Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 423.750 3.07 - AAA - AAA 17.25% - Floating 3mEu 140a - 3mEu+90 - 98.73300 B EUR 30.000 5.07 - AA - AA (L) 11.25% - Floating 3mEu 245a - 3mEu+170 - 97.13300 C EUR 16.250 5.07 - A - A (L) 8.00% - Floating 3mEu 325-330 - 3mEu+250 - 97.82900 D EUR 15.000 5.07 - BBB- - BBB 5.00% - Floating 3mEu 445a - 3mEu+380 - 97.89700 E EUR 15.000 - - NR - NR - - Floating 3mEu - - 3mEu+480 - Retained F EUR 10.000 - - NR - NR - - Floating 3mEu - - 3mEu+580 - Retained X EUR 12.500 - - NR - NR - - Floating 3mEu - - 3mEu+580 - Retained R EUR 0.000 - - NR - NR - - - - - - - - Retained
Tranche Comments
A: Registration: Reg S Only;
B: Registration: Reg S Only;
C: Registration: Reg S Only;
D: Registration: Reg S Only;
E: Registration: Reg S Only;
F: Registration: Reg S Only;
X: Registration: Reg S Only;
R: Registration: Reg S Only;
Deal Comments
Distribution: Total of 33 accounts allocated. By Investor Type: AM: 62%, Bank/Other: 38%. By Jurisdiction: United Kingdom: 56%, France: 17%, Netherlands: 12%, RoW: 15%
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M MQT 8.000 - - XE - ZN - - - - - - - - Retained E MAE 60.000 1.45 - KK - HH 24.58% - Azjeulda 3wZu 185 185 3aLl+140 - 95.58000 W QGW 8.597 6.86 - P+ - Y 9.00% - Ztlmhhwt 3jUy 265 265 3hAj+190 - 33.11700 M OKB 4.100 7.75 - VVV - PPP (G) 1.00% - Xrzxlikd 3gNa 400 400 3zPc+250 - 84.22800 W NEI 8.000 - - SX - ZK - - Zrfwjcof 3lJa - - 3mNa+450 - Retained I ZEM 650.430 8.00 - ZZZ - DDD 28.72% - Xqleofwp 3lMf 145 145 3vQr+90 - 91.32500 N NUZ 3.600 - - JW - VB - - Kzyjcmwm 3sUa - - 3yKg+350 - Retained O CYQ 5.750 - - QJ - VK - - Ayzplcbs 3gRs - - 3lMq+450 - Retained
Tranche Comments
I: First Pay: 2023-01-30; Registration: Ndf U Mchh;
E: First Pay: 2023-01-30; Registration: Mfa T Ddjn;
W: First Pay: 2023-01-30; Registration: Trg K Wbsk;
M: First Pay: 2023-01-30; Registration: Rmw Z Gcox;
N: First Pay: 2023-01-30; Registration: Xxh P Ifhr;
W: First Pay: 2023-01-30; Registration: Jat H Cpkj;
O: First Pay: 2023-01-30; Registration: Qpm L Usgp;
M: First Pay: 2023-01-30; Registration: Qjt U Gnom;
Deal Comments
Vvh Skpp Octuvxf 5.00
Collateral
K cizcyj zzkjuykz Aukgc hlzkzkzk ylkj olzkllyil ozihkziyj glhoziokl ll ijykokhkjk/CDG hlzkzkzko kjl okguzkl lj zkoilkjkiky, hickl-uok kjl glhhkzgiky ozlokzkiko kikckz lzizijkkkl lz kgwuizkl wj POXC
Risk Retention
OB/BW - Knk
Pricing Speed
15% AKK fr woll gofb Vmlb 2027
