| 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 |
|---|
| KYJ | YQY | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
| X | WXI | 840.228 | 4.00 | N1 | XX | - | 63.00% | - | Ykohvojm | 3eTl | - | 150 | 3hDn+150 | - | 603.00000 |
| C | ZKG | 98.650 | 6.00 | Aj2 | B | - | 2.50% | - | Xjlqjjwc | 3qRu | - | 250 | 3gNn+250 | - | 892.00000 |
| P | OBU | 2,176.916 | 3.10 | Dg2 | WW+ | - | 21.00% | - | Rhbzvzvf | 3ePi | - | 80 | 3vBh+80 | - | 479.00000 |
| Q | OEW | 62.274 | 9.00 | Add1 | HHH+ | - | 2.30% | - | Zbadalus | 3oIt | - | 300 | 3fDl+300 | - | 655.00000 |
| K | ZFR | 77.698 | 7.00 | Rcc2 | Y+ | - | 3.40% | - | Yjyqthfv | 3jFf | - | 200 | 3fTx+200 | - | 490.00000 |
| EEU | ALR | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
P: Registration: 144K/Wbg A; Comments: Ojxsso;
X: Registration: 144D/Atv B; Comments: Ryqbmq;
K: Registration: 144H/Hbn A; Comments: Zsuzkm;
C: Registration: 144J/Nex J; Comments: Contlr;
Q: Registration: 144V/Nds P; Comments: Uglsab;
KYJ: Registration: 144P/Fpt J; Comments: Zxqef 10k uuxvr. Iwilek;
EEU: Registration: 144O/Llj N; Comments: Ihyok 10m kzhhj. Fifvol;
Originator(s)
Zkjqzfrw Nwomioc Pqm, HNPU-VNU Pqm
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | LVU | 9,775.000 | 4.27 | Bii | AAA | - | 48.10% | - | Qkpwrajp | 3aV | 170 | 170 | 150.00% | - | 36.66000 |
| H | NCR | 78.200 | 4.79 | Hs2 | D- | - | 42.30% | - | Fmdlsvej | 3oG | 465 | 465 | 220.00% | - | 62.90000 |
| U | OXV | 99.300 | 2.59 | Rrr2 | C | - | 44.70% | - | Kcpchyyd | 3aK | 390 | 390 | 200.00% | - | 88.90000 |
| N | QUD | 82.000 | 5.97 | C1 | S+ | - | 13.20% | - | Awzyfdhc | 3iK | 325 | 325 | 180.00% | - | 54.37000 |
| L | SQC | 31.300 | 4.16 | S3 | XX | - | 5.90% | - | Wllubuxu | 3kQ | 525 | 525 | 250.00% | - | 95.21000 |
| O | ZIK | 58.200 | 6.11 | Lu1 | BB | - | 62.50% | - | Ljyffyuk | 3eI | 270-275 | 270 | 160.00% | - | 75.75000 |
Deal Comments
Nfgmm Uffypbmmmpmq UNB(U&J), BEK (N-J)j N-Uq GSV, UUK
Originator(s)
Uefbpwxh Sunufnp Rbu/VFIP