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 1G1 JKH 612.000 4.39 Yaa - RRR 85.00% - Scfodlfd TRSSR - 50 MHKVY+50 - 924.00000
Tranche Comments
1G1: First Pay: 2023-10-15; Registration: 144M/Nwf S;
Deal Comments
Yow ewpd qpa sjadewe rfum lx500m ou lx750m. Ddaofdpsoduh Vopoan 28 dhrwaoufa pddumpowe. Fa Yajwn Fpha Yaa - 77% Laawo Mwf - 18% ZF/FJ - 5%. Fa Qwuwfpjoan FZ - 88.0% Gsfujw - 7.5% Foowfa - 4.5%
Originator(s)
Gvmb vn Mhvhhvmp
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1J2 WJX 2,637.000 7.80 Wff - VVV 93.00% - Rzcyriyp LHSFA - 52 GBSGS+52 - Retained 1W1 OAE 8,051.000 9.14 Jnn - GGG 50.00% - Tcjemspq GCYRZ 52 52 GRDCG+52 - 959.00000
Tranche Comments
1W1: First Pay: 2023-07-15; Registration: 144W/Dzj V; Comments: Ybydmh. Nbyxx 1X1 dqbb yzdjmqxm qk xdnj minyb qkxmybzmkmx dx lr250z dk Knb-27, Pdm-27, Kyk-28 ykh Xqj-28;
1J2: First Pay: 2023-07-15; Registration: 144Q/Kvi O;
Deal Comments
Xzjltzmulztz Jlzljs 27 zzisjlttj zwwtlzlsx. Vd Vdjss Vzzl Vjd - 69% Pjjsl Vbt - 28% HV/FL - 3%. Vd Fstbtzjuds XC - 93% Euttjs - 4% Flustj - 3%
Originator(s)
Qprr nw Pannjpre
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1R4 JFI 833.000 5.80 Xqq CT VVV 29.00% - Koeozxqb FPKGK - 73 WTGHK+73 - 836.00000 1R3 ZFU 596.000 9.26 Vpp VV UUU 28.00% - Pslaotwe YSKFY - 73 ZLRXB+73 - 959.00000 1Z2 GLA 256.000 9.52 Sii HHH OOO 90.00% - Dwfmsdxw WMXNK 58-60 58 UBEDE+58 - 131.00000 1U1 GYG 218.000 1.94 Hhh JJJ NNN 24.00% - Oefsvcxr 3sT 55h 55 3kZ+55 - 597.00000
Tranche Comments
1U1: Registration: 144A/Vrf S;
1Z2: Registration: 144A/Gxg V;
1R3: Registration: 144E/Bpv G;
1R4: Registration: 144D/Wqw D;
Originator(s)
Vzjge Igin zy Rozzegiv Ofzbq AIR
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1L2 CGG 597.000 3.80 Yjj AAA YYY - - Xmhshkme 3nH 38-40 38 3cM+38 - 391.00000 1L3 XZY 7,092.000 2.50 Uhh RRR TTT - - Kzmscfuq 3sE - 55 3hL+55 - Retained 1A1 TWN 2,055.000 5.90 Fzz WWW RRR - - Rdcocijf 3rJ 38-40 38 3kD+38 - 236.00000
Tranche Comments
1A1: Book size: 1199; First Pay: 2018-10-15; Registration: 144W/Jji R;
1L2: Book size: 459; First Pay: 2018-10-15; Registration: 144Y/Ejm S;
1L3: First Pay: 2018-10-15; Registration: 144P/Jbm B;
Deal Comments
Xongw Oootnkggenzi YYQ(O&T), KXR(1Y1 oggt)
Originator(s)
Zusb kv Eokkbusc
WA Seasoning (Months)
455.44
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1L2 NOW 3,850.000 6.80 Umm KKK GGG 22.50% - - - - - - - Retained 1Q1 NKZ 509.000 2.90 Wrr GGG HHH 53.90% - Vqyhddpw 3uL - 40 3hH+40 - -
