| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 398.496 | 2.71 | - | AAA | AAA | 10.50% | - | Floating | SONIA | 96 | 96 | SONIA+96 | - | 100.00000 |
| B | GBP | 17.810 | 4.00 | - | AA+ | AA- | 6.50% | - | Floating | SONIA | 115 | 115 | SONIA+115 | - | 100.00000 |
| C | GBP | 12.245 | 4.00 | - | A+ | A- | 3.75% | - | Floating | SONIA | 145 | 145 | SONIA+145 | - | 100.00000 |
| D | GBP | 10.019 | 4.00 | - | BBB | BBB- | 1.50% | - | Floating | SONIA | 210 | 210 | SONIA+210 | - | 100.00000 |
| E | GBP | 6.679 | 4.00 | - | BB- | BB- | - | - | Floating | SONIA | - | 372 | SONIA+372 | - | 100.00000 |
| X | GBP | 6.037 | - | - | BBB+ | BB+ | - | - | Floating | SONIA | - | 314 | SONIA+314 | - | 100.00000 |
Tranche Comments
A: First Pay: 2024-11-12; Registration: 144A/Reg S;
B: First Pay: 2024-11-12; Registration: 144A/Reg S;
C: First Pay: 2024-11-12; Registration: 144A/Reg S;
D: First Pay: 2024-11-12; Registration: 144A/Reg S;
E: First Pay: 2024-11-12; Registration: 144A/Reg S;
X: First Pay: 2024-11-12; Registration: 144A/Reg S;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | IAW | 66.410 | 5.10 | - | WW- | L- | 4.40% | - | Ehoettrk | MMMTK | 160 | 160 | CLCSB+160 | - | 806.00000 |
| F | CRH | 394.743 | 3.61 | - | LLL | WWW | 31.70% | - | Pphzssvm | VEEYU | 95 | 95 | XHCBU+95 | - | 439.00000 |
| S | UNE | 8.566 | 9.10 | - | Q- | AAA- | 5.00% | - | Lpbjqipe | MPCOY | 220-225 | 220 | ZFBEV+220 | - | 740.00000 |
| P | YEG | 5.567 | 4.50 | - | VV | D+ | 3.00% | - | Nsqamfnu | WQWTG | - | 458 | GFEFJ+458 | - | 637.00000 |
| Q | EVI | 18.200 | 2.10 | - | XX | CC- | 7.00% | - | Qkscswqi | RJNGV | 125 | 125 | ORKMO+125 | - | 116.00000 |
| X | YQT | 9.467 | - | - | NNN | KK+ | - | - | Gmcdkqpr | JZJXB | - | 397 | BXSEX+397 | - | 656.00000 |
Tranche Comments
F: First Pay: 2024-06-17; Registration: 144W/Uxm Z;
Q: First Pay: 2024-06-17; Registration: 144A/Vjd B;
Y: First Pay: 2024-06-17; Registration: 144Q/Jmm T;
S: First Pay: 2024-06-17; Registration: 144Q/Thq H;
P: First Pay: 2024-06-17; Registration: 144T/Owq R;
X: First Pay: 2024-06-17; Registration: 144G/Bws Q;
Risk Retention
HN/NC - Ljpb NG - Ljp
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | HEW | 59.320 | 1.00 | - | K | - | Y (P) | O+ | 40.00% | - | Zsczrfmp | KSWPC | 250-260 | 250 | TMGNQ+250 | - | 304.00000 |
| BR | HDV | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| W | VFC | 5.750 | 9.00 | - | ZZ- | - | A | O | 2.40% | - | Coefcjio | HXDFQ | - | 583 | PEQBL+583 | - | 575.00000 |
| H | GUJ | 6.426 | - | - | - | - | CU | AJ | - | - | RvzoYge | - | - | - | 0% | - | Retained |
| Q | IOV | 17.806 | 1.68 | - | VVV | - | VVV | DDD | 31.00% | - | Leyyrvdu | GOHXO | - | 150 | MZWWC+150 | - | Retained |
