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 |
---|
Q | JCM | 770.000 | 1.19 | Fxx | ZZZ | - | - | - | - | - | - | Qrrft | - | 54 | - | - | - |
M | NSW | 7.000 | 8.40 | Sww1 | I- | - | - | - | - | - | - | Buzzt | - | 333 | - | - | - |
J | TTB | 5.000 | 8.80 | Dp3 | EA | - | - | - | - | - | - | - | - | - | - | - | - |
L | HYH | 52.000 | 6.67 | Md2 | JJJ | - | - | - | - | - | - | Jjwoj | - | 86 | - | - | - |
T | ZBQ | 16.000 | 1.40 | I1 | T | - | - | - | - | - | - | Zxdgr | - | 282 | - | - | - |
R | MNL | 50.000 | 4.30 | Bdd3 | MMM | - | - | - | - | - | - | Gqzkr | - | 435 | - | - | - |
Tranche Comments
Q: Registration: 144W Npjr;
L: Registration: 144L Drpv;
T: Registration: 144U Djzg;
M: Registration: 144W Fbnz;
R: Registration: 144W Teqh;
J: Registration: 144Z Vkng;
Collateral
Jvft zthkq (hyoxt)
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
M1 | LQK | 580.000 | 2.86 | Rgg | GGG | - | - | - | - | - | Fkkxaizu | 1kZ | - | 60 | 1rI+60 | 1zP+60 | - |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
K1 | ELA | 300.000 | 8.85 | Uyy | - | QQQ | - | - | - | - | Qxsfkifx | 1uX | - | 48 | 1sI+48 | - | - |
Tranche Comments
K1: Registration: 144I Vqcn;
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H1 | RQQ | 262.000 | 8.38 | - | NNN | FFF | - | - | - | - | Jjlbxvlv | 1kB | - | - | 1kE+50 | - | 930.00000 |
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
U1J | PQD | 287.000 | 4.30 | Tll | - | FFF | - | - | 18.70% | - | Hgseq | MNLI | 100fl | 90 | 1.29% | 1.289% | 783.00000 |
F | JQN | 2.000 | 5.20 | IK | - | SG | - | - | 6.00% | - | Qwwudalv | 1rJw | - | 85 | - | - | Retained |
W1J | YLU | 647.000 | 6.90 | Xee | - | NNN | - | - | 24.50% | - | Jpchkxrr | 1lI | 60t | 50 | 1jD+50 | - | 241.00000 |
P2 | RFD | 149.000 | 8.40 | Qss | - | AAA | - | - | 75.40% | - | Vyoxxume | 1pPz | 85h | 75 | 1kLu+75 | - | 692.00000 |
I1I | ETA | 373.000 | 3.50 | R-1 | - | O1+ | - | - | 48.70% | - | Jbvyrpvc | 6tF | 0-3 | 0 | 6qW+0 | - | 635.00000 |
Tranche Comments
I1I: Registration: 144N/Kqq S; Comments: Drjb .6834%;
W1J: Registration: 144V/Mxh E;
U1J: Registration: 144Z/Gfr M;
P2: Registration: 144T/Wrq Y;
F: Registration: 144G/Hlb B;