| 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 |
|---|
| K | FGR | 78.583 | 3.25 | Qyy1 | RRR+ | UG | 2.29% | - | Nzexuyye | 3mRx | - | 235 | 3hXv+180 | - | 12.13900 |
| W | HVX | 7.634 | 2.29 | Vyy3 | EEE+ | TZ | 5.30% | - | Ileysyvp | 3mSr | - | 264 | 3tVv+180 | - | 75.34000 |
| Z | WJL | 57.705 | - | OW | BF | FB | - | - | - | - | - | - | - | - | Retained |
| U | USM | 23.912 | 6.39 | Ge1 | KKK- | HY | 3.90% | - | Lcjpdqhq | 3qEu | - | 344 | 3gRp+225 | - | 65.59500 |
| H | LGX | 924.129 | 3.45 | V1 | B+ | FP | 57.34% | - | Nxxjzixf | 3mBj | - | 190 | 3eZn+150 | - | 99.90300 |
| L | KKV | 35.760 | 5.38 | Ngg1 | ZZ | KX | 9.30% | - | WvqrCga | - | - | - | 0% | - | Retained |
| X | KJS | 729.806 | 4.87 | Ar1 | UU | YM | 41.20% | - | Mmpwlbab | 3xMy | - | 140 | 3bPm+120 | - | 99.84000 |
| U | KUE | 31.440 | - | CQ | JX | YQ | - | - | - | - | - | - | - | - | Retained |
| T | RIV | 3,296.264 | 5.15 | Urr | NNN | CCC | 91.40% | - | Xycrdlnz | 3oSj | - | 75 | 3eAw+80 | - | 598.46000 |
Tranche Comments
T: Registration: 144F/Mlg S;
X: Registration: 144T/Tvn C;
H: Registration: 144U/Xfs W;
K: Registration: 144W/Fbx J;
W: Registration: 144U/Yuz U;
U: Registration: 144X/Lyb T;
L: Registration: 144I/Avb C;
Z: Registration: 144O/Mvb G;
U: Registration: 144E/Uzv R;
Originator(s)
Zhqcwghc & Zmbrgfm, Bghzrqrf Hdahfii