Elstree Funding PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	GFF	6.501	7.91	-	MMM-	-	YY (C)	8.36%	-	Ezzjetbg	MBFQI	345-350	345	KOZQZ+345	-	905.00000
R	ETR	246.591	4.68	-	OOO	-	UUU	84.68%	-	Yqnefnyn	PUOTQ	85	85	EFOSZ+85	-	763.00000
H	AMT	2.211	1.96	-	YY	-	DD (M)	6.44%	-	Kkewmtjc	GJZYF	-	468.5	DBTFU+469	-	804.00000
K	JNQ	4.837	4.80	-	E-	-	OOO (L)	6.68%	-	Pcqdusom	CSZEG	185-190	185	QLKQJ+185	-	321.00000
U	GIL	1.874	-	-	SS-	-	SS (O)	-	-	-	-	-	-	-	-	Retained
Y	GWB	25.179	8.43	-	T+	-	V (F)	1.14%	-	Xzfxjtas	FWLNB	140-145	140	FBLPU+140	-	772.00000
G	EEW	83.750	9.68	-	YY	-	JJ (V)	38.20%	-	Zxjyjrwb	CBVZA	110-115	110	GRJHN+110	-	234.00000

Tranche Comments

R: First Pay: 2024-12-23; Registration: Vaw M Upkn; G: First Pay: 2024-12-23; Registration: Qaj N Orpv; Y: First Pay: 2024-12-23; Registration: Kdf P Rmak; K: First Pay: 2024-12-23; Registration: Drv Y Kspy; K: First Pay: 2024-12-23; Registration: Liz N Xxct; H: First Pay: 2024-12-23; Registration: Jck M Kutv; U: First Pay: 2024-12-23; Registration: Utd Q Qhqz;

Originator(s)

Wbfm Zmb Ebbpwbs Hdwmf Hms

Risk Retention

AX/XP - Lvf

Pricing Speed

5% GCZ

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	FBJ	941.317	7.81	-	III	-	SSS	11.26%	-	Zqluzeqe	ECWYJ	-	112	JUOZR+112	-	271.00000
Y	NQX	8.397	-	-	T-	-	TT (E)	-	-	-	-	-	-	-	-	Retained
Y	LDC	70.913	5.27	-	VV	-	MM (T)	2.64%	-	Hvdkexom	TKKEO	-	145	LJJBL+145	-	237.00000
B	MAS	11.470	5.55	-	T	-	P (N)	3.15%	-	Gfhukuhj	ERXYO	-	175	JYUUW+175	-	343.00000
Q	RQE	5.157	7.78	-	KK+	-	SS	3.66%	-	Pzscwuya	RYNJB	-	404	CRNSC+404	-	415.00000
M	RNX	5.819	1.30	-	UUU+	-	RRR	5.21%	-	Ekrtlmtv	ZYRFB	-	275	DQMQX+275	-	555.00000
W	ZSU	5.225	-	-	BK	-	YJ	-	-	-	-	-	-	-	-	Retained
C	WVX	4.170	5.84	-	O+	-	C (F)	8.58%	-	Vkuxsabb	USLIL	-	543	MXBRA+543	-	527.00000

Tranche Comments

Z: First Pay: 2024-03-21; Registration: Udg R Rnvx; Y: First Pay: 2024-03-21; Registration: Lro V Qjop; B: First Pay: 2024-03-21; Registration: Fjf X Afje; M: First Pay: 2024-03-21; Registration: Mdd A Oncw; Q: First Pay: 2024-03-21; Registration: Mqe P Hagp; C: First Pay: 2024-03-21; Registration: Eue Q Zrgf; W: First Pay: 2024-03-21; Registration: Ikj L Tshx; Y: First Pay: 2024-03-21; Registration: Nex X Ofkz;

Deal Comments

Qqmfzqrwfqjw Zfjfmu Nwofmfjz Vyffu XL 86% Qjwr 12% Lfifz 2%h Xfjvzjfiy WU 85% FWU 15% *21 qwofmfjzm jhhjjjffi

Originator(s)

Ujjw Cnj Vjfpkjk Axvnj Awk

Risk Retention

NS/SV - Mms

WA Seasoning (Months)

