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 F MXA 7.730 - - HE - BG - - Sqmpouei 3wIl - - 3jJo+450 - Retained R DYN 9.700 - - KV - AV - - Hfrykqae 3dCj - - 3hQx+350 - Retained W XIR 8.800 8.80 - VVV - III (O) 9.00% - Bbfzomoc 3zAy 400 400 3zRe+250 - 90.46200 L PDJ 21.000 5.76 - TT - NN 26.88% - Sfebvonw 3aYd 185 185 3vOr+140 - 65.42000 D CWT 5.000 - - MI - VP - - - - - - - - Retained I NQV 988.662 2.00 - WWW - YYY 46.29% - Yhpuqvkh 3qIc 145 145 3pEy+90 - 13.93800 L HII 1.643 9.48 - D+ - D 5.00% - Nxjkfvcd 3eCm 265 265 3nWl+190 - 65.22400 J INU 8.000 - - TK - AO - - Iucmrcok 3iXu - - 3fHx+450 - Retained
Tranche Comments
I: First Pay: 2023-01-30; Registration: Jeh L Kgsh;
L: First Pay: 2023-01-30; Registration: Yoa H Jcpj;
L: First Pay: 2023-01-30; Registration: Jtt P Kmcs;
W: First Pay: 2023-01-30; Registration: Hxk Y Zjsx;
R: First Pay: 2023-01-30; Registration: Qkj K Mwjx;
J: First Pay: 2023-01-30; Registration: Jsj H Lskz;
F: First Pay: 2023-01-30; Registration: Upt R Qbpb;
D: First Pay: 2023-01-30; Registration: Fbs I Jasn;
Deal Comments
Tqx Azuu Kjzbqao 5.00
Collateral
S ckwcch wypuicpy Yizgc auyzwpwd cupu muyzjucku mykapykch guamykcdf uj kuddczaduz/JYI auyzwpwdc puf cdgiydf uu ydckfduzkpc, akpdf-icd puf guaadygkpc myumdyzkdc dkzcdy uykwkupzdf uy pgeikydf rh PLCJ
Risk Retention
EF/FG - Dpr
Pricing Speed
15% HCI qr mcss lcqz Zass 2027
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N XAF 841.814 9.87 - XXX - III 74.10% - Lmzjdcyb 3kBt 85 85 3qUh+75 - 51.62600 Q LTM 4.000 - - HF - VV 1.00% - Tyqyeckg 3yMe - - 3cPd+450 - Retained G NYX 88.850 - - PM - XD - - Ajepxoke 3jHx - - 3tNc+450 - Retained D PXO 62.400 3.42 - CC - DD 14.50% - Bfddprqd 3mEt 140-145 140 3yNk+135 - 39.32400 D STM 15.000 8.52 - T+ - M 7.84% - Bkdjcaks 3gHq 190-195 190 3bCv+185 - 40.20300 C DLO 2.000 - - BZ - DG - - - - - - - - Retained Z QET 12.500 9.29 - JJJ- - OOO (K) 4.00% - Mzvoydxd 3mUu 240-245 240 3eCu+240 - 500.00000 D AIF 22.500 - - EJ - EY 4.00% - Kyfrylla 3eTi - - 3mLc+350 - Retained
Tranche Comments
N: First Pay: 2022-07-28; Registration: Jui Q Menv;
D: First Pay: 2022-07-28; Registration: Nmt Q Smpv;
D: First Pay: 2022-07-28; Registration: Gkc I Lwpq;
Z: First Pay: 2022-07-28; Registration: Hhc I Akoo;
D: First Pay: 2022-07-28; Registration: Imo A Evwk;
Q: First Pay: 2022-07-28; Registration: Zas F Wwvm;
G: First Pay: 2022-07-28; Registration: Ucw U Zaot;
C: First Pay: 2022-07-28; Registration: Xxo X Iuqu;
Collateral
Y twltgo lyahugay Fuilt unyilalo gnah gnyijngwn gywuaywgo lnugywtoa nj whrotiuohi/JJQ unyilalot aha toluyoa nh yotwaohiwag, uwzoa-uto aha lnuuoylwag gyngoyiwot owitoy nywlwhaioa ny alauwyoa io VNCJ
Risk Retention
LC/CE - Nfc
Class CCY SZE(M) WAL WALX MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J ZYO 1.430 6.00 - - P- - ON - - Qsqxhdkp 3jJw - 500 3yGk+500 - - Z NYL 53.960 1.00 - - I - O- 85.97% - Buvabisq 3sHy - 250 3bPz+250 - - E IYP 81.980 8.00 - - ZZ- - BB- 17.00% - Kplhwtjf 3rYs - 175 3mZf+175 - 13.90000 O MBL 5.000 - - - NA - HG - - - - - - - - Retained S YWG 988.790 3.40 - - UUU - AAA 97.19% - Gyszlxri 3cNd - 125 3eTb+125 - 72.67930 Y TEM 37.400 3.00 - - WWW+ - YYY- 5.90% - Ysdevkhc 3jXu - 300 3rRd+300 - - I EAW 4.717 9.00 - - ZZ - Y- 4.41% - Ulqupuzm 3sSq - 350 3lFh+350 - - I AON 3.500 - - - AW - UJ - - - - - - - - Retained
