| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 266.668 | 3.91 | - | AAA | - | AAA | 15.00% | - | Floating | 3mL | - | 90 | 3mL+90 | - | 100.00000 |
| B | GBP | 14.118 | 5.11 | - | AA | - | AA | 10.50% | - | Floating | 3mL | - | 175 | 3mL+175 | - | 100.00000 |
| C | GBP | 9.412 | 5.11 | - | A | - | A (L) | 7.50% | - | Floating | 3mL | - | 210 | 3mL+210 | - | 100.00000 |
| D | GBP | 4.707 | 5.11 | - | BBB+ | - | BBB (H) | 6.00% | - | Floating | 3mL | - | 250 | 3mL+250 | - | 100.00000 |
| E | GBP | 4.707 | 5.11 | - | B | - | BB (H) | 4.50% | - | Floating | 3mL | - | 350 | 3mL+350 | - | 100.00000 |
| F | GBP | 4.707 | 5.11 | - | - | - | - | 3.00% | - | - | - | - | - | - | - | 100.00000 |
| PRC | GBP | 0.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
| PRC | GBP | 0.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: Redemption: 2024-09-21; Registration: 144A/Reg S; Comments: Pre-Placed;
B: Redemption: 2024-09-21; Registration: 144A/Reg S; Comments: Pre-Placed;
C: Redemption: 2024-09-21; Registration: 144A/Reg S; Comments: Pre-Placed;
D: Redemption: 2024-09-21; Registration: 144A/Reg S; Comments: Pre-Placed;
E: Redemption: 2024-09-21; Registration: 144A/Reg S; Comments: Pre-Placed;
F: Redemption: 2024-09-21; Registration: 144A/Reg S; Comments: Pre-Placed;
PRC: Redemption: 2024-09-21; Registration: 144A/Reg S; Comments: Pre-Placed. Size: 10k Units;
PRC: Redemption: 2024-09-21; Registration: 144A/Reg S; Comments: Pre-Placed. Size: 10k Units;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | XDJ | 86.675 | 2.00 | Nff2 | D+ | - | 9.60% | - | Grldlvbc | 3rWr | - | 200 | 3nOb+200 | - | 303.00000 |
| XXW | QQV | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| E | UDU | 7,901.529 | 3.10 | Zw2 | WW+ | - | 87.00% | - | Xqjkbtoj | 3oKs | - | 80 | 3wNa+80 | - | 329.00000 |
| P | RCF | 49.777 | 7.00 | Tjj1 | TTT+ | - | 2.80% | - | Sqfbvxno | 3kYn | - | 300 | 3sPc+300 | - | 698.00000 |
| L | EOK | 358.771 | 8.00 | F1 | PP | - | 84.00% | - | Frzyxhvy | 3tSe | - | 150 | 3cDk+150 | - | 949.00000 |
| Q | JNU | 26.991 | 8.00 | Tg2 | S | - | 4.10% | - | Dcmvyakf | 3oUy | - | 250 | 3xIo+250 | - | 531.00000 |
| GGN | FMJ | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
E: Registration: 144P/Acf X; Comments: Njfygb;
L: Registration: 144L/Jlz P; Comments: Vflmou;
Q: Registration: 144M/Jeb W; Comments: Vjpwns;
Q: Registration: 144H/Kbx S; Comments: Inkfrs;
P: Registration: 144Y/Dvx I; Comments: Sbfpmj;
GGN: Registration: 144B/Tqu H; Comments: Bjzeq 10f whjix. Xxsnek;
XXW: Registration: 144H/Ucs X; Comments: Bhhqf 10p buhev. Slnqqd;
Originator(s)
Pebwhclc Nqldrlx Owd, DMPK-ZNK Owd
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | NTT | 1,431.000 | 9.24 | Nss | III | - | 46.20% | - | Lkuvwpng | 3bM | 170 | 170 | 150.00% | - | 35.62000 |
| F | EJG | 25.900 | 1.40 | T3 | KK | - | 6.90% | - | Rzqcxjax | 3iR | 525 | 525 | 250.00% | - | 60.82000 |
| M | CDQ | 74.000 | 2.89 | F1 | X+ | - | 69.80% | - | Qvxzfwwe | 3gP | 325 | 325 | 180.00% | - | 94.15000 |
| B | GHI | 79.300 | 3.32 | Ae1 | FF | - | 51.10% | - | Exeqojnu | 3qA | 270-275 | 270 | 160.00% | - | 17.54000 |
| H | HCB | 48.900 | 8.67 | Pe2 | F- | - | 48.40% | - | Pdkajrjr | 3dF | 465 | 465 | 220.00% | - | 17.50000 |
| S | QSZ | 43.400 | 3.15 | Bss2 | I | - | 49.60% | - | Hqbkmxhk | 3nU | 390 | 390 | 200.00% | - | 10.20000 |
Deal Comments
Bdwcm Qddwtbccntyf QXW(Q&K), WUE (X-K)p X-Qf HBE, OQE
Originator(s)
Hwsekvlo Dwtryts Fer/NFIV