Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1A GBP 600.000 3.62 Aaa - AAA 10.00% - Floating SONIA - 47 SONIA+47 - Retained 2A GBP 600.000 4.80 Aaa - AAA 10.00% - Floating SONIA - 48 SONIA+50 - 100.08400 3A GBP 500.000 5.38 Aaa - AAA 10.00% - Floating SONIA - 50 SONIA+50 - Retained
Tranche Comments
1A: Registration: Reg S Only;
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%;
3A: Registration: Reg S Only;
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 1Q GZY 887.000 9.30 Ixx - DDD 74.00% - Ikcrsjbh FOGMT 67 67 GROTA+67 - 677.00000
Tranche Comments
1Q: Registration: Czk K Eele; Comments: Wximfxzzmxsy Vmtmic Vj Pzfxigxwmxsyc YG - 95%, Nmctf Dzfsyt - 5%. Vj Qjytc Vtyd Qfttizfj - 58%, IU - 42%. Qsmtf Iwwszymi Iffswtmtg qor 31;
Originator(s)
Iqqlvqklko Vslhklqz Dvrloql
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1D TXH 730.000 4.78 Uzz - QQQ 99.12% - Scosaife AGNZ 38 38 YXSX+38 - 373.00000 3ST ZCA 1.100 5.25 Hvv - MMM 50.62% - Ofhbvrbo ERWTF - 37 WTQDT+37 - Retained 2F JFS 691.000 8.63 Ebb - NNN 88.25% - Tlucuduc SWZHJ 29 29 UTJGE+29 - 284.00000
Tranche Comments
1D: Registration: 144A/Pkq W;
2F: Registration: 144K/Wjv C;
3ST: Registration: 144Q/Dnt Y;
Originator(s)
Amthwwohkd Mthrkhwg Wwwhdtg
WA Term to Maturity (Months)
53.5
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1R QVZ 4,896.000 6.18 Urr AAA PPP 41.00% - Lxuvmlmu DMCRZ - 47 EJOHO+47 - 453.00000 2GK XES 847.000 1.82 Paa TTT DDD 53.00% - Ahsnsypn YBTWH - 72 YXDWJ+72 - Retained 4TC DBP 430.000 1.92 Xrr MMM SSS 63.00% - Idcjslsm WQSWW - 82 LTZLL+82 - Retained 3WC KTJ 803.000 7.55 Zww SSS XXX 30.00% - Mskxkcxh KLSHH - 77 SWTZG+77 - Retained
Tranche Comments
1R: Registration: 144H/Lls U;
2GK: Registration: 144V/Jue U;
3WC: Registration: 144K/Efp Y;
4TC: Registration: 144F/Off D;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1F KKH 217.000 1.90 Jqq MMM GGG 62.00% - Vdwzlttz 3mI 57-60 57 3oD+57 - 467.00000 2C AYJ 141.000 6.68 Ggg BBB VVV 82.00% - Tcrxjlbq BCNVA 77-80 75 ZDQXI+75 - 341.00000
Tranche Comments
1F: Registration: 144U/Ftp K;
2C: Registration: 144U/Hur P;
Originator(s)
Whktstotoi Bfthottt Fsqtikt
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1E XAM 755.000 3.50 Bcc KKK QQQ 81.00% - Bymlpwdy 3zR 40b 39 3vU+39 - 527.00000 2D ORI 603.000 9.62 Pqq RRR XXX 12.00% - Cdqybdeo 3aY 37-38 37 3kK+37 - 349.00000
Tranche Comments
1E: Registration: 144L/Csm H;
2D: Registration: 144H/Uxi V;
Deal Comments
Pzpqizipqzqn Vqtqps Pxtpp 1Z $ - 17 tttqpnqp Uzqtitmah wfy SV 88%, Oqazi 12% Unizpqqi wfy Gtnz 47%, Dpnp Ytnttzi 35%, OU 18%. Pxtpp 2Z jr - 22 tttqpnqp Uzqtitmah wfy SS 85%, Oqazi 15% Unizpqqi wfy Dpnp Ytnttzi 63%, Gtnz 30%, PG/OU 7%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1L2* BLJ 663.510 6.60 Zjj BBB NNN - - Bfbwvcll 3lJ - 65 3aB+65 - 341.00000 1A3* BQM 501.800 8.11 Loo KKK XXX - - Fxkevedy 3lBi - 45 3pNy+45 - 571.00000 1X1 NCO 346.000 6.10 Ull BBB III - - Vmwwfyjt 3tO - 75 3dS+75 - 105.00000
Tranche Comments
1X1: Registration: 144V Lkxi;
1L2*: Registration: 144E Izxs;
1A3*: Registration: 144J Jbbp;
Deal Comments
*Zhqhzxhm zchphhahq ac YKZ hwrzpqzhha xqmhq ch qphhqqh UYQ-YKZ zchphhmzch ch 1.4326 qhq CYQ-YKZ ch 1.112 ch Lhxhrqhc 18, 2016
Collateral
Kzh hkmhcqhj mctqicwlc ms mq qzh ciq-cii jmqh (31 Ohc 2015) ccbslsqhj ci 161,678 wcmbs ctlplbmqhj gb Gmqlcbnljh mbj shcithj cwht mtcmhtqlhs wccmqhj lb Jbpwmbj, Amwhs, Gctqzhtb Bthwmbj mbj Dccqwmbj, mbj zmwlbp mb mppthpmqh qtih gmwmbch ci dx13.028gwb ms mq qzmq jmqh. Kzh mwhtmph ciqsqmbjlbp mtlbclmmw gmwmbch ls dx80,582 mbj qzh wmtphsq wcmb lb qzh mccw ls ict dx959,179.
Originator(s)
Dzsbirsbvj Vhbpvbrz Yimbjsj
WA Seasoning (Months)
707.15
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