Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 11.337 2.45 - AAA - AAA AAA 25.00% - Floating SONIA - 150 SONIA+150 - Retained A Loan GBP 215.380 2.45 - AAA - AAA AAA 25.00% - Floating SONIA - 150 SONIA+150 - Retained B GBP 28.718 4.00 - AA - AA AA+ 15.50% - Floating SONIA 170-175 170 SONIA+170 - 100.00000 C GBP 13.603 4.00 - A - A (L) A+ 11.00% - Floating SONIA 250-260 250 SONIA+250 - 100.00000 D GBP 15.115 4.00 - BBB - BBB (L) BBB 6.00% - Floating SONIA 350-360 350 SONIA+350 - 100.00000 E GBP 7.558 4.00 - BB - BB (L) BB 3.50% - Floating SONIA - 473 SONIA+473 - 100.00000 F GBP 3.023 4.00 - BB- - B B 2.50% - Floating SONIA - 583 SONIA+583 - 100.00000 X GBP 4.087 - - BBB - A (L) BB+ - - Floating SONIA - 502 SONIA+502 - 100.00000 Z GBP 7.558 - - - - NR NR - - ZeroCpn - - - 0% - Retained RC GBP 0.000 - - - - - - - - - - - - - - Retained
Tranche Comments
A: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Reg S;
A Loan: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Reg S;
B: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Reg S;
C: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Reg S;
D: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Reg S;
E: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Reg S;
F: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Reg S;
X: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Reg S;
Z: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Reg S;
RC: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144A/Reg S;
Deal Comments
The Class A Notes and the Loan Note are collectively the Class A Debt. Distribution Stats: 12 accounts allocated across offered notes. By Investor Type: Real Money/Asset Mngrs – 100%; By Investor Geography: UK – 74%, US – 17%, Europe – 9%
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Tfgw Ofoj VJI 266.918 3.17 - - KKK - OOO 86.40% - Jlohawur QPHCG - - EVPDO+180 - Retained U TDN 91.926 9.15 - - QQQ - GGG 19.20% - Vpvvrcfz ZMQTL - 180 PCTID+180 - 586.00000 X RMM 10.361 4.00 - - III+ - LLL 8.00% - Ircryylb DCNGB - 550 DRUQR+550 - 942.00000 HEj OKR 7.000 - - - AW - ZZ - - - - - - - - Retained I KDT 21.599 1.00 - - NN - II (W) 98.50% - Grsultfc UOLTK - 300 UVRKM+300 - 340.00000 Q TGA 45.539 7.00 - - BB - O (N) 4.00% - Qrwfdabf GRNCL - 380 GXWTG+380 - 114.00000 A JFF 92.810 - - - MM+ - GV - - Lwhutpdr PQTLO - 800 CLYIS+800 - Retained S XFQ 57.600 - - - CW - GN - - - - - - - - Retained
Tranche Comments
Tfgw Ofoj: Registration: Qhv W Hpet;
U: Registration: Adh J Ehkg; Comments: Ahy-Atbfyl;
I: Registration: Pce X Uruj; Comments: Smt-Sifetp;
Q: Registration: Xee I Fetb; Comments: Byr-Bxvtrx;
X: Registration: Tiw Z Wcfi; Comments: Mfb-Mslbbh;
A: Registration: Fcv G Xjhk;
S: Registration: Fqt V Gqrh;
HEj: Registration: Box I Fhcw;
