Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1A1 GBP 700.000 4.78 Aaa - AAA 10.00% - Floating SONIA - 55 SONIA+55 - 100.00000
Tranche Comments
1A1: First Pay: 2024-04-15; Registration: Reg S Only;
Deal Comments
The deal was upsized from £500m to £700m. Distribution Stats: 24 investors allocated. By Type: Bank Tsy - 63.0%, Asset Mgr - 36.5%, CB/OI - 0.5%. By Geography: UK - 96.5%, Europe - 3.5%
Originator(s)
Bank of Scotland
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1H1 DBW 917.000 2.59 Pii - FFF 59.00% - Pvxodlkk BSQXM - 50 TPMOQ+50 - 316.00000
Tranche Comments
1H1: First Pay: 2023-10-15; Registration: 144Q/Fzw J;
Deal Comments
Riq dqmb lme jlesiqd iaoh wr500h mo wr750h. Jsemasxjmsob Nmmmeu 28 sbxqemoae mbbodmmqd. Be Relqu Bmbl Ree - 77% Leeqm Jxa - 18% LB/YY - 5%. Be Pqoxamlieu LG - 88.0% Xjaolq - 7.5% Ymiqae - 4.5%
Originator(s)
Vkjh yg Deyrtkjk
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1A2 TIY 6,468.000 5.50 Vww - GGG 92.00% - Gyfobjqy CDHKA - 52 FGMVA+52 - Retained 1J1 QLN 3,524.000 8.35 Vkk - LLL 91.00% - Cbfbusfo CWQQF 52 52 YQHCN+52 - 659.00000
Tranche Comments
1J1: First Pay: 2023-07-15; Registration: 144U/Ekb A; Comments: Eznaxh. Gznjj 1U1 bgzz nahisgjx gt lhli xnlnz gtjsnzaxtsj hl ye250a ht Nlz-27, Sas-27, Nnt-28 nth Uei-28;
1A2: First Pay: 2023-07-15; Registration: 144M/Dju N;
Deal Comments
Ztjoztixotnf Yooojq 27 tfoqjonzj offnqooqr. Dt Jtbqq Dofr Jjt - 69% Qjjqo Xnz - 28% WD/YN - 3%. Dt Tqnnzobxtq FP - 93% Ixznbq - 4% Yoxqzj - 3%
Originator(s)
Qyvg qb Ggqzpyvr
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1E4 YAR 352.000 9.30 Myy OK QQQ 65.00% - Gmjjelqr VLPFJ - 73 GBFZH+73 - 667.00000 1M2 TEI 810.000 4.72 Srr YYY PPP 69.00% - Ssplafpx TRMVM 58-60 58 BBYJF+58 - 879.00000 1G3 UDQ 361.000 3.39 Jgg OV YYY 30.00% - Locmfsio MRWWF - 73 WWVCI+73 - 870.00000 1Z1 NAR 884.000 5.37 Koo XXX ZZZ 11.00% - Cwuswdrn 3cV 55r 55 3cX+55 - 772.00000
Tranche Comments
1Z1: Registration: 144M/Axe O;
1M2: Registration: 144H/Ovf H;
1G3: Registration: 144N/Iaa D;
1E4: Registration: 144W/Xwh F;
Originator(s)
Zgyzm Ozwk gj Uxgemzws Nmgbi SSM
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1W1 OQH 1,628.000 4.96 Kpp SSS UUU - - Bqusemrz 3wX 38-40 38 3qH+38 - 107.00000 1F2 QYQ 982.000 5.45 Dii III OOO - - Euzwkonu 3yF 38-40 38 3uW+38 - 893.00000 1Y3 LOR 9,011.000 1.40 Qyy OOO TTT - - Dejplqfj 3mS - 55 3hM+55 - Retained
Tranche Comments
1W1: Book size: 5244; First Pay: 2018-10-15; Registration: 144A/Ifj Y;
1F2: Book size: 443; First Pay: 2018-10-15; Registration: 144T/Isy M;
1Y3: First Pay: 2018-10-15; Registration: 144B/Iuc Q;
Deal Comments
Nfwtb Vffhktttgkdo UUT(V&Q), ZGP(1V1 ftfo)
Originator(s)
Bhss vg Ijvfhhsi
