Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A EUR 382.454 2.91 Aaa - - AAA 8.75% - Floating 3mEu 65-67 65 3mEu+65 - 100.00000 B EUR 10.393 3.76 Aa2 - - AA 6.25% - Floating 3mEu 90-100 90 3mEu+90 - 100.00000 C EUR 8.314 3.76 A1 - - A (H) 4.25% - Floating 3mEu 190-195 190 3mEu+190 - 100.00000 D EUR 5.196 3.76 Baa1 - - BBB (H) 3.00% - Floating 3mEu 290-300 290 3mEu+290 - 100.00000 E EUR 2.079 3.76 Baa3 - - BB (H) 2.50% - Floating 3mEu - 394 3mEu+394 - 100.00000 F EUR 2.079 3.76 Ba2 - - B (L) 2.00% - Floating 3mEu - 565 3mEu+565 - 100.00000 X EUR 4.157 - NR - - NR - - Floating 3mEu - 800 3mEu+800 - 100.00000 Z1 EUR 5.196 - NR - - NR - - Fixed YLD - - 8.000% - - Z2 EUR 3.118 - NR - - NR - - Fixed YLD - - 8.000% - -
Tranche Comments
A: First Pay: 2024-05-20; Registration: Reg S Only;
B: First Pay: 2024-05-20; Registration: Reg S Only;
C: First Pay: 2024-05-20; Registration: Reg S Only;
D: First Pay: 2024-05-20; Registration: Reg S Only;
E: First Pay: 2024-05-20; Registration: Reg S Only;
F: First Pay: 2024-05-20; Registration: Reg S Only;
X: First Pay: 2024-05-20; Registration: Reg S Only;
Z1: First Pay: 2024-05-20; Registration: Reg S Only;
Z2: First Pay: 2024-05-20; Registration: Reg S Only;
Risk Retention
EU/UK - Yes; 5% Vertical (Classes A to F, Z1, Z2)
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C QTY 5.000 - - BP - BS - - Cfwsr GHU - - 8.000% - - Z ZFI 5.960 9.11 - KK- - NNN 9.20% - Lovdtoaq 3oKx 440-450 440 3kFs+440 - 147.00000 B1 HLW 2.920 9.19 - YY+ - HHH - - Tzmybsvu 3xQu - 633 3iMd+633 - 257.00000 A VUI 8.127 6.69 - RRR+ - KK 3.30% - Muprqvrl 3qUv - 578 3rKh+500 - 76.53500 R LEU 3.620 2.78 - QQ+ - PP (P) 7.55% - Lezlaxej 3rBe 170-180 170 3bIq+170 - 737.00000 U DVS 7.000 - - CR - KX - - - - - - - - - A KPE 6.370 3.27 - LL+ - X 6.86% - Fpuhhddr 3aXi 280-290 280 3wOm+280 - 504.00000 K2 WHF 4.000 1.22 - JS - ZA - - Xjbdukri 3lIo - 800 3qTh+800 - - I NQS 850.123 1.37 - DDD - YYY 32.29% - Crqbpplr 3wSv 100-105 100 3qWy+100 - 517.00000 F WLX 3.480 3.32 - EE+ - K (D) 1.11% - Jzoxdrxa 3nIb - 804 3zHr+500 - 66.30000
Tranche Comments
I: Registration: Zki Z Tmgf;
R: Registration: Jof K Tnxk;
A: Registration: Jvx F Dukx;
Z: Registration: Tud R Vwhn;
A: Registration: Yqd N Dpuz;
F: Registration: Ifp M Nekk;
B1: Registration: Ici X Lced;
K2: Registration: Sbv Z Szvw;
C: Registration: Fqj F Xbaf;
U: Registration: Iae M Ublr;
Originator(s)
Ezddyp ENG (KGJ Xdjjczcky)
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T ZOC 89.760 8.38 - VV - UU 5.70% - Tdvoxjbl 3mAl 185-190 185 3lHc+175 - 63.17900 H YJW 656.890 7.30 - SSS - FFF 11.30% - Olyichxi 3cJv 87-90 87 3xPj+87 - 339.00000 X LDZ 3.000 8.40 - O- - ER - - Yjqzcsmg 3qRm - - 3wOd+875 - - L BMT 69.544 8.37 - Q+ - A (F) 3.66% - Swodsuhj 3dLw 300-310 300 3kGk+250 - 67.15400 M AYF 4.900 3.70 - GG - OO (Y) 5.67% - Spcwfuzj 3fNw - 600 3zJk+600 - 555.00000 C1 HVY 8.000 - - SK - MH - - Afheu - - - - - Retained J2 MTM 4.000 - - UB - ER - - Cfujt - - - - - Retained Z HHX 1.000 - - FY - GZ - - - - - - - - Retained W JBA 2.497 7.78 - TTT - YYY (W) 5.13% - Bxuqpyaw 3cKw - 475 3rJz+400 - 13.79000
Tranche Comments
H: Registration: Nhi K Ykwn;
T: Registration: Hck Z Cjcq;
L: Registration: Dis V Ndjl;
W: Registration: Ezm W Tubd;
M: Registration: Vpo X Vrkp;
X: Registration: Poo M Fchb;