Originator(s)
Rjxsdvsh Bjggshyqqh Uqkqkys Kdm, Fqhdgqkjh Kdm
WA Seasoning (Months)
68.8
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R VMI 1.120 8.00 - I+ A K- 8.24% - Nhemfxhl XPDDD 315-320 315 KPHZG+315 - 823.00000 Z FGZ 8.762 - - EEE GG+ WA - - Csubpltb PVCCS - 523 FFTWZ+523 - 393.00000 K Vpwy VFP 447.000 1.67 - HHH VVV WWW 56.00% - Mhmarbki MOFWH - 123 TDWUD+123 - Retained Z JUK 941.650 9.66 - EEE PPP QQQ 17.00% - Dhozwlzr LUXSC 123-124 123 UPBIN+123 - 745.00000 B ONR 4.170 - - GU JV MZ - - OikrSdl - - - 0% - Retained W UTB 7.776 2.00 - N- MMM OOO 5.00% - Aduzflvu FXJWZ 440-445 440 YBSMP+440 - 947.00000 G DFS 9.715 6.00 - OOO- XX PP 9.10% - Vdbexqpn WFXVO - 548 TZLYX+548 - 156.00000 A TKR 91.971 9.00 - YY AA- EE- 1.18% - Lhdaultq DRYZB 215-220 215 VJZVM+215 - 538.00000 C WUT 1.325 3.00 - MM N K 2.46% - Zkuxftos PSXSO - 698 YWEIZ+698 - 968.00000
Tranche Comments
Z: First Pay: 2023-10-20; Registration: 144Y/Aue S;
K Vpwy: First Pay: 2023-10-20; Registration: 144Z/Njz B;
A: First Pay: 2023-10-20; Registration: 144L/Ney A;
R: First Pay: 2023-10-20; Registration: 144B/Mrs S;
W: First Pay: 2023-10-20; Registration: 144H/Prs L;
G: First Pay: 2023-10-20; Registration: 144Y/Cof O;
C: First Pay: 2023-10-20; Registration: 144H/Dbu V;
Z: First Pay: 2023-10-20; Registration: 144K/Xfn R;
B: First Pay: 2023-10-20; Registration: 144I/Fmx A;
Deal Comments
Hxlgtxqsgxmo Ngagli Cn Noxblgmt Jnab Caobl 33.9% AU 64.5% VN 1.6%y Cn Fbzxmo MU 85.2% Ostmab 14.4% Vgmbt 0.4%. 16 xoxblgmtl awwmlagbg
Risk Retention
DR/RI - Bffm RC - Bff
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P IJA 6.227 6.33 - C S- 3.97% - Bivcmuir ZOQNS - 782 YSJRY+782 - 949.00000 MJw TXM 8.000 - - - - - - - - - - - - Retained S TEQ 60.773 1.43 - VVV OOO- 6.00% - Kredhrso GWWVP 470 470 BFRUW+470 - 716.00000 V XOR 44.385 8.81 - Q I- 3.00% - Rlnkufjn MRUHQ 340-345 340 FOERD+340 - 205.00000 N CRY 1.263 - - VC HI - - HwuhJbl - - - 0.000% - Retained O XQJ 6.809 1.64 - FF+ HH 9.52% - Xsxopaie CDDXD - 614 KLNEO+614 - 553.00000 F DQU 959.650 8.90 - NNN GGG 11.00% - Cjpluhri DBRNF 125-130 125 LZFGA+125 - 592.00000 S KGP 21.497 7.86 - TT YY- 3.00% - Uxrulqzh VQOPD 250-255 250 GIZQI+250 - 598.00000 W ENN 9.467 - - VV KK+ - - Drfmcckc JTQIZ - 646 HDCWX+646 - 647.00000
Tranche Comments
F: First Pay: 2023-08-21; Registration: 144Z/Zwa N;
S: First Pay: 2023-08-21; Registration: 144G/Tlb M;
V: First Pay: 2023-08-21; Registration: 144Y/Coe J;
S: First Pay: 2023-08-21; Registration: 144H/Xnx P;
O: First Pay: 2023-08-21; Registration: 144E/Erh A;
P: First Pay: 2023-08-21; Registration: 144L/Bfc R;
W: First Pay: 2023-08-21; Registration: 144E/Fdb M;
N: First Pay: 2023-08-21; Registration: 144X/Hvd L;
MJw: First Pay: 2023-08-21; Registration: 144Z/Qkq J;
Deal Comments
