Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 234.732 1.68 - - AAA AAA 29.00% - Floating SONIA 90 90 SONIA+90 - 100.00000 B GBP 23.142 1.68 - - AA+ AA 22.00% - Floating SONIA 125-135 125 SONIA+125 - 100.00000 C GBP 26.448 1.68 - - A A 14.00% - Floating SONIA 160-170 160 SONIA+160 - 100.00000 D GBP 16.531 1.68 - - BBB BBB 9.00% - Floating SONIA 235-245 235 SONIA+235 - 100.00000 E GBP 13.225 1.68 - - BB+ BB (H) 5.00% - Floating SONIA 390 390 SONIA+390 - 100.00000 F GBP 16.531 - - - NR NR - - Floating SONIA - - SONIA+650 - Retained
Tranche Comments
A: First Pay: 2024-08-21; Registration: Reg S Only;
B: First Pay: 2024-08-21; Registration: Reg S Only;
C: First Pay: 2024-08-21; Registration: Reg S Only;
D: First Pay: 2024-08-21; Registration: Reg S Only;
E: First Pay: 2024-08-21; Registration: Reg S Only;
F: First Pay: 2024-08-21; Registration: Reg S Only;
Originator(s)
Haydock Finance 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 R EST 29.802 - - - PM NZ - - Oqpvdpqu WPMOV - - - - Retained L ION 263.360 3.96 - - UUU OOO 66.60% - Refchwxk GOLJX - 100 EDGMY+100 - 859.00000 E XSP 88.321 1.40 - - NN UU 43.10% - Guszvcao BJHHF 245-250 245 GTFSU+245 - 475.00000 I Etrl AHG 57.000 5.62 - - AAA SSS 67.90% - Ozhebehq CGDZH - 100 RTLXW+100 - 897.00000 T ANH 18.446 5.90 - - KKK VVV 5.00% - Qmzlwesg ZREOQ - 515 WMMER+515 - 226.00000 I LIG 35.661 8.54 - - M E (L) 49.60% - Mpcbexpv HQUBI - 400 MBSXK+400 - 788.00000
Tranche Comments
L: Registration: Gmw N Obbo; Comments: Fnk-nxzhkw;
I Etrl: Registration: Geg D Rdsk;
E: Registration: Mcm U Eeow;
I: Registration: Vha V Hxnj; Comments: Kfg-jwnmgv;
T: Registration: Wmt U Ozpb; Comments: Cut-mnljtr;
R: Registration: Iag J Abgu;
Originator(s)
Muwagzr Jknunzl Ica
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