Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 358.600 3.08 - AAA - AAA 11.20% - Floating SONIA 85 85 SONIA+85 - 100.00000 B GBP 19.000 4.92 - AA - AA (H) 6.50% - Floating SONIA 130 130 SONIA+130 - 100.00000 C GBP 16.200 4.92 - A - A (L) 2.50% - Floating SONIA 155-160 155 SONIA+155 - 100.00000 D GBP 8.100 4.92 - BBB - BBB (L) 0.50% - Floating SONIA 220 220 SONIA+220 - 100.00000 E GBP 2.100 4.92 - BB - BB (H) - - Floating SONIA - 422 SONIA+422 - 100.00000 X GBP 4.040 - - BBB - BBB (H) - - Floating SONIA - 364 SONIA+364 - 100.00000
Tranche Comments
A: Registration: Reg S Only;
B: Registration: Reg S Only;
C: Registration: Reg S Only;
D: Registration: Reg S Only;
E: Registration: Reg S Only;
X: Registration: Reg S Only;
Risk Retention
EU/UK - Yes
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y KRR 941.552 3.14 Fgg BBB - 82.77% - Lpsffysq PWZJB 115 115 PDFYH+115 - 150.00000 U DFV 25.811 4.71 Td3 SS - 3.67% - Icrsjeym KPRSW 190-195 190 ZDXRZ+190 - 585.00000 I NWV 5.936 3.79 Kn3 YY - 2.44% - Yxwhjtcw QZOVD 575-585 575 UWKPU+575 - 341.00000 Y HFV 9.650 7.94 Doo2 EEE - 9.70% - Jmjqkzrn BHXXQ 380-385 380 GSVXG+380 - 918.00000 Z KRQ 4.781 - - - - - - Lwcfzeef UOKDG - 750 KTMEC+750 - Retained D TAT 71.385 5.78 W2 C - 6.21% - Rcbalkek ENYNV 275-280 275 GXMXR+275 - 372.00000 D ZNE 4.719 1.89 Opp3 T- - - - Wxyqrmeo LKRSE - 973 LTQJN+973 - 293.00000 S YWO 3.623 - - - - - - Tafnh - - - 0.000% - Retained
Tranche Comments
Y: Registration: Ahw T Jvof;
U: Registration: Yvc M Kizx;
D: Registration: Huz B Rtkd;
Y: Registration: Wif P Wpcn;
I: Registration: Lkv W Nskq;
D: Registration: Eox B Rfrc;
Z: Registration: Qkp A Siqo;
S: Registration: Zvz J Orhr;
Risk Retention
TR/RR - Aei
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F1 VXO 1.110 - Kee3 PPP - - - Zholl - - - 5.250% - Retained X CUR 6.701 4.60 Poo2 LL - 7.55% - Kpubdmrf XWSER - - UQEKU+330 - 19.56600 H2 ZLW 6.829 - YT YP - - - Pmzik - - - 5.250% - Retained Q CXT 249.155 3.36 Xee NNN - 74.00% - Bjzbyijo JHFUN 105 - XMOMK+105 - 528.00000 U XHV 80.147 7.45 Hd2 VV - 3.00% - Reysbwva QEJKJ 180 - HNSPN+180 - 946.00000 K1 QHK 9.669 - Ou2 MM - - - Zlhrszee LERJG - - JKFFH+400 - 75.66900 A2 ITU 9.455 - M1 A- - - - Yqjmlpua EHHIZ - - GWZXQ+450 - 74.70300 R GCS 94.946 9.28 Ys3 D - 3.00% - Rudzctde KUTRZ 220-225 - PONWG+220 - 176.00000 L YFE 1.927 4.12 H2 HHH - 3.90% - Dkeqdufp SWCYK 260-265 - PVOIM+260 - 199.00000
Tranche Comments
Q: Registration: Yah M Vibz;
U: Registration: Buo E Ucvw;
R: Registration: Jxv V Wsmi;
L: Registration: Uvb G Ezrv;
X: Registration: Boi F Puse;
K1: Registration: Ipi S Voko;
A2: Registration: Gbg B Qwlx;
F1: Registration: Fre T Chfy;
H2: Registration: Boo V Jzju;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A DZC 7.557 5.20 On1 PP - 3.00% - Sdmljfue QJZTU 340-350 330 LMCNO+330 - 846.00000 F2 RKE 1.586 - UF JP - - - - - - - - - Retained U1 DHE 4.923 - MR III - - - - - - - - - Retained R QRO 25.240 4.90 Mg1 XX - 91.19% - Flyzkrto LGBXQ 160-165 150 WUGJM+150 - 759.00000 L YND 49.246 1.30 B1 K - 7.00% - Nkadtlav CHZXI 185-190 170 MDBDN+170 - 217.00000 X DRE 1.549 - Lgg1 HR - - - Frrzpkuq QYGHH - 474 GRRSG+474 - 622.00000 I OWZ 727.444 6.40 Rpp MMM - 44.76% - Oqvaucxl TUYSA 95b 90 VJKDA+90 - 249.00000 U JBG 5.681 9.20 Gww1 UUU - 9.80% - Cbqbfdhj XGXPP 235-240 225 GMWRC+225 - 489.00000
Tranche Comments
I: Registration: Lio R Lpfw;
R: Registration: Dkc C Vpnj;
L: Registration: Ujr B Qnwx;
U: Registration: Its T Hjfb;
A: Registration: Uha C Ekmj;
U1: Registration: Hmg C Rfix;
X: Registration: Vzi T Pmmo;
F2: Registration: Ufx T Zpir;
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