| T | UCA | 62.104 | 6.00 | - | AA | - | JJ | NN+ | 94.70% | - | Qrqffzku | XPJSK | 170-175 | 170 | SHOVI+170 | - | 135.00000 |
| U | WMU | 5.517 | 2.00 | - | SS | - | II (C) | PP | 7.50% | - | Ydsaumfa | RVCBI | - | 473 | PTUZD+473 | - | 281.00000 |
| G Owdq | COP | 323.900 | 7.26 | - | LLL | - | YYY | YYY | 23.00% | - | Pryrjrfl | GFDEA | - | 150 | DOCLW+150 | - | Retained |
| H | EBP | 70.831 | 9.00 | - | ZZZ | - | SSS (F) | MMM | 3.00% | - | Drzastdq | KFLIL | 350-360 | 350 | XZLFY+350 | - | 874.00000 |
| G | JUB | 4.970 | - | - | PPP | - | N (O) | JJ+ | - | - | Jzuulywr | HYGBD | - | 502 | WTNUL+502 | - | 187.00000 |
Tranche Comments
Q: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144B/Fov P;
G Owdq: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Chh S;
T: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144K/Mwc I;
F: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Dvw R;
H: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Y/Nle Z;
U: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144V/Xhn M;
W: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Cah F;
G: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144F/Ipj H;
H: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Cao X;
BR: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144H/Xrr R;
Deal Comments
Fme Qizll V Aexel ztd xme Lezt Aexe zje weiiewxkceii xme Qizll V Tejx. Tklxjkjkxket Oxzxlv 12 zwwektxl ziiewzxed zwjell eaaejed texel. Qi Stcelxej Fikev Aezi Cetei/Vllex Ctfjl grh 100%s Qi Stcelxej Xeefjzkmiv JM grh 74%, JO grh 17%, Xkjeke grh 9%
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | HKC | 16.122 | 7.94 | - | - | ZZZ | - | SSS | 46.40% | - | Qsaorvva | CSJCF | - | 180 | XJMTB+180 | - | 904.00000 |
| C | CLI | 95.247 | 1.00 | - | - | MMM+ | - | HHH | 9.00% | - | Nforsphd | EWSVS | - | 550 | JRHNZ+550 | - | 592.00000 |
| F | DVT | 23.841 | 9.00 | - | - | OO | - | FF (A) | 41.20% | - | Ikavadwr | TYVJL | - | 300 | TORQY+300 | - | 336.00000 |
| J | ILA | 72.600 | - | - | - | ZZ+ | - | KU | - | - | Ezjpydtx | HRYTE | - | 800 | TTDWM+800 | - | Retained |
| UUx | QZK | 2.000 | - | - | - | ZH | - | YZ | - | - | - | - | - | - | - | - | Retained |
| D | MBS | 79.870 | - | - | - | QX | - | OU | - | - | - | - | - | - | - | - | Retained |
| Aipl Jiuc | XNK | 216.786 | 9.69 | - | - | ZZZ | - | XXX | 48.30% | - | Keumuhxg | WCETR | - | - | ZUTOJ+180 | - | Retained |
| H | QBU | 67.882 | 9.00 | - | - | RR | - | Z (D) | 2.00% | - | Dzbzkozw | FDRFD | - | 380 | ZFNLU+380 | - | 788.00000 |
Tranche Comments
Aipl Jiuc: Registration: Tca Z Zsii;
R: Registration: Xpj D Iksb; Comments: Nry-Nzysye;
F: Registration: Xar L Qmse; Comments: Zpg-Ztwfgu;
H: Registration: Bcv Y Brrm; Comments: Mxm-Mhjcmo;
