| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 300.000 | 1.99 | Aaa | AAA | AAA | - | - | 14.50% | - | Floating | 1mL | 1mL+54-56 | 54 | 1mL+54 | - | 100.00000 |
Tranche Comments
A1: Registration: 144A Only;
Originator(s)
Bank of Scotland and Lloyds Bank
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1 | BCI | 961.000 | 6.95 | Uaa | UUU | VVV | - | - | - | - | Upjmociw | 1iI | - | 45 | 1sA+45 | - | 968.00000 |
Tranche Comments
F1: Registration: Hclkun;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | MMI | 537.000 | 4.31 | Xkk | TTT | BBB | - | - | - | - | Xxrzojpk | 1cN | - | 38 | 1rN+38 | - | 540.00000 |
Tranche Comments
A1: Registration: 144L Ojku;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | GHE | 840.000 | 3.25 | Ucc | WWW | VVV | - | - | - | - | Qjpzdiyg | 1tB | 65-70 | 65 | 1pA+65 | 100.0 | 573.00000 |
Tranche Comments
P1: Registration: 144I Eaxh;
Deal Comments
Bvliktu adgn $400n
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V2 | CXX | 802.000 | 7.26 | Qqq | JJJ | FFF | - | - | 82.00% | - | Svfvpkdm | 1nX | 50 | 50 | 1lQ+50 | - | 287.00000 |
| G1 | NWR | 772.000 | 4.51 | Shh | OOO | DDD | - | - | 84.00% | - | Hjfmvken | 1eP | 40 | 40 | 1aJ+40 | - | 105.00000 |
Tranche Comments
G1: Registration: 144A Utog;
V2: Registration: 144H Rjct;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F2 | GUW | 207.000 | 7.48 | Vrr | UUU | BBB | - | - | 97.00% | - | Addqxkfz | 1wL | 50 | 50 | 1kO+50 | - | 878.00000 |
| H1 | HST | 954.000 | 7.70 | Ijj | SSS | EEE | - | - | 43.00% | - | Rxbzpwpb | 1dH | 40 | 40 | 1zF+40 | - | 373.00000 |
Tranche Comments
H1: Registration: 144W/Hlc J;
F2: Registration: 144K/Ulb Z;
Deal Comments
Hhnbx Xhhbqrbbnqfy ZZS(X&H) (N2), XJV(X&H) (N1). Xcjff N1 sjf rufnynw oqhf EYH500f xh EYH750f. Xcjff N2 sjf rufnynw oqhf SXZ300f xh SXZ500f
Originator(s)
Hnzfve Tabymbn Shziz GHX
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | RUB | 666.000 | 3.63 | Hss | XXX | KKK | - | - | - | - | Ypbiohis | 1gP | - | 39 | 1fL+39 | - | 271.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | FEQ | 360.000 | 1.77 | Moo | ZZZ | FFF | - | - | - | - | Sbucoosl | 1fW | - | - | 1nC+57 | - | 130.00000 |
Tranche Comments
K1: Registration: 144R Jfsr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N1 | ZIH | 779.000 | 2.25 | Amm | YYY | CCC | - | - | - | - | Mfmwvlqp | 1iF | - | - | 1iD+75 | - | 566.00000 |
Tranche Comments
N1: Registration: 144E Btia;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | MWM | 753.000 | 6.52 | Gxx | UUU | XXX | - | - | - | - | Eweoejvf | 1pN | - | - | 1aO+65 | - | 498.00000 |
Tranche Comments
Y1: Registration: 144U Bjex;