FINSIGHT

Molossus BTL PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	262.500	2.20	-	AAA	AAA	12.59%	-	Floating	SONIA	95	95	SONIA+95	-	100.00000
B	GBP	12.750	2.50	-	AA	AA	8.34%	-	Floating	SONIA	150	150	SONIA+150	-	100.00000
C	GBP	9.300	2.50	-	A+	A	5.24%	-	Floating	SONIA	200	200	SONIA+200	-	100.00000
D	GBP	7.500	2.50	-	BBB+	BBB	2.74%	-	Floating	SONIA	-	270	SONIA+270	-	100.00000
E	GBP	3.000	2.50	-	BBB	BB+	1.74%	-	Floating	SONIA	-	394	SONIA+394	-	100.00000
F	GBP	2.700	2.50	-	BB+	BB-	0.84%	-	Floating	SONIA	-	493	SONIA+493	-	100.00000
G	GBP	2.250	2.50	-	-	-	-	-	-	-	-	-	-	-	Retained
X	GBP	3.000	-	-	BB	B-	-	-	Floating	SONIA	-	483	SONIA+483	-	100.00000
Z	GBP	1.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: Registration: Reg S Only; B: Registration: Reg S Only; C: Registration: Reg S Only; D: Registration: Reg S Only; E: Registration: Reg S Only; F: Registration: Reg S Only; G: Registration: Reg S Only; X: Registration: Reg S Only; Z: Registration: Reg S Only;

Originator(s)

ColCap Financial UK Ltd, Molo Holdings No.1 Ltd

Risk Retention

EU/UK - Yes; US - No