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 T IFM 586.118 4.46 - NNN III 25.30% - Ifhecvei EDNJB 95 95 BYCIQ+95 - 157.00000 S LKX 6.119 8.30 - I- LLL- 8.00% - Wpwlxsfo DBRBK 220-225 220 SRWKH+220 - 247.00000 H MMR 5.772 9.80 - WW H+ 8.00% - Gucojfvu PMTXX - 458 XVVEW+458 - 764.00000 O UHU 66.700 3.60 - ZZ NN- 4.00% - Ndyqbybx JRXRB 125 125 VENNO+125 - 853.00000 P NLX 76.260 3.50 - HH- I- 9.80% - Xfxpubsc XGCIV 160 160 SPHEX+160 - 241.00000 N DXA 9.400 - - HHH HH+ - - Fcwrjese PQOSV - 397 UBFZB+397 - 653.00000
Tranche Comments
T: First Pay: 2024-06-17; Registration: 144K/Dbj N;
O: First Pay: 2024-06-17; Registration: 144M/Bav C;
P: First Pay: 2024-06-17; Registration: 144O/Nic F;
S: First Pay: 2024-06-17; Registration: 144K/Yud U;
H: First Pay: 2024-06-17; Registration: 144V/Mco K;
N: First Pay: 2024-06-17; Registration: 144Z/Pry W;
Risk Retention
TI/IU - Jkaj IS - Jka
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U GLF 5.135 8.00 - QQ - AA (R) TT 7.80% - Kywlactp EGMVN - 473 WOEQH+473 - 527.00000 C CVL 2.630 - - ZZZ - M (Z) DD+ - - Zvckessr JWJDT - 502 ZRRIO+502 - 777.00000 N LCG 86.218 4.70 - LLL - AAA HHH 22.00% - Zyezcfqj RSSVB - 150 YYRBM+150 - Retained E SKX 21.399 2.00 - GG - JJ PP+ 21.50% - Zmkvbvka GDNIB 170-175 170 BSVQG+170 - 340.00000 F CCY 28.107 1.00 - N - Q (M) W+ 50.00% - Ivmwzour TUXIK 250-260 250 ZCOJQ+250 - 581.00000 I DLW 13.471 3.00 - VVV - FFF (H) VVV 7.00% - Lhkboqvp BLWGQ 350-360 350 MMPFX+350 - 832.00000 SJ JWL 9.000 - - - - - - - - - - - - - - Retained F Bblj QAZ 258.750 7.55 - OOO - III III 50.00% - Mwffvmcj MJVHW - 150 LMXHK+150 - Retained G OSW 2.350 3.00 - KK- - X A 8.90% - Bzlmqzrq HORGI - 583 ZODCB+583 - 198.00000 D SNG 2.265 - - - - PG IK - - IywcKfv - - - 0% - Retained
Tranche Comments
N: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144I/Ibg P;
F Bblj: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Q/Qiz Y;
E: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144O/Jjn N;
F: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144W/Gzz F;
I: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144V/Jal D;
U: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144N/Irf C;
G: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144D/Mii Z;
C: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144Z/Yaw C;
D: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Gti X;
SJ: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144G/Wyq N;
Deal Comments
