Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A1 GBP 1,713.400 2.51 - AAA AAA 19.50% - Floating SONIA - 122 SONIA+122 - 100.00000 A2 GBP 63.070 3.75 - AAA AAA 16.50% - Floating SONIA - - SONIA+150 - 98.27000 B GBP 84.093 3.75 - AA AA+ 12.50% - Floating SONIA - - SONIA+150 - 96.10000 C GBP 73.582 3.75 - A A+ 9.00% - Floating SONIA - - SONIA+175 - 94.90000 D GBP 42.047 3.75 - BBB BBB+ 7.00% - Floating SONIA - - SONIA+200 - 93.35000 E GBP 15.767 3.75 - BBB- BBB+ 6.25% - Floating SONIA - - SONIA+200 - 91.16000 F GBP 26.279 3.75 - B- BB 5.00% - Floating SONIA - - SONIA+275 - 89.61000 G GBP 84.093 3.75 - CCC B- - - - - - - - - Retained X1 GBP 31.535 - - CCC B- - - Floating SONIA - - SONIA+450 - Retained X2 GBP 10.512 - - NR NR - - Floating SONIA - - SONIA+500 - Retained
Tranche Comments
A1: Registration: 144A/Reg S;
A2: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
G: Registration: 144A/Reg S;
X1: Registration: 144A/Reg S;
X2: Registration: 144A/Reg S;
Deal Comments
Seller: Ertow Holdings X DAC
Originator(s)
GE Money Home Lending Ltd (66.5%) and Igroup Mortgages Ltd (12.5%)
Use of Proceeds
Exercise the call options of Hawksmoor Mortgages 2019-1 plc, Stratton Mortgage Funding 2019-1 plc, Clavis Securities plc Series 2006-1 and Series 2007-1
Missing something? Tell us.