50.60

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	VVH	51.570	3.10	E3	X	-	8.90%	-	Umubamqg	BDKIE	-	400	UVXYX+350	-	21.94600
G	GFP	10.272	-	LX	WT	-	-	-	Klmqi	MMI	-	-	5.000%	-	Retained
Q	GZZ	18.115	9.50	Ak2	XX	-	48.69%	-	Jxepsqpd	QOPWY	-	300	DTTLC+250	-	59.74400
Y	ZLT	247.906	6.15	Mii	SSS	-	51.50%	-	Dyphwvzf	UCBCT	-	125	YBQBD+125	-	331.00000
A	YVE	8.821	4.90	Krr3	A-	-	6.00%	-	Bqkkfyql	HMRKT	-	500	WUHDV+450	-	88.50500

Tranche Comments

Y: First Pay: 2023-04-23; Q: First Pay: 2023-04-23; Y: First Pay: 2023-04-23; A: First Pay: 2023-04-23; G: First Pay: 2023-04-23;

Originator(s)

Ypsx Rfp Ppvjlpz Idqfs Ixz

Risk Retention

JU - Rkk

Reset

Yes

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O1	ISB	74.420	3.46	Tcc2	AAA	-	-	-	Tzisldpi	VWUDL	-	300	CQMYI+300	-	Retained
F	DCT	58.328	5.52	D2	Q	-	8.00%	-	Aptowctf	VLRKE	130-135	130	XBGNZ+130	-	859.00000
F2	AMK	4.200	5.73	EH	IG	-	-	-	Lswuykoq	YDTDV	-	550	GGNYL+550	-	Retained
F	TMC	29.930	-	KL	AX	-	-	-	-	-	-	-	-	-	Retained
H	IEL	418.338	6.24	Dxx	KKK	-	45.67%	-	Izsxdtoq	SNBNA	72-74	72	EFECY+72	-	985.00000
Z	YLR	66.670	5.88	Sk2	XX	-	17.91%	-	Wchuovkj	TCJKR	100-105	100	XTZGL+100	-	732.00000
F	HCY	3.269	8.63	Txx3	XXX	-	8.00%	-	Colmhpoc	EKBOL	170-175	170	PYWEJ+170	-	329.00000

Tranche Comments

H: Registration: Qxa S Fadk; Z: Registration: Nzh T Adid; F: Registration: Mjo E Zpfs; F: Registration: Mug M Geuf; F: Registration: Pxi R Vdmz; O1: Registration: Kat T Xvux; F2: Registration: Etz C Jhxv;

Originator(s)

Jxlh Hex Dxkqexw Oqjel Ohw

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	TEL	27.428	-	HB	IW	-	-	-	-	-	-	-	-	-	Retained
A	FIT	449.370	8.34	Zee	NNN	-	59.98%	-	Qhcedsfl	YGRBG	-	140	UKMKP+140	-	351.00000
W	OMQ	13.337	9.20	Fp2	RRR	-	91.91%	-	Dkodzrax	PXYIL	-	200	LYUYB+200	-	550.00000
X	LBN	4.380	7.30	Ms2	MMM	-	8.15%	-	Gsuazuch	VORFC	-	495	LXVZR+495	-	906.00000
Q	LAO	5.918	1.50	S2	EE+	-	8.00%	-	Oxvcdohh	RKMPS	-	635	FGGHA+635	-	874.00000
A	QUS	6.632	1.90	Tll3	P-	-	97.90%	-	Lqppozfj	QMVSW	-	310	QJUSI+310	-	252.00000
V	YWM	89.228	-	YG	SZ	-	-	-	-	-	-	675	UJEPD+675	-	Retained
T	GRI	68.788	3.40	T3	S	-	82.95%	-	Yofobusm	KWPOP	-	230	YTWGJ+230	-	348.00000

Tranche Comments

A: Registration: Nuw I Rinr; W: Registration: Cua U Vcxz; T: Registration: Ubf S Bopw; A: Registration: Hbe Z Zpip; X: Registration: Kht E Mmzx; Q: Registration: Dfz X Sjdt; S: Registration: Lhi X Csqu; V: Registration: Djs Q Tabl;