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
I	QQS	3.600	-	-	-	GN	YR	-	-	Silyt	-	-	-	-	-	Retained
Z	VUZ	65.600	2.80	-	-	II+	SS	4.54%	-	Ideapsab	1lEa	400-410	400	1wIh+400	-	945.00000
N	SQI	664.600	5.70	-	-	UU+	CC (O)	35.90%	-	Sqksfhoc	1pYc	118-120	118	1dVh+118	-	741.00000
P	LYR	9.900	-	-	-	AA+	A (I)	-	-	Dupbsled	1zUr	-	318	1iIt+318	-	190.00000
X	TDO	29.400	6.30	-	-	ML	WT	9.10%	-	Wznhrvon	1iXm	-	850	1qYx+850	-	218.00000
Y	GIA	58.600	7.30	-	-	W	J	63.80%	-	Wdhzqlhk	1eTm	180-190	180	1dAl+180	-	767.00000
V	CYC	32.400	9.70	-	-	LLL+	DDD	97.50%	-	Fecxevkl	1yFx	260-270	260	1gVw+260	-	245.00000
I	OGV	31.000	2.30	-	-	B+	K	4.49%	-	Lokzhhoy	1sOo	-	565	1tJs+565	-	605.00000

Tranche Comments

N: First Pay: 2024-12-27; Registration: Xfv P Gxpk; Y: First Pay: 2024-12-27; Registration: Cir U Yutd; V: First Pay: 2024-12-27; Registration: Xcf X Dzjl; Z: First Pay: 2024-12-27; Registration: Msc T Baao; I: First Pay: 2024-12-27; Registration: Hwu Z Epkn; X: First Pay: 2024-12-27; Registration: Jre X Vxla; I: First Pay: 2024-12-27; Registration: Fck D Oivc; P: First Pay: 2024-12-27; Registration: Fqr Q Lgjm;

Originator(s)

WdYdzm Cxzm KKL

Risk Retention

DV/VZ - Akg

Refinancing

Yes