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
U2	NFA	1.400	-	-	XV	-	AE	-	-	Axn Kxcv	XLNMW	-	-	-	-	Retained
K	LFO	230.600	2.38	-	UUU	-	KKK	16.50%	-	Zbrytlen	TZLPY	150j	140	UKJET+140	-	24.85000
D	RFH	96.990	2.51	-	YY	-	YY	53.74%	-	Glzubqbe	XNTHN	150s	220	HVVKK+220	-	73.45000
B	AWS	4.550	7.29	-	II	-	Z	8.31%	-	Ojsmmqbj	SVFBQ	-	628	HWWJX+628	-	81.24000
X	LGO	40.800	1.32	-	K+	-	R	2.00%	-	Zfovlqjt	USDPC	275y	275	TRBKH+275	-	60.19000
K	YZL	4.450	3.73	-	QQQ-	-	DD	8.47%	-	Upzohecr	SBDYI	500v	500	IFGZI+500	-	90.16000
U	HLJ	3.390	-	-	YL	-	YA	-	-	Erhhfwtp	XJLRK	-	-	-	-	Retained
B	MGD	7.310	8.83	-	K-	-	ZZZ	1.90%	-	Gfdblqoj	VXTBT	390t	390	CJNIG+390	-	77.69000
WYW	WNR	7.900	-	-	ID	-	HF	-	-	Gpluuwcu	TCVKI	-	-	-	-	Retained
I1	GXV	5.300	5.44	-	SS+	-	NN (E)	-	-	Ebc Qbro	SXRNW	-	-	-	-	Retained