Elstree Funding PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EOK	28.360	6.66	-	R+	-	R (O)	3.87%	-	Orpzwtux	VJSNH	140-145	140	QWNND+140	-	965.00000
D	RGY	5.312	8.66	-	S-	-	TTT (V)	5.97%	-	Gjjrdzut	JWOFC	185-190	185	DUBKQ+185	-	317.00000
C	EQR	58.970	8.92	-	XX	-	GG (E)	75.71%	-	Gexozmmp	QUMMF	110-115	110	EZFUC+110	-	145.00000
F	XRC	128.277	8.90	-	BBB	-	CCC	28.87%	-	Nuvvtdhg	TPYLG	85	85	MQZXG+85	-	294.00000
O	LQR	4.986	8.91	-	YY	-	RR (H)	4.90%	-	Nhvdbhrn	FSFQR	-	468.5	GXQYQ+469	-	661.00000
G	IWB	4.138	8.15	-	TTT-	-	JJ (C)	2.83%	-	Ylumxqdr	EGOBR	345-350	345	MMECP+345	-	411.00000
V	TNN	5.900	-	-	WW-	-	QQ (C)	-	-	-	-	-	-	-	-	Retained

Tranche Comments

F: First Pay: 2024-12-23; Registration: Csx V Pxvq; C: First Pay: 2024-12-23; Registration: Xqm Q Nmwl; X: First Pay: 2024-12-23; Registration: Wmd M Qbfd; D: First Pay: 2024-12-23; Registration: Hmi K Fcaq; G: First Pay: 2024-12-23; Registration: Dfh A Axku; O: First Pay: 2024-12-23; Registration: Mub I Ruvp; V: First Pay: 2024-12-23; Registration: Ytm K Uizj;

Originator(s)

Mjes Yhj Ujzgqjk Fskhe Fsk

Risk Retention

GC/CK - Qee

Pricing Speed

5% CZW

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	JOV	2.345	-	-	QT	-	XC	-	-	-	-	-	-	-	-	Retained
B	HOE	24.749	7.47	-	Y	-	K (X)	1.59%	-	Myfeotpb	VQUTF	-	175	MKTYP+175	-	794.00000
S	RNW	8.422	9.93	-	HH+	-	LL	6.99%	-	Fzhyphqt	ZJKHN	-	404	HQXFW+404	-	311.00000
T	OLH	4.540	8.55	-	Q+	-	I (Y)	8.82%	-	Jupkmchl	EBVWI	-	543	JOMMM+543	-	142.00000
U	KOQ	3.127	7.77	-	QQQ+	-	HHH	9.75%	-	Ohmlhmro	BYWXV	-	275	URKNC+275	-	899.00000
E	FXK	687.743	3.95	-	EEE	-	III	70.96%	-	Rblcocdv	EFHVB	-	112	YEELR+112	-	837.00000
Y	HIX	76.300	3.55	-	NN	-	II (K)	8.71%	-	Vvbbhjmx	LLYKC	-	145	RDFFJ+145	-	635.00000
C	HZP	9.700	-	-	Q-	-	ZZ (K)	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2024-03-21; Registration: Hos D Ktbc; Y: First Pay: 2024-03-21; Registration: Tkk F Lsdu; B: First Pay: 2024-03-21; Registration: Prv M Bfss; U: First Pay: 2024-03-21; Registration: Wkq S Hkbw; S: First Pay: 2024-03-21; Registration: Vak J Hsuw; T: First Pay: 2024-03-21; Registration: Drk H Annj; E: First Pay: 2024-03-21; Registration: Esg H Jhml; C: First Pay: 2024-03-21; Registration: Qqo U Zxop;

Deal Comments

Vwirqwssrwxx Arxrim Oxrrirxq Lzxrm JA 86% Bxxl 12% Zrkrq 2%g Brxfqxxkz ON 85% POE 15% *21 wxrrirxqi xyyxlxrrg

Originator(s)

Dpmi Djp Gptvrpd Gofjm Gid

Risk Retention

FX/XM - Cci

WA Seasoning (Months)

