Presale: Prism Mortgage Trust 2026-HX1

Preliminary ratings Class(i) Preliminary rating(ii) Initial interest rate (%)(iii) Preliminary amount ($) Credit enhancement (%)(iv) Class type A-1FCF AAA (sf) Fixed(v) 82,740,000 24.16 Senior/sequential A-1LCF AAA (sf) Fixed(v) 27,580,000 24.16 Senior/sequential A-1-A AAA (sf) Fixed(v)(vi) 95,844,000 34.16 Senior/pro rata/initial exchangeable A-1-B AAA (sf) Fixed(v)(vi) 14,556,000 24.16 Senior/pro rata/initial exchangeable A-1 AAA (sf) Fixed 110,400,000 24.16 Senior/exchangeable(vi) A-2 AA (sf) Fixed(v) 14,010,000 19.35 Senior/sequential A-3 A (sf) Fixed(v) 19,355,000 12.70 Senior/sequential M-1 BBB- (sf) Fixed or net WAC(vii) 16,007,000 7.20 Mezzanine/sequential B-1 BB- (sf) Net WAC 9,314,000 4.00 Subordinate/sequential B-2 B (sf) Net WAC (viii) 6,549,000 1.75 Subordinate/sequential B-3 NR Net WAC (viii) 5,093,430 0.00 Subordinate/sequential A-IO-S NR (ix) Notional(x) N/A Excess servicing strip XS NR (xi) Notional(x) N/A Subordinate, monthly

... rate (%)(iii) Preliminary amount ($) Credit enhancement (%)(iv) Class type A1FCF ### (sf) Fixed(v) 82,740,000 24.16 Senior/sequential A1LCF ### (sf) Fixed(v) 27,580,000 24.16 Senior/sequential A1A ### (sf) Fixed(v)(vi) 95,844,000 34.16 Senior/pro rata/initial exchangeable A1B ### (sf) Fixed(v)(vi) 14,556,000 24.16 Senior/pro rata/initial exchangeable A1 ### (sf) Fixed 110,400,000 24.16 Senior/exchangeable(vi) A2 ## (sf) Fixed(v) 14,010,000 19.35 Senior/sequential A3 A (sf) Fixed(v) 19,355,000 12.70 Senior/sequential M1 ### (sf) Fixed or net WAC(vii) 16,007,000 7.20 Mezzanine/sequential B1 ## (sf) Net WAC 9,314,000 4.00 Subordinate/sequential B2 B (sf) Net WAC (viii) 6,549,000 1.75 Subordinate/sequential B3 ## Net WAC (viii) 5,093,430 0.00 Subordinate/sequential AIOS ## (ix) Notional(x) N/A Excess servicing strip XS ## (xi) Notional(x) N/A Subordinate, monthly excess cash flow, prepayment charges, and default interest R ## N/A N/A N/A Residual...

Presale Report