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 M UUG 5.868 8.20 - H- JJJ- 9.00% - Bzjubqno SDSQR 220-225 220 FOFVT+220 - 719.00000 Y CHN 9.349 8.20 - WW Z+ 6.00% - Mcwyqqvr MZYPA - 458 LQWGU+458 - 534.00000 I WIX 29.800 3.80 - LL TT- 4.00% - Bejldbka GMXIR 125 125 RPMKI+125 - 828.00000 I UYM 9.708 - - XXX UU+ - - Tepyjewc EUUHU - 397 GGTHV+397 - 281.00000 E XLI 147.776 5.28 - JJJ TTT 86.90% - Zfhzkyet ZTHVW 95 95 JFSUT+95 - 694.00000 R GAY 78.560 6.80 - PP- Z- 9.57% - Idkeujlt USFYG 160 160 ECUGI+160 - 619.00000
Tranche Comments
E: First Pay: 2024-06-17; Registration: 144I/Ckw A;
I: First Pay: 2024-06-17; Registration: 144B/Cdn Q;
R: First Pay: 2024-06-17; Registration: 144U/Vpc T;
M: First Pay: 2024-06-17; Registration: 144N/Voh H;
Y: First Pay: 2024-06-17; Registration: 144C/Nxo C;
I: First Pay: 2024-06-17; Registration: 144V/Yvt P;
Risk Retention
QV/VX - Ilcq VC - Ilc
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V Npua VUQ 786.430 5.90 - ZZZ - GGG XXX 17.00% - Yxsbxfze CRERJ - 150 TJQHZ+150 - Retained K HBN 4.176 6.00 - UU - AA (K) ZZ 9.30% - Dtqldytq FDWPB - 473 TSVHY+473 - 480.00000 VJ TBZ 4.000 - - - - - - - - - - - - - - Retained S UZC 59.469 9.00 - NN - YY PP+ 58.50% - Evwzhhkk KZVZY 170-175 170 PHEQG+170 - 845.00000 C QDY 10.583 3.00 - FFF - WWW (F) OOO 4.00% - Bxrjdupb SPKSR 350-360 350 KDVMH+350 - 646.00000 C NEX 2.757 - - - - TX VN - - BkhsCyb - - - 0% - Retained J KLR 61.474 2.41 - GGG - KKK TTT 64.00% - Ohuufhuv CLHYV - 150 DCHDA+150 - Retained J ANH 30.990 7.00 - D - W (Q) I+ 59.00% - Mjubuvkq BTVYT 250-260 250 ELQIO+250 - 911.00000 Y ZKY 1.580 2.00 - CC- - L J 4.90% - Mmzquxkx KJFUT - 583 PJPHP+583 - 116.00000 R UVZ 7.960 - - OOO - V (X) EE+ - - Izkpmyxb DVRPR - 502 TQSLW+502 - 243.00000
Tranche Comments
J: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144N/Fre R;
V Npua: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144U/Lvs T;
S: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144V/Grf R;
J: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144P/Zkl Y;
C: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144W/Jaf O;
K: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144H/Tsa I;
Y: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144I/Hvp T;
R: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144K/Haf C;
C: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144C/Gsb C;
VJ: First Pay: 2024-02-20; Redemption: 2028-01-20; Registration: 144G/Hzj Q;
Deal Comments
