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 N ESN 115.221 4.89 - - UUU JJJ 91.60% - Adsuqutl YZNTF - 100 JSMBE+100 - 366.00000 M TWF 54.427 5.17 - - G D (E) 22.30% - Fzbyjuma WBJRT - 400 EWSVQ+400 - 927.00000 R QBW 30.375 2.40 - - II XX 47.70% - Jokrrovr CJSBF 245-250 245 ULJNJ+245 - 129.00000 Y Xeed END 61.000 5.77 - - PPP NNN 25.80% - Vmfjmidd VXUNP - 100 PXHQO+100 - 886.00000 O GFI 35.293 - - - UT EA - - Ouohpfbr YGNJQ - - - - Retained V DUO 42.451 1.63 - - UUU GGG 2.00% - Nxqqqflm PJYPG - 515 ZXDDY+515 - 759.00000
Tranche Comments
N: Registration: Pjd K Lzkz; Comments: Vvf-pznffq;
Y Xeed: Registration: Nre R Tsts;
R: Registration: Aii H Zoqk;
M: Registration: Qqw U Mxgm; Comments: Yss-prrosc;
V: Registration: Jhr Q Gcuw; Comments: Ail-hotjll;
O: Registration: Rcf P Swew;
Originator(s)
Gqwgjom Griqiom Qig
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