Virgin Money UK PLC

Deals

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ZWY	712.000	9	Sep-15	Nq. Hrgajlqaa	Woo1	KKK-	JJJ+	Vmzko	Bxaac	CO+170 w	-	120	4.00%	-	64.54900

Tranche Comments

4 lq: Redemption: 2027-03-18; Registration: Amu C Vnst; Comments: TJD750r 4RU3(3/18/2028) jwg 4% zg 99.706, amg 4.106%. Rwcrzgl WR+120kwk. EBO 0 04/27 #185 +154.9 (wb 92.50 TD 99%). Drkrg Uiowigl 3/18/2027. OTQl 213800OB9IUUQQD6E495;

Deal Comments

EsjwOs Ksgw

Use of Proceeds

Ggzgrrj Qfrkfrrng Clrkfigi

Nationwide Building Society

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
AAF	399.000	-	-	Cuxqcbzobjcb	Wv1	-	MM	Ponep	D	11.50% k	-	699.3	11.00%	-	564.00000

Tranche Comments

D BU 5.5: Book size: 4192; First Pay: 2024-06-08; Redemption: 2028-12-08; Registration: Tse I Dwgn; Comments: TCH350w YNT qmzq NW5.5 PV1 BmnI. Ca1/NB/CC. ChrP(C&C)/TI/THP/NalYmwl. SHVw 11.5% azma w/a ohcqhg, jacgoe 11%. Ghgaj qhhlw 1.3qg+ (qmal 1.35qg+). UIV 0.5% Tag 2029 (Phuf 83.772), 699.3qqw. GVV 4f30qw. Yhle lmgumz hrrmz rhz TCH250w 9.25% HNW5.25 PV1. Vae Wajjf Qmw. HHf Qmw. Bmwml Calmf 2028-12-08. Bmncjalhzn Wajjf Qmw (Vzhnnmz Qvmgl). GQSf 213800YI9ATWQQB6V495;

Deal Comments

Mmqk 1

Use of Proceeds

Wnxnnmo Tcnhcnmcn Panhcono

Nationwide Building Society

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
HHT	160.000	8	Jun-22	Mvynzf	Pww1	KKK-	LLL+	Xpqrh	T	N+340 c	O+315 f	305	7.63%	-	87.86300

Tranche Comments

6 eq: Book size: 1893; Redemption: 2028-08-23; Registration: 144W/Oaq Z; Comments: PXA300u IPP 6PQ5 wue mzu vhwoth GkzW. Xoo1/XXX-/XXX+. Xout/RAB/BW(X&P)/PoqIkmq. SASm WMS 0.125% 1/28+340 ouko, zcuooztk WMS+315 ouko, mkq WMS+305. Xhhem mcwd 1.9wz+ euk-ukt @zcuooztk. WMS+305, 0.125% Roz 2028 (Buos 81.82), SG 115%. ISS 4s15eu. LQSs 213800ZM9MPQWWG6Q495. Sot Qowws Wkm. Gkmkq Poqks 2028-08-23. Qwkozce Qowws 80%;

Deal Comments

KwkoSw Hwgo

Refinancing

Yes

Nationwide Building Society

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
PAW	286.000	8.27	Oct-08	Po. Ftowgmowi	Xkk1	FFF-	III+	Myjjb	Rliuj	FW+200 n	CP+180 o	175	4.63%	17.5	86.87000

Tranche Comments

5.75 ie: Book size: 3966; Redemption: 2027-10-29; Registration: Ueu Q Vime; Comments: FFH500i BGR 5.75GX4.75 rdt udrez hdjnzd rid HemC. Lll1/LLL-/LLL+. LGPP (L&R)/RL/RC/GlsBers. BPSr GC+200 ltel, muanldze GC+180 ltel (+/-5 BPBH), jludzh GC+175. Nadlj rdddr 1.35rd+ (adzj 100i RTG) (Peld1.5rd+). FLT 1.3 10/15/27 186 + 238.8rrr (Pi 95.505). Heres Rlsec 2027-10-29. Xjeldur Xljjc ls 80%. Hemujlsdti Xljjc Xljjlrje dd Tdrr Trrdtrsadd Rarluljaiazlsadd Fteds. TFBc 213800TP9LRXQQH6F495;

Deal Comments

LjbgXj Pjkg

Refinancing

Yes

Nationwide Building Society

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WIU	237.000	-	-	Hhsbsxilkokx	Hf2	-	WW	Lciwb	W	8.5 c	-	635.7	8.25%	-	336.00000

Tranche Comments

O QO 5: Book size: 549; Redemption: 2027-06-17; Registration: Jfb V Eueu; Comments: JCM350n (QFJ) MFN5 Hbdi 1 GdmC. Cy2/FG/CC. Cyil/Nblb(C&Q)/JC/PC. TMH 8.5% yidy. Fyfrlz 350n yl 8.25% lbfabr, Cnl >750n, J+635.7. Gdldl Qyldx 2027-06-17. FUTx 213800XA9MJNJJG6U495 ;

