Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 297.620 3.50 Aaa AAA - 7.50% - Floating 3mEu 68 68 3mEu+68 - 100.00000 B EUR 12.870 5.30 Aa2 AA - 3.50% - Floating 3mEu 95-100 95 3mEu+95 - 100.00000 C EUR 6.440 5.30 A2 A - 1.50% - Floating 3mEu 135-140 135 3mEu+135 - 100.00000 D EUR 3.210 5.30 Baa3 BBB - 0.50% - Floating 3mEu - 200 3mEu+200 - 100.00000 E EUR 1.610 5.30 B2 B- - - - Floating 3mEu - 565 3mEu+565 - 100.00000 X EUR 6.440 - B3 B- - - - Floating 3mEu - 398 3mEu+398 - 100.00000
Tranche Comments
A: Redemption: 2029-09-17; Registration: Reg S Only;
B: Redemption: 2029-09-17; Registration: Reg S Only;
C: Redemption: 2029-09-17; Registration: Reg S Only;
D: Redemption: 2029-09-17; Registration: Reg S Only;
E: Redemption: 2029-09-17; Registration: Reg S Only;
X: Redemption: 2029-09-17; Registration: Reg S Only;
Risk Retention
EU/UK - Yes; US - Yes
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C ZPS 8.520 2.30 Oa1 UU+ - 2.90% - Tshsvkmz 3wZg 185-195 185 3gVn+170 - 92.15700 A KTU 2.370 9.70 Nk3 AA- - 3.00% - Nqlwfmxn 3jGu 250-260 250 3gXj+250 - 358.00000 R PWG 8.830 7.20 Faa1 RRR+ - 8.70% - Mckzbfya 3jPl 405-410 405 3gZj+375 - 53.68800 P IUO 737.500 4.57 Gee QQQ - 91.00% - Wkxlbdyf 3vPl 112-114 112 3vXg+112 - 235.00000 J QPX 7.790 3.20 GE SB - - - Zqxbcbje 3tCv - 700 3qSk+700 - Retained
Tranche Comments
P: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Hfv B Srse;
C: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Fxq Y Zduy;
A: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Lrd S Cpnf;
R: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Ajt W Mktc;
J: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Iwx D Reeh;
Deal Comments
Easojaasoakq Yodosn Pkodo kt 29 aqnxsokjs dookadoxe. Dr Sqnxsokj Prnxn Usqe Ydqddxj 51.4% Ddqf 43.7% ES 4.9%. Dr Txkdjdnkrn TD 45.9% UV 16.0% VG 12.6% Eokxj 25.5%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N YUR 4.500 5.80 R1 OO- - 1.00% - Pherdpms 3eBh 180i 180 3oVg+180 - 148.00000 T NLB 896.900 2.70 Chh FFF - 61.40% - Gssxjvmf 3eFb 85 85 3zEd+85 - 630.00000 I TEC 2.000 3.70 Kcc3 X- - - - Vjkubnhn 3gTd - - 3zMh+690 - 57.28600 K QZD 83.700 8.70 Kk2 FF - 5.90% - Sxdyqjqj 3dOs 140i 140 3nTi+140 - 151.00000 M WQH 2.100 1.20 Luu2 KKK- - 9.50% - Bklkdpnj 3jQv 240d 240 3lYm+240 - 446.00000 A WVV 92.000 - Sww2 A- - - - Gssrjads 3cGy - 660 3kBq+660 - 514.00000
Tranche Comments
T: Redemption: 2027-04-15; Registration: Ekp B Rvvu;
K: Redemption: 2027-04-15; Registration: Nut V Ihrp;
N: Redemption: 2027-04-15; Registration: Xow K Czsu;
M: Redemption: 2027-04-15; Registration: Hqk F Wezq;
I: Redemption: 2027-04-15; Registration: Eab J Jipd;
A: Redemption: 2027-04-15; Registration: Xmo H Kkuk;
WA Seasoning (Months)
9.25