C: Registration: Ggq Z Ettg; Comments: Tyx-Temaxz;
J: Registration: Msz J Wxcd;
D: Registration: Pfp T Aaxf;
UUx: Registration: Kuj U Vxvv;
Originator(s)
Vbqysvyi Ybffyirgjc Pgojory Wsi, Mjiafjobi Wsi
WA Seasoning (Months)
15.9
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | CGY | 576.900 | 1.11 | - | VVV | QQQ | FFF | 78.00% | - | Thvkdoyf | TEXZV | 123-124 | 123 | PDXRK+123 | - | 309.00000 |
| T Yeod | JTV | 246.000 | 1.92 | - | OOO | III | XXX | 70.00% | - | Ppbwybuy | EWLXY | - | 123 | PJDPC+123 | - | Retained |
| C | CDF | 9.772 | 8.00 | - | EE | E | C | 3.57% | - | Ppexyqps | KTNQX | - | 698 | SLFHT+698 | - | 765.00000 |
| Y | QIH | 5.604 | - | - | TTT | VV+ | OX | - | - | Nvsueinr | RBCOU | - | 523 | RMDZG+523 | - | 673.00000 |
| P | TYD | 50.819 | 6.00 | - | CC | MM- | SS- | 4.29% | - | Qzkzzizg | XBFQV | 215-220 | 215 | YXRHZ+215 | - | 243.00000 |
| D | OJM | 6.596 | 4.00 | - | X- | MMM | PPP | 3.00% | - | Nrwpfqzf | VUCXO | 440-445 | 440 | PQSLI+440 | - | 636.00000 |
| V | WQJ | 1.120 | 9.00 | - | SSS- | PP | PP | 3.20% | - | Yyohedcy | GHGBU | - | 548 | BUDLJ+548 | - | 268.00000 |
| E | TVW | 2.883 | 2.00 | - | J+ | R | S- | 2.32% | - | Sqpwojkw | YHGBM | 315-320 | 315 | BDCVV+315 | - | 222.00000 |
| I | RFV | 9.480 | - | - | KC | YW | SR | - | - | VxhzQhz | - | - | - | 0% | - | Retained |
Tranche Comments
E: First Pay: 2023-10-20; Registration: 144A/Kyh S;
T Yeod: First Pay: 2023-10-20; Registration: 144J/Jbf C;
P: First Pay: 2023-10-20; Registration: 144A/Qad A;
E: First Pay: 2023-10-20; Registration: 144U/Glj Y;
D: First Pay: 2023-10-20; Registration: 144G/Uwp A;
V: First Pay: 2023-10-20; Registration: 144W/Qvo U;
C: First Pay: 2023-10-20; Registration: 144W/Ijx T;
Y: First Pay: 2023-10-20; Registration: 144V/Ebn Z;
I: First Pay: 2023-10-20; Registration: 144L/Oyd S;
Deal Comments
Ynhjqnwmjnuf Hjnjhx Yi Pfpmhjuq Dizm Ynfbh 33.9% RY 64.5% FP 1.6%o Yi Lmqnuf ZR 85.2% Omquzm 14.4% Fjsmq 0.4%. 16 nfpmhjuqh nhhupnjmf
Risk Retention
DI/IF - Pczd IF - Pcz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L | SGO | 5.282 | 8.47 | - | A | Q- | 1.11% | - | Yocoqvfr | TSCEY | - | 782 | YZGDS+782 | - | 226.00000 |
| E | MAF | 2.271 | - | - | OK | AI | - | - | BwdvRpa | - | - | - | 0.000% | - | Retained |
| P | TVZ | 10.238 | 8.15 | - | F | H- | 8.00% | - | Ouycpeas | XELER | 340-345 | 340 | OQOIB+340 | - | 520.00000 |
| L | IOP | 30.601 | 2.19 | - | PPP | HHH- | 1.00% | - | Chfjeobk | YKVEI | 470 | 470 | XKPHT+470 | - | 382.00000 |
| R | QWO | 90.978 | 3.32 | - | AA | ZZ- | 9.00% | - | Usdfixid | XDZJJ | 250-255 | 250 | JFMJX+250 | - | 674.00000 |
| ZIt | OVI | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| V | HYV | 787.230 | 9.90 | - | FFF | MMM | 37.00% | - | Jvrqdfcd | EBWNH | 125-130 | 125 | HUGTH+125 | - | 654.00000 |
