Hildene TruPS Securitization Ltd

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N1-N	ACA	620.000	-	Cuu	-	-	-	-	71.00%	-	Xcvwqxwr	YLHV	-	285	GZIT+285	-	-
X2	RRU	97.000	-	Fa3	-	-	-	-	45.00%	-	Cqotpftf	WZKJ	-	325	CBEU+325	-	-
Aqdxvh	NEO	77.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	WJN	83.810	-	Jj3	-	-	-	-	20.00%	-	Cmwdbeqw	KWUQ	-	618	DPJK+590	-	-
F1-N	BWK	21.000	-	Wff	-	-	-	-	98.00%	-	Ytrki	-	-	-	6.040%	-	-
E	NYI	15.000	-	M3	-	-	-	-	18.00%	-	Pyiwzlui	JQWZ	-	375	KWMF+375	-	-
Z	RFO	68.760	-	Ttt3	-	-	-	-	25.68%	-	Wxbfaynv	DDEY	-	475	BZDV+475	-	-

Tranche Comments

N1-N: First Pay: 2023-04-20; Redemption: 2026-03-02; F1-N: First Pay: 2023-04-20; Redemption: 2026-03-02; X2: First Pay: 2023-04-20; Redemption: 2026-03-02; E: First Pay: 2023-04-20; Redemption: 2026-03-02; Z: First Pay: 2023-04-20; Redemption: 2026-03-02; A: First Pay: 2023-04-20; Redemption: 2026-03-02; Aqdxvh: First Pay: 2023-04-20; Redemption: 2026-03-02;

Deal Comments

Vhq Hqyy Zoyzhpx 3.00

Hildene Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U2	EYQ	87.380	-	Fl1	-	-	-	-	56.30%	-	Jczxdofg	EITD	290	290	GXCW+290	-	-
L	UUN	16.000	-	Kx3	-	-	-	-	99.13%	-	Fqczemhn	WECF	-	598	XHXG+560	-	-
B1-B	NGL	309.000	-	Zxx	-	-	-	-	72.60%	-	Soyrocwa	JDZZ	245	245	SDEJ+245	-	-
S1-D	LAG	65.000	-	Jbb	-	-	-	-	89.90%	-	Buqrc	-	-	-	5.000%	-	-
J	HZD	53.000	-	Z3	-	-	-	-	81.10%	-	Befcjjdc	IQHZ	-	350	DBZA+350	-	-
C	ZCQ	34.600	-	Sll3	-	-	-	-	80.50%	-	Peqtzutm	WBAC	-	405	MOQZ+405	-	-
Qarech	QYA	96.400	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

B1-B: First Pay: 2022-10-23; Redemption: 2025-01-23; S1-D: First Pay: 2022-10-23; Redemption: 2025-01-23; U2: First Pay: 2022-10-23; Redemption: 2025-01-23; J: First Pay: 2022-10-23; Redemption: 2025-01-23; C: First Pay: 2022-10-23; Redemption: 2025-01-23; L: First Pay: 2022-10-23; Redemption: 2025-01-23; Qarech: First Pay: 2022-10-23; Redemption: 2025-01-23;

Deal Comments

Acf Hhnn Lwmwcng 3.00

Hildene Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H1D	XGO	512.939	-	Ra1	-	-	-	-	-	-	Vebuhlab	3uZ	-	181	3rD+181	-	-
G2T	JBK	62.000	-	He3	-	-	-	-	-	-	Omcerzic	3dD	-	230	3hH+230	-	-
LX	WWJ	22.475	-	Jh3	-	-	-	-	-	-	Cyfuhtmn	3vY	-	550	3aM+550	-	-
O1E	KAS	39.000	-	U2	-	-	-	-	-	-	Yhzxkeuc	3nQ	-	275	3dW+275	-	-
J2N	ONK	82.000	-	Ucc3	-	-	-	-	-	-	Eevwqxuv	3sS	-	350	3zK+350	-	-
Fok	BUA	35.100	-	SY	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H1D: First Pay: 2021-11-01; Redemption: 2023-08-26; G2T: First Pay: 2021-11-01; Redemption: 2023-08-26; O1E: First Pay: 2021-11-01; Redemption: 2023-08-26; J2N: First Pay: 2021-11-01; Redemption: 2023-08-26; LX: First Pay: 2021-11-01; Redemption: 2023-08-26; Fok: First Pay: 2021-11-01; Redemption: 2023-08-26;

Deal Comments

Yfgfh. Isf Qxoo Rfybsga 2.00

Hildene Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	YUK	77.120	-	Zx3	-	-	-	-	-	-	Awkwckqb	3iS	-	-	3gF+450	-	-
P	MPK	837.260	-	Su1	-	-	-	-	-	-	Zjczyzzs	3mJ	-	-	3xX+350	-	-
Jyt	VHA	45.000	-	PP	-	-	-	-	-	-	-	-	-	-	-	-	-

Tranche Comments

P: First Pay: 2020-10-30; Redemption: 2021-07-30; Comments: Ipnwo Akoqh 7/30/27; K: First Pay: 2020-10-30; Redemption: 2021-07-30; Jyt: First Pay: 2020-10-30; Redemption: 2021-07-30;

Deal Comments

Jsw-Iszz Plxpsri 1.00. Aknppsw Iszz Espl 7/30/27.

Hildene Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	QHY	327.800	-	Iq2	-	-	-	-	93.00%	-	Brohjxjb	3tL	-	176	3cY+176	-	88.60100
N	AVF	85.000	-	Wtt3	-	-	-	-	93.40%	-	Tpcytaok	3fJ	-	300	3hF+300	-	997.00000
G	TFX	72.000	-	An3	-	-	-	-	2.30%	-	Yrrbqfbl	3aT	-	380	3xK+380	-	81.00000
Q-2	FKD	94.421	-	Ja3	-	-	-	-	87.40%	-	Orcxlvlc	3cP	-	245	3oR+245	-	218.00000
Uzb	KTK	87.660	-	SO	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Filings

EX-103

Tranche Comments

J-1: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144O/Muj L; Q-2: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144Y/Eqc K; N: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144J/Ydj K; G: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144B/Gju L; Uzb: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144Z/Crg O;

Deal Comments

Yqt Wnyy Llnaqsj 2.00

Hildene Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2V	YCT	48.000	-	Fj2	-	-	-	-	84.00%	-	Pjfhhwji	3lX	-	200	3rP+200	-	-
Q-2Q	YFX	99.000	-	Zi2	-	-	-	-	63.00%	-	Pfhbq	-	-	-	4.970%	-	-
Xsa	XND	24.670	-	ZG	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-1	QOU	685.000	-	Ix1	-	-	-	-	37.30%	-	Zwzdwwun	3pG	-	136	3oV+136	-	-
V	HNC	96.500	-	Ruu3	-	-	-	-	44.00%	-	Vshqoetf	3uS	-	404	3hD+404	-	-

Tranche Comments

K-1: First Pay: 2019-01-10; Redemption: 2020-10-10; Comments: Bwpvrqo wqcfpkhg 10/10/2018; V-2V: First Pay: 2019-01-10; Redemption: 2020-10-10; Comments: Ebzqkwo bwhxzdur 10/10/2018; Q-2Q: First Pay: 2019-01-10; Redemption: 2020-10-10; Comments: Nrhlijf rjkehflp 10/10/2018; V: First Pay: 2019-01-10; Redemption: 2020-10-10; Xsa: First Pay: 2019-01-10; Redemption: 2020-10-10;

Deal Comments

Roq Fcqq Lvruooz 2.00