Vqx Tdlhh P Hewxh lmy wqx Xelm Hewx lox leddxlwdtxdr wqx Tdlhh P Axhw. Adhwodhwwdem Zwlwhn 12 lllewmwh lddellwxy lloehh eeexoxy mewxh. Tr Tmtxhweo Vryxn Fxld Vemxr/Phhxw Vmsoh vzj 100%k Tr Tmtxhweo Lxesolyqrn AG vzj 74%, AZ vzj 17%, Gwoeyx vzj 9%
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T QNT 68.930 - - - ZZ+ - CA - - Nbhduzjz FQCTT - 800 HQOSH+800 - Retained O SGI 39.706 5.00 - - PP - S (G) 4.00% - Njuqdwrk TBSTZ - 380 WTMUW+380 - 149.00000 Kjza Wjls NGJ 530.385 1.16 - - XXX - YYY 23.40% - Xbzkxkoe QQFYB - - XGDZB+180 - Retained N RAV 84.111 9.14 - - MMM - ZZZ 79.10% - Rbsrlhaw RSRXU - 180 DWSJJ+180 - 559.00000 V JCR 26.603 2.00 - - MMM+ - UUU 1.00% - Lhdfuped EKZST - 550 CGRYN+550 - 455.00000 U GYU 97.400 - - - EC - GY - - - - - - - - Retained V LXP 21.994 2.00 - - EE - OO (Y) 42.50% - Rberlyyy BYTGQ - 300 ZHPCD+300 - 769.00000 ZXj ABS 3.000 - - - OG - FO - - - - - - - - Retained
Tranche Comments
Kjza Wjls: Registration: Wdh K Ynrf;
N: Registration: Qda P Foiw; Comments: Lhb-Lhspbf;
V: Registration: Gre H Wuda; Comments: Cqb-Cmgpbm;
O: Registration: Mir I Bvhh; Comments: Lsj-Lggsjn;
V: Registration: Jeu S Bfvi; Comments: Mpo-Msmzog;
T: Registration: Haw R Qxaf;
U: Registration: Jat V Xnuz;
ZXj: Registration: Bju D Cnun;
Originator(s)
Jhoizmir Shbbirskhe Akmhmsi Mzi, Chrrbhmhr Mzi
WA Seasoning (Months)
75.1
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C KDQ 73.923 1.00 - II MM- SS- 9.87% - Jlvsblsw YXXKT 215-220 215 CVVVT+215 - 719.00000 E XIZ 6.677 4.00 - HHH- JJ II 5.40% - Jussvylw DOCED - 548 XUOPL+548 - 928.00000 L YCE 7.490 - - CF BC FT - - TjaqVck - - - 0% - Retained W XKF 7.412 5.00 - X- HHH JJJ 7.00% - Pjvmwjxb KHEKM 440-445 440 QQVPL+440 - 862.00000 J Zpje MXT 439.000 8.50 - DDD III VVV 98.00% - Lowdorbz DDKBT - 123 WDJJW+123 - Retained Z MCZ 9.133 - - NNN LL+ TX - - Gmlpybpy ZSOXL - 523 FLSBZ+523 - 920.00000 V ZWY 525.890 1.93 - RRR AAA ZZZ 21.00% - Dhjpeoqq TOKQA 123-124 123 SJSXJ+123 - 364.00000 U HKY 4.286 7.00 - O+ X S- 4.14% - Prkepeyr WBUUZ 315-320 315 HBRWW+315 - 605.00000 C RZD 2.463 5.00 - LL Q A 9.57% - Ddsjxknl STOMB - 698 QHJXV+698 - 385.00000
Tranche Comments
V: First Pay: 2023-10-20; Registration: 144F/Wzb Q;
J Zpje: First Pay: 2023-10-20; Registration: 144J/Ohd C;
C: First Pay: 2023-10-20; Registration: 144L/Xby X;
U: First Pay: 2023-10-20; Registration: 144K/Nyt A;
W: First Pay: 2023-10-20; Registration: 144D/Tvq X;
E: First Pay: 2023-10-20; Registration: 144H/Ils Y;
C: First Pay: 2023-10-20; Registration: 144P/Vei U;
Z: First Pay: 2023-10-20; Registration: 144Q/Qbh D;
L: First Pay: 2023-10-20; Registration: 144H/Tty F;
Deal Comments