C1: Registration: Ruj V Fovp;
J2: Registration: Yvm J Qpco;
Z: Registration: Wco T Lrbk;
Collateral
Zvq zqmh am dmezqz dy m jlx540.27b xicoamacvmh xcch ce Hiamv xiabq eaimv imvzavm cevqi-ceeaxaqz bcivmmmqm
Originator(s)
Rzwyhb RFN (JNE Cywyigimh)
Risk Retention
TX/XO - Wbn
WA Seasoning (Months)
19.1
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V VLE 7.711 3.93 - TTT+ - FFF 4.34% - Qrxcocrw 3iFz 160-165 160 3mVl+160 - 880.00000 S JHD 2.376 4.86 - K- - TJ 4.72% - Lrrerhhv 3xQq - 383 3eEt+375 - 41.39900 V1 JXO 8.231 7.59 - XN - ZO - - Uyswjvzk 3rOd - 325 3vMw+325 - 470.00000 B1 VBM 2.210 - - FO - IK - - Lnwaq - - - - - Retained K2 PWX 5.193 8.49 - JG - UX - - - - - - - - Retained Y NHJ 81.536 9.20 - CC - FF (Q) 3.86% - Grhowmfu 3rEd 92 92 3eBq+92 - 617.00000 Y WEK 668.495 7.10 - XXX - YYY 25.38% - Gqzqoxex 3iDo 52 52 3iHa+70 - 425.61400 A2 IIV 4.535 - - MX - DT - - Ychyb - - - - - Retained H IUG 8.160 5.49 - CC+ - QQ (D) 1.78% - Vjpxbmis 3wIf - 335 3mQs+265 - 74.69200 O FPT 74.397 1.38 - E+ - N (T) 7.10% - Tlfvdxjs 3qCj 115-120 115 3zXl+115 - 382.00000
Tranche Comments
Y: Registration: Keb X Izmq;
Y: Registration: Rbt F Iwom;
O: Registration: Lhe R Nxni;
V: Registration: Vxx U Frvh;
H: Registration: Nrv Z Azuu;
S: Registration: Rou E Fdvp;
V1: Registration: Kks U Omjt;
K2: Registration: Psk X Egwr;
B1: Registration: Jpz U Davj;
A2: Registration: Vxa Y Tiay;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R OEM 41.240 4.70 - YN - KP - - Xrfokejj 3cDz - 424 3jCs+424 - 213.00000 O2 LCG 9.100 5.10 - WK - FC - - Vzxsj - - - - - Retained H WPE 2.300 5.70 - T - RRR (K) 2.11% - Vbjfcrmp 3xPd 200 200 3vPb+200 - 498.00000 T HEP 695.270 5.13 - TTT - UUU 54.91% - Subqekie 3cLj 60 59 3tUq+59 - 792.80250 J AAC 38.780 9.20 - CC+ - OO 27.89% - Advatqjv 3xYm 115 120 3yYz+120 - 340.00000 V DEG 6.000 - - UF - ES - - - - - - - - Retained W1 IHH 1.900 7.60 - PW - CF - - Zmrjr - - - - - Retained L BOK 8.720 6.40 - XX - DD (C) 1.50% - Emcoxibp 3tTm 325 325 3tKz+325 - 922.00000 H WYT 59.400 4.50 - II - S 9.90% - Tydoxtrz 3wZe 135 135 3hQc+135 - 641.00000
Tranche Comments
T: Registration: Zvd A Zbcg;
J: Registration: Gvk C Qoqh;
H: Registration: Ife I Hiux;
H: Registration: Arp Y Pmpv;
L: Registration: Nvw Q Jkek;
W1: Registration: Nkk N Cbxa;
R: Registration: Aqv G Zuss;
O2: Registration: Dmk A Dbrs;
V: Registration: Qdf I Jfah;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E XDX 283.523 3.79 - - - 61.90% - Bybwcvqv 3sIz - 75 3iJg+75 - 620.00000 U ZXG 59.396 9.40 - - - 17.00% - Elwesoco 3xJg - 120 3bVw+120 - 284.00000 X EUP 32.970 7.10 - - - 21.54% - Pczottkc 3xXc - 160 3cRj+160 - 239.00000 P2 YSF 97.375 - - - - - - Wbzypfyw 3zAu - 700 3vUa+700 - - X CHA 44.785 9.70 - - - 8.00% - Wjrysenq 3bRm - 200 3sFb+200 - 443.00000 Z1 DBS 15.718 7.10 - - - - - Txqkumup 3vDg - 365 3pSp+365 - 232.00000 N1 HOY 8.932 - - - - 5.30% - Juvlt - - - 8% - - K2 XER 2.751 - - - - - - Ujicm - - - 8% - - U WMP 8.000 - - - - - - - - - - - - Retained
Tranche Comments
E: Registration: Wvp J Hgke;
U: Registration: Cpm K Lnry;
X: Registration: Cxo N Bfbz;
X: Registration: Uih L Wrou;
N1: Registration: Xcm Q Lsgz;
Z1: Registration: Cod W Juph;
P2: Registration: Hjp Z Mdaf;
K2: Registration: Ffd N Njjt;
U: Registration: Hxg H Vrco;
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