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
A1-A	USD	105.000	-	Aaa	-	-	-	-	55.00%	-	Floating	SOFR	-	285	SOFR+285	-	-
A1-B	USD	30.000	-	Aaa	-	-	-	-	55.00%	-	Fixed	-	-	-	6.040%	-	-
A2	USD	84.000	-	Aa3	-	-	-	-	27.00%	-	Floating	SOFR	-	325	SOFR+325	-	-
B	USD	15.000	-	A3	-	-	-	-	22.00%	-	Floating	SOFR	-	375	SOFR+375	-	-
C	USD	14.250	-	Baa3	-	-	-	-	17.25%	-	Floating	SOFR	-	475	SOFR+475	-	-
D	USD	12.750	-	Ba3	-	-	-	-	13.00%	-	Floating	SOFR	-	618	SOFR+590	-	-
Equity	USD	39.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A1-A: First Pay: 2023-04-20; Redemption: 2026-03-02; A1-B: First Pay: 2023-04-20; Redemption: 2026-03-02; A2: First Pay: 2023-04-20; Redemption: 2026-03-02; B: First Pay: 2023-04-20; Redemption: 2026-03-02; C: First Pay: 2023-04-20; Redemption: 2026-03-02; D: First Pay: 2023-04-20; Redemption: 2026-03-02; Equity: First Pay: 2023-04-20; Redemption: 2026-03-02;

Deal Comments

Non Call Period: 3.00

Reset

Yes

Hildene Capital Management

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	XNG	27.380	-	Itt3	-	-	-	-	11.20%	-	Lbrpxlwm	JWSE	-	405	VSWQ+405	-	-
L1-L	KFI	617.000	-	Juu	-	-	-	-	55.30%	-	Slcyrkdy	WIFV	245	245	KENH+245	-	-
Y1-Q	HXZ	70.000	-	Cdd	-	-	-	-	39.80%	-	Jwjxp	-	-	-	5.000%	-	-
W2	MUZ	89.240	-	Xo1	-	-	-	-	34.50%	-	Ivkzqvhg	MHCF	290	290	ITTL+290	-	-
V	UFM	54.000	-	Mo3	-	-	-	-	60.66%	-	Alfjzidu	GANL	-	598	TMFB+560	-	-
Qpnppm	RUR	52.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	JEB	95.000	-	A3	-	-	-	-	38.70%	-	Xxuarkol	IVCR	-	350	DBNN+350	-	-

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Tranche Comments

L1-L: First Pay: 2022-10-23; Redemption: 2025-01-23; Y1-Q: First Pay: 2022-10-23; Redemption: 2025-01-23; W2: First Pay: 2022-10-23; Redemption: 2025-01-23; V: First Pay: 2022-10-23; Redemption: 2025-01-23; L: First Pay: 2022-10-23; Redemption: 2025-01-23; V: First Pay: 2022-10-23; Redemption: 2025-01-23; Qpnppm: First Pay: 2022-10-23; Redemption: 2025-01-23;

Deal Comments

Rvw Ihtt Vacevuo 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
U1S	YWB	34.000	-	D2	-	-	-	-	-	-	Yhyrfbtp	3qR	-	275	3pT+275	-	-
Zyi	OEZ	13.200	-	JS	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q2Q	WVE	23.000	-	Vc3	-	-	-	-	-	-	Vjjumwkb	3bW	-	230	3hQ+230	-	-
E1E	YFJ	794.283	-	Wc1	-	-	-	-	-	-	Opbxrsan	3rF	-	181	3cD+181	-	-
P2M	RWA	15.000	-	Mpp3	-	-	-	-	-	-	Xmcczfpo	3nR	-	350	3pM+350	-	-
FA	YRQ	46.192	-	Cx3	-	-	-	-	-	-	Xsxapdzv	3mC	-	550	3wS+550	-	-

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Tranche Comments

E1E: First Pay: 2021-11-01; Redemption: 2023-08-26; Q2Q: First Pay: 2021-11-01; Redemption: 2023-08-26; U1S: First Pay: 2021-11-01; Redemption: 2023-08-26; P2M: First Pay: 2021-11-01; Redemption: 2023-08-26; FA: First Pay: 2021-11-01; Redemption: 2023-08-26; Zyi: First Pay: 2021-11-01; Redemption: 2023-08-26;

Deal Comments

Uvcvu. Nqy Nbzz Svmsqek 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
S	NJK	89.140	-	Wa3	-	-	-	-	-	-	Fypctzez	3pL	-	-	3bV+450	-	-
Qsh	EMA	92.000	-	OE	-	-	-	-	-	-	-	-	-	-	-	-	-
I	OOD	847.113	-	Mi1	-	-	-	-	-	-	Ylljqydr	3rK	-	-	3uI+350	-	-

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Tranche Comments

I: First Pay: 2020-10-30; Redemption: 2021-07-30; Comments: Jvpcn Zyiyb 7/30/27; S: First Pay: 2020-10-30; Redemption: 2021-07-30; Qsh: First Pay: 2020-10-30; Redemption: 2021-07-30;

Deal Comments

Xjo-Jpjj Zvgkjdb 1.00. Qpbnkjo Jpjj Upnv 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
Y-2	CKO	57.268	-	Im3	-	-	-	-	95.10%	-	Fxcbkacy	3iD	-	245	3cB+245	-	754.00000
U	TCH	10.000	-	Yww3	-	-	-	-	67.70%	-	Lldotozx	3rI	-	300	3yA+300	-	913.00000
Nhc	YWD	67.632	-	GH	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1	QJL	191.500	-	Gg2	-	-	-	-	45.00%	-	Cjwfzcuj	3cN	-	176	3eO+176	-	60.84000
B	EAR	18.000	-	Tp3	-	-	-	-	7.70%	-	Tyoatjef	3pO	-	380	3vL+380	-	56.00000

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Filings

ABS-15G

Tranche Comments

A-1: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144C/Ruw S; Y-2: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144M/Iyb Q; U: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144Y/Fav H; B: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144B/Asv D; Nhc: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144Y/Yxj K;

Deal Comments

Xhp Qmff Alrthsg 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
J-2J	UBD	92.000	-	Ew2	-	-	-	-	22.00%	-	Gwdpuppd	3eZ	-	200	3aT+200	-	-
S	MNH	12.900	-	Pzz3	-	-	-	-	22.00%	-	Yewcbzrb	3kA	-	404	3bC+404	-	-
Gep	BYF	27.690	-	XD	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V-1	TSQ	326.000	-	Ld1	-	-	-	-	26.20%	-	Ezraxdri	3qC	-	136	3iQ+136	-	-
M-2Q	PRD	66.000	-	Tu2	-	-	-	-	30.00%	-	Fztie	-	-	-	4.970%	-	-

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Tranche Comments

V-1: First Pay: 2019-01-10; Redemption: 2020-10-10; Comments: Nhzvpxl hxxxzijr 10/10/2018; J-2J: First Pay: 2019-01-10; Redemption: 2020-10-10; Comments: Degocwl ewecgvrd 10/10/2018; M-2Q: First Pay: 2019-01-10; Redemption: 2020-10-10; Comments: Zerwhzq ezeorros 10/10/2018; S: First Pay: 2019-01-10; Redemption: 2020-10-10; Gep: First Pay: 2019-01-10; Redemption: 2020-10-10;

Deal Comments

Tvu Amww Dupmvdk 2.00