75.74

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	MHX	55.192	7.50	Dz2	BB	-	35.85%	-	Cvwcxikp	GUZSE	-	300	FPWZA+250	-	24.42200
L	CSS	36.880	5.60	G3	N	-	1.10%	-	Gkcuqtoh	EVXJG	-	400	BVQMS+350	-	50.13700
V	OHQ	8.297	4.30	Yll3	G-	-	8.00%	-	Nxjeqxfz	BFYFZ	-	500	CRJMD+450	-	10.48700
C	AGS	13.443	-	XZ	DI	-	-	-	Eqsst	ALR	-	-	5.000%	-	Retained
W	VBT	332.736	6.89	Xee	PPP	-	87.20%	-	Dempumvv	HYBHZ	-	125	KZUZK+125	-	145.00000

Tranche Comments

W: First Pay: 2023-04-23; S: First Pay: 2023-04-23; L: First Pay: 2023-04-23; V: First Pay: 2023-04-23; C: First Pay: 2023-04-23;

Originator(s)

Efyv Vif Dfgzefh Mtyiy Mvh

Risk Retention

PS - Urp

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	BZB	50.366	1.55	H2	W	-	8.00%	-	Ywfrltvk	WHZRT	130-135	130	OFCOL+130	-	146.00000
M2	HNM	2.700	9.83	GY	PI	-	-	-	Vvzrvsdn	KQFRV	-	550	EZTSN+550	-	Retained
E	CGB	3.418	5.59	Cjj3	HHH	-	4.00%	-	Ujxfkytl	VGJEB	170-175	170	LBPPY+170	-	761.00000
K1	AOV	97.390	4.37	Xkk2	OOO	-	-	-	Zsxeflfa	DYJOZ	-	300	SUWGH+300	-	Retained
U	QFY	369.353	1.25	Zmm	CCC	-	26.82%	-	Qfcyyofl	HOZNH	72-74	72	UFCFV+72	-	785.00000
F	JMX	31.840	3.82	Pf2	YY	-	52.43%	-	Enbvycsn	YZGVX	100-105	100	EIGFI+100	-	482.00000
F	OHI	60.700	-	LR	QQ	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: Registration: Mom L Cdga; F: Registration: Msw Q Matx; I: Registration: Wjs K Mqkq; E: Registration: Lcv I Lmei; F: Registration: Gkz S Jqtk; K1: Registration: Uwp M Wbls; M2: Registration: Wkq P Znkb;

Originator(s)

Ibyt Fkb Sbxmubm Cptky Ctm

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	KVR	9.200	5.30	Du2	XXX	-	2.77%	-	Lrcqkqsj	FFNGF	-	495	SWTBN+495	-	911.00000
T	WGT	638.847	6.20	Prr	III	-	99.89%	-	Vxdkmdmo	QETDH	-	140	MFVPB+140	-	820.00000
X	NJP	7.492	3.70	W2	ZZ+	-	3.00%	-	Sqkepmdn	UFZOP	-	635	HSZWP+635	-	128.00000
S	CEK	27.921	3.60	N3	T	-	86.76%	-	Lyexreqe	EHJME	-	230	VMEHA+230	-	891.00000
P	GNT	5.123	4.20	Vtt3	D-	-	51.16%	-	Kjeahrdt	XJHLY	-	310	JBQHV+310	-	142.00000
X	MJF	17.514	-	QO	EA	-	-	-	-	-	-	675	LWFLE+675	-	Retained
Y	EKW	59.694	3.70	Rr2	KKK	-	93.52%	-	Yjjwfjmq	JYERD	-	200	ZFHNS+200	-	358.00000
B	UWZ	56.695	-	HK	UK	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

T: Registration: Hek W Gxns; Y: Registration: Bti I Mccy; S: Registration: Jhz X Zkgt; P: Registration: Zzk S Smjf; I: Registration: Vjs T Ieki; X: Registration: Hwh S Okpy; B: Registration: Ijr K Cqdu; X: Registration: Lpa S Iram;

Refinancing

Yes