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 Z JVH 11.681 2.58 - - A A (O) 62.10% - Ivrvqepu WUKWN - 400 GHQYE+400 - 429.00000 M Tqvy EID 69.000 9.75 - - GGG KKK 81.40% - Ajmyckut DTHUY - 100 YUGZG+100 - 414.00000 K TUF 36.877 3.31 - - OOO MMM 8.00% - Hqjudzab OEEOP - 515 TLDNI+515 - 728.00000 H RML 976.312 9.84 - - RRR YYY 15.10% - Kwmxruzd PWBIU - 100 MDFWP+100 - 804.00000 N ZGC 98.168 - - - QY IK - - Obvfpaee DZPGB - - - - Retained S YZU 50.865 4.20 - - BB GG 24.10% - Ljrxvroe UFLWR 245-250 245 WYPPT+245 - 363.00000
Tranche Comments
H: Registration: Jze F Hzid; Comments: Huu-jmajuj;
M Tqvy: Registration: Vxi P Jpmv;
S: Registration: Lqf B Ipnu;
Z: Registration: Mxu L Lcpv; Comments: Vbk-ipvxkd;
K: Registration: Ysw J Raos; Comments: Yob-zruxbb;
N: Registration: Rqm P Urhj;
Originator(s)
Ydvldcb Qiuducj Ill
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