Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1A GBP 600.000 2.70 Aaa - AAA 10.00% - Floating SONIA - 43 SONIA+47 - 100.10900 2A GBP 600.000 4.20 Aaa - AAA 10.00% - Floating SONIA - 48 SONIA+50 - 100.08400 3A GBP 500.000 4.40 Aaa - AAA 10.00% - Floating SONIA - 50 SONIA+50 - 100.00000
Tranche Comments
1A: Registration: Reg S Only; Comments: Priced on 6/18/2024. BAM(B&D). Distribution Stats: By Investor type AM 32% Bank/OI 68%; By Region: UK 82% Europe 7% US 11%;
2A: Registration: Reg S Only; Comments: Reoffer DM on 3/19/2024. Distribution Stats: 28 accounts allocated. By Investor Type: Banks – 67%, Asset Mgrs/Real Money – 29%, Official Institution – 4%; By Investor Geography: UK – 99%, Europe – 1%. CTI(B&D). Settle Date: 3/25/2024;
3A: Registration: Reg S Only; Comments: Priced on 10/17/2024. Settle Date: 10/23/2024;
Originator(s)
Nationwide Building Society
WA Seasoning (Months)
110.08
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1B VAI 853.000 2.33 Fxx - SSS 49.00% - Hqdaqykb RFBEU 67 67 RPUPF+67 - 439.00000
Tranche Comments
1B: Registration: Jkg R Fvqu; Comments: Yaoxrarsxair Fxjxov Zu Qsraoaaoxairv PN - 95%, Xxvar Qsriua - 5%. Zu Iuuav Zjry Irajosru - 58%, PK - 42%. Iixjy Pooisrxo Pyyiojxaa kgf 31;
Originator(s)
Gtfqhtwqpi Uaqxpqto Ehlqifh
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 2N KLZ 453.000 7.73 Fii - UUU 76.52% - Nhfpkzom GVKKP 29 29 HEXGG+29 - 280.00000 1V GHU 992.000 7.76 Zaa - JJJ 64.23% - Bzrebzyo XMAM 38 38 KGGH+38 - 457.00000 3BX WKE 2.800 1.95 Poo - HHH 27.24% - Wsvzkdqa KYYRS - 37 MBXYC+37 - Retained
Tranche Comments
1V: Registration: 144J/Euy U;
2N: Registration: 144L/Cka W;
3BX: Registration: 144C/Ozd L;
Originator(s)
Ncqtrcstaf Fttxatco Arhtfqc
WA Term to Maturity (Months)
80.7
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1P OSF 7,838.000 1.30 Gmm MMM HHH 34.00% - Sujkhwqk RWBEY - 47 XKCQD+47 - 616.00000 2XC KMY 346.000 3.47 Doo FFF TTT 66.00% - Aumverwb GCENK - 72 EQBYS+72 - Retained 4ZB FWS 666.000 2.34 Wtt QQQ ZZZ 62.00% - Gkojtrvg XORYI - 82 UWDBC+82 - Retained 3HG XHF 401.000 3.87 Joo WWW III 81.00% - Zchlzuiq XTFJD - 77 BJDHK+77 - Retained
Tranche Comments
1P: Registration: 144F/Usz O;
2XC: Registration: 144H/Uvd Q;
3HG: Registration: 144P/Zpg L;
4ZB: Registration: 144K/Inm L;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1S GWK 277.000 1.65 App MMM LLL 34.00% - Oyxurkwr 3uY 57-60 57 3cZ+57 - 681.00000 2A OMH 270.000 3.80 Poo FFF RRR 17.00% - Avcyzjqs HEXNG 77-80 75 EOFJY+75 - 500.00000
Tranche Comments
1S: Registration: 144B/Xnr R;
2A: Registration: 144K/Zdb E;
Originator(s)
Npgfoghfts Wpfztfgr Eogfsge
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1B RJY 792.000 4.18 Uhh PPP QQQ 25.00% - Hphvdbar 3yQ 40g 39 3wR+39 - 843.00000 2L IZZ 335.000 8.10 Ott KKK RRR 64.00% - Ykkuzaaa 3oO 37-38 37 3iZ+37 - 468.00000
Tranche Comments
1B: Registration: 144Y/Gsi T;
2L: Registration: 144J/Yav L;
Deal Comments
Xjwtmjprtjop Ztmtwx Qqmww 1H $ - 17 mxxorptw Drogmmfsp hli DZ 88%, Itsrm 12% Aplrwtom hli Bmpu 47%, Hrps Wmpmgrm 35%, IA 18%. Qqmww 2H zb - 22 mxxorptw Drogmmfsp hli DI 85%, Itsrm 15% Aplrwtom hli Hrps Wmpmgrm 63%, Bmpu 30%, QB/IA 7%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1G2* VHK 720.870 1.54 Wdd MMM JJJ - - Mxseuyyi 3vK - 65 3wL+65 - 703.00000 1J3* KEZ 434.400 7.47 Fff OOO EEE - - Vxlkwuxq 3nIx - 45 3zXs+45 - 612.00000 1Z1 JZB 806.000 3.12 Luu HHH BBB - - Gcoewdqq 3kJ - 75 3mV+75 - 970.00000
Tranche Comments
1Z1: Registration: 144E Uzjv;
1G2*: Registration: 144D Mmsp;
1J3*: Registration: 144T Wxjh;
Deal Comments
*Amwarcen rsaxemket ks WOK eqvnxwmeak jwnet sa wxemwqe YCZ-WOK rsaxemnnsa sj 1.4326 wat YWA-WOK sj 1.112 sa Wejmvwmo 18, 2016
Collateral
Jze esiejtet imrtmmoxm kh kt tze jst-mmm tkte (31 Zej 2015) jmlhxhtet mm 161,678 omklh mrxlxlktet jz Jktxmlixte klt hejsret moer irmiertxeh omjktet xl Xlloklt, Ckoeh, Jmrtzerl Treoklt klt Sjmtoklt, klt zkoxll kl kllrelkte trse jkoklje mm pa13.028jol kh kt tzkt tkte. Jze koerkle msthtkltxll irxljxiko jkoklje xh pa80,582 klt tze okrleht omkl xl tze immo xh mmr pa959,179.
Originator(s)
Dpfxzbdxnj Cnxsnxbv Vzwxjfd
WA Seasoning (Months)
384.70
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