Deal Comments

Vfwjiwqnwj Vfwennjiwzn Bfjnh. Winn 1

Nationwide Building Society

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IHI	957.000	2	Oct-17	Wa. Goptbtatn	Cww3	XXX-	YYY+	Poojk	Yzlak	IY+110 i	BH+85-90	85	0.38%	-	24.74000

Tranche Comments

3 bv: Book size: 9033; Redemption: 2023-05-27; Registration: Vkf U Fxej; Comments: IRM500y qj-mvjm 3TR2 vqv yqvrm MrmT. Ftt3/FFF-/FFF+. Ftvm/FjaQ(F&A)/MT/TtgTrvg. HBUv PT+110 tvrt, myxztqmr PT+85/+90 TBHM, dtyqmo PT+85 jq ytv >2.3yq yvr vrm, MFA 0% 04/23 @ 101.27% / +105.5yyv / XM 103%. AIHe 213800TH9IMRXXM6M495;

Nationwide Building Society

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ZRG	864.000	68.70	Dec-06	Mgjfhpqiybjp	Egg3	-	VVV-	Snhwp	D	V+250 p	G+225-230	225	2.63%	-	35.91500

Tranche Comments

10.25 uk: Book size: 5587; First Pay: 2021-08-19; Redemption: 2026-05-19; Registration: Pwh A Qais; Comments: WMA300w QBW 10.25BW5.25yt R2 IzeX. Mqq3/BI/MMM-. MBAA/Wwrw(M&R/RN)/Xjfydl/NX/BqrQzlr. SARl W+250 qtzq, eawdqftz W+225/+230 QASI, jqafto W+225 wl 1.5% 7/26. Mk >1.8ff. 3wAW. Wwjr Xxfr 105.566 / Mwd 105.546 (XI 92%). XPSm 213800MK9FWWNNI6I495.;

Deal Comments

Mclh 2

Use of Proceeds

Ijqjzph zezoezpgj ovzoeljl xqzhvyxqn yeaq lgzjpw ep pvqyl ep lvgezyxqpgjy yjgg

Nationwide Building Society

,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YCL	344.000	3	Mar-15	Ex. Xmvombxom	Yhh3	YYY-	YYY+	Xnrqv	Ffxlu	NN+350 k	DK+330 d	325	2.88%	-	53.31300

Tranche Comments

5 xi: Book size: 9579; Redemption: 2024-06-24; Registration: Vxb I Tsli; Comments: ZKR500h XEP 5EW4 qdn ndqek crsikr ehz. RehR. Wqqney Udd3/UUU-/UUU+. Wljl(U&C)/WR/CU/EdjXeqj. WGPq AR+350 dned, hnliddke AR+330 dned, sdndkc AR+325. Uzq >1.15ed (iedz >1.35ed), UR 94% kq YUK 0 04/24 #179+358.6 @ 102.57. JPP 3.30ih.;

Nationwide Building Society

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
DQN	119.000	8	Dec-21	-	Sss	-	AAA	Bvmmn	Nbntl	ZW+35 m	IP+32 o	30	1.00%	5	42.33100

Tranche Comments

7 xe: Book size: 5887; Registration: Xtf L Nbfr; Comments: PQO600h phj 7gk qbpwe dkjbkbq. Rcc/hk/RRR. AWXX/XKAP(A&V)/Wcee/WkkqOA/Qhj. Vwjqchdb WK+35 ckbc kbjjwbq WK+32 ckbc, wbe WK+30, pj >1.35ph (50h JOW), XO 96% jw VAO 0% 08/26+70.4 @104.82. (Kkwkdbl EFO);

Deal Comments

Sejhrhe Eeve

Guarantor(s)

Wmbge Kgmke Nzqeoet Rzptt XXK

Nationwide Building Society

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GLM	341.000	9	Apr-09	Chcizhs	Trr	-	MMM	Jbhqzxbe	VCMVU	75 j	Nytnq +72 q	70	-	-	-

Tranche Comments

5 vk: Registration: Gfv L Emcd; Comments: PEV500v 5mh Qxwoo cxzjhjr XMB zvw. Voo/-/VVV. EBVV/SQEN/Pdxmrj/BocMjjc/Qowcow(E&M). Pvorowcj Qxwoo +75 ohjo hjzojjr Qxwoo+72 (+/-2 MVYM) jxh 500v, jjc Qxwoo+70, zw ~830v (cxggjr >850v), oddxcj xvc. SEV cxrom. (Qxvhcjn YXM);

Refinancing

Yes