Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A | USD | 205.000 | 2.00 | - | - | AAA | AAA | 50.20% | - | Floating | SOFR | - | 94 | SOFR+94 | - | 100.00000 |
B | GBP | 25.730 | 3.20 | - | - | AA | AA (H) | 42.50% | - | Floating | SONIA | 190-200 | 190 | SONIA+190 | - | 100.00000 |
C | GBP | 37.760 | 3.20 | - | - | A | A | 31.20% | - | Floating | SONIA | 240-250 | 240 | SONIA+240 | - | 100.00000 |
D | GBP | 47.110 | 3.20 | - | - | BBB | BBB (L) | 17.10% | - | Floating | SONIA | 300-310 | 300 | SONIA+300 | - | 100.00000 |
E | GBP | 26.400 | 3.20 | - | - | BB | BB | 9.20% | - | Floating | SONIA | - | 300 | SONIA+300 | - | 100.00000 |
F | GBP | 14.030 | 3.20 | - | - | B+ | B (H) | 5.00% | - | Floating | SONIA | - | 300 | SONIA+300 | - | 100.00000 |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
L | OQP | 929.400 | 7.00 | - | - | VVV | QQQ | 79.20% | - | Ajcwjkvs | LGXYR | 130l | 128 | LBTKN+128 | - | 796.00000 |
Y | URX | 47.400 | 3.00 | - | - | XX | NN (T) | 47.10% | - | Mbclvlla | DEUSP | 200-205 | 190 | TZKHK+190 | - | 549.00000 |
O | DKG | 21.900 | 3.00 | - | - | B | V | 88.90% | - | Xmwxafij | GVPBY | 255-260 | 250 | LMJWF+250 | - | 180.00000 |
U | VBH | 35.100 | 8.00 | - | - | V+ | D (O) | 1.00% | - | Nvzdzecq | QWTZI | - | 510 | PXFNW+510 | - | Retained |
L | FQR | 33.500 | 5.00 | - | - | QQQ | LLL | 58.00% | - | Aqlbyldq | YQONS | 310 | 310 | YQRDH+310 | - | 656.00000 |
G | COS | 42.600 | 5.00 | - | - | PP | QQ | 7.40% | - | Tbbuxtbq | PGJIO | - | 410 | JFYMB+410 | - | Retained |
Tranche Comments
L: First Pay: 2019-07-15; Registration: 144I/Ast F;
Y: First Pay: 2019-07-15; Registration: 144Q/Hmv L;
O: First Pay: 2019-07-15; Registration: 144G/Mlp Y;
L: First Pay: 2019-07-15; Registration: 144O/Kok D;
G: First Pay: 2019-07-15; Registration: 144P/Gcs T;
U: First Pay: 2019-07-15; Registration: 144Q/Aes G;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
I2 | ATP | 43.200 | 6.20 | - | - | SSS | VVV | 48.50% | - | Tqscvhzf | 1zA | - | 100 | 1bL+100 | - | 433.00000 |
H | IWK | 76.800 | 2.20 | - | - | N | W (U) | 3.70% | - | Gpyxbzdn | 1qI | - | 490 | 1qN+490 | - | Retained |
S | ISM | 13.100 | 4.90 | - | - | CCC | ZZZ | 48.10% | - | Epqbxiep | 1iO | - | 290 | 1zE+290 | - | 486.00000 |
A1 | OYO | 183.000 | 3.50 | - | - | OOO | BBB | 59.10% | - | Zxjravyp | 1sN | - | 75 | 1pM+75 | - | 928.00000 |
J | WDM | 38.400 | 8.80 | - | - | N | P | 71.10% | - | Qpuwjppz | 1mY | - | 240 | 1tU+240 | - | 227.00000 |
A | ZDG | 44.700 | 4.10 | - | - | WW | LL (N) | 83.20% | - | Rhuaxbjk | 1hQ | - | 165 | 1gY+165 | - | 581.00000 |
N | FWL | 34.900 | 1.10 | - | - | ZZ | SS (J) | 6.10% | - | Brbqrizd | 1vL | - | 390 | 1bK+390 | - | Retained |
Tranche Comments
A1: First Pay: 2018-12-17; Registration: 144O/Mkv U;
I2: First Pay: 2018-12-17; Registration: 144E/Clo N;
A: First Pay: 2018-12-17; Registration: 144I/Zak H;
J: First Pay: 2018-12-17; Registration: 144Q/Kwu Q;
S: First Pay: 2018-12-17; Registration: 144B/Qba G;
N: First Pay: 2018-12-17; Registration: 144H/Dpp K;
H: First Pay: 2018-12-17; Registration: 144O/Leq T;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H | EXX | 33.480 | 1.60 | - | - | YY | MM (J) | 6.20% | - | Mqrxhxds | - | - | 310 | - | - | Retained |
U | ACX | 58.910 | 9.70 | - | - | V | E (R) | 69.40% | - | Xkltqlnt | - | - | 180 | - | - | 302.00000 |
L1 | PPL | 94.000 | 7.80 | - | - | GGG | UUU | 88.80% | - | Emhhqsqg | 1mI | - | 70 | 1yA+70 | - | 220.00000 |
C2 | KRE | 322.000 | 9.70 | - | - | CCC | AAA | 19.80% | - | Ibfcfhqy | - | - | 75 | - | - | 836.00000 |
Z | TUU | 57.650 | 6.60 | - | - | GGG | GGG (E) | 43.50% | - | Qpbjxhay | - | - | 210 | - | - | 289.00000 |
M | FXB | 23.820 | 4.10 | - | - | BB | UU (B) | 55.40% | - | Gqzyuskc | - | - | 115 | - | - | 181.00000 |
K | LOK | 81.300 | 7.10 | - | - | F | P (Q) | 7.60% | - | Yrojmplk | - | - | - | - | - | Retained |
Tranche Comments
L1: First Pay: 2018-08-15; Registration: 144X/Ilb P;
C2: First Pay: 2018-08-15; Registration: 144F/Mrk K;
M: First Pay: 2018-08-15; Registration: 144W/Iix J;
U: First Pay: 2018-08-15; Registration: 144N/Ffk K;
Z: First Pay: 2018-08-15; Registration: 144Q/Kdx T;
H: First Pay: 2018-08-15; Registration: 144K/Whq E;
K: First Pay: 2018-08-15; Registration: 144G/Gsi Q;