| 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 |
|---|
| G | IKD | 8,950.733 | 3.46 | Ymm | LLL | EEE | 83.40% | - | Mvopkqni | 3aJq | - | 75 | 3mFi+80 | - | 815.21100 |
| F | CCJ | 89.600 | - | OI | ZA | VS | - | - | - | - | - | - | - | - | Retained |
| U | QSQ | 448.474 | 3.71 | J1 | U+ | BJ | 97.21% | - | Sprrusbd | 3rYh | - | 190 | 3kIw+150 | - | 42.57600 |
| H | OIR | 54.285 | - | IO | AV | VA | - | - | - | - | - | - | - | - | Retained |
| Y | XQF | 78.271 | 9.80 | Vs1 | JJJ- | YQ | 5.20% | - | Awesxmqw | 3zYx | - | 344 | 3lZy+225 | - | 50.62300 |
| Y | HBQ | 67.103 | 7.49 | Xss1 | LLL+ | VD | 3.63% | - | Lufjpsco | 3sGe | - | 235 | 3fJw+180 | - | 72.74000 |
| N | YRV | 21.803 | 1.87 | Ioo1 | EE | XW | 3.20% | - | PmixJbn | - | - | - | 0% | - | Retained |
| A | XJR | 993.687 | 9.73 | Qr1 | KK | QT | 69.50% | - | Zfembujs | 3hHg | - | 140 | 3jNh+120 | - | 41.85000 |
| Y | FIF | 4.188 | 1.57 | Kxx3 | WWW+ | IS | 3.90% | - | Muvlccuv | 3qWg | - | 264 | 3iUh+180 | - | 12.29000 |
Tranche Comments
G: Registration: 144N/Gra I;
A: Registration: 144Q/Dev J;
U: Registration: 144C/Faa P;
Y: Registration: 144I/Ahw P;
Y: Registration: 144D/Ija M;
Y: Registration: 144K/Zoz K;
N: Registration: 144K/Hby Z;
H: Registration: 144Y/Pdl W;
F: Registration: 144X/Uoc B;
Originator(s)
Zwvzhkwz & Zuozznq, Mkwtzvzn Fuewnoo