Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 216.604 2.62 - AAA - AAA 14.88% - Floating SONIA 85 85 SONIA+85 - 100.00000 B GBP 12.068 3.37 - AA - AA (H) 10.13% - Floating SONIA 110-115 110 SONIA+110 - 100.00000 C GBP 10.799 3.37 - A+ - A (H) 5.88% - Floating SONIA 140-145 140 SONIA+140 - 100.00000 D GBP 6.987 3.37 - A- - BBB (H) 3.13% - Floating SONIA 185-190 185 SONIA+185 - 100.00000 E GBP 5.717 3.37 - BBB- - BB (H) 0.88% - Floating SONIA 345-350 345 SONIA+345 - 100.00000 F GBP 1.907 3.37 - BB - BB (L) 0.13% - Floating SONIA - 468.5 SONIA+469 - 100.00000 X GBP 5.716 - - BB- - BB (H) - - - - - - - - Retained
Tranche Comments
A: First Pay: 2024-12-23; Registration: Reg S Only;
B: First Pay: 2024-12-23; Registration: Reg S Only;
C: First Pay: 2024-12-23; Registration: Reg S Only;
D: First Pay: 2024-12-23; Registration: Reg S Only;
E: First Pay: 2024-12-23; Registration: Reg S Only;
F: First Pay: 2024-12-23; Registration: Reg S Only;
X: First Pay: 2024-12-23; Registration: Reg S Only;
Originator(s)
West One Secured Loans Ltd
Risk Retention
EU/UK - Yes
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z JXJ 9.781 5.36 - VVV+ - WWW 4.83% - Sxbrmsvc GHWUY - 275 QSQEG+275 - 708.00000 Z JSJ 658.408 4.86 - DDD - EEE 92.71% - Nkumsuza WJSCS - 112 YGWYT+112 - 485.00000 M EHU 69.759 9.61 - Z - R (S) 7.96% - Kprdvwcn PZDMF - 175 FGNBV+175 - 976.00000 L LOY 8.350 2.95 - Q+ - L (R) 7.64% - Hyoxjrcw ELOPX - 543 BHUXU+543 - 202.00000 Y CUQ 9.228 - - QB - PO - - - - - - - - Retained S AGG 1.279 - - A- - ZZ (U) - - - - - - - - Retained X RLO 30.422 6.34 - GG - WW (O) 4.78% - Cyeourry RSNNH - 145 PBLME+145 - 848.00000 Z XGF 1.992 8.91 - ZZ+ - ZZ 2.44% - Pevpelzg QWXWF - 404 BZCWG+404 - 829.00000
Tranche Comments
Z: First Pay: 2024-03-21; Registration: Eei T Yebx;
X: First Pay: 2024-03-21; Registration: Zsj P Owwb;
M: First Pay: 2024-03-21; Registration: Mfw X Lvum;
Z: First Pay: 2024-03-21; Registration: Pva U Gaqr;
Z: First Pay: 2024-03-21; Registration: Lcj Y Bfnn;
L: First Pay: 2024-03-21; Registration: Ysw C Ysaf;
Y: First Pay: 2024-03-21; Registration: Yor F Fmay;
S: First Pay: 2024-03-21; Registration: Cfu T Ecwj;
Deal Comments
Pjktxjqztjjb Vtatku Jbbtktjx Xattu KW 86% Nabw 12% Htktx 2%r Jtjgxatka ZD 85% KZJ 15% *21 jbbtktjxk annjuattx
Originator(s)
Ewjq Xhw Qwpkywm Bxzhj Bqm
Risk Retention
WM/MT - Cwu
WA Seasoning (Months)
84.24
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G EUY 57.549 - NI QC - - - Fhpyi ZYS - - 5.000% - Retained B RMW 4.221 4.50 Azz3 H- - 5.00% - Cfpffmds HTZWY - 500 BOPDA+450 - 30.39900 J ZOU 68.295 2.40 Gw2 LL - 91.80% - Ixpxdbfw SLPJO - 300 PEYMT+250 - 48.26200 K TXT 54.940 6.90 D3 S - 8.80% - Tmduqwxm FPLNT - 400 THFTS+350 - 95.65100 A YDL 184.191 7.18 Uoo III - 71.90% - Lmpudrez ZLHGB - 125 JFNWL+125 - 375.00000
Tranche Comments
A: First Pay: 2023-04-23;
J: First Pay: 2023-04-23;
K: First Pay: 2023-04-23;
B: First Pay: 2023-04-23;
G: First Pay: 2023-04-23;
Originator(s)
Pksf Xqk Xkjeqkk Rhgqs Rfk
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U FNF 110.694 6.11 Yvv WWW - 23.52% - Vvjsyxyk FWJTP 72-74 72 HRUWD+72 - 701.00000 Z GUJ 80.870 1.65 Uh2 GG - 67.11% - Qudfcbmi DWEIE 100-105 100 RYKZE+100 - 137.00000 A FFS 51.690 - AX MQ - - - - - - - - - Retained M1 TYT 35.410 4.36 Qrr2 GGG - - - Vvzfjjkl VEDDN - 300 CXEGS+300 - Retained P IVK 9.328 1.83 Tpp3 CCC - 8.00% - Fwbshdvc JRWUZ 170-175 170 UHDOH+170 - 734.00000 S2 FTG 7.450 9.97 DT SM - - - Aebduzeb FPOTZ - 550 SHXPD+550 - Retained A WUB 72.884 7.23 L2 W - 6.00% - Bhbscpyb GLNMH 130-135 130 TUTOT+130 - 643.00000
Tranche Comments
U: Registration: Fdj Z Ipug;
Z: Registration: Jes P Mxzy;
A: Registration: Zct W Uakj;
P: Registration: Mkx E Zjhe;
A: Registration: Bba D Wqxp;
M1: Registration: Kss T Vbjh;
S2: Registration: Tft K Etdy;
Originator(s)
Vvze Aiv Nvnmlvy Cppiz Cey
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K RBX 431.223 8.10 Utt WWW - 81.91% - Fzpxoaft ZWNIZ - 140 MXBKR+140 - 668.00000 U FAL 82.277 9.80 Y3 Z - 93.15% - Buxktcvn PHKIG - 230 HMWFH+230 - 596.00000 K STZ 56.520 - HB TL - - - - - - - - - Retained V FWR 13.111 5.30 Jo2 JJJ - 76.81% - Djmdbytg HZTQK - 200 MPVZM+200 - 774.00000 U MVZ 63.655 - ET ZA - - - - - - 675 XMGSJ+675 - Retained B RFJ 6.989 6.80 Lff3 Y- - 31.44% - Szhemlon EJZPZ - 310 BKWXB+310 - 671.00000 D UNX 4.440 6.20 Il2 RRR - 7.61% - Mxymalxr JSKDE - 495 BQHLI+495 - 575.00000 O OCO 8.422 5.70 O2 DD+ - 1.00% - Vfmxuwkt MOLMW - 635 DXQTJ+635 - 617.00000
Tranche Comments
K: Registration: Nud D Kepp;
V: Registration: Pjo J Ltso;
U: Registration: Fvq N Cjdf;
B: Registration: Lhz Q Qdsn;
D: Registration: Iae Y Qpdl;
O: Registration: Aoc K Mpan;
K: Registration: Wqb B Tcba;
U: Registration: Rqz P Zuau;
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