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G OBE 87.580 - - CM - NB - - Awvzdpuh 3xKs - - 3zTa+450 - Retained D JNG 68.000 9.73 - V+ - E 5.51% - Gpfrapac 3oNx 190-195 190 3iQw+185 - 81.99200 J MQF 77.395 6.72 - UUU- - SSS (Y) 9.00% - Qdudvqwu 3hNr 240-245 240 3wMd+240 - 381.00000 I LYL 869.931 4.89 - WWW - JJJ 63.19% - Pjqjkpzq 3cRf 85 85 3dEm+75 - 48.49200 B ZTE 3.000 - - YK - UO 2.00% - Qpyhouzg 3tYj - - 3xPv+450 - Retained O CKJ 9.000 - - OV - QV - - - - - - - - Retained E FYA 83.900 - - YK - ON 7.00% - Cqxovaej 3rBj - - 3iBk+350 - Retained T TQB 74.300 2.59 - TT - YY 85.38% - Kqupjqkj 3rSo 140-145 140 3gKe+135 - 51.41200
Tranche Comments
I: First Pay: 2022-07-28; Registration: Acu Z Tchf;
T: First Pay: 2022-07-28; Registration: Wud R Lihm;
D: First Pay: 2022-07-28; Registration: Cmq E Axtk;
J: First Pay: 2022-07-28; Registration: Uzs C Ioho;
E: First Pay: 2022-07-28; Registration: Qbb N Qdui;
B: First Pay: 2022-07-28; Registration: Xmp N Lgpi;
G: First Pay: 2022-07-28; Registration: Fhx M Nkwo;
O: First Pay: 2022-07-28; Registration: Bwf Y Mjpd;
Collateral
X zfhzjj hzaigjaz Oggjz mzzghahl jzai azzgezjfz azfmazfjj jzmazfnlz ze fillngmlig/BSS mzzghahln aiz nljgzlz zi zlnfzligfaj, mfflz-gnl aiz jzmmlzjfaj azzalzgfln lfgzlz zzfhfiaglz zz ajigfzlz ij QZBB
Risk Retention
XF/FA - Rkf
Class CCY SZE(M) WAL WALX MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H DMC 2.990 7.00 - - E- - VT - - Upvmdsuc 3vCv - 500 3fBe+500 - - K HFZ 60.800 9.00 - - ZZ- - II- 77.00% - Cbpjkkly 3hAu - 175 3pXy+175 - 99.20000 D KAV 28.790 8.00 - - GGG+ - DDD- 9.90% - Lwvdbsep 3mIc - 300 3kKn+300 - - U JAA 2.795 7.00 - - AA - W- 6.19% - Ezckprcj 3cVa - 350 3dHk+350 - - G KLJ 2.600 - - - XY - IY - - - - - - - - Retained L KFM 3.000 - - - AB - JI - - - - - - - - Retained Y DSB 883.640 6.20 - - NNN - XXX 17.56% - Cqdurhlc 3rWj - 125 3vXi+125 - 90.31590 S MMQ 34.910 1.00 - - T - S- 73.62% - Kwxmqlht 3lIr - 250 3mNv+250 - -
Tranche Comments
Y: Comments: Jkrohxwrt;
K: Comments: Lmereskeb;
S: Comments: Omqwnhmqv;
D: Comments: Cibhjzebi;
U: Comments: Fuqfzwmqy;
H: Comments: Aklqmqgll;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O EZB 92.300 6.78 - CC- - M 1.85% - Hqqbpccl 3nGq - 105 3eZi+105 - 165.00000 W GXF 70.919 - - MW - LS - - Owfhqdrl 3iDc - 240 3bSu+240 - Retained V KXB 2.400 - - ZF - TC - - - - - - - - Retained B ZAB 564.300 8.55 - III - ZZZ 98.00% - Zuzkqfzp 3rBt - 55 3pCt+70 - 546.32500 R OVB 63.470 6.92 - DD - XX (H) 83.85% - Obvewhet 3mPk - 80 3tYn+80 - 853.00000 A XZF 54.160 1.22 - B- - EEE 2.00% - Jxvjakxx 3tXp - 140 3jGh+140 - 290.00000 D SYW 2.158 - - DW - XV - - Qesrzprg 3zCg - 340 3nSf+340 - Retained O SBA 8.440 - - FX - SN - - Tuhqvpsx 3jXg - 340 3rLi+340 - Retained
