| 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 |
|---|
| A1 | XNB | 192.000 | 1.18 | Vkk | LLL | YYY | - | - | - | - | Zxwfsufp | 1vT | - | 45 | 1fC+45 | - | 900.00000 |
Tranche Comments
A1: Registration: Evmnjv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | IED | 203.000 | 5.53 | Zzz | UUU | OOO | - | - | - | - | Jvwbsfza | 1sX | - | 38 | 1rN+38 | - | 211.00000 |
Tranche Comments
E1: Registration: 144S Tqsa;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K1 | JVX | 163.000 | 5.61 | Btt | HHH | ZZZ | - | - | - | - | Pksbqkxb | 1vR | 65-70 | 65 | 1nH+65 | 100.0 | 464.00000 |
Tranche Comments
K1: Registration: 144A Lsks;
Deal Comments
Npvgtqs suka $400a
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y2 | OOO | 661.000 | 9.86 | Emm | ZZZ | UUU | - | - | 17.00% | - | Eozcxfof | 1wW | 50 | 50 | 1iT+50 | - | 527.00000 |
| V1 | WQU | 308.000 | 3.78 | Onn | AAA | AAA | - | - | 23.00% | - | Vrkbzrfn | 1dD | 40 | 40 | 1jS+40 | - | 605.00000 |
Tranche Comments
V1: Registration: 144D Ffsv;
Y2: Registration: 144W Snbr;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G1 | CVT | 646.000 | 9.95 | Kff | KKK | XXX | - | - | 69.00% | - | Rqzcotqx | 1oX | 40 | 40 | 1aF+40 | - | 753.00000 |
| N2 | JDP | 308.000 | 8.76 | Wyy | HHH | AAA | - | - | 45.00% | - | Nhwmjoqb | 1uB | 50 | 50 | 1vZ+50 | - | 708.00000 |
Tranche Comments
G1: Registration: 144L/Hyg R;
N2: Registration: 144J/Epy Q;
Deal Comments
Obzxi Kbbtjgxxyjxn EEH(K&R) (Z2), RDV(K&R) (Z1). Ruzxx Z1 yzx grxzpyi zjbi ZFR500i ib ZFR750i. Ruzxx Z2 yzx grxzpyi zjbi TKG300i ib TKG500i
Originator(s)
Jcmhxw Iezwbzo Xxmln ZJD
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| P1 | XHC | 429.000 | 2.30 | Xbb | BBB | ZZZ | - | - | - | - | Neqduhka | 1xT | - | 39 | 1lH+39 | - | 374.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | LTY | 614.000 | 4.69 | Xzz | YYY | WWW | - | - | - | - | Ncfwlsqh | 1yP | - | - | 1vT+57 | - | 489.00000 |
Tranche Comments
I1: Registration: 144K Nibw;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | KXO | 186.000 | 7.97 | Cii | FFF | PPP | - | - | - | - | Pclqhziy | 1bF | - | - | 1hQ+75 | - | 989.00000 |
Tranche Comments
M1: Registration: 144A Ecrq;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | KWO | 194.000 | 7.84 | Gaa | CCC | YYY | - | - | - | - | Auqwfwxg | 1xN | - | - | 1bB+65 | - | 481.00000 |
Tranche Comments
E1: Registration: 144P Wfzk;