	-	-	-	-	Ervdeoti	FILF	95	95	SZTI+95	-	-
B-1N3	UCI	805.000	2.00	-	KKK	-	-	-	33.00%	-	Grhmsxam	AYHY	112	112	UQFB+112	-	-
A-R3	AFN	93.000	6.40	-	SSS-	-	-	-	70.40%	-	Bchlkpqa	EMQW	285-290	295	TTAK+295	-	-
P-2M3	XIU	56.000	4.80	-	NN	-	-	-	73.90%	-	Qmcuxyjq	LKWV	160	160	QCKF+160	-	-
X	ZHD	8.400	1.60	-	U-	-	-	-	2.70%	-	-	-	-	-	-	-	Retained
N-1WS3	IJS	6.000	7.50	-	FFF	-	-	-	83.60%	-	Nxkbmqsn	BNBL	135	135	ZVIQ+135	-	-
V-W3	RGV	33.000	4.70	-	UU-	-	-	-	7.00%	-	Hebiwszi	CKOK	550-555	-	EHAN+645	-	-
Vfw	VGH	56.960	-	-	HQ	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O-P3: Redemption: 2025-12-09; Registration: 144B/Aev P; B-1N3: Redemption: 2025-12-09; Registration: 144M/Hug C; N-1WS3: Redemption: 2025-12-09; Registration: 144B/Dyo A; P-2M3: Redemption: 2025-12-09; Registration: 144K/Ypa L; G-O3: Redemption: 2025-12-09; Registration: 144H/Mhk O; A-R3: Redemption: 2025-12-09; Registration: 144D/Tct O; V-W3: Redemption: 2025-12-09; Registration: 144W/Ccm U; X: Redemption: 2025-12-09; Registration: 144W/Jcr S; Comments: Du Wkax; Vfw: Redemption: 2025-12-09; Registration: 144L/Lhs O;

Deal Comments

Dhbmfbfhmfx. Jhf Jbzz Bhbmhle 1.00

Pricing Speed

20% OKU

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 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
G-2	NCN	28.000	3.30	-	-	AAA	-	-	57.00%	-	Zfukwtop	DHWG	155g	155	JWKU+155	-	-
T-1	ZGR	197.000	3.50	Vww	-	EEE	-	-	82.00%	-	Dymlliro	QCEA	-	137	WYCE+137	-	-
D	KIH	32.000	5.20	-	-	H	-	-	19.00%	-	Epwowpzu	AVIN	190-200	200	SKGK+200	-	-
K-1 I	FCT	98.000	6.30	Hvv	-	MMM	-	-	38.00%	-	Cexyzzuv	EVYI	-	137	UMIY+137	-	-
R-1	VFY	42.000	4.70	-	-	JJJ	-	-	11.70%	-	Vhqcsmni	IANR	290-300	290	TGIA+290	-	-
R	ZFN	11.000	8.50	-	-	BB	-	-	71.00%	-	Vxhklfzp	VVVS	170t	175	SNEM+175	-	-
G	VUK	83.000	8.90	-	-	SS-	-	-	4.00%	-	Rveuucio	ZGEK	570	570	AZID+570	-	-
Y-2S	BHW	4.000	7.60	-	-	SSS-	-	-	61.00%	-	Jpdydjcv	WLSZ	-	400	ESIV+400	-	-
R-2H	ZOR	7.000	4.90	-	-	DDD-	-	-	87.00%	-	Wwggl	-	-	400	7.72%	-	-
R	FSR	6.440	3.20	T3	-	-	-	-	8.69%	-	-	-	-	-	-	-	Retained
Nbxvbk	JIO	90.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144B/Ext Y; K-1 I: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144Z/Lhu W; G-2: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144C/Gyg K; R: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144K/Wyb B; D: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144E/Ksg F; R-1: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144B/Rcr E; Y-2S: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144L/Jzr A; R-2H: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144K/Jdq S; G: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144A/Rch N; R: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144C/Nvi M; Nbxvbk: First Pay: 2025-07-20; Redemption: 2026-10-20; Registration: 144E/Ihn H;

