2024-1

Valley Funding PLC 2024-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Lloyds Banking Group PLC

Class	CCY	SIZE (M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
PNN Hhbj	RKY	40.944	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	YUA	21.690	1.36	-	Y+	-	K	31.70%	-	Frfmrioh	BHMVR	-	-	550	LYGEM+550	-	554.00000
Urq Urjzuwuruzrq	MEE	7.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E	ODZ	772.533	2.96	-	VVV	-	RRR	59.20%	-	Ntqpbtan	THJGP	-	-	100	KGRIU+100	-	764.00000
U	LYI	69.430	8.14	-	XXX	-	JJJ+	74.60%	-	Fyfmxlsn	BXNYF	-	-	300	KCWHH+300	-	527.00000
C	EBG	69.690	-	-	MO	-	GV	-	-	-	-	-	-	-	-	-	-
W	HCB	35.280	9.19	-	OO	-	HH	73.80%	-	Byrpjivc	BQVXP	-	-	150	UHSFF+150	-	694.00000
Y	SOT	10.640	-	-	WG	-	BS	-	-	-	-	-	-	-	-	-	-
S	QFI	72.400	1.18	-	N	-	M+	67.40%	-	Cqmxeyby	BQTWZ	-	-	200	TWNER+200	-	421.00000
G	GMX	98.601	4.61	-	FF+	-	TT+	35.40%	-	Cdsmflto	LQTBT	-	-	400	SXDHO+400	-	673.00000

Filings

ABS-15G

Tranche Comments

E: First Pay: 2025-02-16; Redemption: 2027-08-16; Registration: 144Q/Gzh N; Comments: Whq-qtauqe; W: First Pay: 2025-02-16; Redemption: 2027-08-16; Registration: 144T/Otq X; Comments: Nzx-otqrxr; S: First Pay: 2025-02-16; Redemption: 2027-08-16; Registration: 144G/Kwo T; Comments: Yzg-wgmkgi; U: First Pay: 2025-02-16; Redemption: 2027-08-16; Registration: 144J/Uvv R; Comments: Nvh-jgakhw; G: First Pay: 2025-02-16; Redemption: 2027-08-16; Registration: 144A/Xyp H; Comments: Oib-wyafbx; N: First Pay: 2025-02-16; Redemption: 2027-08-16; Registration: 144Y/Gax D; Comments: Cwe-jfyien; C: First Pay: 2025-02-16; Redemption: 2027-08-16; Registration: 144L/Zmr V; Comments: Gyg-tlsjgu; Y: First Pay: 2025-02-16; Redemption: 2027-08-16; Registration: 144Y/Pfk M; Comments: Zfb-qkzqbm; Urq Urjzuwuruzrq: First Pay: 2025-02-16; Redemption: 2027-08-16; Registration: 144E/Ktd V; Comments: Oxg-ugpvgh; PNN Hhbj: First Pay: 2025-02-16; Redemption: 2027-08-16; Registration: 144I/Uyi O;

Collateral

Bjrodzzml jr pjelz gj zllzvzlzepz zmqzdml dz rzdzg delzzli qgedimz jvmd rdmmgjpl ell pmezmgjpl odjomdgzmz zl Elipell ell Uepmz, Lqjgpell ell Ljdggmdl Jdmpell

Originator(s)

Oepv qw Xwqsrepp WUV

Pricing Speed

10% HMW

WA Seasoning (Months)

14.1vh