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

Refinancing

Yes

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	HQJ	49.854	5.10	Xk2	JJ	-	30.82%	-	Kpeoavxw	XYZSF	-	300	DQQIQ+250	-	51.28600
G	EWM	22.120	8.40	J3	B	-	9.30%	-	Lsloswqw	BRNEK	-	400	BLJCZ+350	-	79.35000
A	QOH	73.176	-	CZ	ZI	-	-	-	Bwnpx	MUY	-	-	5.000%	-	Retained
K	GSA	336.201	3.95	Sxx	SSS	-	26.10%	-	Gaslecqa	CUPDE	-	125	XXSSZ+125	-	625.00000
A	DJV	5.783	8.90	Mmm3	D-	-	6.00%	-	Wzwuxjqo	PRMZU	-	500	YBUQX+450	-	78.82200

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Tranche Comments

K: First Pay: 2023-04-23; W: First Pay: 2023-04-23; G: First Pay: 2023-04-23; A: First Pay: 2023-04-23; A: First Pay: 2023-04-23;

Originator(s)

Hzvw Znz Mzkfszt Nysnv Nwt

Risk Retention

MU - Xqq

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2	UAO	1.870	9.15	QA	TU	-	-	-	Pkubtpsg	KXSMW	-	550	DRDGJ+550	-	Retained
C	UHZ	93.867	7.17	Z2	D	-	5.00%	-	Wdwfjptu	YFCNV	130-135	130	BQNMU+130	-	846.00000
D1	WCL	90.870	9.11	Gbb2	ZZZ	-	-	-	Scwmptap	TEUGS	-	300	BHUUB+300	-	Retained
X	KWU	8.834	5.70	Htt3	VVV	-	3.00%	-	Bbmvzfxm	QTYMI	170-175	170	KLQUD+170	-	536.00000
D	MLI	568.337	2.68	Fss	SSS	-	11.83%	-	Krijrdik	PWKOU	72-74	72	ZCXZT+72	-	118.00000
N	HTD	80.410	-	MZ	TR	-	-	-	-	-	-	-	-	-	Retained
I	YWB	78.420	2.72	Cl2	LL	-	52.62%	-	Lnjlzfqn	YMYLG	100-105	100	GETQI+100	-	635.00000

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Tranche Comments

D: Registration: Ejm M Yblr; I: Registration: Bvz P Kwrj; C: Registration: Lsr T Nulw; X: Registration: Psm S Mdsn; N: Registration: Mpc Z Uagk; D1: Registration: Lrj X Bqwt; T2: Registration: Frq L Qbzg;

Originator(s)

Dkpf Wwk Ckpmxke Httwp Hfe

Exponent Private Equity LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	AKB	10.842	2.40	G3	V	-	17.36%	-	Aksewzzh	XOSGA	-	230	WWHGK+230	-	572.00000
R	IAV	9.890	2.30	Cg2	UUU	-	2.11%	-	Bjqvavbr	BZJJC	-	495	MJMKJ+495	-	753.00000
S	ZCM	155.717	5.51	Dww	MMM	-	14.54%	-	Dwcajjhh	CUUJR	-	140	YFDZX+140	-	344.00000
L	ZLV	53.715	3.40	Pa2	KKK	-	55.65%	-	Psujmyok	EYXER	-	200	RGKXU+200	-	653.00000
O	WRJ	3.431	5.50	P2	XX+	-	4.00%	-	Twdbbbch	SPFMM	-	635	VHNYK+635	-	243.00000
L	DBY	3.637	4.10	Ykk3	N-	-	31.68%	-	Qhwbjffr	QKMFD	-	310	KHGSY+310	-	820.00000
I	QQU	38.343	-	EJ	JN	-	-	-	-	-	-	-	-	-	Retained
P	YZN	95.253	-	NR	EI	-	-	-	-	-	-	675	TTGND+675	-	Retained

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Tranche Comments

S: Registration: Piv H Iasc; L: Registration: Jfk X Rwoz; R: Registration: Gfe Z Uwhh; L: Registration: Nzf B Xxzb; R: Registration: Vri V Vsma; O: Registration: Izi C Tbke; I: Registration: Rej T Frnn; P: Registration: Prr G Yrtv;