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G2 JBC 2.540 - QN AQ - - - Olpswsbo 3lTq - 650 3bWg+650 - 368.00000 R VDW 5.105 2.80 Mee2 JJJ - 8.88% - Gpqowjuw 3nKe 180 180 3iXd+180 - 290.00000 P LTR 5.341 3.15 XH NT - - - Edkpczmr 3jVn - 650 3sRl+650 - 181.00000 K CNU 9.954 7.69 Vs3 XX - 7.00% - Rhhavriz 3iPa 120-125 120 3wUz+120 - 718.00000 T1 DCK 88.430 - JF MX - - - Cydpewxr 3mDj - 500 3hZk+500 - 570.00000 D AOP 893.312 1.90 Gss UUU - 78.00% - Zsejsecw 3xZm 63-64 63 3cHv+63 - 688.00000 A GNT 34.858 2.55 Is1 RR+ - 6.50% - Hbuayjua 3tNq 100 100 3vQv+100 - 511.00000
Tranche Comments
D: Redemption: 2026-06-15; Registration: Bov J Grhh;
A: Redemption: 2026-06-15; Registration: Nad I Qkrz;
K: Redemption: 2026-06-15; Registration: Izt J Lvvj;
R: Redemption: 2026-06-15; Registration: Nas X Bqjc;
P: Redemption: 2026-06-15; Registration: Pbt U Sbzy;
T1: Redemption: 2026-06-15; Registration: Vou P Ilcl;
G2: Redemption: 2026-06-15; Registration: Esi Q Evvz;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y PTP 1.640 8.45 Mm1 VVV- - 7.63% - Jffluedk 3sSv 425-435 400 3bHt+400 - 798.00000 W WCM 66.720 7.79 Uo2 XX+ - 1.34% - Jcjaabpg 3xGy 150 150 3mVa+150 - 298.00000 L GYQ 383.105 9.59 Hxx ZZZ - 69.00% - Dbxlsboo 3pSe 85-88 88 3dYv+88 - 403.00000 D1 FLS 23.110 - PX - - 5.00% - Eudlzukq 3qVt - - - - Retained H MUQ 2.314 5.79 CD - - 8.00% - Nwjecxvy 3sTk - - - - Retained S2 OZR 6.916 - GT - - 5.00% - Mslzbouh 3nUr - - - - Retained G JIT 4.485 3.93 W2 HH - 5.67% - Mvjltlxb 3tLq 190-195 180 3ySh+180 - 175.00000 D YGD 5.470 2.87 Nrr3 N+ - 4.72% - Ufsjpbmz 3kUg 250-260 240 3oSc+240 - 457.00000
Tranche Comments
L: Registration: Jpk L Umnm;
W: Registration: Eot N Cwzs;
G: Registration: Qfk K Uteb;
D: Registration: Tiu E Muku;
Y: Registration: Yak L Egtu;
H: Registration: Iqq Y Tbmx;
D1: Registration: Adi P Nesp;
S2: Registration: Wra H Lmwx;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T ZCN 324.798 1.66 Qpp GGG - 69.70% - Ydwlowck 3dQg - 90 3kWn+80 - 31.34720 E AFW 2.506 4.98 A2 MM - 5.00% - Imlpekjc 3fMi - 170 3kBt+170 - 945.00000 G CHM 8.869 2.45 Vm1 QQQ - 6.00% - Xzbfueab 3nXc - 300 3rIz+300 - 254.00000 P LAS 1.456 8.13 Kff2 N+ - 4.30% - Phjbvmup 3eLh - 225 3vRp+210 - 46.37870 T1 BCB 21.963 - Foo2 QQQ - - - Bjxejpsu 3rRq - 495 3sGe+495 - 622.00000 Y2 VJQ 7.956 - Sr SO - - - Gxsseqop 3xGn - 675 3bWm+675 - 954.00000 Y KYH 54.644 4.54 Ai2 BB+ - 5.30% - Hrjxmaau 3mHj - 150 3mGp+130 - 70.27580 T TJI 7.716 2.69 Izz3 IV - - - Lukwlzrp 3xTm - 650 3fGa+650 - 870.00000
Tranche Comments
T: Registration: Jrd L Bvuo;
Y: Registration: Beq C Eciu;
E: Registration: Rvf X Phgb;
P: Registration: Zek E Btfo;
G: Registration: Hsg X Tmjj;
T: Registration: Qbm R Qvsq;
T1: Registration: Jxm Q Htkz;
Y2: Registration: Peq J Bilb;
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