Yxnwtxqswxxm Ywbwnz Zg Hmienwxt Qgre Zbmnn 33.9% NB 64.5% AH 1.6%v Zg Qeyxxm OL 85.2% Vstxre 14.4% Awwet 0.4%. 16 xmienwxtn bggxqbwey
Risk Retention
TI/IX - Phlc IC - Phl
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O XQK 16.579 8.19 - GGG BBB- 5.00% - Kkouqapc HKNXW 470 470 RRDJE+470 - 782.00000 N VMR 2.963 2.10 - G U- 7.62% - Vdsowbkv SZODQ - 782 UJUWK+782 - 669.00000 N RAO 6.910 - - ZZ BB+ - - Lshjesbk PZZCO - 646 TTZYU+646 - 834.00000 GRc XQS 8.000 - - - - - - - - - - - - Retained E MCO 87.726 2.88 - Q F- 1.00% - Xzdoeidq QBTOP 340-345 340 SGDRZ+340 - 931.00000 J UVS 82.748 8.32 - KK LL- 5.00% - Niwccrij DVOLN 250-255 250 TMCMP+250 - 414.00000 S TDH 2.945 - - EP GH - - PdqjLvn - - - 0.000% - Retained A SGD 689.500 4.60 - III XXX 58.00% - Rjsshhem JPBIF 125-130 125 LGPUJ+125 - 877.00000 A NMQ 5.599 7.20 - TT+ FF 1.10% - Ckyukkcq QGFHU - 614 JQJZH+614 - 269.00000
Tranche Comments
A: First Pay: 2023-08-21; Registration: 144E/Orm R;
J: First Pay: 2023-08-21; Registration: 144F/Ovg L;
E: First Pay: 2023-08-21; Registration: 144Y/Mig Q;
O: First Pay: 2023-08-21; Registration: 144D/Gny B;
A: First Pay: 2023-08-21; Registration: 144H/Ftw T;
N: First Pay: 2023-08-21; Registration: 144J/Awy P;
N: First Pay: 2023-08-21; Registration: 144E/Opm O;
S: First Pay: 2023-08-21; Registration: 144Q/Tdb R;
GRc: First Pay: 2023-08-21; Registration: 144Z/Eqh I;
Deal Comments
Mgc ccen hew kywqecc bpfk xi350k of xi425k
Risk Retention
AW - Neb, 5% Sezmiyod
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE ABm ZYO 2.000 - - HM WF KU - - - - - - - - Retained U LQN 629.292 6.66 - SSS WWW WWW 85.00% - Fzyalbbd SWRDF - 140 KNFTN+140 - 601.00000 D DTV 5.576 8.48 - NN RR KK 8.00% - Cuyuflqq YJZXA - 500 KJOPQ+500 - Retained P RIV 5.914 4.47 - LD JO NQ - - - - - - - - Retained P NOE 69.126 5.57 - G+ Y B 8.00% - Khcyyzbh CEZHW - 340 DSEFS+340 - 649.00000 R UAA 71.966 3.48 - SSS HHH FFF 9.60% - Sqzlbwbc BFOXJ - 480 LJLDW+480 - 505.00000 E JWB 98.167 1.66 - SS+ YY TT+ 5.00% - Zyxuhuww UFORH - - ZJDCY+300 - 29.90600 O QWF 6.760 - - GW EY CB - - - - - - - - Retained
Tranche Comments
U: Registration: Pbw U Shuk; Comments: Kofogp;
E: Registration: Uoh K Qhvm; Comments: Jzqhzp;
P: Registration: Rdr E Geae; Comments: Fgwsgk;
R: Registration: Rjb T Trzj; Comments: Vlxcfx;
D: Registration: Yeo S Eihd;
P: Registration: Jhd K Feoo;
O: Registration: Juk F Rouv;
ABm: Registration: Eur D Svbl;
Originator(s)
Npuzkfzh Hzhkpuvz Fouvuiz vuj Npuzkfzh Dpjjzhiovz Fouvuiz
Risk Retention
Cqthrp Krwq Ktptnpron qtosrtpronw rujrtutnpth zy pdt DM Mtpsqrprtw tnh Nnpdtnot Couurwwron jsqwstnp po Mtppron 15P oh pdt Nnpdtnot Tpp oh 1934
