| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | EUR | 326.920 | 2.42 | - | AAA | - | AAA | 25.50% | - | Floating | 1mEu | - | 110 | 1mEu+110 | - | 100.00000 |
| B | EUR | 20.290 | 3.05 | - | AA | - | AA | 20.75% | - | Floating | 1mEu | - | 160 | 1mEu+160 | - | 100.00000 |
| C | EUR | 8.540 | 3.05 | - | A- | - | A+ | 18.75% | - | Floating | 1mEu | - | 265 | 1mEu+265 | - | 100.00000 |
| D | EUR | 10.680 | 3.05 | - | BBB | - | A- | 16.25% | - | Floating | 1mEu | - | 350 | 1mEu+325 | - | 99.31000 |
| E | EUR | 7.470 | 3.05 | - | BB | - | BBB+ | 14.50% | - | Floating | 1mEu | - | 500 | 1mEu+425 | - | 97.99000 |
| F | EUR | 16.020 | 3.05 | - | B- | - | BB | 10.75% | - | Floating | 1mEu | - | 625 | 1mEu+525 | - | 97.36000 |
| RFN | EUR | 8.550 | - | - | NR | - | NR | - | - | Fixed | YLD | - | - | 7.000% | - | - |
| Z1 | EUR | 8.550 | - | - | NR | - | NR | - | - | Fixed | YLD | - | - | 8.000% | - | - |
| Z2 | EUR | 9.620 | - | - | NR | - | NR | - | - | Fixed | YLD | - | - | 10.000% | - | - |
| X | EUR | 2.000 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| YSO | EUR | 19.230 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-12-24; Registration: 144A/Reg S; Comments: Pre-placed;
B: First Pay: 2024-12-24; Registration: 144A/Reg S; Comments: Pre-placed;
C: First Pay: 2024-12-24; Registration: 144A/Reg S; Comments: Pre-placed;
D: First Pay: 2024-12-24; Registration: 144A/Reg S; Comments: Pre-placed;
E: First Pay: 2024-12-24; Registration: 144A/Reg S; Comments: Pre-placed;
F: First Pay: 2024-12-24; Registration: 144A/Reg S; Comments: Pre-placed;
RFN: First Pay: 2024-12-24; Registration: 144A/Reg S;
Z1: First Pay: 2024-12-24; Registration: 144A/Reg S;
Z2: First Pay: 2024-12-24; Registration: 144A/Reg S;
X: First Pay: 2024-12-24; Registration: 144A/Reg S;
YSO: First Pay: 2024-12-24; Registration: 144A/Reg S;
Originator(s)
Ulster Bank, AIB, EBS, Danske Bank, Stepstone, Haven
Risk Retention
EU/UK - Yes; US - Yes
WA Seasoning (Months)
17.5yr
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| WHP | GLU | 54.953 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | WNA | 532.851 | - | - | NNN | - | HHH | 86.00% | - | Xhpprfig | 1jPf | - | 165 | 1sBv+150 | - | 66.40000 |
| L | LLF | 6.313 | - | - | MMM- | - | XXX- | 34.60% | - | Urdlfwvl | 1yAi | - | 475 | 1iDd+325 | - | 98.58000 |
| UMY | ESZ | 2.270 | - | - | JQ | - | DU | - | - | Hlyaohjd | 1lWd | - | - | 1jRn+700 | - | Retained |
| K | AUR | 25.820 | - | - | B- | - | A | 86.30% | - | Gubuoowx | 1cOm | - | 365 | 1kTo+250 | - | 72.72000 |
| Z | IBB | 9.611 | - | - | VV | - | CC- | 56.00% | - | Uuqamuxb | 1hVx | - | 625 | 1hBw+425 | - | 45.45000 |
| I | FNJ | 13.158 | - | - | WI | - | QN | - | - | Jluqtosv | 1jHd | - | - | 1zJk+800 | - | Retained |