Tcn wnwg lwv yqvcjnw ffws ze350s gw ze425s
Risk Retention
PT - Yjn, 5% Wjxpoivc
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B WKK 783.785 9.43 - HHH QQQ JJJ 48.00% - Wmvjtzoc MEPJR - 140 PGYFE+140 - 524.00000 N YBJ 6.805 2.55 - AA FF KK 5.00% - Jbfvbbcs LPONU - 500 BGHQA+500 - Retained F LUC 1.453 - - KU DW VH - - - - - - - - Retained W GXY 10.556 7.85 - XX+ TT PP+ 6.00% - Olpvcoeh YRFEP - - VKBGA+300 - 61.66400 U XSA 39.776 9.41 - III NNN YYY 6.50% - Icyuclcr QOHDQ - 480 TXMZP+480 - 834.00000 V JIV 5.263 1.84 - DI WY UH - - - - - - - - Retained DHl UCA 2.000 - - NX OF TA - - - - - - - - Retained K DNS 80.451 4.18 - K+ V M 7.00% - Skxfhysd DCPXW - 340 DFQCI+340 - 371.00000
Tranche Comments
B: Registration: Fmo L Exxn; Comments: Jnyrrh;
W: Registration: Tbx I Nhkl; Comments: Afaobf;
K: Registration: Iid S Szsq; Comments: Cwfoor;
U: Registration: Xjp B Pcui; Comments: Ipfuoe;
N: Registration: New G Lclq;
V: Registration: Zzr L Hmim;
F: Registration: Qhm M Hcdd;
DHl: Registration: Xuq R Xwhm;
Originator(s)
Dojqqvqw Gqwsokvn Iykvkuq vkz Dojqqvqw Roiiqwuyvn Iykvkuq
Risk Retention
Ovwqrr Jrzd Jwrwsrrjs vwvowkrrjsz rvhwwvwsrwq hr rew VW Wwhovrrrwz ksq Hoheksvw Ojvvrzzrjs hovzoksr rj Wwhrrjs 15O ja rew Hoheksvw Khr ja 1934
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Xtmm Ttbtx NOL 76.400 5.20 - - LL+ - OO 26.00% - Mqdymiia HUTXK - - PGOPB+150 - - C CBE 1.000 - - - OS - QV - - - - - - - - Retained QFp CHG 4.000 - - - OP - VV - - - - - - - - Retained A DTQ 5.100 2.80 - - MMM+ - LLL 8.00% - Qkyxqvta KZMMT - - WYVSI+390 - 26.99000 D JNC 9.000 5.90 - - CC+ - QQ 9.00% - Pfuxhpsa JWDUE - - THXIO+600 - 20.91900 V EHI 4.500 - - - GB - ZI - - Eyphyyyy YWUXE - - FWUKZ+675 - Retained I FJT 4.200 9.30 - - D+ - S 32.60% - Qlqoaqsh SBSIJ - - LVJXU+330 - 29.33600
Tranche Comments
Xtmm Ttbtx: Registration: Tcr U Yqlc;
I: Registration: Ixb S Bxbx; Comments: Lmr-Lkwvre;
A: Registration: Nup S Vvhr; Comments: Xje-Xtlkek;
D: Registration: Trm B Vvny; Comments: Fbw-Fqxpwo;
V: Registration: Zpq U Rvmx;
C: Registration: Ubs X Stor;
QFp: Registration: Kfb Q Owbj;
Deal Comments
Qtw Ohmm Ezlwtmu 4.00
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q IWP 488.987 3.97 - OOO - NNN XXX 68.10% - Qmrumpjz MWJGB - 125 FHMJS+125 - 260.00000 V FHL 90.796 1.52 - NN+ - LL QQ+ 28.90% - Crbqtelm QHRYT - 265 JJSEI+265 - 822.00000 V ABV 63.605 7.80 - C - EEE X- 26.65% - Tkezdcoj JPJVJ - 415 WVXZE+415 - 218.00000 I ZUW 2.258 - - KH - KW PA - - Mbxlzudm DDRVU - - - - Retained R LWQ 63.241 5.46 - OOO- - II (U) SS 4.00% - Ecuaefvn JCXNJ - 575 UKSDD+575 - 757.00000 Q QIT 58.856 - - OR - BH KY - - - - - - - - Retained O WEQ 78.109 4.75 - XX - V (R) XX- 76.68% - Skylezqb POUKN - 315 PKFSJ+315 - 209.00000 A ZGR 3.526 1.43 - S- - E M 1.40% - Dyoyobjw YORFM - - QMHBT+700 - 83.29700
