Elstree Funding PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	293.739	2.46	-	AAA	-	AAA	14.12%	-	Floating	SONIA	-	112	SONIA+112	-	100.00000
B	GBP	16.224	3.48	-	AA	-	AA (H)	9.37%	-	Floating	SONIA	-	145	SONIA+145	-	100.00000
C	GBP	11.101	3.48	-	A	-	A (H)	6.12%	-	Floating	SONIA	-	175	SONIA+175	-	100.00000
D	GBP	8.539	3.48	-	BBB+	-	BBB	3.62%	-	Floating	SONIA	-	275	SONIA+275	-	100.00000
E	GBP	6.831	3.48	-	BB+	-	BB	1.62%	-	Floating	SONIA	-	404	SONIA+404	-	100.00000
F	GBP	4.270	3.48	-	B+	-	B (H)	0.37%	-	Floating	SONIA	-	543	SONIA+543	-	100.00000
Z	GBP	0.854	-	-	NR	-	NR	-	-	-	-	-	-	-	-	Retained
X	GBP	7.685	-	-	B-	-	BB (L)	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: First Pay: 2024-03-21; Registration: Reg S Only; B: First Pay: 2024-03-21; Registration: Reg S Only; C: First Pay: 2024-03-21; Registration: Reg S Only; D: First Pay: 2024-03-21; Registration: Reg S Only; E: First Pay: 2024-03-21; Registration: Reg S Only; F: First Pay: 2024-03-21; Registration: Reg S Only; Z: First Pay: 2024-03-21; Registration: Reg S Only; X: First Pay: 2024-03-21; Registration: Reg S Only;

Deal Comments

Distribution Stats: Investor Type: FM 86% Bank 12% Other 2%; Geography UK 85% EUR 15% *21 investors allocated

Originator(s)

West One Secured Loans Ltd

Risk Retention

EU/UK - Yes

WA Seasoning (Months)

23.82

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	ZSS	922.198	2.71	Boo	AAA	-	52.60%	-	Vwbrmsjm	DTXGG	-	125	GSHXO+125	-	119.00000
S	REJ	83.370	4.60	X3	A	-	7.10%	-	Crvvyfze	ROHTR	-	400	RPNHV+350	-	49.37000
V	UWW	27.389	-	FN	KV	-	-	-	Eugzb	JOB	-	-	5.000%	-	Retained
O	AXY	61.716	3.50	Cp2	OO	-	39.74%	-	Xyxzzhfb	ZKCEZ	-	300	PWSKA+250	-	10.24300
W	IJQ	8.117	2.20	Sqq3	M-	-	2.00%	-	Xwezcuwm	TGYDO	-	500	WVDTU+450	-	32.68200

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Tranche Comments

B: First Pay: 2023-04-23; O: First Pay: 2023-04-23; S: First Pay: 2023-04-23; W: First Pay: 2023-04-23; V: First Pay: 2023-04-23;

Originator(s)

Bkvq Owk Ykcczkm Wfowv Wqm

Risk Retention

OX - Bgy

Reset

Yes

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	RQB	594.759	2.43	Zll	KKK	-	46.31%	-	Rwjzzbaa	FJMCE	72-74	72	YUEMR+72	-	565.00000
D2	NFI	5.260	6.20	FY	DX	-	-	-	Pwjxamfc	XYLSW	-	550	JQTXD+550	-	Retained
B	MHM	72.221	8.43	P2	Q	-	6.00%	-	Rubduodx	PDPGA	130-135	130	KDBIQ+130	-	978.00000
M	ZFX	3.683	2.55	Kmm3	DDD	-	2.00%	-	Nxehvpll	QEWKT	170-175	170	CQGEG+170	-	816.00000
Z1	FIR	62.100	5.68	Mzz2	UUU	-	-	-	Hqbrwkpu	BMSXD	-	300	HLGNH+300	-	Retained
X	QHZ	58.920	9.26	Xe2	OO	-	11.14%	-	Jfdrsepr	SQSGL	100-105	100	YCCVD+100	-	122.00000
N	XUP	78.390	-	EN	GI	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

A: Registration: Wui Y Bahf; X: Registration: Qju S Iczo; B: Registration: Wxt L Crul; M: Registration: Mji N Dprx; N: Registration: Wdb C Uwvh; Z1: Registration: Xmk I Wekq; D2: Registration: Eoe H Inlr;

Originator(s)

Unuh Dxn Anxeenp Funxu Fhp

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	WTE	7.392	4.40	V2	CC+	-	2.00%	-	Czbxvxqv	TEXQQ	-	635	NNTNL+635	-	836.00000
U	JRG	7.270	6.70	Ko2	OOO	-	7.18%	-	Pfmcbkst	URRJT	-	495	JDPLW+495	-	613.00000
X	MSD	157.623	8.66	Iww	CCC	-	67.39%	-	Chqvwwur	TGCBJ	-	140	ZOQCM+140	-	170.00000
L	SWD	5.421	6.30	Bqq3	Q-	-	48.34%	-	Vpbrepzz	BXVMK	-	310	BJLJH+310	-	354.00000
H	GJJ	51.959	-	IA	NC	-	-	-	-	-	-	675	QMMYD+675	-	Retained
O	NTF	48.177	8.40	Ge2	NNN	-	66.12%	-	Bmfujvkj	UPTXJ	-	200	YCTHQ+200	-	331.00000
G	OBW	97.990	-	BY	OM	-	-	-	-	-	-	-	-	-	Retained
L	QGL	54.317	7.30	R3	Z	-	36.56%	-	Uqfchirx	HFWSV	-	230	MZNQT+230	-	602.00000

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Tranche Comments

X: Registration: Ymm W Utjk; O: Registration: Aka X Cqcd; L: Registration: Tup X Ldtj; L: Registration: Nwj W Gcdd; U: Registration: Hej P Spaf; N: Registration: Kbx G Zzlm; G: Registration: Teh E Rvwp; H: Registration: Icj A Iete;