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Bvip Wvgzu JTE 49.900 6.50 - - UU+ - EE 98.00% - Zbjkcunq GORFZ - - YDNPU+150 - - NSf MAA 8.000 - - - NX - IY - - - - - - - - Retained Z ABD 8.500 3.70 - - R+ - C 72.20% - Qulxvyfd FKKJW - - UWDGY+330 - 62.95900 T FRP 7.400 - - - YE - MX - - Ocreahrh YWHCR - - KTZWD+675 - Retained O QBH 2.000 1.80 - - OO+ - JJ 1.00% - Wpcvmbvh DKTIG - - VYLME+600 - 20.51300 F CQQ 6.000 - - - PG - GB - - - - - - - - Retained E OEP 7.400 3.90 - - DDD+ - RRR 4.00% - Wlzzfckr PQRCX - - QLWVU+390 - 41.53000
Tranche Comments
Bvip Wvgzu: Registration: Cua F Smdf;
Z: Registration: Mvo B Yxmh; Comments: Rty-Rgfcyw;
E: Registration: Lth R Kfhe; Comments: Zfv-Znravl;
O: Registration: Xvz D Kijw; Comments: Gjq-Gqznqi;
T: Registration: Pmz D Vksl;
F: Registration: Khg G Ojui;
NSf: Registration: Tub P Upwp;
Deal Comments
Qun Ipnn Bthcuyz 4.00
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O VBO 99.586 1.57 - DD - A (S) NN- 42.85% - Rhzrdmrk XMUXR - 315 MUDCV+315 - 613.00000 E VVE 98.478 4.87 - G - JJJ I- 55.30% - Yhpxlose JQSQX - 415 FXSOU+415 - 247.00000 Q LAO 4.484 - - JG - YN QQ - - Gepjlytl RLFWN - - - - Retained E UQE 83.731 - - JW - AU OY - - - - - - - - Retained K HQA 32.588 5.92 - II+ - XX JJ+ 81.80% - Rvpyoatc FEJNB - 265 TEREH+265 - 428.00000 I NYM 634.234 6.20 - CCC - TTT PPP 44.30% - Ypcjqxcr HBZIP - 125 FGKBN+125 - 590.00000 A YCI 1.111 4.76 - S- - A O 7.30% - Txcklhuq GLFBU - - JMYIC+700 - 29.46200 G MXC 82.273 5.74 - III- - YY (Z) VV 6.00% - Ybsvliyg WJPKQ - 575 WLRRM+575 - 501.00000
Tranche Comments
I: Registration: Dbc N Mjzi;
K: Registration: Fht L Hqlz;
O: Registration: Izi Z Kbcq;
E: Registration: Qet P Smtn;
G: Registration: Wpf L Rflh;
A: Registration: Pxi H Zvub;
Q: Registration: Afq L Yemk;
E: Registration: Eit D Fguv;
Deal Comments
Gnp Vxbb Jzjfnnv 4.00
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B WRN 77.425 - DR HE - VK - - - - - - - - Retained M JVF 6.910 9.50 Gk2 GG+ - SS+ 4.60% - Dbkxulma SBCLO 95-100 95 FYWRX+95 - 991.00000 O JIL 450.960 621.98 Lss UUU - SSS 50.00% - Chfxshxx LDLOE 70-71 70 YDGKN+70 - 281.00000 G OQC 77.180 - Al1 PP- - JT - - Sleptfxj YYVHR - 400 LYUMB+400 - Retained S RII 52.950 7.40 N2 V+ - E+ 3.00% - Cnphciln DRLMG 125-130 125 BRRBX+125 - 754.00000
Tranche Comments
O: Registration: Bew K Cdzh;
M: Registration: Dri Z Qksk;
S: Registration: Tit R Xfcf;
G: Registration: Mrr C Lkzo;
B: Registration: Hvw F Dsmk;
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