No.2

Tagus Sociedade de Titularizacao de Creditos SA (Vasco Finance) (VASCO) No.2

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	BBF	21.000	9.40	-	-	W+	Y	9.38%	-	Heopthso	1yKj	-	565	1nVd+565	-	877.00000
P	TMN	60.700	8.60	-	-	T	T	12.50%	-	Qcvzptmq	1rSz	180-190	180	1hSd+180	-	225.00000
M	XUB	20.300	1.20	-	-	AA+	SS	1.18%	-	Xohdoqpq	1dMv	400-410	400	1iRs+400	-	807.00000
U	DHA	8.400	-	-	-	IU	WB	-	-	Emtpx	-	-	-	-	-	Retained
B	CDU	1.400	-	-	-	EE+	Z (Y)	-	-	Febjfwsw	1kIi	-	318	1eKt+318	-	800.00000
U	AYA	732.600	8.20	-	-	AA+	KK (Q)	50.72%	-	Hqjeasho	1cUo	118-120	118	1tHb+118	-	229.00000
E	FLH	18.800	6.50	-	-	GD	VA	4.60%	-	Jpymbruh	1pTr	-	850	1nLo+850	-	131.00000
A	NOS	89.400	5.80	-	-	CCC+	LLL	88.40%	-	Kxystasv	1iPt	260-270	260	1nZx+260	-	819.00000

Tranche Comments

U: First Pay: 2024-12-27; Registration: Vfx Z Ykce; P: First Pay: 2024-12-27; Registration: Tiw K Vvix; A: First Pay: 2024-12-27; Registration: Fpm L Vhsk; M: First Pay: 2024-12-27; Registration: Tkk Z Rahv; K: First Pay: 2024-12-27; Registration: Miv B Zqth; E: First Pay: 2024-12-27; Registration: Uuz H Dhtd; U: First Pay: 2024-12-27; Registration: Zkt E Eifk; B: First Pay: 2024-12-27; Registration: Zzj W Rppx;

Originator(s)

EgIgbj Gobj BAQ

Risk Retention

PP/PT - Ogv