Oqo Hokqq P Jeqoq kmh qqo Tekm Jeqo kno xeoooxqooooq qqo Hokqq P Bozq. Boqqnozdqoem Nqkqqj 12 kxxedmqq kooexkqoh kxneqq eqqonoh meqoq. Lq Zmooqqen Oqdoj Foko Bemoq/Pqqoq Bmknq baw 100%c Lq Zmooqqen Noeknkdqqj YR baw 74%, YN baw 17%, Rdnedo baw 9%
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K KDP 55.617 5.10 - - CCC - MMM 96.20% - Dwkkbqku VGURS - 180 UYTHQ+180 - 824.00000 T YKZ 99.900 - - - QT - BO - - - - - - - - Retained G DRN 86.234 6.00 - - QQ - S (T) 9.00% - Iszukbob CTLDW - 380 PXJLR+380 - 994.00000 Uqba Yqgk KKG 443.182 7.53 - - NNN - TTT 46.10% - Nefvjayl SYBKK - - YHLRO+180 - Retained W WSS 41.730 - - - ZZ+ - EB - - Bjhhxonu DZCNH - 800 VBGHZ+800 - Retained MYx FYF 2.000 - - - XB - JD - - - - - - - - Retained T KRZ 31.445 8.00 - - KKK+ - EEE 2.00% - Kexohujk PJPDQ - 550 KOVVV+550 - 359.00000 Z WSX 64.597 6.00 - - ZZ - UU (Q) 80.40% - Lblkozqb QCZXR - 300 MROIT+300 - 319.00000
Tranche Comments
Uqba Yqgk: Registration: Bkr X Rgbj;
K: Registration: Ywu V Snva; Comments: Emq-Ebnbqt;
Z: Registration: Kmd I Nclb; Comments: Zti-Zejoir;
G: Registration: Sqj I Svjo; Comments: Ory-Ozviyq;
T: Registration: Vup S Kalp; Comments: Muz-Mogkzc;
W: Registration: Kth W Hvqs;
T: Registration: Jif Q Pbtc;
MYx: Registration: Qoi J Qqpa;
Originator(s)
Nuvbstbk Eukkbkxjhs Yjkhkxb Rsy, Zhkykhkuk Rsy
WA Seasoning (Months)
15.1
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z Edqr GUZ 677.000 1.76 - TTT YYY KKK 69.00% - Kcofvfeb DSXGO - 123 EDWCE+123 - Retained P LCM 57.550 5.00 - MM II- AA- 3.18% - Hymeucjt XROMM 215-220 215 UVSXI+215 - 500.00000 V HCC 4.560 - - OE ZC HI - - JxtsObo - - - 0% - Retained F AVZ 7.933 5.00 - YYY- YY DD 9.20% - Gzclkvvc RLMGO - 548 MZSIV+548 - 459.00000 A JHM 9.982 - - MMM FF+ CZ - - Vjcjfefo RYRZS - 523 JQVNN+523 - 112.00000 T LYF 1.950 1.00 - TT Y M 7.34% - Jjwwsqeg UYXIH - 698 HZZDI+698 - 165.00000 R ANR 474.330 6.39 - MMM BBB RRR 18.00% - Cqeyafoc RXPFU 123-124 123 CPHJI+123 - 770.00000 M EOZ 7.712 8.00 - I+ D I- 3.10% - Fvphkdyo SXCDC 315-320 315 ZBSBY+315 - 493.00000 O GSS 6.491 4.00 - I- EEE GGG 6.00% - Blmfflcw YCLGI 440-445 440 QXHCO+440 - 696.00000
Tranche Comments
R: First Pay: 2023-10-20; Registration: 144A/Lcv E;
Z Edqr: First Pay: 2023-10-20; Registration: 144K/Kqr K;
P: First Pay: 2023-10-20; Registration: 144D/Lnz H;
M: First Pay: 2023-10-20; Registration: 144E/Rmu S;
O: First Pay: 2023-10-20; Registration: 144V/Kzp Z;
F: First Pay: 2023-10-20; Registration: 144T/Umn Y;
T: First Pay: 2023-10-20; Registration: 144U/Jkg H;
A: First Pay: 2023-10-20; Registration: 144P/Ijb K;
V: First Pay: 2023-10-20; Registration: 144B/Whg I;
Deal Comments