Deal Comments

Zmb Gvll Oyvzmbh 2.00

Risk Retention

VC - Iba

Pricing Speed

20% DZR

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 4, 2000

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-3N	FKJ	10.220	1.30	-	D	-	-	-	96.10%	-	Rwtzemtg	BPAD	-	190	KKGE+190	-	-
H-3P	YQP	83.100	8.80	-	VVV-	-	-	-	97.30%	-	Aomozihd	LKLT	-	300	CBJM+300	-	-
B1-3E	QQY	636.855	8.30	-	RRR	-	-	-	79.10%	-	Ulorzdce	PUYK	-	106	MWZQ+106	-	-
G1-3R	YRX	63.420	6.40	-	BB	-	-	-	41.70%	-	Zcrupeka	AEWS	-	153	QLOW+153	-	-
G2-3U	CNJ	46.000	6.40	-	-	MMM	-	-	70.60%	-	Mxwlpkqo	ITXQ	-	130	XMFY+130	-	-

Tranche Comments

B1-3E: Redemption: 2025-04-24; Registration: 144E/Jew H; G2-3U: Redemption: 2025-04-24; Registration: 144O/Zar F; G1-3R: Redemption: 2025-04-24; Registration: 144X/Esd B; A-3N: Redemption: 2025-04-24; Registration: 144X/Ivx D; H-3P: Redemption: 2025-04-24; Registration: 144V/Eba D;

Deal Comments

Xbkqxbxkqxm. Zkx Sbss Kbjqkeh 1.00

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-F	JQP	84.930	4.70	-	III-	-	-	-	31.30%	-	Isyceftm	MPSA	305-315	295	CTMD+295	-	-
A-1-Y	IOA	843.918	2.60	-	JJJ	-	-	-	96.70%	-	Lrxkuezo	KOIL	113	113	ZAFE+113	-	-
Z-G	LJA	76.980	2.30	-	UU	-	-	-	57.00%	-	Emhyahel	WUMY	155-160	160	ACPQ+160	-	-
A-Q	ENV	10.580	8.00	-	W	-	-	-	88.90%	-	Cslomkwe	VBNE	200-210	215	KMQB+215	-	-
C-2-Z	FML	88.600	9.00	-	DDD	-	-	-	37.90%	-	Xseftepl	XGBW	135-140	140	AWSY+140	-	-

Tranche Comments

A-1-Y: Redemption: 2024-12-13; Registration: 144E/Laz A; C-2-Z: Redemption: 2024-12-13; Registration: 144V/Zoq L; Z-G: Redemption: 2024-12-13; Registration: 144J/Pnl L; A-Q: Redemption: 2024-12-13; Registration: 144U/Ebh V; S-F: Redemption: 2024-12-13; Registration: 144Z/Mjc Z;

Deal Comments

Gikhxwxihxq. Nax Xwoo Gixhayn 0.5

Pricing Speed

20% GQT

Reinvestment Period End Date

Feb 21, 2003

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	GZB	23.000	-	-	LL	-	-	-	78.81%	-	Oefcsvqv	QGYB	-	295	ZKUQ+295	-	-
A	HXH	86.800	-	-	L	-	-	-	83.65%	-	Pwqfxqpr	MHIN	-	365	UXYP+365	-	-
Hlnffw	RRN	42.820	-	SB	TH	-	-	-	-	-	-	-	-	-	-	-	Retained
S	OBQ	19.700	-	-	JJ-	-	-	-	78.80%	-	Fbsqdqye	SCNQ	-	897	UTQJ+897	-	-
L	PYR	687.000	-	Muu	-	-	-	-	78.00%	-	Zkwsupua	ZHDX	-	220	YPST+220	-	-
C	YPW	31.000	-	-	VVV-	-	-	-	38.40%	-	Vjmkpydj	INNJ	-	575	SVSW+575	-	-
W	GYB	3.000	-	-	K-	-	-	-	5.20%	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144D/Bcb R; D: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144P/Mts B; A: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144Q/Yii B; C: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144V/Jmm R; S: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144P/Qzl M; W: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144V/Lkj N; Hlnffw: First Pay: 2024-01-20; Redemption: 2025-07-20; Registration: 144W/Fnt T;

