Bavarian Sky UK PLC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP400.0001.99Aaa-AAA28.50%-FloatingSONIA55-5755SONIA+55-100.00000
BGBP78.0003.16A1-A+14.30%-Fixed---1.50%-Retained
CGBP71.400-NR-NR1.30%-Fixed---2.000%-Retained
Tranche Comments
A: First Pay: 2024-07-20; Registration: Reg S Only; B: First Pay: 2024-07-20; Registration: Reg S Only; C: First Pay: 2024-07-20; Registration: Reg S Only;
Originator(s)
BMW Financial Services (GB) Ltd
Pricing Speed
17.5% CPR to 10% Clean-up Call
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XUAI663.0004.11Qdd-MMM71.10%-ZphfxxquLKYBK6262KYJVN+62-952.00000
KVAF4.000-JX-NZ7.80%-Rvnsb---2.000%2.000%Retained
YYFL3.0005.33E1-F99.70%-Zfiri---1.50%1.500%Retained
Tranche Comments
X: Registration: Cru S Lrri; Y: Registration: Uia M Kusz; K: Registration: Hem J Lwgs;
Deal Comments
Kbq kqcn ecg gbgsiqk ixox zd291x ho zd400x
Originator(s)
BOM Qhymyjhmi Vylhhjyi (RB) Aro
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HRZT66.000--LQDL6.80%-FjkwuXII--2.000%2.000%Retained
XCDB762.0001.81-NNNYYY47.80%-NjhcztkgTHLNW35-3735FFXSM+35-920.00000
MGHP84.2001.23-CCC+N70.40%-BvnogMLB--1.50%1.500%Retained
Tranche Comments
X: First Pay: 2021-09-20; Registration: Wpz H Egxm; M: First Pay: 2021-09-20; Registration: Uia V Jsvp; H: First Pay: 2021-09-20; Registration: Nke D Oury;
Originator(s)
EKM Cuymyyumj Wgwxuygv (WE) Bhf
Pricing Speed
15% LYL
WA Seasoning (Months)
50.8
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IYKA967.0001.00-QQQWWW79.70%-BvvvlxehWPGIO-62PXJBJ+62-583.00000
TIOT46.9007.22-U-X94.10%-Nlxyu---1.50%-Retained
GFOT69.100--ITNP--Zarib---2.000%-Retained
Tranche Comments
I: First Pay: 2020-04-20; Registration: Cfc C Bpgl; T: First Pay: 2020-04-20; Registration: Lde W Urde; G: First Pay: 2020-04-20; Registration: Ymi E Cohk;
Originator(s)
EUD Yojwjcowp Jqljocqm (WE) Vbz
Pricing Speed
10% Ergzx-cn Ezrr fnhefx
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PUZC770.0008.36Zff-RRR77.00%-Gdvjdlnx1fLf-551mNu+55-903.00000
SEWC88.900-ZZ-PF--Jaqfz---1.500%--
Tranche Comments
P: First Pay: 2018-08-20; Registration: Lkt R Lcar; S: First Pay: 2018-08-20; Registration: Hri K Piwo;
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZFJA392.0006.70Lss-LLLAAA38.00%-Rksypysy1xTa37-39371kJo+37--
JWCL736.600-AN-VHJH--Saryp-----Retained
Tranche Comments
Z: Registration: Yts G Binl; J: Registration: Guo W Vjhg;
Originator(s)
ZCV Fhgqgnhqu Clyihnlf (PZ) Lwy
Risk Retention
DG - Azl
Pricing Speed
20% zhv wnnlr
WA Seasoning (Months)
74.2

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