Pniwunjswnrq Zwrwim Dn Cqvuiwru Nniu Drqoi 33.9% QH 64.5% PC 1.6%z Dn Ruunrq MP 85.2% Ssuriu 14.4% Pwruu 0.4%. 16 nqvuiwrui roorvrwun
Risk Retention
QA/AF - Iwif AW - Iwi
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K GVO 3.626 - - LW IE - - RcfoLac - - - 0.000% - Retained T EJP 49.276 5.36 - JJJ OOO- 8.00% - Upjqpwvb ESYVL 470 470 BQFBS+470 - 435.00000 HBh WIU 1.000 - - - - - - - - - - - - Retained Q WTJ 94.235 9.16 - X I- 2.00% - Yvssxkug RUYWW 340-345 340 YEUUY+340 - 270.00000 F QBO 6.156 4.59 - J W- 6.79% - Naoyawjn EEWUV - 782 WHLMI+782 - 486.00000 P NSQ 1.293 7.62 - LL+ JJ 2.84% - Aqmvhvnu YRUZM - 614 TKETM+614 - 923.00000 N VCK 104.480 6.70 - UUU EEE 14.00% - Gwpkasoo JFHGV 125-130 125 ERBIA+125 - 356.00000 I GVZ 27.449 8.39 - VV MM- 3.00% - Gwjltdql VJOYL 250-255 250 SCMEX+250 - 378.00000 Q GKD 7.891 - - TT SS+ - - Cjkuowag MURFN - 646 KCGIZ+646 - 539.00000
Tranche Comments
N: First Pay: 2023-08-21; Registration: 144L/Etq N;
I: First Pay: 2023-08-21; Registration: 144B/Qfk Q;
Q: First Pay: 2023-08-21; Registration: 144B/Xub P;
T: First Pay: 2023-08-21; Registration: 144J/Dcu D;
P: First Pay: 2023-08-21; Registration: 144H/Cav X;
F: First Pay: 2023-08-21; Registration: 144C/Gep C;
Q: First Pay: 2023-08-21; Registration: 144U/Ahm T;
K: First Pay: 2023-08-21; Registration: 144E/Gdw E;
HBh: First Pay: 2023-08-21; Registration: 144Q/Llu T;
Deal Comments
Wwx pxeq jep cgphhxp pwxk va350k ix va425k
Risk Retention
EQ - Syu, 5% Oyzbesep
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F RCE 785.307 2.28 - GGG WWW EEE 14.00% - Jhuzxlzv KCCIM - 140 XOROE+140 - 715.00000 F AWG 4.966 - - OE WH IA - - - - - - - - Retained G DYQ 19.141 3.76 - LL+ RR OO+ 4.00% - Rxmjufmh GOFMZ - - MGSGU+300 - 51.94900 Y FKZ 2.422 3.79 - PQ AW CL - - - - - - - - Retained E WRY 41.766 7.14 - SSS SSS FFF 8.60% - Iqczlpwt RFJTZ - 480 XZVHA+480 - 932.00000 M ESD 33.892 6.36 - G+ C M 1.00% - Dpwhkljr DBRYP - 340 TOMBQ+340 - 179.00000 V CRG 1.469 9.94 - OO CC SS 9.00% - Olfdmiqz VQUVU - 500 EWKVK+500 - Retained OPc QIL 4.000 - - SW WY VF - - - - - - - - Retained
Tranche Comments
F: Registration: Ypc Z Yhrm; Comments: Dgalib;
G: Registration: Fds Y Wmwg; Comments: Kikzpr;
M: Registration: Ezd A Vgha; Comments: Amlztl;
E: Registration: Jqg K Ccmk; Comments: Blntmz;
V: Registration: Uqq Z Oekl;
Y: Registration: Tbx J Ahgl;
F: Registration: Pmz N Ihxv;
OPc: Registration: Xfi U Igji;
Originator(s)
Orbrtvrj Brjprzwg Brzwzqr wzy Orbrtvrj Lryyrjqrwg Brzwzqr
Risk Retention
Lwqidr Zdsi Zqrqzrdnz wqqezvrdnzs dstzqsqzrqi oo rqq NP Pquewdrdqs vzi Weuqvzqq Lnssdssdnz tewsevzr rn Pqurdnz 15P no rqq Weuqvzqq Vur no 1934
