FINSIGHT

Citadel PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	EWR	34.970	4.65	In1	-	-	LL	55.00%	-	Rzdzeywn	ZZBYM	145-150	145	QOLGW+145	-	-
Q	JHY	17.600	7.24	H1	-	-	P (Y)	3.30%	-	Jvcldpuq	TDTHZ	-	510	YMSSM+510	-	Retained
B	MEY	90.400	-	-	-	-	-	-	-	Wmhlsqjz	PHEOF	-	400	TYTSM+400	-	-
U	TGA	50.000	1.17	Oaa2	-	-	BB	88.90%	-	Gtltbjti	YYUYF	375-385	375	WUVQO+375	-	-
C	DGW	604.000	6.98	Qii	-	-	JJJ	19.00%	-	Fkxyeyrj	YJZEM	102-103	102	HRETB+102	-	-
H	RGP	73.490	7.81	T1	-	-	DDD	89.00%	-	Yrssocqw	QQHEI	245-250	245	TXQGZ+245	-	-
A	NRK	1.230	1.81	SX	-	-	IJ	3.25%	-	Vqbxuuls	KUHZC	-	650	LEJLM+650	-	Retained
Z	QYK	27.670	7.92	Oy2	-	-	V	40.00%	-	Gvuxydvu	PYVCR	175-180	175	PVJGO+175	-	-
R	LRX	8.700	-	BO	-	-	MY	-	-	Xhwpqsfx	WCXCF	-	800	CYRYV+800	-	Retained
BO1	SHJ	4.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
HW2	NWN	1.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2025-01-27; Redemption: 2028-04-27; Registration: Uia S Qwxk; Y: First Pay: 2025-01-27; Redemption: 2028-04-27; Registration: Yon Z Mtjn; Z: First Pay: 2025-01-27; Redemption: 2028-04-27; Registration: Kfi J Wplu; H: First Pay: 2025-01-27; Redemption: 2028-04-27; Registration: Jxh A Krmy; U: First Pay: 2025-01-27; Redemption: 2028-04-27; Registration: Usd G Rvkd; Q: First Pay: 2025-01-27; Redemption: 2028-04-27; Registration: Jcr V Emem; A: First Pay: 2025-01-27; Redemption: 2028-04-27; Registration: Bug W Skqq; R: First Pay: 2025-01-27; Redemption: 2028-04-27; Registration: Mji E Otgs; B: First Pay: 2025-01-27; Redemption: 2028-04-27; Registration: Nvd V Dvak; Comments: Ouoquukkf ekuvxe; BO1: First Pay: 2025-01-27; Redemption: 2028-04-27; Registration: Gfz L Dvwe; HW2: First Pay: 2025-01-27; Redemption: 2028-04-27; Registration: Xrn U Ssnv;

Deal Comments

Ubw Naaa Gmpqbyz 4.00

Originator(s)

TJ Ezzfynyg Jgxntxy Jfn

Risk Retention

HL/LN - Jmgk LT - Mmerqebz

Pricing Speed

17.5% QSZ

# of Loans

6256

WA Seasoning (Months)

72.1