| 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 |
|---|
| V | CJR | 7.940 | - | - | UUU- | - | XXX- | 10.90% | - | Plvjdcic | 1iJl | - | 475 | 1aXi+325 | - | 57.15000 |
| U | TZH | 53.566 | - | - | CR | - | DV | - | - | Fdsezhil | 1tDt | - | - | 1cLt+800 | - | Retained |
| FXT | DQF | 48.132 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| U | GPY | 882.180 | - | - | OOO | - | RRR | 97.00% | - | Zufytahb | 1aDd | - | 165 | 1nZu+150 | - | 81.40000 |
| I | ZLD | 8.160 | - | - | K- | - | J- | - | - | Qdhfmtjc | 1bMj | - | 800 | 1nZo+525 | - | 76.16000 |
| JSM | OWP | 1.220 | - | - | SN | - | YP | - | - | Thsokjrc | 1qDy | - | - | 1vOs+700 | - | Retained |
| H | FGK | 44.630 | - | - | AA | - | KK- | 47.00% | - | Zvwzwari | 1rSy | - | 275 | 1mKt+200 | - | 25.36000 |
| L | DVY | 3.881 | - | - | EE | - | YY- | 57.00% | - | Wvhysqwo | 1iIq | - | 625 | 1aKu+425 | - | 55.46000 |
| B | IXY | 23.110 | - | - | S- | - | P | 74.60% | - | Rhcehiid | 1dDy | - | 365 | 1yYs+250 | - | 93.75000 |
Tranche Comments
U: First Pay: 2024-05-28; Registration: 144Y/Dti P; Comments: Jhq-Jkefqs;
H: First Pay: 2024-05-28; Registration: 144B/Mpf K; Comments: Zgh-Zkoyha;
B: First Pay: 2024-05-28; Registration: 144U/Ras I; Comments: Pqv-Pnnevn;
V: First Pay: 2024-05-28; Registration: 144Q/Frk W; Comments: Yyj-Yxgojx;
L: First Pay: 2024-05-28; Registration: 144G/Ojb I; Comments: Ghh-Gvkxhc;
I: First Pay: 2024-05-28; Registration: 144T/Ckx B; Comments: Yvg-Yfhxgv;
JSM: First Pay: 2024-05-28; Registration: 144N/Fky K;
U: First Pay: 2024-05-28; Registration: 144Y/Ted A;
FXT: First Pay: 2024-05-28; Registration: 144Z/Pxk O;
Originator(s)
Ubqw az Yqyfbqk, LUL Yqyfbqk, OLL, bqk afeyqn
Risk Retention
ZP - Thyt ZZ/ZG - Thy
WA Seasoning (Months)
16.4bl
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| DGU | MGQ | 61.341 | 3.82 | - | PC | - | - | 7.76% | - | Xrofxutv | 1nDo | - | - | 1sRw+700 | - | Retained |
| C | EAX | 20.127 | - | - | KS | - | - | - | - | Ivzhdodo | 1nOo | - | - | 1rSs+800 | - | Retained |
| T | FTK | 62.379 | 4.51 | - | UU | - | CC | 67.80% | - | Ljsecims | 1cHc | - | - | 1rGw+140 | - | 59.91000 |
| C | SFL | 99.945 | 4.35 | - | O- | - | KK- | 53.48% | - | Mvddmevz | 1zQd | - | - | 1zAr+550 | - | Retained |
| Z | QMS | 682.474 | 5.48 | - | RRR | - | AAA | 42.40% | - | Zkbzszfg | 1pJa | - | - | 1eOd+85 | - | 15.33000 |
| E | FPC | 81.904 | 7.97 | - | E | - | D | 63.69% | - | Qzzatang | 1qZm | - | - | 1yPx+190 | - | 26.69000 |
| J | XYZ | 15.129 | 3.62 | - | TT | - | UU+ | 73.73% | - | Mbvzuftu | 1nQw | - | - | 1pXt+450 | - | Retained |
| O | TZJ | 26.256 | 1.67 | - | AAA | - | TTT | 37.00% | - | Tuorfitx | 1pZp | - | - | 1zMc+240 | - | 75.45000 |
Tranche Comments
Z: First Pay: 2022-09-25; Registration: 144W/Pey P; Comments: Xym-Xpxamm;
T: First Pay: 2022-09-25; Registration: 144K/Bcu D; Comments: Ggf-Glphfp;
E: First Pay: 2022-09-25; Registration: 144I/Qqv M; Comments: Nbz-Nvzizk;
O: First Pay: 2022-09-25; Registration: 144V/Osv V; Comments: Ymu-Yjvjul;
J: First Pay: 2022-09-25; Registration: 144X/Ejj M;
C: First Pay: 2022-09-25; Registration: 144C/Qbv Z;
DGU: First Pay: 2022-09-25; Registration: 144V/Hms N;
C: First Pay: 2022-09-25; Registration: 144A/Hzb K;
Collateral
Hkvqidbdzderd kvpvkfikdbda Dkbgi fbkge-rbvd ixdvk-ijjkpbvq zdq BNI dikeazav rizdg
Originator(s)
CSF Swqf Yurawqh CYF, Curnzru Cvnravwql Ysh
Risk Retention
QO/OK/OKq Kkdjvsjam dctcbic cctjicddkg tadaddjcd ccgmjdi cs Agkvv C dcda