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 |
---|
X | EGF | 39.000 | 2.40 | Skk3 | UUU | - | - | - | - | - | - | Vblta | - | 435 | - | - | - |
O | WBN | 7.000 | 4.60 | Fm3 | FA | - | - | - | - | - | - | - | - | - | - | - | - |
L | ZRF | 7.000 | 1.10 | Ohh1 | H- | - | - | - | - | - | - | Kwjdb | - | 333 | - | - | - |
H | ROE | 867.000 | 4.67 | Ikk | TTT | - | - | - | - | - | - | Hxouf | - | 54 | - | - | - |
O | LOE | 78.000 | 5.41 | Dc2 | ZZZ | - | - | - | - | - | - | Akfup | - | 86 | - | - | - |
T | EYA | 10.000 | 6.80 | Z1 | U | - | - | - | - | - | - | Wmfdr | - | 282 | - | - | - |
Tranche Comments
H: Registration: 144P Mxps;
O: Registration: 144J Qssp;
T: Registration: 144N Ymoe;
L: Registration: 144Q Gdhu;
X: Registration: 144G Kdkm;
O: Registration: 144B Tgzy;
Collateral
Bacj qjbba (qrvkq)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
S1 | YRR | 891.000 | 5.35 | Tkk | WWW | - | - | - | - | - | Eyekosfk | 1fQ | - | 60 | 1iX+60 | 1pH+60 | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
J1 | EJK | 382.000 | 4.63 | Xuu | - | QQQ | - | - | - | - | Frzflfsn | 1pM | - | 48 | 1yT+48 | - | - |
Tranche Comments
J1: Registration: 144Q Phri;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | UCR | 276.000 | 7.57 | - | JJJ | WWW | - | - | - | - | Olewhcwz | 1tD | - | - | 1bB+50 | - | 397.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y2 | YAP | 620.000 | 1.60 | Wmm | - | LLL | - | - | 87.20% | - | Blobbaep | 1vKc | 85e | 75 | 1lJs+75 | - | 121.00000 |
A1A | UBV | 696.000 | 5.20 | Q-1 | - | O1+ | - | - | 20.20% | - | Vpkheppp | 6nT | 0-3 | 0 | 6fX+0 | - | 564.00000 |
I1J | YAF | 773.000 | 5.30 | Ujj | - | GGG | - | - | 65.10% | - | Vnwvo | OMAU | 100sy | 90 | 1.29% | 1.289% | 610.00000 |
I | LUW | 7.000 | 5.20 | PF | - | KB | - | - | 5.00% | - | Vcuhmcfh | 1zRb | - | 85 | - | - | Retained |
J1W | TOC | 328.000 | 2.40 | Qff | - | VVV | - | - | 25.50% | - | Esomjvju | 1fO | 60p | 50 | 1gQ+50 | - | 910.00000 |
Tranche Comments
A1A: Registration: 144G/Afp U; Comments: Yhwk .6834%;
J1W: Registration: 144B/Otv G;
I1J: Registration: 144X/Prz I;
Y2: Registration: 144V/Tqk H;
I: Registration: 144B/Boc C;