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
P1-K	QON	24.000	-	Yxx	-	-	-	-	18.00%	-	Rlzbr	-	-	-	6.040%	-	-
S2	OMT	87.000	-	Uo3	-	-	-	-	14.00%	-	Bqqlemmi	JYOA	-	325	WKPB+325	-	-
Sokmgc	ASH	79.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	UYR	65.000	-	S3	-	-	-	-	66.00%	-	Bresscfw	ZCEP	-	375	SANQ+375	-	-
U	RUQ	41.970	-	Ii3	-	-	-	-	66.00%	-	Rsjlpczr	WGCE	-	618	MDHW+590	-	-
L1-L	OKA	544.000	-	Qmm	-	-	-	-	91.00%	-	Txkqyvjp	BETQ	-	285	LOXT+285	-	-
Q	QGV	85.640	-	Gdd3	-	-	-	-	37.73%	-	Bmybohwd	OUKO	-	475	UJPS+475	-	-

Tranche Comments

L1-L: First Pay: 2023-04-20; Redemption: 2026-03-02; P1-K: First Pay: 2023-04-20; Redemption: 2026-03-02; S2: First Pay: 2023-04-20; Redemption: 2026-03-02; A: First Pay: 2023-04-20; Redemption: 2026-03-02; Q: First Pay: 2023-04-20; Redemption: 2026-03-02; U: First Pay: 2023-04-20; Redemption: 2026-03-02; Sokmgc: First Pay: 2023-04-20; Redemption: 2026-03-02;

Deal Comments

Nxa Buvv Keazxvi 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
Uhprwy	UZS	50.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	KOE	98.140	-	Hqq3	-	-	-	-	30.70%	-	Yvmfbusf	EWMZ	-	405	TLIE+405	-	-
N2	RBS	82.930	-	Ew1	-	-	-	-	38.90%	-	Whosxpzt	UMMS	290	290	DXUM+290	-	-
H	OEA	81.000	-	R3	-	-	-	-	68.70%	-	Hzjdcerq	XENP	-	350	UDTZ+350	-	-
P	MZS	63.000	-	Ob3	-	-	-	-	60.48%	-	Qwqlsfqi	KEGK	-	598	UJEE+560	-	-
E1-J	PQQ	12.000	-	Nvv	-	-	-	-	21.20%	-	Uobkp	-	-	-	5.000%	-	-
O1-O	MQK	398.000	-	Bbb	-	-	-	-	43.20%	-	Pkplxomr	NDWR	245	245	MAZF+245	-	-

Tranche Comments

O1-O: First Pay: 2022-10-23; Redemption: 2025-01-23; E1-J: First Pay: 2022-10-23; Redemption: 2025-01-23; N2: First Pay: 2022-10-23; Redemption: 2025-01-23; H: First Pay: 2022-10-23; Redemption: 2025-01-23; U: First Pay: 2022-10-23; Redemption: 2025-01-23; P: First Pay: 2022-10-23; Redemption: 2025-01-23; Uhprwy: First Pay: 2022-10-23; Redemption: 2025-01-23;

Deal Comments

Ebu Egkk Wtjmbnd 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
V1B	AXW	685.329	-	Zp1	-	-	-	-	-	-	Mafcqqda	3gK	-	181	3nU+181	-	-
Avh	LFQ	85.500	-	LZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q1A	YUV	38.000	-	T2	-	-	-	-	-	-	Dzejqoec	3gN	-	275	3rF+275	-	-
F2R	VWT	15.000	-	In3	-	-	-	-	-	-	Fmvdzemv	3oV	-	230	3cM+230	-	-
J2Q	CUX	81.000	-	Zjj3	-	-	-	-	-	-	Xyfxyoev	3oE	-	350	3aR+350	-	-
MF	OJS	10.917	-	El3	-	-	-	-	-	-	Uzeftreh	3oI	-	550	3gZ+550	-	-

Tranche Comments

V1B: First Pay: 2021-11-01; Redemption: 2023-08-26; F2R: First Pay: 2021-11-01; Redemption: 2023-08-26; Q1A: First Pay: 2021-11-01; Redemption: 2023-08-26; J2Q: First Pay: 2021-11-01; Redemption: 2023-08-26; MF: First Pay: 2021-11-01; Redemption: 2023-08-26; Avh: First Pay: 2021-11-01; Redemption: 2023-08-26;

Deal Comments

Gkykt. Fzv Magg Jkzezhn 2.00

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	VLV	90.470	-	Zl3	-	-	-	-	-	-	Fjvsdkcw	3sV	-	-	3bB+450	-	-
Lpe	KZL	25.000	-	CX	-	-	-	-	-	-	-	-	-	-	-	-	-
Y	NTD	367.545	-	Cp1	-	-	-	-	-	-	Vwhmsbak	3qA	-	-	3xR+350	-	-

Tranche Comments

Y: First Pay: 2020-10-30; Redemption: 2021-07-30; Comments: Rslfc Fkihb 7/30/27; L: First Pay: 2020-10-30; Redemption: 2021-07-30; Lpe: First Pay: 2020-10-30; Redemption: 2021-07-30;

Deal Comments

Npf-Hqgg Bjnmpph 1.00. Wretmpf Hqgg Nqtj 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
F-2	HWQ	40.709	-	Si3	-	-	-	-	65.20%	-	Jzzzmwip	3oN	-	245	3lD+245	-	201.00000
B-1	QXG	215.700	-	Gt2	-	-	-	-	57.00%	-	Qesatttt	3jT	-	176	3vU+176	-	43.82200
T	TSY	13.000	-	Fgg3	-	-	-	-	10.40%	-	Zxdztdos	3tG	-	300	3jL+300	-	869.00000
N	KQX	77.000	-	Cd3	-	-	-	-	1.90%	-	Lbyawwep	3mJ	-	380	3hX+380	-	43.00000
Vpv	OPZ	52.667	-	SL	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Filings

ABS-EE/A

Tranche Comments

B-1: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144N/Gxo H; F-2: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144D/Gxe Y; T: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144X/Gsc I; N: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144D/Trc Z; Vpv: First Pay: 2019-08-22; Redemption: 2021-05-22; Registration: 144E/Pbv W;

Deal Comments

Xjg Oxcc Ieahjio 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
T	JIZ	49.100	-	Pkk3	-	-	-	-	94.00%	-	Scchqijy	3yT	-	404	3dD+404	-	-
Dno	PMR	89.500	-	MN	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-1	NTU	396.000	-	Mm1	-	-	-	-	63.20%	-	Exzfewhf	3pU	-	136	3mS+136	-	-
P-2P	FUR	51.000	-	Ym2	-	-	-	-	85.00%	-	Zlwsmkqt	3iY	-	200	3cR+200	-	-
F-2I	XAM	18.000	-	Rs2	-	-	-	-	81.00%	-	Mjirm	-	-	-	4.970%	-	-

Tranche Comments

N-1: First Pay: 2019-01-10; Redemption: 2020-10-10; Comments: Fvdxzul vuvcddab 10/10/2018; P-2P: First Pay: 2019-01-10; Redemption: 2020-10-10; Comments: Zufdqbf uboifrbe 10/10/2018; F-2I: First Pay: 2019-01-10; Redemption: 2020-10-10; Comments: Ksgyigx sgzbgyzc 10/10/2018; T: First Pay: 2019-01-10; Redemption: 2020-10-10; Dno: First Pay: 2019-01-10; Redemption: 2020-10-10;

Deal Comments

Rxq Bpuu Gnfexyg 2.00