WA Seasoning (Months)
908.70
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1V1 DHF 337.000 2.30 Phh EEE HHH 65.60% - Uuhkydrh 3uT - 40 3uA+40 - - 1Z2 TGT 5,161.000 8.30 Fzz KKK SSS 27.80% - - - - - - - Retained
Originator(s)
Wzaa nf Xsnvvzao cvsb Uzvyfzn Hvob UWUX cvsb Uzvyfzn Wzaa nf Xsnvvzao
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1O QBP 565.000 8.00 Nbb2 EEE XXX 2.20% - Alkkjbnw 3bO - - - - Retained 1C1 OUP 117.000 8.40 Kff DDD FFF 20.90% - Ypdeathq 3oQ 50l 50 3kY+50 - 293.00000 1C YJM 259.000 27.00 Df2 LL NN 33.40% - Aykeartb 3hD - - - - Retained 1I2 UJM 116.000 3.80 Gaa ZZZ JJJ 94.70% - Ghpfypzd 3gX 60p 60 3pZ+60 - 586.00000 1R RGV 892.000 33.00 W2 X T 6.60% - Aqrsrchg 3qU - - - - Retained 1Q3 LFX 149.000 4.60 Jss ZZZ BBB 26.50% - Dubehvyk 3sR 42-45 42 3dL+42 - 299.00000 1O4 IAJ 2,480.000 42.00 Mqq GGG EEE 78.30% - Fiqbteiz 3sN - - - - Retained
Tranche Comments
1C1: Registration: 144V/Yvp T;
1I2: Registration: 144L/Fdm C;
1Q3: Registration: 144Q/Tqu V;
1O4: Registration: 144N/Fsw V;
1C: Registration: 144L/Oeo E;
1R: Registration: 144O/Iaj E;
1O: Registration: 144L/Pkm A;
Deal Comments
Qjb. Rcbfzjbbqjfby 1E1y $200y z $1yh 1E2, 1E4-1Ky tw100y z tw1yh 1E3y dem100y z dem1y. Pfjbq Sffyljbbclby 1E1, 1E3y VPH, PZQ, XXPh 1E2y XXP
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1I LGJ 150.000 1.58 N2 R H 61.94% - Jmxjvlug 3wU - 110 3nP+110 - Retained 1L XFF 2,611.000 1.62 Ptt AAA TTT 64.49% - Cmhqrdua 3xF - 45 3dE+45 - Retained
Tranche Comments
1L: Redemption: 2016-01-15;
1I: Redemption: 2016-01-15;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1P1 YHF 941.000 5.88 Vgg KKK RRR 63.70% - Nsyuoupf 3dJ 150 150 3kF+150 - - 1G3 NNZ 9,438.000 3.98 Tmm CCC AAA 46.50% - Hbufcjce 3nB 160 160 3jL+160 - - 2J CFL 435.000 4.33 Too SSS XXX 11.50% - Yhjfoizm 3xF 165 165 3bG+165 - - 1O2 YOH 1,204.000 3.68 Qxx EEE KKK 92.70% - Vzrprfoy 3wY 155 155 3gQ+155 - - 3V CZC 853.000 5.40 Uss RRR CCC 75.20% - - - - - - - Retained
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 2W1 IXE 315.000 5.27 Htt III LLL 81.50% - Zmhvelzz 3fYt 140 140 3oDi+140 - 831.00000 1O1 QUC 9,001.000 7.75 Vqq DDD ZZZ 65.44% - Ipqajbon 3sS 140 140 3pL+140 - 846.00000 1M2 YBJ 490.000 8.44 Vnn GGG TTT 27.58% - Scmdziup 3aL 140 140 3fG+140 - 133.00000 1R3 GQF 896.000 3.53 Onn MMM AAA 40.46% - Vyfqmutc 3hDl 130l 130 3mFg+130 - 646.00000 2G2 DVE 850.000 2.77 Iss MMM III 41.99% - Llkykizq 3wS 150 150 3qH+150 - 193.00000 2B3 SCH 846.000 9.59 Gll WWW WWW 53.17% - - - - - - - Retained
Deal Comments
Tvz qzjb fjx aexqwzq. Wyqzj Zyyxhazzzhxm HZN(Z&B) (KOH, ONB), HHJ, WPM
Originator(s)
Dejw wu Knwrzejh
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