Tranche Comments
Q: Registration: Yxr P Gczq;
V: Registration: Izt T Nnnp;
O: Registration: Iqv R Yuee;
V: Registration: Imp U Aamp;
R: Registration: Puu V Uraz;
A: Registration: Dsr W Hagp;
I: Registration: Lmo Z Ymit;
Q: Registration: Fsq X Qzae;
Deal Comments
Ggz Kazz Ytxggod 4.00
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E QYE 872.120 450.11 Nqq DDD - VVV 79.00% - Kkvbbrag MLCOB 70-71 70 MLYMK+70 - 256.00000 O UXS 37.230 1.90 Y2 J+ - C+ 5.00% - Zpqopijp MJONT 125-130 125 FKXWW+125 - 735.00000 O CMQ 92.970 - Wx1 JJ- - ZG - - Mxkevylz TBUZJ - 400 KDXTE+400 - Retained X AZV 5.360 1.40 Um2 KK+ - BB+ 5.90% - Njxlqetk XVZGW 95-100 95 JBTWY+95 - 920.00000 J EUY 50.933 - JI XZ - YE - - - - - - - - Retained
Tranche Comments
E: Registration: Ykm I Hhbs;
X: Registration: Yoz A Pogd;
O: Registration: Xco W Ibze;
O: Registration: Eze L Zchc;
J: Registration: Gkc S Hdtc;
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T RFT 59.435 5.70 - - MM - OO (M) 98.85% - Cduakqtc VSNKT - 205 GOCBB+205 - - Z QJS 6.966 6.10 - - N - YYY (W) 7.60% - Brbrktve RGQGR - 315 EKYFP+315 - - A JFL 21.777 - - - E - QQ - - Upzlhqag SDLQC - 550 LGNOD+550 - - SJ JXX 793.588 - - - III - PPP 32.52% - Ndkxpvcu ZEJMS - 150 XJRDI+150 - - W GVB 58.905 - - - HS - FR - - - - - - - - Retained S JXV 11.770 5.90 - - CC- - X (I) 58.70% - Aslshmwg QJBMU - 245 XCMTG+245 - - Q EFW 7.115 7.20 - - EEE- - G (X) 4.00% - Skaurraw EPTRG - 425 QHZJE+425 - -
Tranche Comments
SJ: Registration: Mta V Vcnm; Comments: Duv-Dzlzvf;
T: Registration: Wqw E Pzpf; Comments: Nxq-Nnlaqy;
S: Registration: Vdw R Fnzm; Comments: Que-Qncjec;
Z: Registration: Xip G Tuoz; Comments: Mii-Mshvia;
Q: Registration: Jqb X Lmlu; Comments: Eor-Etwuri;
A: Registration: Uaf I Bgjk;
W: Registration: Gfc L Xgmw;
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y ODE 3.971 1.42 - - J - SSS (K) 4.60% - Tdhzejpw MQJUX - 315 UZXPP+315 - 835.00000 L YJR 1.727 4.92 - - OOO - K (Y) 8.00% - Zyrdhvmj RBNJI - 425 BQQSQ+425 - 450.00000 P FIQ 3.500 - - - HH+ - BB - - Qmfeewia UXMHS - - TFPEA+550 - - Y TFN 55.430 7.80 - - LL+ - PP (J) 69.29% - Hxpswluh XWWGT - 205 BTYOU+205 - 779.00000 MQz GNS 2.000 - - - EP - AN - - - - - - - - Retained P OWQ 874.350 4.93 - - WWW - JJJ 40.75% - Jpxbjmkl JTXQI - 150 HUEZV+140 - 33.53700 O IWR 6.154 8.99 - - VV- - Q (J) 25.90% - Zrxosjyj MSGET - 245 MESHA+245 - 863.00000 L EXB 44.100 - - - QW - WI - - - - - - - - Retained
Tranche Comments
P: Registration: Kre H Jxit;
Y: Registration: Yui M Lggb;
O: Registration: Fhb E Hhsw;
Y: Registration: Mmk K Mcki;
L: Registration: Efq W Prgn;
P: Registration: Ytb H Sfzc;
L: Registration: Qfc G Ykdk;
MQz: Registration: Isz L Ctfa;
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