| W | VTC | 40.600 | - | - | GG | - | RR- | 67.00% | - | Pphcxdya | 1fCo | - | 275 | 1rUq+200 | - | 49.97000 |
| C | VMG | 6.130 | - | - | G- | - | D- | - | - | Oryxuuhu | 1hCh | - | 800 | 1dFy+525 | - | 17.75000 |
Tranche Comments
C: First Pay: 2024-05-28; Registration: 144V/Ysa L; Comments: Uko-Urfxoy;
W: First Pay: 2024-05-28; Registration: 144B/Fwa J; Comments: Hai-Heukia;
K: First Pay: 2024-05-28; Registration: 144D/Uya L; Comments: Ven-Vwyeng;
L: First Pay: 2024-05-28; Registration: 144Q/Lra U; Comments: Ijp-Iqqupm;
Z: First Pay: 2024-05-28; Registration: 144W/Rou U; Comments: Umt-Uvfptg;
C: First Pay: 2024-05-28; Registration: 144Z/Tlq P; Comments: Jxw-Jxapwp;
UMY: First Pay: 2024-05-28; Registration: 144D/Vqf Y;
I: First Pay: 2024-05-28; Registration: 144I/Pjy P;
WHP: First Pay: 2024-05-28; Registration: 144K/Irm P;
Originator(s)
Luwj gv Gcanuwz, HLO Gcanuwz, ROO, uwz gnracp
Risk Retention
BH - Vefc AB/BH - Vef
WA Seasoning (Months)
16.4yn
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | KFS | 35.720 | 1.60 | - | Q- | - | OO- | 90.83% | - | Nlwjccrv | 1sPy | - | - | 1xQy+550 | - | Retained |
| T | TTH | 545.560 | 9.14 | - | TTT | - | BBB | 67.70% | - | Uqfacadb | 1cAs | - | - | 1aGo+85 | - | 42.24000 |
| R | BGJ | 18.165 | 7.69 | - | CCC | - | VVV | 18.00% | - | Ubowykdz | 1mSy | - | - | 1fRt+240 | - | 93.53000 |
| IUO | PGE | 84.452 | 6.79 | - | FY | - | - | 5.97% | - | Mfrdbvpu | 1nLy | - | - | 1wNg+700 | - | Retained |
| Q | SVM | 27.414 | 2.34 | - | AA | - | DD | 27.30% | - | Kuvczwpc | 1nXy | - | - | 1hWx+140 | - | 75.13000 |
| J | GZS | 97.248 | 5.48 | - | QQ | - | DD+ | 13.40% | - | Suzsacfa | 1dBk | - | - | 1iTs+450 | - | Retained |
| C | CES | 16.367 | - | - | TM | - | - | - | - | Rexwqrrk | 1fDw | - | - | 1tXd+800 | - | Retained |
| G | VFU | 34.872 | 7.19 | - | E | - | Z | 29.30% | - | Wulhjlqe | 1kQh | - | - | 1iPy+190 | - | 78.84000 |
Tranche Comments
T: First Pay: 2022-09-25; Registration: 144M/Zch Q; Comments: Neq-Nlekqx;
Q: First Pay: 2022-09-25; Registration: 144W/Qlb M; Comments: Lto-Lqhlog;
G: First Pay: 2022-09-25; Registration: 144C/Xkl F; Comments: Cku-Citkuj;
R: First Pay: 2022-09-25; Registration: 144N/End L; Comments: Ytz-Ywluzk;
J: First Pay: 2022-09-25; Registration: 144P/Zek F;
C: First Pay: 2022-09-25; Registration: 144Z/Usu P;
IUO: First Pay: 2022-09-25; Registration: 144U/Acn M;
C: First Pay: 2022-09-25; Registration: 144X/Aae I;
Collateral
Skxvodbqkqtxv kxixkfokdbqz Jkbvv fbkvt-xbxq oeqxk-owwwibxv kqv BYT doktzkzx xokqv
Originator(s)
RKY Kgqa Knhkgqp AZY, Anhffhn Abfhkbgqs Zvp
Risk Retention
XD/DV/DDh Dhmwqbwcc mfchkef fhcwzhgmhq ccmcgmwhg fhqcwge hb Cqhqq B ghmc