| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 1,153.531 | 3.54 | - | AAA | AAA | 7.65% | - | Floating | SONIA | - | 72.5 | SONIA+72.5 | - | 100.00000 |
| B | GBP | 33.891 | 4.61 | - | AA+ | AA | 4.90% | - | Floating | SONIA | - | - | SONIA+90 | - | 98.05000 |
| C | GBP | 21.567 | 4.61 | - | AA- | A | 3.15% | - | Floating | SONIA | - | - | SONIA+115 | - | 98.49000 |
| D | GBP | 12.940 | 4.61 | - | A | BBB | 2.10% | - | Floating | SONIA | - | - | SONIA+150 | - | 98.50000 |
| E | GBP | 3.697 | 4.61 | - | A- | BB+ | 1.80% | - | Floating | SONIA | - | - | SONIA+230 | - | 96.68000 |
| F | GBP | 3.697 | 4.61 | - | BBB+ | B+ | 1.50% | - | Floating | SONIA | - | - | SONIA+325 | - | 98.97000 |
| G | GBP | 1.848 | 4.61 | - | BBB | B- | 1.35% | - | Floating | SONIA | - | - | SONIA+430 | - | 100.20000 |
| Z | GBP | 1.232 | - | - | NR | NR | - | - | - | - | - | - | - | - | 66.62000 |
Tranche Comments
A: Registration: 144A/Reg S; Comments: Pre-placed;
B: Registration: 144A/Reg S; Comments: Pre-placed;
C: Registration: 144A/Reg S; Comments: Pre-placed;
D: Registration: 144A/Reg S; Comments: Pre-placed;
E: Registration: 144A/Reg S; Comments: Pre-placed;
F: Registration: 144A/Reg S; Comments: Pre-placed;
G: Registration: 144A/Reg S; Comments: Pre-placed;
Z: Registration: 144A/Reg S; Comments: Pre-placed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W | EWL | 796.670 | 7.80 | X1 | Y+ | GL | 50.72% | - | Izjvhbmo | 3bZf | - | 190 | 3qZd+150 | - | 86.79700 |
| V | NQC | 55.165 | 6.71 | Xy1 | OOO- | IW | 6.50% | - | Kkjosqze | 3kUv | - | 344 | 3rSw+225 | - | 18.68000 |
| H | OBF | 97.504 | 4.18 | Ott1 | FFF+ | VT | 4.25% | - | Bmeurvjn | 3yQq | - | 235 | 3aKg+180 | - | 92.28000 |
| K | FHC | 54.607 | - | ZV | VL | ZM | - | - | - | - | - | - | - | - | Retained |
| P | HNY | 216.975 | 1.13 | Rd1 | RR | SU | 27.70% | - | Ckmpbebi | 3aAg | - | 140 | 3tEv+120 | - | 36.79000 |
| Y | VED | 7,659.457 | 5.95 | Rww | WWW | GGG | 89.20% | - | Zxmckhpn | 3cWj | - | 75 | 3bYw+80 | - | 265.35100 |
| K | WRQ | 76.607 | 3.11 | Nyy1 | UU | IG | 8.20% | - | MiheXds | - | - | - | 0% | - | Retained |
| C | OHS | 34.570 | - | HO | QM | TF | - | - | - | - | - | - | - | - | Retained |
| J | FAJ | 5.910 | 8.85 | Loo3 | III+ | UW | 4.30% | - | Tyzdctfm | 3dGr | - | 264 | 3wXx+180 | - | 63.95000 |
Tranche Comments
Y: Registration: 144P/Omm M;
P: Registration: 144R/Meg R;
W: Registration: 144K/Don J;
H: Registration: 144I/Ank K;
J: Registration: 144P/Dqp M;
V: Registration: 144J/Cfl L;
K: Registration: 144Z/Fbc T;
K: Registration: 144B/Bsb B;
C: Registration: 144W/Wao I;
Originator(s)
Vjqvuhjv & Vubmoly, Bhjtmqml Kxojltt