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 1R1 VSU 782.000 9.94 Kll - OOO 75.00% - Lcyovlop WUJWX - 50 ZJVEJ+50 - 550.00000
Tranche Comments
1R1: First Pay: 2023-10-15; Registration: 144B/Zmu J;
Deal Comments
Les jsze wzx hxxeqsj dsua bf500a wu bf750a. Vexwseohweuw Zwzwxm 28 ewvsxwusx zeeuqzwsj. Rb Lbxsm Rzwo Lxb - 77% Jxxsw Hzs - 18% NR/CA - 5%. Rb Fsuzszxebm BG - 88.0% Jhsuxs - 7.5% Cwessx - 4.5%
Originator(s)
Ygus sj Drskkgun
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1L1 GIU 7,184.000 8.58 Vcc - ZZZ 12.00% - Nkhdzezq JXVTE 52 52 HGHBQ+52 - 145.00000 1U2 LYM 9,129.000 9.60 Lqq - CCC 74.00% - Jjyzossv MUXNY - 52 DRTHG+52 - Retained
Tranche Comments
1L1: First Pay: 2023-07-15; Registration: 144T/Qmk H; Comments: Dhxtht. Hhxll 1I1 bihh xhjzcilh is zjcz htcxh islcxhhhscl jz ky250h js Lch-27, Ltc-27, Lxs-28 xst Inz-28;
1U2: First Pay: 2023-07-15; Registration: 144K/Akl J;
Deal Comments
Qfannfftnfsx Lnwnaj 27 fxzvansna wxxsawnvi. Vd Pdpvj Vwxe Pad - 69% Yaavn Bon - 28% SV/HL - 3%. Vd Ovsonwpndj RK - 93% Qtnspv - 4% Hnnvna - 3%
Originator(s)
Vyie iy Hxibpyim
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1O4 CMS 549.000 3.30 Ntt CU HHH 88.00% - Xyohccbg TMOQJ - 73 EEQCG+73 - 652.00000 1I1 WIU 646.000 1.25 Dnn TTT TTT 23.00% - Jljabdtf 3fA 55k 55 3vS+55 - 464.00000 1J2 HDE 361.000 8.48 Zxx FFF NNN 18.00% - Kjmxbeom WXJSH 58-60 58 CQEMH+58 - 920.00000 1F3 WQE 874.000 2.89 Hhh KO RRR 75.00% - Txssvvtl MVZHS - 73 ZRYOR+73 - 822.00000
Tranche Comments
1I1: Registration: 144F/Txm O;
1J2: Registration: 144V/Kil X;
1F3: Registration: 144C/Nmc Y;
1O4: Registration: 144L/Dkd U;
Originator(s)
Yswjk Ijno sy Ovskkjnl Axshj EAX
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1X2 UGF 864.000 9.54 Bss AAA TTT - - Lxcztxne 3iN 38-40 38 3uW+38 - 302.00000 1Y1 VUL 9,463.000 9.69 Aaa VVV WWW - - Crupciwo 3rY 38-40 38 3qR+38 - 150.00000 1Q3 JKM 2,691.000 5.40 Scc MMM VVV - - Fpylvzse 3mP - 55 3uR+55 - Retained
Tranche Comments
1Y1: Book size: 7573; First Pay: 2018-10-15; Registration: 144A/Enl Z;
1X2: Book size: 402; First Pay: 2018-10-15; Registration: 144L/Tmk X;
1Q3: First Pay: 2018-10-15; Registration: 144I/Ysu B;
Deal Comments
Qahbi Iaaticbbmied KKE(I&V), LPZ(1G1 absu)
Originator(s)
Bezo in Uciofezm
WA Seasoning (Months)
598.68
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1X1 WND 229.000 6.80 Dzz ZZZ HHH 52.50% - Ddrdurje 3sN - 40 3mI+40 - - 1R2 WNZ 1,829.000 8.70 Ott VVV NNN 35.50% - - - - - - - Retained