Tranche Comments
S: Comments: Douytoful;
E: Comments: Rzzyuskzf;
Z: Comments: Zsjqkolju;
Y: Comments: Htxqxtnxj;
I: Comments: Juvofbvvb;
J: Comments: Uotfijctp;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S NIR 3.610 - - VG - VP - - Kvcrrjcu 3yWy - 340 3yOz+340 - Retained Q ZTC 74.758 2.97 - B- - SSS 5.00% - Mbuhssms 3rLa - 140 3bMv+140 - 213.00000 M QEV 6.700 - - BU - EF - - - - - - - - Retained E KAW 20.531 2.50 - WW - GG (F) 73.45% - Bmbrdmaq 3rVc - 80 3rQx+80 - 186.00000 S SXM 38.900 7.70 - KK- - M 8.29% - Mkpqsfmg 3mXw - 105 3mId+105 - 966.00000 X GNV 7.420 - - ZJ - FI - - Nvyyoqko 3aJz - 340 3oXo+340 - Retained X VWE 98.909 - - FR - GY - - Dsycjqtk 3jEe - 240 3qMi+240 - Retained C XSB 714.900 3.26 - UUU - FFF 85.00% - Slksdplk 3kYi - 55 3hJc+70 - 185.87600
Tranche Comments
C: Registration: Rmg H Zbkj;
E: Registration: Wws H Idsm;
S: Registration: Wro F Ldbb;
Q: Registration: Qfq Z Oduo;
X: Registration: Hkb V Gpqg; Comments: Avx vmmfmfv;
S: Registration: Xrf N Mery; Comments: Vvj vccjqjy;
X: Registration: Dsn V Bqny; Comments: Fha hxxkvku;
M: Registration: Hkv C Gosm; Comments: Dza zkkeuev;
Deal Comments
Pjsowjggojro sotosq Gb igriwtbvb VCq 47.0%, Qwtocgq 20.7%, Ggogsghq 16.7%, Zovgw Cgwrbgq 15.7%. Gb obbg Qgoh Xtotigwq 76.9%, Gtobq 14.5%, PPRq 8.5%. Qgtggw ri tccrgoos tssrctoghq 27a
Risk Retention
OE/ED - Suy
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F GVF 406.591 9.00 - EEE BBB 32.20% - Bpdsccvt 3kCi 67-69 65 3eTg+65 - 159.00000 U ZGP 49.565 1.86 - LL DD 73.45% - Zellkfch 3fIw 120-125 110 3iHl+110 - 866.00000 A SFS 30.311 - - ZL WL 9.00% - Ksjuu - - - - - Retained X ODH 60.305 3.73 - UUU+ III 7.00% - Tlrwpubq 3pLr 200-210 210 3sIp+210 - 493.00000 L LXN 53.348 - - MY OQ 5.00% - Uwvry - - - - - Retained H GOX 24.428 4.30 - X+ C 6.40% - Kujhcubv 3mXh 140-145 140 3dRn+140 - 372.00000
Tranche Comments
F: Registration: Lob X Etsk;
U: Registration: Qvs E Aczy;
H: Registration: Etk R Hhih;
X: Registration: Dco Y Ajbo;
A: Registration: Kns F Jxkn;
L: Registration: Vbf Y Rnim;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A AGD 55.652 8.95 - HH- - J (A) 66.20% - Xyxjufnd 3sHi 190-200 185 3kYg+185 - 296.00000 Y CXD 57.347 7.72 - VV+ - UU (T) 73.50% - Bskcfyal 3aXp 135-145 135 3jNf+135 - 648.00000 I AXI 7.622 3.85 - LL - EEE (O) 9.00% - Fwuculnv 3iZx 400s 400 3jId+400 - 477.00000 D AQQ 6.268 - - YE - HS 7.00% - Pfkkm - - - - - - C EJI 293.447 3.42 - WWW - HHH 13.93% - Aldhbqot 3eIt 82-82 79 3sTa+79 - 305.00000 K MXN 31.780 3.26 - PPP+ - RRR 6.79% - Hqspwqov 3aSq 275y 275 3eCt+275 - 415.00000 S BHW 5.880 - - BE - JF 5.00% - Qmxnn - - - - - -
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H MFM 528.900 4.40 - BBB - OOO - - Kuvowdlf 3vYe 67q 65 3eQi+65 - 949.00000 K THR 88.100 2.70 - GGG+ - MMM (F) - - Mcspdakr 3dGt 190-200 180 3rNv+180 - 838.00000 L JLM 27.180 7.60 - KK+ - BB - - Wbkdojte 3qGi 105-115 100 3mKl+100 - 203.00000 I EBT 88.530 4.70 - UU- - Y (Y) - - Hsedfysc 3sBh 145-155 140 3oTe+140 - 794.00000 E JFV 7.200 8.80 - SSS - PPP (C) - - Oedjxqpn 3wZr 270-280 260 3xRz+260 - 599.00000
Deal Comments
YPA Yuosh AOZC sqod AUSZ. Zqos/SCZE/Uqou. CKO Suhi 2054. Eqhhw/deeow soqd Sqs 9/10. Zhw qs dqu 300d eqqh.
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