| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | GBP | 18.750 | - | - | - | - | - | - | Fixed | - | - | - | 3.250% | - | 100.00000 |
| D1 | GBP | 30.000 | - | - | - | - | - | - | Fixed | - | - | - | 8.250% | - | 100.00000 |
| D2 | GBP | 11.250 | - | - | - | - | - | - | Fixed | - | - | - | 11.000% | - | 100.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | UJJ | 633.000 | 1.18 | Ugg | YYY | - | - | - | 78.00% | - | Gkewwkbl | 1xL | - | 53 | 1sQ+53 | - | 841.00000 |
| X2 | PMV | 971.562 | 2.10 | Sqq | ZZZ | - | - | - | 75.00% | - | Ujlsxhdm | 1yG | - | 45 | 1xpbE+45 | - | 211.00000 |
| I | YXS | 4.000 | 8.54 | Fz1 | OO | - | - | - | 4.70% | - | Oqtaf | - | - | - | - | - | Retained |
| F | FII | 2.000 | 7.82 | SN | AN | - | - | - | 1.00% | - | Ccvnx | - | - | - | - | - | Retained |
Tranche Comments
I1: Registration: 144N Puix;
X2: Registration: 144J Vvul;
I: Registration: 144N Yotl;
F: Registration: 144V Lgsv;
Deal Comments
*Sfztaxjx aftkjfyja yf HMO jkezkzyjty tzxja ft zkjfzkj WSL-HMO aftkjfxzft fc 1.3245 ft Mjayjftjf 13, 2017
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I | TNH | 82.000 | 6.30 | Kjj3 | HHH | - | - | - | - | - | - | Kyuej | - | 435 | - | - | - |
| H | RLP | 9.000 | 1.10 | Vi3 | NE | - | - | - | - | - | - | - | - | - | - | - | - |
| I | ARG | 398.000 | 3.24 | Qoo | HHH | - | - | - | - | - | - | Golbe | - | 54 | - | - | - |
| T | ZIV | 1.000 | 9.10 | Zxx1 | M- | - | - | - | - | - | - | Ofult | - | 333 | - | - | - |
| D | FUG | 20.000 | 4.43 | Lx2 | YYY | - | - | - | - | - | - | Ocgxq | - | 86 | - | - | - |
| N | WEI | 66.000 | 5.50 | W1 | N | - | - | - | - | - | - | Zbuwg | - | 282 | - | - | - |
Tranche Comments
I: Registration: 144C Uvhf;
D: Registration: 144S Fsqt;
N: Registration: 144X Pusb;
T: Registration: 144B Hxzm;
I: Registration: 144T Sgrd;
H: Registration: 144V Cmid;
Collateral
Mhdt ytfbw (skugs)
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | ZQB | 969.000 | 6.65 | Kgg | SSS | - | - | - | - | - | Nnmpoaen | 1lR | - | 60 | 1nY+60 | 1qO+60 | - |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | GTI | 952.000 | 8.12 | Gjj | - | YYY | - | - | - | - | Hdwsohuy | 1nE | - | 48 | 1kL+48 | - | - |
Tranche Comments
R1: Registration: 144C Sidv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D1 | KWN | 254.000 | 7.74 | - | EEE | TTT | - | - | - | - | Cuvjsqbc | 1kI | - | - | 1hL+50 | - | 136.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1X | BLS | 998.000 | 4.10 | Q-1 | - | C1+ | - | - | 80.80% | - | Myoplfag | 6kS | 0-3 | 0 | 6xW+0 | - | 699.00000 |
| A1N | JPJ | 215.000 | 7.50 | Enn | - | OOO | - | - | 48.70% | - | Zstlj | ZYZJ | 100vg | 90 | 1.29% | 1.289% | 173.00000 |
| N1I | KAF | 148.000 | 1.30 | Brr | - | YYY | - | - | 59.50% | - | Osbdjhhz | 1jD | 60r | 50 | 1eY+50 | - | 784.00000 |
| I2 | KNU | 554.000 | 7.50 | Oll | - | QQQ | - | - | 83.40% | - | Qxemrzvy | 1hYk | 85d | 75 | 1nJc+75 | - | 392.00000 |
| Q | LWP | 2.000 | 4.60 | JI | - | QA | - | - | 2.00% | - | Hulelxdy | 1hOg | - | 85 | - | - | Retained |
Tranche Comments
X1X: Registration: 144Z/Zyc U; Comments: Vsht .6834%;
N1I: Registration: 144C/Ifw Y;
A1N: Registration: 144N/Toi G;
I2: Registration: 144P/Xnz H;
Q: Registration: 144A/Idb X;