| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 2,275.400 | 0.96 | Aaa | - | - | AAA | 26.65% | - | Fixed | YLD | - | - | 6.500% | 6.500% | Retained |
| B | GBP | 227.500 | 2.45 | Aa1 | - | - | AA | 19.15% | - | Floating | SONIA | - | - | SONIA+200 | - | 99.80000 |
| C | GBP | 159.300 | 2.86 | A1 | - | - | A | 13.90% | - | Floating | SONIA | - | - | SONIA+300 | - | 99.77000 |
| D | GBP | 106.200 | 3.21 | Baa3 | - | - | BBB | 10.40% | - | Floating | SONIA | - | - | SONIA+400 | - | 99.75000 |
| E | GBP | 45.500 | 3.29 | Ba3 | - | - | BB (H) | 8.40% | - | Floating | SONIA | - | - | SONIA+550 | - | 99.42000 |
| F | GBP | 68.300 | 3.29 | Caa1 | - | - | B | 6.65% | - | Floating | SONIA | - | - | SONIA+750 | - | 99.42000 |
| X | GBP | 75.800 | 0.40 | Caa1 | - | - | BB (L) | - | - | Floating | SONIA | - | - | SONIA+800 | - | 100.36600 |
| R | GBP | 50.100 | 1.13 | Ca | - | - | NR | - | - | - | - | - | - | - | - | - |
| Z | GBP | 151.700 | - | NR | - | - | NR | - | - | - | - | - | - | - | - | - |
| Residual Certif | GBP | 0.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2024-01-22; Redemption: 2035-06-22; Registration: 144A/Reg S;
B: First Pay: 2024-01-22; Redemption: 2035-06-22; Registration: 144A/Reg S; Comments: Pre-placed;
C: First Pay: 2024-01-22; Redemption: 2035-06-22; Registration: 144A/Reg S; Comments: Pre-placed;
D: First Pay: 2024-01-22; Redemption: 2035-06-22; Registration: 144A/Reg S; Comments: Pre-placed;
E: First Pay: 2024-01-22; Redemption: 2035-06-22; Registration: 144A/Reg S; Comments: Pre-placed;
F: First Pay: 2024-01-22; Redemption: 2035-06-22; Registration: 144A/Reg S; Comments: Pre-placed;
X: First Pay: 2024-01-22; Redemption: 2035-06-22; Registration: 144A/Reg S; Comments: Pre-placed. Uncollateralised;
R: First Pay: 2024-01-22; Redemption: 2035-06-22; Registration: 144A/Reg S; Comments: Pre-placed. Uncollateralised;
Z: First Pay: 2024-01-22; Redemption: 2035-06-22; Registration: 144A/Reg S; Comments: Pre-placed;
Residual Certif: First Pay: 2024-01-22; Redemption: 2035-06-22; Registration: 144A/Reg S; Comments: Pre-placed;
Collateral
Number of Receivable Agreements: 355,494. Total Current Outstanding Principal Balance: £3,192,943,518
Originator(s)
Lloyds Bank PLC
WA Seasoning (Months)
11.1