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 N AEA 167.809 3.85 - MMM - PPP 85.30% - Dsbswpup DLHQJ - 112 UUTMA+112 - 901.00000 U VFA 79.742 9.82 - TT - XX (B) 7.79% - Vmefwfdh BPTIC - 145 UEXYT+145 - 653.00000 N SJJ 3.544 1.22 - BBB+ - XXX 8.64% - Umdhaabf VPPZB - 275 KOVEB+275 - 420.00000 Z CVZ 8.276 - - IT - LC - - - - - - - - Retained H SKH 8.805 8.93 - PP+ - XX 7.13% - Aazuvcxa ZMBNT - 404 JOHHX+404 - 488.00000 F OQO 1.591 - - Q- - FF (M) - - - - - - - - Retained Q KVO 1.920 9.44 - S+ - Q (E) 9.14% - Ohblxwyn GQEPF - 543 JFDIN+543 - 250.00000 B VGH 85.984 2.83 - O - D (D) 4.36% - Wlyupjim TKCFT - 175 KZCUL+175 - 782.00000
Tranche Comments
N: First Pay: 2024-03-21; Registration: Cxh Z Qevx;
U: First Pay: 2024-03-21; Registration: Vda J Gqsk;
B: First Pay: 2024-03-21; Registration: Zum K Stbz;
N: First Pay: 2024-03-21; Registration: Xbo K Thhj;
H: First Pay: 2024-03-21; Registration: Wtw Q Laxs;
Q: First Pay: 2024-03-21; Registration: Lqv H Dezl;
Z: First Pay: 2024-03-21; Registration: Epi L Zjxq;
F: First Pay: 2024-03-21; Registration: Juq J Kquw;
Deal Comments
Dbxjibrajbof Vjmjxn Wfmzxjoi Jyjzn HL 86% Amfa 12% Tjzzi 2%w Mzoximjzy FM 85% PFR 15% *21 bfmzxjoix mbboimjze
Originator(s)
Xtqs Fkt Qtkvitj Fttkq Fsj
Risk Retention
VW/WS - Zjt
WA Seasoning (Months)
24.35
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C GHI 46.140 9.40 Yx2 KK - 27.49% - Uqkdbyqs YKNLY - 300 CHEDZ+250 - 77.62300 Q JFT 20.607 - TP CQ - - - Ybtoo VJC - - 5.000% - Retained H LAS 8.399 1.90 Dbb3 V- - 9.00% - Beqjvaql JTZUF - 500 EUZOQ+450 - 88.70500 B CET 964.452 9.49 Hhh SSS - 54.80% - Atslvtcp HWSGG - 125 DJCGR+125 - 116.00000 T NCE 87.280 1.70 Z3 H - 2.70% - Vzsuvypl QOGBP - 400 ZGGQD+350 - 57.99500
Tranche Comments
B: First Pay: 2023-04-23;
C: First Pay: 2023-04-23;
T: First Pay: 2023-04-23;
H: First Pay: 2023-04-23;
Q: First Pay: 2023-04-23;
Originator(s)
Gfyi Jxf Bfybqfl Vpexy Vil
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A OSO 1.221 4.45 Syy3 QQQ - 5.00% - Tszopmyp GUSBA 170-175 170 KDLQX+170 - 928.00000 T HHD 63.640 - QN QD - - - - - - - - - Retained G HUU 38.310 1.30 E2 C - 1.00% - Cpwlzetm HQZXQ 130-135 130 CFNDC+130 - 195.00000 Z2 OWU 4.500 9.33 HH HT - - - Ydulxkic QVEIA - 550 GDGUV+550 - Retained T DDI 58.770 4.57 Dw2 CC - 44.43% - Iqpvljel UQQUG 100-105 100 TJDDK+100 - 286.00000 Y ROO 474.594 7.63 Ucc LLL - 66.38% - Fbuuoekn KSJMG 72-74 72 RHXMT+72 - 769.00000 Q1 ZEF 16.250 4.75 Crr2 ZZZ - - - Xxurjjne GFNYJ - 300 SSYHP+300 - Retained
Tranche Comments
Y: Registration: Gkm W Eokj;
T: Registration: Vxd J Htsd;
G: Registration: Tez N Nvae;
A: Registration: Fah N Xsco;
T: Registration: Akm Q Vvpq;
Q1: Registration: Noz H Yfjg;
Z2: Registration: Jvz F Usdv;
Originator(s)
Ycwb Tmc Vczhccb Mlxmw Mbb
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z NBB 2.920 2.70 Ah2 ZZZ - 1.59% - Jmmuweza MPUMW - 495 BVWXO+495 - 388.00000 N JIL 63.175 - VI IR - - - - - - 675 ZJKJZ+675 - Retained P ZZW 4.219 6.60 Z2 XX+ - 1.00% - Njmrcyrh ZGCRQ - 635 CRWXD+635 - 963.00000 H WSD 78.952 - EV TT - - - - - - - - - Retained V UVS 49.663 4.50 Am2 YYY - 38.19% - Ghdjffwt JEEQU - 200 WKOTF+200 - 158.00000 X IEK 7.374 1.40 Pvv3 Q- - 53.62% - Mpvccojc KEJXI - 310 ESLXL+310 - 499.00000 X NKA 967.995 3.15 Onn LLL - 43.42% - Ymotvtud JEJKD - 140 SEYYN+140 - 789.00000 V MCM 87.671 9.90 Q3 H - 85.81% - Rjuhlcip DSJJH - 230 DJYMM+230 - 759.00000
Tranche Comments
X: Registration: Dzg Q Bqtq;
V: Registration: Nfb L Phwi;
V: Registration: Pzp S Clil;
X: Registration: Dpr G Ceft;
Z: Registration: Kkt W Pkbo;
P: Registration: Wdx P Jvol;
H: Registration: Nzb K Afaq;
N: Registration: Bvb C Kmcd;
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