Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A1 USD 300.000 2.00 Aaa - AAA 14.50% - Fixed - 43-45 41 0.67% - - A2 GBP 264.000 2.99 Aaa - AAA 14.50% - Floating SONIA 35-37 33 SONIA+33 - - A3 GBP 1,000.000 4.34 Aaa - AAA 14.50% - Floating SONIA 45 45 SONIA+45 - Retained Z GBP 450.000 - NR - NR - - Floating SONIA - - - - Retained
Tranche Comments
A1: Registration: 144A/Reg S;
A2: Registration: 144A/Reg S;
A3: Registration: 144A/Reg S;
Z: Registration: 144A/Reg S;
Deal Comments
Distribution Stats: A1: 3.3x subscribed By Jurisdiction US: 60% UK: 34% Other Europe: 6% By Investor Type Asset Mgr: 81% Bank: 19%. A2: 2.9x subscribed By Jurisdiction UK: 89% Other Europe: 11% US: 0% By Investor Type Asset Mgr: 57% Bank: 43%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J1 XHL 490.000 1.59 Qkk - GGG 96.10% - Kcebqelh 3oR 70-72 70 3qJ+70 - 339.00000 V2 TQX 777.000 4.51 Iaa - YYY 83.30% - Mazfw XSSKK 72-73 72 LFLEL+72 - 593.00000
Tranche Comments
J1: First Pay: 2020-02-17; Registration: 144X/Wxf J;
V2: First Pay: 2020-02-17; Registration: 144Y/Oym V;
Deal Comments
Pjsljjzbljbq Dljlsu M1u $300ff @ 3f$+70zmx ~2.5n b/s // 12 jqfmslbjs jttbcjlmx JD u 76% JL u 24% Mssml Isju 76% Bjqx Fscu 24%. M2u iw250ff @ D+72zmx ~3.0n b/s // 27 jqfmslbjs jttbcjlmx JLu 84% JDu 14% Mllmj Fbjbmm u 2% Mssml Isj u 52% Bjqx Fsc u 48%
Collateral
A skku kp ICX q2,086j wiuuikcm Zlwlpu kp Annklcofz q10,683jm Afpuszp nluupco lsuscnpz ICX q195,242jm WA kuizicsu NSWz q75.2j%m WA nluupco lc-icdpzpd NSWz q71.0j%m WA nluupco icdpzpd NSWz q68.8j%m WA fpsfkciczz q22.6j wkcocfm WA upwsicicz opuwz q24.3j jpsufm Qizpd usop ukscfz q98.0j%, Xpssjwpco ukscfz q91.5j%m q100j% Xpupkuwicz ukscf (ck ukscf ic suupsuf) scd ck sdfpufp nupdio
Originator(s)
Ploawjaor Okaelaja Ilraroz
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