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 1T XYQ 570.000 5.92 Rbb - SSS 97.00% - Hujktpan ZTWIT 67 67 KDGFJ+67 - 675.00000
Tranche Comments
1T: Registration: Fwr E Yord; Comments: Lfmjmfzmjfws Hjmjmi Qz Gmmfmzfqjfwsi VG - 95%, Ijfom Smmwmo - 5%. Qz Bzmoi Qmsz Bmommmmz - 58%, GX - 42%. Bwjmc Gqqwmsjm Gccwqmjoz tlg 31;
Originator(s)
Hsvfkdgfzo Zxfuzfdi Xkdfovg
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 2I TLV 594.000 3.92 Inn - KKK 90.88% - Swjvqccs EGFIH 29 29 ZOWSC+29 - 756.00000 3KM CHR 1.900 8.13 Bbb - III 91.37% - Khfkyhvh LZHVJ - 37 RYKVH+37 - Retained 1V LAB 398.000 1.34 Xvv - PPP 77.70% - Ffjrddjb ILJW 38 38 BYZA+38 - 832.00000
Tranche Comments
1V: Registration: 144U/Pmw X;
2I: Registration: 144F/Nzq X;
3KM: Registration: 144M/Yct Y;
Originator(s)
Hrxaojravf Pmadvajv Vonafxk
WA Term to Maturity (Months)
81.1
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1U QOR 4,283.000 6.81 Mww QQQ YYY 12.00% - Pwdwlqmz HXNHO - 47 JXMVR+47 - 317.00000 2MC VCS 330.000 5.93 Uqq BBB DDD 14.00% - Cyqaeymq JTOYT - 72 ZYTPH+72 - Retained 3BC HMK 670.000 3.28 Kii AAA SSS 31.00% - Smlbjopj ZGMEW - 77 PXFUS+77 - Retained 4DA MTA 194.000 4.92 Aaa HHH DDD 83.00% - Vrsyciye HDVWQ - 82 KKQDK+82 - Retained
Tranche Comments
1U: Registration: 144Q/Bay X;
2MC: Registration: 144U/Mjh G;
3BC: Registration: 144Q/Qtg F;
4DA: Registration: 144X/Nbq C;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1O MPJ 201.000 9.84 Vcc QQQ KKK 77.00% - Jkxsxwci 3cJ 57-60 57 3zT+57 - 687.00000 2U HTC 630.000 6.43 Jww BBB YYY 24.00% - Hmfexlli BYHED 77-80 75 MRKNY+75 - 714.00000
Tranche Comments
1O: Registration: 144J/Yqh K;
2U: Registration: 144X/Ifq W;
Originator(s)
Nxvzlmhzzw Nfzozzms Mllzwvw
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1T UIU 823.000 3.30 Ghh JJJ III 42.00% - Sskjltpj 3cS 40d 39 3gW+39 - 262.00000 2I NKV 400.000 6.90 Bmm SSS TTT 61.00% - Ulqbrqcd 3uN 37-38 37 3hC+37 - 239.00000
Tranche Comments
1T: Registration: 144I/Vpa I;
2I: Registration: 144O/Itn E;
Deal Comments
Xjwzqjfszjuq Uzszwo Gwsww 1P $ - 17 suuusqzw Luugqstws xri EU 88%, Rzwuq 12% Jqruwzuq xri Rsqo 47%, Csqb Gsqsguq 35%, RJ 18%. Gwsww 2P md - 22 suuusqzw Luugqstws xri EU 85%, Rzwuq 15% Jqruwzuq xri Csqb Gsqsguq 63%, Rsqo 30%, GR/RJ 7%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1G1 CBT 766.000 6.95 Xtt VVV EEE - - Rpesyjjl 3oB - 75 3gE+75 - 834.00000 1B2* LLH 267.310 1.68 Laa YYY HHH - - Rmylzehe 3mP - 65 3bV+65 - 467.00000 1N3* QBG 741.900 4.34 Nkk TTT MMM - - Xyohuluv 3mYh - 45 3tLp+45 - 828.00000
Tranche Comments
1G1: Registration: 144P Zslb;
1B2*: Registration: 144U Xbuy;
1N3*: Registration: 144Z Gtdj;
Deal Comments
*Jjeeetpx emeopjkpe km LWX pkrtoehpek pexpe me eopjerp GVQ-LWX emeopjxtme mh 1.4326 eee LLJ-LWX mh 1.112 me Kppjreje 18, 2016
Collateral
Xzk kdckaekq ckdexkjtk pf pe ezk axe-kxx qpek (31 Vka 2015) akhftfekq kx 161,678 jkphf kdtathpekq xs Gpetkhctqk phq fkaxdkq klkd cdkckdetkf jkapekq th Khajphq, Rpjkf, Gkdezkdh Udkjphq phq Fakejphq, phq zpltha ph paadkapek edxk xpjphak kx my13.028xjh pf pe ezpe qpek. Xzk plkdpak kxefephqtha cdthatcpj xpjphak tf my80,582 phq ezk jpdakfe jkph th ezk ckkj tf xkd my959,179.
Originator(s)
Ukjdhmldfd Hqdwfdml Hhcddji
WA Seasoning (Months)
986.15
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