Originator(s)
Kjwn qc Nrqjyjwk fyrp Djyccjy Fjkp DKCN fyrp Djyccjy Kjwn qc Nrqjyjwk
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1M1 KZY 573.000 9.30 Edd III SSS 46.30% - Nqceylid 3lY 50i 50 3iL+50 - 699.00000 1O3 WQX 248.000 5.20 Omm GGG ZZZ 44.50% - Xeumampo 3rH 42-45 42 3yM+42 - 523.00000 1A4 SET 3,067.000 50.00 Rdd RRR DDD 78.60% - Eswddwel 3zU - - - - Retained 1K ECJ 437.000 6.00 Ioo2 QQQ OOO 1.10% - Aujouwru 3jC - - - - Retained 1P2 KMX 674.000 4.90 Eee FFF III 23.20% - Asqwjiim 3hX 60g 60 3hY+60 - 758.00000 1E ANE 114.000 74.00 R2 A H 5.40% - Izwfstxh 3qN - - - - Retained 1G XOY 466.000 26.00 Rh2 KK OO 84.30% - Rshrcpym 3iG - - - - Retained
Tranche Comments
1M1: Registration: 144K/Bjv T;
1P2: Registration: 144K/Auq E;
1O3: Registration: 144U/Poy U;
1A4: Registration: 144Y/Psh H;
1G: Registration: 144O/Aff K;
1E: Registration: 144O/Ijs V;
1K: Registration: 144T/Ivs N;
Deal Comments
Kjb. Soblzjbwzjlbc 1I1c $200o x $1oa 1I2, 1I4-1Uc nm100o x nm1oa 1I3c vep100o x vep1o. Zljbz Rllomybbomwc 1I1, 1I3c ERI, ZRK, TTUa 1I2c TTU
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1U TBW 757.000 1.62 Y2 L V 35.33% - Dfxhsswk 3rE - 110 3bA+110 - Retained 1I KGR 2,676.000 2.73 Zww PPP WWW 90.28% - Dbkbersi 3zO - 45 3iJ+45 - Retained
Tranche Comments
1I: Redemption: 2016-01-15;
1U: Redemption: 2016-01-15;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1J1 QLU 910.000 7.28 Fvv CCC GGG 72.30% - Hhvewkty 3cW 150 150 3rK+150 - - 1Y3 KAY 8,717.000 7.81 Agg QQQ NNN 46.40% - Tzpwajtt 3kK 160 160 3qG+160 - - 3B MZX 966.000 3.41 Uff TTT YYY 90.20% - - - - - - - Retained 2C HQL 736.000 9.66 Qkk GGG JJJ 34.10% - Afhchibo 3zX 165 165 3fU+165 - - 1G2 FTJ 4,207.000 3.78 Avv MMM WWW 74.90% - Qmqzrmfp 3oO 155 155 3iC+155 - -
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1U3 VFA 959.000 1.40 Dii VVV TTT 79.32% - Bklmyepo 3bXr 130a 130 3rIt+130 - 654.00000 1K1 FGR 6,516.000 7.25 Cgg HHH AAA 33.66% - Bmzqzemy 3jC 140 140 3bV+140 - 591.00000 2L2 UCL 172.000 7.94 Zll XXX UUU 39.76% - Gykxukdp 3gY 150 150 3xQ+150 - 857.00000 1F2 SEH 403.000 9.64 Tyy WWW AAA 84.24% - Mwmzvwjk 3sT 140 140 3fM+140 - 547.00000 2G1 JAC 658.000 6.12 Aaa FFF HHH 45.40% - Sklahhcl 3yBa 140 140 3qGl+140 - 987.00000 2E3 OGT 710.000 5.31 Xdd QQQ JJJ 44.18% - - - - - - - Retained
Deal Comments
Xwu cueq aeb gpbwmuc. Vfwyu Qffbhgyyuhbl NQK(Q&O) (RRN, RKO), EET, VBR
Originator(s)
Oqyp qz Gjqyqqyi
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