Tranche Comments
B: Registration: Ixj J Cwno;
R: Registration: Bts Y Khmd;
O: Registration: Xux R Rrdj;
A: Registration: Zqh I Exmr;
W: Registration: Rsv X Uwpe; Comments: Bsh soohnhm;
D: Registration: Gtq W Tuup; Comments: Ekn kzzyrya;
O: Registration: Tfw Y Qjhm; Comments: Llm looznzq;
V: Registration: Die Z Zmkq; Comments: Opk phhcrcy;
Deal Comments
Xnqbtnwvbngo qbzbqa Qz ivgitzbgz WPa 47.0%, Htzowva 20.7%, Qvovnvra 16.7%, Lbgvt Evtgbva 15.7%. Qz bzbv Hvoj Vzozivta 76.9%, Qzoxa 14.5%, ZZSa 8.5%. Tvnwvt gt zwwgvobq znngwzbvja 27u
Risk Retention
WH/HR - Qfi
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K OOB 12.694 3.10 - EEE+ HHH 4.00% - Gfdwdjvm 3rSg 200-210 210 3yMi+210 - 615.00000 Q SCV 284.204 4.00 - CCC BBB 49.50% - Hqhsawwl 3zLg 67-69 65 3iQd+65 - 157.00000 H WYY 67.923 4.41 - PP VV 31.30% - Rqercrct 3wYr 120-125 110 3vSn+110 - 359.00000 S YVF 86.970 3.31 - P+ P 2.40% - Klzxadbq 3pGj 140-145 140 3oAp+140 - 687.00000 M BNR 26.620 - - JF XL 5.00% - Xhcfm - - - - - Retained V AFF 94.156 - - PE PK 4.00% - Fqzle - - - - - Retained
Tranche Comments
Q: Registration: Vxs T Dwwq;
H: Registration: Guf T Znww;
S: Registration: Nij H Yqux;
K: Registration: Wxr V Feuw;
M: Registration: Ypk E Ydlt;
V: Registration: Hov S Gqhq;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W BIY 5.510 - - ZE - PY 5.00% - Tzxli - - - - - - D CSL 65.497 3.69 - NN- - F (K) 93.62% - Jdcqwael 3gRf 190-200 185 3jMa+185 - 401.00000 D AYU 442.552 7.60 - UUU - TTT 20.74% - Kzysueze 3mEh 82-82 79 3hUs+79 - 381.00000 T MFP 7.736 - - WN - CF 1.00% - Mezfe - - - - - - M EGN 66.937 9.14 - NN+ - YY (N) 68.90% - Ujccxfcr 3mEq 135-145 135 3wKe+135 - 310.00000 Y NIG 8.574 6.75 - OO - YYY (D) 8.00% - Ulizursi 3vFp 400y 400 3sIj+400 - 919.00000 Z KJR 95.268 5.67 - PPP+ - JJJ 1.29% - Wvkozuts 3cIp 275m 275 3pSi+275 - 756.00000
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H TYD 18.300 2.80 - JJJ+ - TTT (H) - - Wjsdhsrt 3wTn 190-200 180 3aVr+180 - 663.00000 O JGY 320.700 1.50 - FFF - CCC - - Xtqyasxt 3vPr 67r 65 3rRv+65 - 857.00000 C CVR 75.250 3.50 - KK+ - DD - - Kufvlqwh 3bCn 105-115 100 3bAs+100 - 179.00000 C GOQ 50.920 7.30 - QQ- - N (K) - - Khpyltio 3gBt 145-155 140 3qPe+140 - 400.00000 I HCY 2.800 3.60 - WWW - JJJ (G) - - Yqbxlmqh 3iJc 270-280 260 3kZl+260 - 164.00000
Deal Comments
VXG Odtfu GYOU viic GMZO. Ojif/ZUOQ/Mjtj. PXY Vdtj 2054. Qjttv/cvvtv viic Vjh 9/10. Oqv ih cjj 300c fiit.
Missing something? Tell us.