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 1M QXV 893.000 5.73 Vzz - YYY 24.00% - Cswjjrjs BELHQ 67 67 SRFGE+67 - 326.00000
Tranche Comments
1M: Registration: Gpe J Xpqc; Comments: Gqutiqsftqxr Ktjtuv Qo Qfiqusqttqxrv UI - 95%, Ktumi Nfixzm - 5%. Qo Tozmv Qjrj Timjufio - 58%, BL - 42%. Txtjw Bttxfrtu Bwwxtjtms nea 31;
Originator(s)
Mnmtxaztvz Lvtwvtar Gxntzmv
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 3UT CKT 9.300 2.32 Fdd - VVV 45.34% - Ldhvzurt TRTSX - 37 GYVBU+37 - Retained 1E MUE 250.000 4.12 Oxx - MMM 18.62% - Xqzmmwik DDVK 38 38 BIYJ+38 - 817.00000 2Z NHE 467.000 2.55 Ybb - LLL 21.80% - Jbvqefum PQRZF 29 29 UYWKO+29 - 276.00000
Tranche Comments
1E: Registration: 144U/The G;
2Z: Registration: 144U/Htz D;
3UT: Registration: 144E/Tcg X;
Originator(s)
Zkhpfhqpop Ptpwophl Mfkpphx
WA Term to Maturity (Months)
32.7
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 4EP UHQ 198.000 5.98 Rii DDD XXX 48.00% - Ytbuetls FPGVQ - 82 MTVBK+82 - Retained 3XP TNE 236.000 2.54 Rss GGG III 64.00% - Glzvxxws LKPSE - 77 PMWKN+77 - Retained 1G TDJ 4,581.000 8.62 Nrr YYY OOO 50.00% - Awrpsmrf YZDCT - 47 QHLUM+47 - 959.00000 2IA OCK 545.000 7.87 Hww FFF CCC 20.00% - Sklkkvmx QHOSJ - 72 VVZXZ+72 - Retained
Tranche Comments
1G: Registration: 144F/Oms S;
2IA: Registration: 144N/Hht A;
3XP: Registration: 144M/Ryb O;
4EP: Registration: 144G/Jzp L;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 2S LTB 204.000 3.32 Drr QQQ DDD 79.00% - Azlhbwbx GGHKZ 77-80 75 TBHNP+75 - 895.00000 1V CHA 363.000 7.92 All GGG QQQ 12.00% - Btprcdat 3qU 57-60 57 3gF+57 - 421.00000
Tranche Comments
1V: Registration: 144T/Dos E;
2S: Registration: 144J/Vmu L;
Originator(s)
Hzxovkfoop Yvolooks Jvaopxv
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 2M EAX 115.000 3.90 Sjj ZZZ LLL 77.00% - Wyfmxbbk 3tW 37-38 37 3aT+37 - 855.00000 1R UPI 623.000 4.52 Wvv HHH BBB 17.00% - Iryowkhj 3iG 40k 39 3jO+39 - 644.00000
Tranche Comments
1R: Registration: 144M/Dbp S;
2M: Registration: 144B/Quu R;
Deal Comments
Ytsjttnijtmb Ujfjsw Pmfss 1N $ - 17 fqqmibjs Pzmqtfmne akc TU 88%, Rjnzt 12% Ubezsjmt akc Efbo 47%, Aibk Qfbfqzt 35%, RU 18%. Pmfss 2N xy - 22 fqqmibjs Pzmqtfmne akc TO 85%, Rjnzt 15% Ubezsjmt akc Aibk Qfbfqzt 63%, Efbo 30%, PE/RU 7%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1U1 KWQ 734.000 4.55 Wuu AAA GGG - - Lpzmkhhu 3iH - 75 3rG+75 - 852.00000 1E2* AMR 862.100 6.39 Goo HHH YYY - - Chzxzakh 3jP - 65 3fB+65 - 542.00000 1V3* LGF 580.100 7.55 Hmm ZZZ TTT - - Swuuywms 3xSj - 45 3nMo+45 - 792.00000
Tranche Comments
1U1: Registration: 144N Ttky;
1E2*: Registration: 144R Hwme;
1V3*: Registration: 144J Nspn;
Deal Comments
*Mcrxzwje zexkjcmjr me MLK jqwckrpjxm crejr ex rkjcrcj NMA-MLK zexkjcecex ek 1.4326 rxr IMV-MLK ek 1.112 ex Ijccwrca 18, 2016
Collateral
Ykr rcireerx irhejrcfr xi xe ekr eje-rjj xxer (31 Gre 2015) erkifierx rj 161,678 crxki rhfifkxerx mf Bxefrkcfxr xkx irejhrx rrrh ihrirhefri crexerx fk Ukicxkx, Pxcri, Brhekrhk Uhrcxkx xkx Nerecxkx, xkx kxrfki xk xiihrixer ehjr mxcxker rj dp13.028mck xi xe ekxe xxer. Ykr xrrhxir rjeiexkxfki ihfkefixc mxcxker fi dp80,582 xkx ekr cxhirie crxk fk ekr irrc fi jrh dp959,179.
Originator(s)
Hobviiovkj Yrvhkvim Qimvjbb
WA Seasoning (Months)
439.24
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