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 Z BFJ 851.530 9.72 Zyy GGG - 59.00% - Wkzleocx 3mZn 112-114 112 3aHo+112 - 183.00000 W TEI 7.460 4.90 Uqq1 III+ - 7.40% - Jchcqvku 3lVj 405-410 405 3hOr+375 - 45.87700 M CQQ 4.850 5.50 Ip3 II- - 8.00% - Pmwejtrb 3gTf 250-260 250 3lGb+250 - 100.00000 Y ECY 8.530 3.50 HJ WG - - - Exswjdac 3eFs - 700 3kIk+700 - Retained W JUC 2.360 3.50 Uh1 XX+ - 2.60% - Gcjyqtnq 3sFu 185-195 185 3lPy+170 - 17.89400
Tranche Comments
Z: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Wrf S Snce;
W: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Ldp K Fvxh;
M: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Kii U Uenh;
W: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Xoe J Geee;
Y: First Pay: 2023-05-15; Redemption: 2028-02-15; Registration: Aiu M Qkrj;
Deal Comments
Emxtsmwbtmbl Xtitxr Kbtia bn 29 mluextbsx iaabeitej. Sw Sluextbs Kwler Jblj Diliges 51.4% Sila 43.7% PS 4.9%. Sw Hebgsilawr HS 45.9% JR 16.0% ZA 12.6% Ptaes 25.5%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F DML 67.700 2.70 Kn2 DD - 9.10% - Uyjaqixx 3sIz 140d 140 3mFp+140 - 745.00000 E LDM 3.300 8.90 Pcc2 CCC- - 2.70% - Syphdcuk 3nOz 240u 240 3eXr+240 - 265.00000 V TNG 7.400 9.10 V1 LL- - 5.00% - Jeopfczi 3xQl 180u 180 3kUc+180 - 801.00000 X OTK 5.000 4.20 Xdd3 U- - - - Xmfjcxem 3hRw - - 3xRs+690 - 73.49500 Q CTN 232.500 5.24 Qgg TTT - 86.90% - Fphaslhm 3lLf 85 85 3nVn+85 - 836.00000 Q XYC 10.000 - Lzz2 Q- - - - Creafvdv 3nMp - 660 3yYa+660 - 896.00000
Tranche Comments
Q: Redemption: 2027-04-15; Registration: Ghw S Pnap;
F: Redemption: 2027-04-15; Registration: Fob I Zfcl;
V: Redemption: 2027-04-15; Registration: Cmh H Psxn;
E: Redemption: 2027-04-15; Registration: Iom Y Mhuq;
X: Redemption: 2027-04-15; Registration: Mso G Trai;
Q: Redemption: 2027-04-15; Registration: Jwz L Umlr;
WA Seasoning (Months)
8.33
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J OQM 17.334 8.38 Py1 HH+ - 5.50% - Kyubwxts 3gLy 100 100 3vOn+100 - 553.00000 D IFA 9.782 9.48 PX LE - - - Tfmpfhyl 3pDf - 650 3gGj+650 - 810.00000 S1 TOZ 62.840 - IX YJ - - - Wfxuztvk 3pGi - 500 3dRj+500 - 819.00000 I AHM 6.441 2.66 Wz3 KK - 4.00% - Cublfsau 3aBj 120-125 120 3gIa+120 - 674.00000 K SQD 418.372 9.60 Zyy WWW - 11.00% - Aefqujwk 3vFb 63-64 63 3zXo+63 - 431.00000 T NGG 8.273 8.58 Fxx2 LLL - 7.49% - Mhrwwszc 3vOn 180 180 3jIo+180 - 490.00000 H2 TOM 4.850 - ML JA - - - Gweqzjyh 3oYs - 650 3nLd+650 - 870.00000
Tranche Comments
K: Redemption: 2026-06-15; Registration: Dqi U Mcfj;
J: Redemption: 2026-06-15; Registration: Xju E Zhfc;
I: Redemption: 2026-06-15; Registration: Lto E Opvv;
T: Redemption: 2026-06-15; Registration: Qrq K Xfcb;
D: Redemption: 2026-06-15; Registration: Lup B Jpbs;
S1: Redemption: 2026-06-15; Registration: Bbw N Neom;
H2: Redemption: 2026-06-15; Registration: Ktm V Eblx;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U EKP 4.279 6.62 F2 JJ - 2.45% - Tkwlqajw 3jEi 190-195 180 3cZj+180 - 630.00000 K1 VLF 22.640 - CY - - 9.00% - Hsfdscqz 3qTb - - - - Retained X GHS 1.251 1.97 ER - - 4.00% - Texaseux 3eIf - - - - Retained J2 TVR 6.351 - ZI - - 2.00% - Bwdosiob 3dVz - - - - Retained G ZJG 8.640 8.63 Ob1 RRR- - 2.68% - Sjucbahy 3hIj 425-435 400 3vXv+400 - 964.00000 L BJF 201.983 6.18 Lhh VVV - 82.00% - Qfcxbddu 3yIk 85-88 88 3hBc+88 - 271.00000 P MAH 70.380 8.43 Az2 BB+ - 8.23% - Fjpouqvb 3cPu 150 150 3lSd+150 - 225.00000 P KBA 2.930 5.53 Noo3 E+ - 1.33% - Qzfrvlfv 3kMx 250-260 240 3qYi+240 - 873.00000
Tranche Comments
L: Registration: Yeb N Grdu;
P: Registration: Hpp E Jrss;
U: Registration: Ljg S Jswa;
P: Registration: Bkv F Wbra;
G: Registration: Mcj R Kjxv;
X: Registration: Gcw U Bdwi;
K1: Registration: Dkr A Obxo;
J2: Registration: Qwi N Yudy;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K1 FXK 41.465 - Nff2 OOO - - - Lwybbiik 3lCb - 495 3sJe+495 - 669.00000 F ZDG 3.882 8.16 Bmm3 KP - - - Dbezzlve 3kEj - 650 3bVa+650 - 635.00000 P ZII 4.598 4.99 Uhh2 W+ - 8.30% - Cejwhcuh 3dKs - 225 3tVi+210 - 81.34000 S EJJ 65.215 4.69 Mz2 FF+ - 1.20% - Rvfudfms 3zHv - 150 3hHz+130 - 27.66830 Z ZOR 7.322 1.49 U2 YY - 2.00% - Uukxlmnw 3qJt - 170 3rGu+170 - 547.00000 G CXM 5.620 3.16 Ky1 JJJ - 9.00% - Aesshrso 3kFv - 300 3gOa+300 - 307.00000 M2 HXB 3.996 - Dn AI - - - Wjkkejkf 3eMg - 675 3vBc+675 - 498.00000 B HTO 120.830 9.78 Bss JJJ - 77.10% - Keyyltsf 3pBi - 90 3qRd+80 - 30.99430
Tranche Comments
B: Registration: Jxa V Wmpk;
S: Registration: Vvc H Ismj;
Z: Registration: Eoc T Qwty;
P: Registration: Jdx P Ywsu;
G: Registration: Kfe R Ygxi;
F: Registration: Rws V Qsft;
K1: Registration: Juo C Zmly;
M2: Registration: Pxh G Lsmk;
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