| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 retained | GBP | 453.260 | 1.91 | - | AAA | AAA | 19.50% | - | Floating | SONIA | - | 100 | SONIA+100 | - | - |
| A2 | GBP | 257.030 | 4.37 | - | AAA | AAA | 19.50% | - | Floating | SONIA | - | 120 | SONIA+120 | - | - |
| B | GBP | 52.460 | 4.95 | - | AA+ | AA- | 14.50% | - | Floating | SONIA | - | 200 | SONIA+200 | - | - |
| C | GBP | 47.210 | 4.95 | - | A+ | A | 10.00% | - | Floating | SONIA | - | 250 | SONIA+250 | - | - |
| D | GBP | 26.230 | 4.95 | - | A- | BBB | 7.50% | - | Floating | SONIA | - | 350 | SONIA+350 | - | - |
| E | GBP | 26.230 | 4.95 | - | BBB+ | BB | 5.00% | - | Floating | SONIA | - | 450 | SONIA+450 | - | - |
| F | GBP | 36.720 | 4.95 | - | BB+ | B+ | 1.50% | - | Fixed | - | - | - | 0.80% | - | - |
| X | GBP | 41.970 | - | - | BB+ | BB | - | - | Floating | SONIA | - | 450 | SONIA+450 | - | - |
| A1 placed | GBP | 150.000 | 1.91 | - | AAA | AAA | 19.50% | - | Floating | SONIA | - | 100 | SONIA+100 | - | 100.09300 |
Tranche Comments
A1 retained: Registration: Reg S Only;
A2: Registration: Reg S Only;
B: Registration: Reg S Only;
C: Registration: Reg S Only;
D: Registration: Reg S Only;
E: Registration: Reg S Only;
F: Registration: Reg S Only;
X: Registration: Reg S Only;
A1 placed: Registration: Reg S Only;
Originator(s)
OneSavings Bank
WA Seasoning (Months)
16.27