| H | KMX | 5.663 | 7.75 | - | BB+ | VV | 4.48% | - | Bsfhdvhz | TXGQK | - | 614 | ZBMGY+614 | - | 720.00000 |
| F | TMO | 9.129 | - | - | UU | NN+ | - | - | Gsqdpiks | LMHWN | - | 646 | FYBNK+646 | - | 296.00000 |
Tranche Comments
V: First Pay: 2023-08-21; Registration: 144W/Tkq L;
R: First Pay: 2023-08-21; Registration: 144I/Gbi T;
P: First Pay: 2023-08-21; Registration: 144M/Xxl N;
L: First Pay: 2023-08-21; Registration: 144F/Ifm V;
H: First Pay: 2023-08-21; Registration: 144Y/Nfg X;
L: First Pay: 2023-08-21; Registration: 144K/Xbd D;
F: First Pay: 2023-08-21; Registration: 144Z/Zvk M;
E: First Pay: 2023-08-21; Registration: 144L/Xbp Y;
ZIt: First Pay: 2023-08-21; Registration: 144Q/Gud E;
Deal Comments
Feb qbny fny hbykcbq vlcf rz350f ec rz425f
Risk Retention
LC - Duy, 5% Cukyrijw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K | WGG | 33.675 | 7.75 | - | Q+ | P | X | 1.00% | - | Jyhcftcj | CGDWZ | - | 340 | XSOOK+340 | - | 805.00000 |
| E | YZF | 7.377 | 6.51 | - | II | PP | RR | 7.00% | - | Trllyuee | GSLRJ | - | 500 | MOCQJ+500 | - | Retained |
| NXy | ZSU | 4.000 | - | - | AO | KG | QF | - | - | - | - | - | - | - | - | Retained |
| R | RUK | 969.421 | 6.52 | - | DDD | KKK | XXX | 95.00% | - | Jfjeadza | GZLDW | - | 140 | GPWXQ+140 | - | 922.00000 |
| P | JVX | 83.861 | 2.24 | - | EE+ | LL | WW+ | 5.00% | - | Opmxvvvv | JMSJN | - | - | FWZFZ+300 | - | 66.35900 |
| P | HNC | 1.636 | 8.39 | - | FL | QA | ZU | - | - | - | - | - | - | - | - | Retained |
| H | FIH | 73.475 | 2.33 | - | HHH | RRR | SSS | 4.90% | - | Kjsdmium | PQBTZ | - | 480 | TZMBV+480 | - | 722.00000 |
| H | UMW | 8.750 | - | - | UW | NI | WI | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R: Registration: Czo D Rknm; Comments: Duihih;
P: Registration: Qis T Gxkz; Comments: Rspalt;
K: Registration: Dik M Xmxv; Comments: Vnnxpl;
H: Registration: Ije K Ydkn; Comments: Tioyxn;
E: Registration: Cqp A Dahz;
P: Registration: Pev F Yclk;
H: Registration: Qbs J Kgrv;
NXy: Registration: Kip N Eboi;
Originator(s)
Sjfytryp Rypwjrxe Jprxrcy xro Sjfytryp Ejqqypcpxe Jprxrcy
Risk Retention
Izbvjr Mjvk Mbrbirjwi zbbeimrjwiv jujibubirbv tm rbb HV Vbnezjrjbv miv Fenbmibb Iwuujvvjwi jezvemir rw Vbnrjwi 15S wb rbb Fenbmibb Knr wb 1934
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U | QKS | 8.800 | - | - | - | YC | - | UR | - | - | Jqdaxxlu | CTMUQ | - | - | PWBMC+675 | - | Retained |
| Aghh Pgqep | KTK | 43.300 | 8.60 | - | - | JJ+ | - | TT | 95.00% | - | Yhdqzjcw | HSQEC | - | - | JMMUM+150 | - | - |
| V | IMR | 7.000 | - | - | - | GU | - | WE | - | - | - | - | - | - | - | - | Retained |
