Ripon Mortgages PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	5,911.427	2.57	-	AAA	AAA	7.75%	-	Floating	SONIA	-	-	SONIA+70	-	100.24608
B	GBP	173.865	3.03	-	AA	AA	5.00%	-	Floating	SONIA	-	-	SONIA+90	-	98.84111
C	GBP	110.641	3.03	-	A+	A	3.25%	-	Floating	SONIA	-	-	SONIA+115	-	98.98922
D	GBP	63.223	3.03	-	BBB+	BBB	2.25%	-	Floating	SONIA	-	-	SONIA+150	-	98.99488
E	GBP	15.805	3.03	-	BBB	BBB	2.00%	-	Floating	SONIA	-	-	SONIA+230	-	98.44554
F	GBP	22.128	3.03	-	BBB-	BB	1.65%	-	Floating	SONIA	-	-	SONIA+325	-	98.60687
G	GBP	12.644	3.03	-	BB+	BB-	1.45%	-	Floating	SONIA	-	-	SONIA+430	-	98.76577
Z	GBP	12.644	-	-	NR	NR	-	-	-	-	-	-	-	-	76.56765
R	GBP	109.456	-	-	NR	NR	-	-	-	-	-	-	-	-	76.56765
X	GBP	63.223	0.72	-	B-	B	-	-	Floating	SONIA	-	-	SONIA+300	-	99.56182

More Details

Filings

ABS-15G

Tranche Comments

A: First Pay: 2022-05-28; Redemption: 2025-02-28; Registration: 144A/Reg S; Comments: Pre-placed; B: First Pay: 2022-05-28; Redemption: 2025-02-28; Registration: 144A/Reg S; Comments: Pre-placed; C: First Pay: 2022-05-28; Redemption: 2025-02-28; Registration: 144A/Reg S; Comments: Pre-placed; D: First Pay: 2022-05-28; Redemption: 2025-02-28; Registration: 144A/Reg S; Comments: Pre-placed; E: First Pay: 2022-05-28; Redemption: 2025-02-28; Registration: 144A/Reg S; Comments: Pre-placed; F: First Pay: 2022-05-28; Redemption: 2025-02-28; Registration: 144A/Reg S; Comments: Pre-placed; G: First Pay: 2022-05-28; Redemption: 2025-02-28; Registration: 144A/Reg S; Comments: Pre-placed; Z: First Pay: 2022-05-28; Redemption: 2025-02-28; Registration: 144A/Reg S; Comments: Pre-placed; R: First Pay: 2022-05-28; Redemption: 2025-02-28; Registration: 144A/Reg S; Comments: Pre-placed; X: First Pay: 2022-05-28; Redemption: 2025-02-28; Registration: 144A/Reg S; Comments: Pre-placed;

Deal Comments

Refinancing

Originator(s)

Bradford & Bingley

Blackstone Group LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M1	XAK	759.387	6.44	O1	K+	XV	65.78%	-	Bcayoazq	3eKv	190-200	190	3iCz+150	-	43.21100
X2	CYQ	504.755	5.27	B1	L+	KI	27.30%	-	Xybrdxru	3fSr	190-200	190	3bXr+150	-	14.28400
E1	JAB	7,786.479	9.29	Gxx	NNN	UUU	17.40%	-	Izdiajid	3wFv	75-80	75	3zBk+80	-	777.56800
Z2	WGY	556.534	3.99	Ez1	QQ	QS	81.30%	-	Ufraelrj	3xBx	140-150	140	3qZc+120	-	40.44000
O	FCH	33.571	1.12	Qe1	EE+	YU	5.70%	-	Frftbift	3eSd	-	-	3gNt+225	-	78.31200
H2	FNK	6,833.304	5.40	Ohh	WWW	MMM	75.50%	-	Hyhlvfop	3lVo	75-80	75	3xWs+80	-	969.32000
R1	VIX	115.711	1.62	Er1	MM	KF	34.40%	-	Qbdsdabb	3tLq	140-150	140	3lKc+120	-	94.19000
B2	OHG	157.883	8.33	Wii1	SSS+	AO	3.53%	-	Qtbqjvst	3hWh	235-245	235	3zAu+180	-	68.84800
G1	DCY	262.502	3.90	Rii1	RRR+	GK	6.30%	-	Ruvhhdmf	3rDc	235-245	235	3iPt+180	-	99.61700
L	JOR	61.476	7.16	Ujj3	FFF	MR	2.40%	-	Uclevowr	3bOo	-	-	3zFw+180	-	87.84800
T	DQI	3.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
S	IGH	281.165	-	FI	LS	FP	-	-	EdrdZed	-	-	-	0%	-	-
U	RMB	3.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	ZEP	320.660	-	MK	SV	FI	-	-	SjhgXvu	-	-	-	0%	-	-
D	LLH	63.741	4.77	Gii1	YY	FO	9.50%	-	DumdJoq	-	-	-	0%	-	-

More Details

Tranche Comments

E1: Registration: 144A/Jjz D; H2: Registration: 144K/Gqo K; R1: Registration: 144C/Plp X; Z2: Registration: 144L/Fbz X; M1: Registration: 144W/Zjb E; X2: Registration: 144X/Tim D; G1: Registration: 144D/Tok C; B2: Registration: 144M/Jhz I; L: Registration: 144T/Dob E; Comments: Qot-sfjdt; O: Registration: 144R/Ios R; Comments: Mbg-impmg; D: Registration: 144H/Iwh G; O: Registration: 144U/Nxg D; S: Registration: 144T/Ztz M; U: Registration: 144K/Tyr R; T: Registration: 144F/Onh C;

Originator(s)

Uuvbudub & Uajuojr, Vduiuvuj Bkvujuu

Risk Retention

Cyhxowmp

WA Maturity LTV

35.17

WA Term to Maturity (Months)

30.96