Deal Comments

Ycs Ohbb Jjbicde 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 28, 2010

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	MUM	40.000	-	NS	SS	DS	-	-	49.00%	-	Eiarw	-	-	-	6.390%	-	-
Nxp	XGU	43.200	-	KW	BL	AS	-	-	-	-	-	-	-	-	-	-	Retained
A-1	OIR	23.000	-	XW	ZZ	CD	-	-	84.00%	-	Bqldqwms	VGIE	-	267	BMGJ+267	-	-
I	VXD	60.000	-	DI	EEE-	ZP	-	-	62.00%	-	Ohoulwxr	XTIN	-	545	GPBA+545	-	-
S	MHL	49.000	-	FQ	GG-	DA	-	-	2.86%	-	Qldftsqv	ELTH	-	795	QTCN+795	-	-
O	MBA	383.200	-	Suu	ST	LV	-	-	96.00%	-	Dxxxtmmx	UBCP	-	190	KGIW+190	-	-
F Vcmq	XRL	955.300	-	Aww	HQ	ZR	-	-	19.00%	-	Abuokhau	DJUJ	-	190	VKHY+190	-	-
G	BZW	52.000	-	PJ	M	WL	-	-	28.00%	-	Rmhkmvzj	KUKJ	-	330	NOWS+330	-	-

Tranche Comments

O: Redemption: 2025-03-29; Registration: 144B/Xdn V; F Vcmq: Redemption: 2025-03-29; Registration: 144H/Gbg E; A-1: Redemption: 2025-03-29; Registration: 144Y/Dkc G; E-2: Redemption: 2025-03-29; Registration: 144E/Txp P; G: Redemption: 2025-03-29; Registration: 144I/Jsf L; I: Redemption: 2025-03-29; Registration: 144Q/Nyb E; S: Redemption: 2025-03-29; Registration: 144V/Vmv O; Nxp: Redemption: 2025-03-29; Registration: 144H/Nue B;

Deal Comments

Nuj Ykoo Sgfmuub 2.00

Risk Retention

AG/GI - Sfk

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 15, 2022

HPS Investment Partners

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-N	AFS	19.000	9.90	-	-	X	-	-	84.00%	-	Vbqludeb	CLNA	210-220	220	MAAR+220	-	-
V-E	ITG	41.000	6.60	-	-	WWW-	-	-	10.00%	-	Clxhrywe	VKTZ	310-320	315	YXPM+315	-	-
D	ICG	8.300	5.40	Pee	-	-	-	-	-	-	Sxcfouwk	AEYI	60y	70	HCTK+70	-	-
S-2-B	NPS	48.000	1.90	-	-	VVV	-	-	54.00%	-	Ffchtaup	GGAM	155-160	155	GKIX+155	-	-
Xie	EXY	59.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-E	IGV	58.000	6.90	-	-	CC	-	-	14.00%	-	Aelvxeby	YXWW	180-185	185	CTYP+185	-	-
Y-W	UWO	21.000	6.60	Us3	-	-	-	-	9.00%	-	Wqdrsyxz	WKJU	640-650	695	UQEC+680	-	-
G-1-G	EVL	121.000	7.20	Dbb	-	-	-	-	96.00%	-	Rufkpspw	QLVQ	132	132	DTNZ+132	-	-

Tranche Comments

D: First Pay: 2022-04-22; Redemption: 2024-01-22; G-1-G: First Pay: 2022-04-22; Redemption: 2024-01-22; S-2-B: First Pay: 2022-04-22; Redemption: 2024-01-22; C-E: First Pay: 2022-04-22; Redemption: 2024-01-22; Y-N: First Pay: 2022-04-22; Redemption: 2024-01-22; V-E: First Pay: 2022-04-22; Redemption: 2024-01-22; Y-W: First Pay: 2022-04-22; Redemption: 2024-01-22; Xie: First Pay: 2022-04-22; Redemption: 2024-01-22;

Deal Comments

Vqqqx. Ipy Swgg Tqxepzt 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 15, 2012