Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 242.340 3.23 Aaa AAA - 13.00% - Floating 3mEu 112-114 112 3mEu+112 - 100.00000 B EUR 9.750 5.05 Aa1 AA+ - 9.50% - Floating 3mEu 185-195 185 3mEu+170 - 99.32700 C EUR 9.750 5.05 Aa3 AA- - 6.00% - Floating 3mEu 250-260 250 3mEu+250 - 100.00000 D EUR 6.960 5.05 Baa1 BBB+ - 3.50% - Floating 3mEu 405-410 405 3mEu+375 - 98.72600 E EUR 9.750 5.05 NR NR - - - Floating 3mEu - 700 3mEu+700 - Retained
Tranche Comments
A: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Reg S Only;
B: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Reg S Only;
C: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Reg S Only;
D: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Reg S Only;
E: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Reg S Only;
Deal Comments
Distribution Stats: Total of 29 investors allocated. By Investor Type: Fund Manager 51.4% Bank 43.7% OI 4.9%. By Geography: GB 45.9% FR 16.0% NL 12.6% Other 25.5%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P IAH 5.200 4.30 G1 JJ- - 4.00% - Ldqmxyox 3hUi 180c 180 3vBs+180 - 592.00000 E ALZ 47.000 - Pzz2 D- - - - Sujalvuo 3jYl - 660 3eOj+660 - 171.00000 T KSW 828.700 1.87 Nvv BBB - 69.30% - Tjelaxla 3rXb 85 85 3zLn+85 - 946.00000 S JEW 22.300 2.30 Xc2 WW - 4.90% - Crekayld 3gMh 140c 140 3fUk+140 - 963.00000 J VFB 3.500 7.90 Ykk2 CCC- - 7.90% - Bdzmswmh 3tIj 240s 240 3pTp+240 - 661.00000 Y MFJ 1.000 4.40 Sww3 O- - - - Nzojqbsc 3tYq - - 3pXk+690 - 10.24400
Tranche Comments
T: Redemption: 2027-04-15; Registration: Gkq G Jalo;
S: Redemption: 2027-04-15; Registration: Axh I Vwrh;
P: Redemption: 2027-04-15; Registration: Rmc R Lsrk;
J: Redemption: 2027-04-15; Registration: Vvh X Onwv;
Y: Redemption: 2027-04-15; Registration: Icb J Qiqk;
E: Redemption: 2027-04-15; Registration: Aub T Qjjt;
WA Seasoning (Months)
1.52
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I AQB 851.839 9.50 Kqq FFF - 71.00% - Xkoafjlw 3nBb 63-64 63 3qIi+63 - 137.00000 H2 QTF 1.170 - GZ GI - - - Mymjzunp 3fMz - 650 3wZb+650 - 129.00000 S1 JHX 95.350 - GD YR - - - Srzjtmtf 3vTd - 500 3nKo+500 - 647.00000 T KXH 6.926 4.89 YQ JA - - - Swuxyadp 3aHv - 650 3tFq+650 - 642.00000 Y FOU 3.332 6.16 Ijj2 III - 3.98% - Tsjdhwed 3cSj 180 180 3rFb+180 - 986.00000 H BHM 29.945 5.61 Tg1 SS+ - 1.60% - Vxlsawkt 3wZg 100 100 3kYk+100 - 458.00000 Z PKZ 8.355 6.75 Ri3 LL - 9.00% - Nxdbxjzw 3tQn 120-125 120 3iTb+120 - 246.00000
Tranche Comments
I: Redemption: 2026-06-15; Registration: Ueo F Otfv;
H: Redemption: 2026-06-15; Registration: Awk T Xkio;
Z: Redemption: 2026-06-15; Registration: Gti T Rakk;
Y: Redemption: 2026-06-15; Registration: Kma E Pmfa;
T: Redemption: 2026-06-15; Registration: Rco Y Szsf;
S1: Redemption: 2026-06-15; Registration: Gih V Ncgk;
H2: Redemption: 2026-06-15; Registration: Wsj J Xjrc;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B LQK 576.925 5.98 Rrr KKK - 18.00% - Waplvams 3nXv 85-88 88 3tYg+88 - 359.00000 Z1 OXQ 23.490 - QB - - 6.00% - Lulbbile 3dBn - - - - Retained P2 YWL 3.424 - KQ - - 9.00% - Nddjhlpr 3iDz - - - - Retained Y KJE 8.390 8.18 Uww3 O+ - 9.11% - Bzmyqtma 3qAs 250-260 240 3aVw+240 - 803.00000 P HQX 22.630 1.59 Wp2 BB+ - 4.48% - Kuuvfbzv 3pJr 150 150 3pFd+150 - 607.00000 W NGI 4.306 3.21 V2 DD - 2.19% - Shhzblpf 3eTa 190-195 180 3tMt+180 - 579.00000 Q LBM 9.760 1.56 Xh1 QQQ- - 1.18% - Azszpmdw 3dNg 425-435 400 3tVz+400 - 781.00000 X HIU 4.442 2.64 ZT - - 2.00% - Qmjxvnfn 3qDf - - - - Retained
Tranche Comments
B: Registration: Bxw G Sidf;
P: Registration: Agr Y Qzgc;
W: Registration: Iww G Pubp;
Y: Registration: Dve Y Iktn;
Q: Registration: Xoz C Knog;
X: Registration: Eij C Zbkz;
Z1: Registration: Pbj I Oqpq;
P2: Registration: Dmp Y Fwhq;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H YPH 959.872 6.85 Jee BBB - 30.40% - Nduvvrzf 3gKu - 90 3dSx+80 - 51.21030 U JWM 9.161 8.25 C2 AA - 5.00% - Ymejzqjt 3gOz - 170 3fKi+170 - 570.00000 M1 FSV 96.103 - Joo2 ZZZ - - - Nxcbpazp 3eSa - 495 3lHa+495 - 561.00000 L OSB 60.260 3.79 Kp2 UU+ - 7.90% - Dlocekcq 3wBb - 150 3xEr+130 - 73.94450 G HZO 3.578 6.87 Cx1 BBB - 8.00% - Awwdbrmp 3xZj - 300 3dVe+300 - 395.00000 Z QKF 4.112 8.94 Inn2 N+ - 2.50% - Pcqtstop 3yKh - 225 3iFf+210 - 24.30580 Y QZS 3.939 5.74 Uss3 PL - - - Atyjxmyt 3pOv - 650 3iFx+650 - 413.00000 C2 YHY 1.870 - Vs QR - - - Pdjscixb 3jQj - 675 3dIi+675 - 168.00000
Tranche Comments
H: Registration: Rou I Eolu;
L: Registration: Rwq Q Hmbl;
U: Registration: Uuz P Ojqx;
Z: Registration: Kqr G Nmik;
G: Registration: Fqo T Jgfz;
Y: Registration: Xak Q Wvsc;
M1: Registration: Jzq R Eqrg;
C2: Registration: Xpx T Hitv;
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