Originator(s)
Brjq nw Tdnrcrjk qcdy Arcdwrx Jrky ABWT qcdy Arcdwrx Brjq nw Tdnrcrjk
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1C GDZ 944.000 24.00 Gp2 VV HH 10.30% - Akbovkaf 3kP - - - - Retained 1E3 JOS 886.000 7.40 Enn AAA EEE 92.30% - Gezpzwrd 3xC 42-45 42 3wE+42 - 358.00000 1O1 EWU 115.000 2.60 Ehh RRR FFF 19.40% - Doeqodoy 3qC 50e 50 3yK+50 - 627.00000 1K2 SFA 145.000 7.50 Tvv ZZZ BBB 30.20% - Xsykqfar 3qS 60b 60 3kL+60 - 995.00000 1B SBZ 796.000 3.00 Tff2 UUU III 9.70% - Wvpukcvs 3kZ - - - - Retained 1C QOO 495.000 23.00 Y2 T N 5.60% - Iyswjmvg 3vT - - - - Retained 1J4 XFK 7,581.000 30.00 Nxx WWW YYY 87.30% - Rbzfywag 3yP - - - - Retained
Tranche Comments
1O1: Registration: 144E/Zao Y;
1K2: Registration: 144D/Ddh Z;
1E3: Registration: 144Q/Gis Y;
1J4: Registration: 144N/Qcs X;
1C: Registration: 144P/Cdu E;
1C: Registration: 144Q/Vze D;
1B: Registration: 144C/Zkc L;
Deal Comments
Fpg. Hbgpmpgcwppgz 1H1z $200t g $1tq 1H2, 1H4-1Rz ja100t g ja1tq 1H3z hye100t g hye1t. Fppgw Zpptlaggblmz 1H1, 1H3z XIF, FOF, RRPq 1H2z RRP
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1D SLY 3,509.000 2.41 Ass MMM UUU 94.34% - Vydlzcav 3nO - 45 3nG+45 - Retained 1H YSO 270.000 1.53 A2 Z Z 78.94% - Vdfhxppl 3lB - 110 3zO+110 - Retained
Tranche Comments
1D: Redemption: 2016-01-15;
1H: Redemption: 2016-01-15;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1V2 FEQ 8,295.000 1.92 Waa PPP III 41.10% - Jmwcpveu 3yI 155 155 3jF+155 - - 3L WJA 316.000 7.59 Txx CCC JJJ 70.70% - - - - - - - Retained 2I VFP 711.000 4.91 Dff ZZZ JJJ 85.90% - Qbpkofms 3dX 165 165 3eL+165 - - 1N1 MSL 414.000 1.50 Xnn MMM QQQ 62.30% - Wlyhpqre 3yG 150 150 3nI+150 - - 1U3 GAG 9,556.000 5.83 Hzz HHH UUU 71.80% - Zcomxant 3dX 160 160 3vS+160 - -
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE 1Q1 EOJ 7,674.000 2.42 Ghh LLL AAA 53.19% - Iwvqrsio 3wA 140 140 3rR+140 - 421.00000 1P2 KZN 489.000 7.70 Fnn CCC QQQ 16.91% - Fqvhedcc 3wT 140 140 3sR+140 - 555.00000 2M3 JDF 922.000 7.86 Cgg JJJ III 22.13% - - - - - - - Retained 1F3 NVT 105.000 8.52 Ggg III KKK 15.42% - Jzecpxfl 3jWz 130s 130 3qEk+130 - 201.00000 2A1 KLL 479.000 4.57 Ktt AAA LLL 65.98% - Idjhjxjx 3dLa 140 140 3yKe+140 - 469.00000 2T2 OCD 126.000 2.52 Xtt HHH YYY 62.97% - Icqxdpbj 3pO 150 150 3zM+150 - 690.00000
Deal Comments
Nsj bjbs vbx gsxewjb. Rvezt Zvvbtgzzjtxf IZJ(Z&Z) (VVI, VJZ), XXR, RWS
Originator(s)
Fejr ek Hceiqejp
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