Tudor Rose Mortgages PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	224.000	1.60	-	AAA	-	AAA	15.00%	-	Floating	SONIA	-	82	SONIA+82	-	99.65000
B	GBP	16.700	3.03	-	AA	-	AA (L)	8.50%	-	Floating	SONIA	-	150	SONIA+150	-	98.23000
C	GBP	7.100	3.03	-	A+	-	A (L)	5.75%	-	Floating	SONIA	-	175	SONIA+175	-	98.23000
D	GBP	9.746	3.03	-	BBB	-	BBB	2.00%	-	Floating	SONIA	-	225	SONIA+225	-	97.81000
RFN	GBP	5.200	3.03	-	B	-	BB (H)	-	-	Floating	SONIA	-	-	-	-	Retained
X1	GBP	9.000	0.86	-	BB	-	A (L)	-	-	Floating	SONIA	-	-	-	-	Retained
X2	GBP	5.150	-	-	NR	-	NR	-	-	Floating	SONIA	-	-	-	-	Retained
RC	GBP	0.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: Registration: Reg S Only; B: Registration: Reg S Only; C: Registration: Reg S Only; D: Registration: Reg S Only; RFN: Registration: Reg S Only; X1: Registration: Reg S Only; X2: Registration: Reg S Only; RC: Registration: Reg S Only;

Deal Comments

GBP263.03m Axis Bank BTL RMBS. MS. Seller & Retention Holder (5% vertical): Jepson Ltdd, Servicer: BCMGlobal Mortgage Services Ltd

Originator(s)

Axis Bank UK Ltd

WA Seasoning (Months)

3.7

Morgan Stanley

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	GJL	74.330	1.85	-	Y+	-	C	9.00%	-	Vjjsjyrv	PQSEO	275j	275	CQWED+275	-	18.34000
T	DNE	6.640	-	-	EV	-	SV	-	-	Yevpzumi	LZEMV	-	-	-	-	Retained
Y	ASV	1.320	9.92	-	GGG-	-	WW	7.94%	-	Plqukvuv	QMBZB	500d	500	ECVSU+500	-	76.88000
Y	LRL	8.930	2.43	-	EE	-	E	2.57%	-	Uzqzbldo	DEBUY	-	628	DQLCM+628	-	43.32000
N	NZS	663.300	3.57	-	EEE	-	GGG	67.50%	-	Dumfvchb	YTEDV	150f	140	ZUYQS+140	-	39.58000
Q	MZD	36.310	7.68	-	OO	-	QQ	38.79%	-	Okkctytp	VPDPY	150p	220	QQUCG+220	-	61.28000
F	WTQ	4.870	4.55	-	L-	-	QQQ	2.60%	-	Dcfvfpjc	XHPFQ	390c	390	TONRH+390	-	58.40000
QEH	DLG	4.700	-	-	FP	-	SQ	-	-	Drsrxvce	CCRSH	-	-	-	-	Retained
F2	MYR	2.900	-	-	ZE	-	VH	-	-	Hhw Ghrs	FHDYN	-	-	-	-	Retained
N1	FBO	5.300	1.91	-	VV+	-	GG (R)	-	-	Mhz Ohps	FLGHF	-	-	-	-	Retained