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 |
---|
D | YYJ | 88.900 | 6.00 | - | - | AA | ZZ | 6.30% | - | Rehqzzdm | LWCOE | - | 410 | UVRYM+410 | - | Retained |
P | VLH | 24.900 | 8.00 | - | - | AAA | LLL | 70.00% | - | Ebyvjbbw | XIWMI | 310 | 310 | FOCNJ+310 | - | 128.00000 |
A | RDV | 29.400 | 7.00 | - | - | Z+ | B (P) | 5.00% | - | Ploumqxv | RKGVB | - | 510 | ZDHKP+510 | - | Retained |
C | WAG | 59.400 | 2.00 | - | - | DD | LL (H) | 77.30% | - | Qpzjfito | XZMCT | 200-205 | 190 | YOQTF+190 | - | 395.00000 |
E | RYH | 232.600 | 7.00 | - | - | MMM | YYY | 15.30% | - | Kmjpvqdd | UGXSB | 130y | 128 | GJKLW+128 | - | 282.00000 |
G | WZM | 75.100 | 8.00 | - | - | C | J | 75.40% | - | Gwxrdfvy | QWHKS | 255-260 | 250 | QVGVS+250 | - | 558.00000 |
Tranche Comments
E: First Pay: 2019-07-15; Registration: 144J/Fqq E;
C: First Pay: 2019-07-15; Registration: 144K/Nuh Q;
G: First Pay: 2019-07-15; Registration: 144O/Fau C;
P: First Pay: 2019-07-15; Registration: 144Y/Afq H;
D: First Pay: 2019-07-15; Registration: 144I/Nsi I;
A: First Pay: 2019-07-15; Registration: 144M/Rqw Z;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
W | LQE | 68.300 | 4.20 | - | - | TTT | WWW | 42.40% | - | Cjlmzcfe | 1cG | - | 290 | 1yF+290 | - | 244.00000 |
F | ICD | 63.600 | 4.80 | - | - | KK | BB (D) | 23.20% | - | Ouswatnj | 1vC | - | 165 | 1hU+165 | - | 546.00000 |
G | TVE | 88.200 | 1.30 | - | - | S | N (Q) | 8.20% | - | Zvwbfpwl | 1wW | - | 490 | 1sJ+490 | - | Retained |
T1 | LFL | 661.000 | 8.70 | - | - | OOO | III | 23.90% | - | Htsdvtqu | 1kB | - | 75 | 1wK+75 | - | 341.00000 |
F2 | YGB | 69.900 | 9.40 | - | - | PPP | DDD | 20.70% | - | Rsnlryvn | 1fH | - | 100 | 1pE+100 | - | 637.00000 |
V | AZM | 97.600 | 4.90 | - | - | K | I | 21.10% | - | Xypcrwnx | 1bH | - | 240 | 1kT+240 | - | 459.00000 |
X | KQL | 26.100 | 2.70 | - | - | EE | QQ (U) | 4.30% | - | Drswejij | 1bC | - | 390 | 1tB+390 | - | Retained |
Tranche Comments
T1: First Pay: 2018-12-17; Registration: 144K/Hbd W;
F2: First Pay: 2018-12-17; Registration: 144E/Bwf K;
F: First Pay: 2018-12-17; Registration: 144K/Epw W;
V: First Pay: 2018-12-17; Registration: 144X/Xjo N;
W: First Pay: 2018-12-17; Registration: 144E/Vbt S;
X: First Pay: 2018-12-17; Registration: 144Q/Lol C;
G: First Pay: 2018-12-17; Registration: 144A/Gjw M;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A2 | VKV | 545.000 | 2.40 | - | - | KKK | UUU | 80.30% | - | Adwhujxn | - | - | 75 | - | - | 288.00000 |
W1 | QBC | 72.000 | 1.70 | - | - | FFF | GGG | 17.10% | - | Xdflkcwr | 1lJ | - | 70 | 1eU+70 | - | 577.00000 |
B | HZP | 76.920 | 9.20 | - | - | EE | GG (Z) | 31.50% | - | Uwwjkpzl | - | - | 115 | - | - | 804.00000 |
H | RVQ | 73.870 | 4.30 | - | - | B | T (A) | 57.40% | - | Glippbib | - | - | 180 | - | - | 695.00000 |
Q | QQK | 93.870 | 7.70 | - | - | N | Y (E) | 5.60% | - | Mfortqae | - | - | - | - | - | Retained |
I | LVA | 27.280 | 6.20 | - | - | XX | SS (I) | 3.10% | - | Ydzkbeuw | - | - | 310 | - | - | Retained |
V | ZGS | 58.100 | 9.40 | - | - | KKK | DDD (C) | 57.90% | - | Gpxwbpoc | - | - | 210 | - | - | 534.00000 |
Tranche Comments
W1: First Pay: 2018-08-15; Registration: 144X/Ceb W;
A2: First Pay: 2018-08-15; Registration: 144M/Uxa Y;
B: First Pay: 2018-08-15; Registration: 144O/Dkp L;
H: First Pay: 2018-08-15; Registration: 144O/Dut S;
V: First Pay: 2018-08-15; Registration: 144G/Qil O;
I: First Pay: 2018-08-15; Registration: 144T/Xnv F;
Q: First Pay: 2018-08-15; Registration: 144T/Ghq T;