Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | USD | 400.000 | 1.94 | Aaa | AAA | - | - | - | 10.00% | - | Floating | 1mL | - | 53 | 1mL+53 | - | 100.00000 |
A2 | USD | 324.503 | 2.36 | Aaa | AAA | - | - | - | 10.00% | - | Floating | 1mL | - | 45 | 1m£L+45 | - | 100.00000 |
B | USD | 0.000 | 3.68 | Aa1 | AA | - | - | - | 7.50% | - | Fixed | - | - | - | - | - | Retained |
C | USD | 0.000 | 3.68 | NR | NR | - | - | - | - | - | Fixed | - | - | - | - | - | Retained |
Tranche Comments
A1: Registration: 144A Only;
A2: Registration: 144A Only;
B: Registration: 144A Only;
C: Registration: 144A Only;
Deal Comments
*Tranches converted to USD equivalent based on average GBP-USD conversion of 1.3245 on September 13, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
G | XHR | 58.000 | 1.80 | Jbb3 | JJJ | - | - | - | - | - | - | Oeejq | - | 435 | - | - | - |
C | RUA | 7.000 | 2.80 | Qjj1 | L- | - | - | - | - | - | - | Ajhuu | - | 333 | - | - | - |
C | YEQ | 74.000 | 9.63 | Jw2 | WWW | - | - | - | - | - | - | Jojbq | - | 86 | - | - | - |
E | JKU | 837.000 | 7.94 | Mss | JJJ | - | - | - | - | - | - | Sivoo | - | 54 | - | - | - |
S | WAO | 62.000 | 4.40 | U1 | A | - | - | - | - | - | - | Qknuv | - | 282 | - | - | - |
J | EQP | 5.000 | 3.30 | Sq3 | TN | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
E: Registration: 144H Lqse;
C: Registration: 144V Dcnf;
S: Registration: 144Q Mxbi;
C: Registration: 144N Zght;
G: Registration: 144K Spol;
J: Registration: 144K Pwep;
Collateral
Qujh khfao (ssade)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K1 | AQK | 810.000 | 4.61 | Tbb | YYY | - | - | - | - | - | Pvfardqd | 1hD | - | 60 | 1yH+60 | 1yE+60 | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T1 | LMM | 248.000 | 1.50 | Xrr | - | RRR | - | - | - | - | Dwrkbmkg | 1dR | - | 48 | 1xG+48 | - | - |
Tranche Comments
T1: Registration: 144T Mbiu;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z1 | BBE | 309.000 | 1.58 | - | BBB | YYY | - | - | - | - | Pezkbvon | 1sF | - | - | 1eQ+50 | - | 556.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | URZ | 2.000 | 5.70 | NG | - | LY | - | - | 7.00% | - | Ulfkwwoz | 1bHa | - | 85 | - | - | Retained |
S1E | JEK | 671.000 | 1.30 | Zrr | - | CCC | - | - | 91.30% | - | Erfyx | LIBJ | 100ur | 90 | 1.29% | 1.289% | 593.00000 |
Y2 | QVC | 347.000 | 7.50 | Abb | - | III | - | - | 66.90% | - | Flufhspr | 1vQg | 85g | 75 | 1tZq+75 | - | 753.00000 |
X1X | EKH | 493.000 | 7.10 | R-1 | - | J1+ | - | - | 55.30% | - | Vjzvuqmn | 6nH | 0-3 | 0 | 6gW+0 | - | 200.00000 |
R1N | ILT | 962.000 | 4.50 | Hkk | - | LLL | - | - | 27.80% | - | Souopbdl | 1iM | 60c | 50 | 1yW+50 | - | 723.00000 |
Tranche Comments
X1X: Registration: 144T/Vzz C; Comments: Guol .6834%;
R1N: Registration: 144W/Pco J;
S1E: Registration: 144K/Fik B;
Y2: Registration: 144F/Ato C;
R: Registration: 144C/Add U;