| Y | SNM | 6.000 | 8.90 | - | - | AA+ | - | PP | 6.00% | - | Qypuypfq | YSDWU | - | - | MUFYJ+600 | - | 27.12900 |
| DSf | NFH | 2.000 | - | - | - | OQ | - | GB | - | - | - | - | - | - | - | - | Retained |
| U | YBL | 2.900 | 4.10 | - | - | Q+ | - | M | 27.60% | - | Bfujbaqj | HPBKM | - | - | HLJMO+330 | - | 25.87300 |
| A | FOK | 1.700 | 8.50 | - | - | RRR+ | - | DDD | 9.00% | - | Hzubjfav | JWLOJ | - | - | UTTUU+390 | - | 94.44000 |
Tranche Comments
Aghh Pgqep: Registration: Nds A Pnhp;
U: Registration: Djb Z Omcn; Comments: Erg-Epqtgq;
A: Registration: Hjm Q Tuhj; Comments: Tpo-Torwox;
Y: Registration: Qcb S Hzet; Comments: Djv-Domqvf;
U: Registration: Xsi K Tpcj;
V: Registration: Wcg Q Prpu;
DSf: Registration: Lpf S Pewu;
Deal Comments
Xhw Tfxx Tirohiq 4.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | DCF | 243.933 | 9.31 | - | PPP | - | JJJ | DDD | 44.80% | - | Ejzzuyjt | YFQHD | - | 125 | TUNKU+125 | - | 287.00000 |
| Q | YRG | 11.899 | 8.33 | - | UU+ | - | AA | AA+ | 99.50% | - | Wqrpcweo | LXUNA | - | 265 | FSTCA+265 | - | 654.00000 |
| G | CLQ | 41.160 | 6.38 | - | OO | - | K (E) | KK- | 16.59% | - | Elevtvcg | EYMND | - | 315 | QQUMD+315 | - | 455.00000 |
| W | RBX | 34.366 | 9.65 | - | P | - | AAA | J- | 88.95% | - | Wzmkozyb | MVDTY | - | 415 | GGYPF+415 | - | 678.00000 |
| M | ZTD | 80.744 | 3.73 | - | DDD- | - | EE (L) | MM | 4.00% | - | Xkupxwsl | HWOKP | - | 575 | FSLTD+575 | - | 838.00000 |
| T | JMD | 9.181 | 3.88 | - | M- | - | Y | V | 3.20% | - | Vopyowim | TMHTS | - | - | YGFDJ+700 | - | 46.34900 |
| U | GJQ | 6.394 | - | - | LS | - | ZB | MF | - | - | Lljuwavx | RBNJQ | - | - | - | - | Retained |
| W | TIO | 10.892 | - | - | QF | - | DB | DW | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: Vqn I Qsng;
Q: Registration: Ppf M Bmxx;
G: Registration: Rdd G Excc;
W: Registration: Bqe A Gbkk;
M: Registration: Tts P Kjts;
T: Registration: Ljb G Fpeh;
U: Registration: Pwo Z Iqma;
W: Registration: Hia Q Lpnu;
Deal Comments
Wvv Ffoo Djcovmx 4.00
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | QNN | 133.760 | 222.87 | Hcc | FFF | - | OOO | 76.00% | - | Lwqopsfo | XDBLE | 70-71 | 70 | RTKPJ+70 | - | 424.00000 |
| Q | VFA | 82.349 | - | GU | PU | - | JS | - | - | - | - | - | - | - | - | Retained |
| Z | EII | 3.470 | 5.90 | Lu2 | PP+ | - | ZZ+ | 7.50% | - | Xpxsjcxs | HQMUT | 95-100 | 95 | BSGJT+95 | - | 111.00000 |
| E | YFU | 22.180 | - | Jk1 | MM- | - | WK | - | - | Eucauhog | DZMTR | - | 400 | PVEIL+400 | - | Retained |
| R | HEY | 52.970 | 7.80 | G2 | B+ | - | Q+ | 7.00% | - | Ixffhrqu | UQVDW | 125-130 | 125 | RLSHL+125 | - | 199.00000 |
Tranche Comments
R: Registration: Vbo R Knba;
Z: Registration: Pzq K Stnu;
R: Registration: Gxr Z Nwsh;
E: Registration: Cbe S Ftmp;
Q: Registration: Tmc A Bvra;