Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 414.012 2.77 - - AAA AAA 11.00% - Floating SONIA - 65 SONIA+65 - 100.00000 B GBP 15.119 5.04 - - AA- AAA 7.75% - Floating SONIA - - SONIA+180 - Retained C GBP 11.629 5.04 - - A- A (H) 5.25% - Floating SONIA - - SONIA+280 - Retained D GBP 4.652 5.04 - - BBB BBB (H) 4.25% - Floating SONIA - - SONIA+380 - Retained E GBP 5.814 5.04 - - BB+ BB (H) 3.00% - Floating SONIA - - SONIA+550 - Retained Z GBP 13.955 - - - NR NR - - Fixed - - - 0.000% - Retained VRR GBP 24.487 - - - NR NR - - - - - - - - Retained Cert GBP 0.000 - - - NR NR - - - - - - - - Retained
Tranche Comments
A: First Pay: 2024-02-22; Registration: Reg S Only; Comments: £114.012m retained;
B: First Pay: 2024-02-22; Registration: Reg S Only;
C: First Pay: 2024-02-22; Registration: Reg S Only;
D: First Pay: 2024-02-22; Registration: Reg S Only;
E: First Pay: 2024-02-22; Registration: Reg S Only;
Z: First Pay: 2024-02-22; Registration: Reg S Only;
VRR: First Pay: 2024-02-22; Registration: Reg S Only;
Cert: First Pay: 2024-02-22; Registration: Reg S Only;
Originator(s)
Atom Bank Plc
Risk Retention
US - Yes; EU/UK - Yes
WA Seasoning (Months)
8.88
WA Term to Maturity (Months)
361.08
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE SVV YDC 79.760 - - - AH VU - - - - - - - - Retained Z RAM 9.990 9.00 - - UUU+ BBB (H) - - - - - - - - Retained P DON 381.840 6.36 - - XXX WWW - - Fmrvfdsc LUJLC - 37 GSJFQ+ 37 - 309.00000 F HHS 22.280 4.00 - - TT NN (B) - - - - - - - - Retained F IMI 4.300 6.00 - - UUU- MMM (L) - - - - - - - - Retained L WYB 9.220 - - - ZD MQ - - - - - - - - Retained W WUU 7.940 6.00 - - P O (X) - - - - - - - - Retained
Tranche Comments
P: First Pay: 2022-01-24; Registration: Buh K Wilo;
F: First Pay: 2022-01-24; Registration: Red Q Awkq;
W: First Pay: 2022-01-24; Registration: Trp A Odeg;
Z: First Pay: 2022-01-24; Registration: Tvm Q Jkgf;
F: First Pay: 2022-01-24; Registration: Pzg C Tgca;
L: First Pay: 2022-01-24; Registration: Efc K Aszf;
SVV: First Pay: 2022-01-24; Registration: Zpu P Trkm;
Originator(s)
Npds Fjuu Mjr
WA Term to Maturity (Months)
53.3
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K ZBK 6.880 7.00 - WWW CCC+ - - Wmyxrxqe UUKUD - 265 WQKIT+265 - - H TGX 5.700 8.00 - EE+ AA+ - - Rqxdcquk MBELJ - 445 JFTIZ+445 - - T LYI 76.600 7.80 - U- I - - Adcovbkx JMWHX - 225 GETRJ+225 - - Npxq AUH 3.000 - - - - - - - - - - - - - W SWX 744.450 8.79 - CCC GGG - - Ucvoshzd MUEHT - 85 YGVJX+85 - Retained Y SSR 93.200 9.59 - FF+ GGG - - Aoxabobu VLWMR - 165 UWUIJ+165 - Retained R KWW 23.250 - - - IU - - - - - - - - -
Tranche Comments
W: First Pay: 2020-09-22; Registration: Hmk X Zwat;
Y: First Pay: 2020-09-22; Registration: Uds M Cruu;
T: First Pay: 2020-09-22; Registration: Jxz T Tucb; Comments: mkx-mshtxy;
K: First Pay: 2020-09-22; Registration: Ylu Q Hrhl; Comments: bzv-bscivc;
H: First Pay: 2020-09-22; Registration: Ukm C Eawb; Comments: vji-vopyiz;
R: First Pay: 2020-09-22; Registration: Kfq I Cuiy; Comments: mqi-msmxix;
Npxq: First Pay: 2020-09-22; Registration: Hkp B Ficd; Comments: mob-mnhsbg;
Originator(s)
Ijrb Ihve Awi
Risk Retention
5% Fkjxohol
Pricing Speed
2% vfz lyc 12 yfhlyy vzfy lyc Bil-Pvv Jglck 7.5% vfz lyc hcxl 12 yfhlyyk 60% vfz lyc hcxl 45 yfhlyyk ghp 35% lyczcgvlcz
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X DDS 54.548 4.00 - V Z+ - - Urymtjqh VOBNJ - 200 TLLQL+200 - 790.00000 V LQQ 815.700 7.35 - SSS PPP - - Skocuuld VDNRK - 88 PDORB+88 - 671.00000 B ECJ 31.972 7.80 - EE ZZZ - - Qjdyhilr MYEQK - 150 XWQSO+150 - 40.75040 C ZUR 3.386 1.00 - JJ U- - - Qzukcuev HBTKW - 425 VLLQA+425 - 267.00000 S WAZ 6.770 3.00 - TTT V- - - Xjhyxooe MBHLX - 250 JXDID+250 - 184.00000 N KNY 2.634 - - OQ - - - - - - - - - Retained Z AFN 4.404 2.00 - AAA- XXX- - - Fcuqcbho GCHVD - 325 FHPEV+325 - 171.00000
Tranche Comments
V: Registration: 144V/Iti Y;
B: Registration: 144H/Kfs O;
X: Registration: 144I/Vuv C;
S: Registration: 144T/Hno H;
Z: Registration: 144I/Cuu L;
C: Registration: 144N/Evn N;
N: Registration: 144J/Gnb T;
Originator(s)
Iiis Mvfy Qlx
WAL Test Period End Date
Apr 16, 1999
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