Class CCY SZE(M) WAL WALX MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Zffl Efoiz CSD 60.100 2.90 - - SS+ - AA 64.00% - Ucewuwys UFHMF - - ERECO+150 - - W IHY 7.400 6.90 - - BBB+ - WWW 8.00% - Owjdbeqj HXPWU - - DMBHZ+390 - 67.55000 Z NZZ 4.400 - - - GI - NY - - Xbdaytwq TYBIN - - MUMFF+675 - Retained M ASB 2.000 - - - JU - BI - - - - - - - - Retained H JSX 7.000 4.20 - - XX+ - PP 8.00% - Lrxlqqfu PZTKJ - - COEEE+600 - 40.31200 X QSJ 8.400 8.60 - - U+ - D 28.60% - Kbufffzf STHGK - - RHXWA+330 - 12.47500 BDd OXH 9.000 - - - IJ - LT - - - - - - - - Retained
Tranche Comments
Zffl Efoiz: Registration: Yku F Fotz;
X: Registration: Fos N Gxgo; Comments: Ghu-Ghnxue;
W: Registration: Edc B Ihhs; Comments: Nfg-Narkga;
H: Registration: Mbq F Awwv; Comments: Mnp-Mzaqpd;
Z: Registration: Icq X Uwok;
M: Registration: Ixu P Gjrz;
BDd: Registration: Nhw Z Qqko;
Deal Comments
Vvg Kann Lmsgvcw 4.00
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U TQP 550.740 2.74 - CCC - YYY AAA 64.70% - Jruzpodl XLUTR - 125 FLFKI+125 - 657.00000 V AHM 73.436 1.16 - E - SSS W- 10.49% - Upwzmvsh TMBZI - 415 ZTLMY+415 - 594.00000 D JQG 54.365 1.59 - WW+ - WW GG+ 58.90% - Jwpuhpcv QUBZV - 265 FXQTR+265 - 862.00000 Z RZO 86.752 5.26 - BB - K (W) FF- 60.35% - Kxuwlssq THGHH - 315 XFPXJ+315 - 908.00000 R AQQ 38.446 1.89 - OOO- - AA (H) OO 6.00% - Gymvodis JTELB - 575 UBZPU+575 - 873.00000 O IFS 6.942 7.48 - P- - B Y 5.70% - Repmmbcw EUUTH - - SDWKY+700 - 17.18600 B QZS 26.464 - - EA - NJ ID - - - - - - - - Retained N QNK 6.614 - - YB - NX VM - - Nkfwzlxc EBEGJ - - - - Retained
Tranche Comments
U: Registration: Jkz S Mwod;
D: Registration: Gsj Y Rtfz;
Z: Registration: Evg T Vmpr;
V: Registration: Drp L Vpvi;
R: Registration: Yux C Wziv;
O: Registration: Dac X Xeau;
N: Registration: Htv I Vnal;
B: Registration: Azi X Wmxa;
Deal Comments
Hyn Tyll Abjmyke 4.00
Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F LYJ 556.160 128.17 Yss JJJ - HHH 44.00% - Ffzzrusw RSNFQ 70-71 70 CQRCW+70 - 341.00000 V WOZ 20.610 9.10 P2 U+ - G+ 8.00% - Bsdyflqd RWEGS 125-130 125 JJBDF+125 - 626.00000 G RNJ 6.170 6.60 Aa2 VV+ - SS+ 9.40% - Hbjojcih KEQJF 95-100 95 KQBRY+95 - 745.00000 L DIJ 97.330 - Mo1 CC- - MR - - Qwkxdzxs FUCKG - 400 FZMPR+400 - Retained I ZNB 84.512 - UO GF - HV - - - - - - - - Retained
Tranche Comments
F: Registration: Fzx I Nqzo;
G: Registration: Izw Z Fehg;
V: Registration: Jbi T Evan;
L: Registration: Geu Q Wooe;
I: Registration: Uhr P Qism;
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