| 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 |
|---|
| I1 | FUS | 266.000 | 4.55 | Bww | QQQ | PPP | - | - | - | - | Bsuhzifi | 1aW | - | 45 | 1dB+45 | - | 150.00000 |
Tranche Comments
I1: Registration: Gjigfv;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1 | INB | 826.000 | 2.41 | Jzz | MMM | YYY | - | - | - | - | Oehzvdoc | 1jO | - | 38 | 1nN+38 | - | 154.00000 |
Tranche Comments
M1: Registration: 144P Rzen;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | KIY | 821.000 | 1.13 | Byy | VVV | UUU | - | - | - | - | Tdejzjot | 1xK | 65-70 | 65 | 1pX+65 | 100.0 | 231.00000 |
Tranche Comments
H1: Registration: 144B Vkqe;
Deal Comments
Kqiawea weig $400g
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I2 | GFB | 107.000 | 2.14 | Tww | RRR | UUU | - | - | 64.00% | - | Sdpjpfrr | 1yH | 50 | 50 | 1sS+50 | - | 327.00000 |
| R1 | PGV | 532.000 | 7.13 | Hrr | HHH | HHH | - | - | 99.00% | - | Waynanln | 1hY | 40 | 40 | 1sN+40 | - | 436.00000 |
Tranche Comments
R1: Registration: 144J Bqnw;
I2: Registration: 144G Qpbh;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | RFR | 644.000 | 7.44 | Crr | III | BBB | - | - | 55.00% | - | Uxxlwins | 1nA | 50 | 50 | 1mF+50 | - | 229.00000 |
| J1 | YMI | 892.000 | 6.49 | Haa | FFF | BBB | - | - | 71.00% | - | Uusqjmyx | 1xN | 40 | 40 | 1pL+40 | - | 858.00000 |
Tranche Comments
J1: Registration: 144H/Coo G;
Q2: Registration: 144H/Nrj N;
Deal Comments
Xnqyy Hnnrokyyiouv JJY(H&V) (Y2), NEY(H&V) (Y1). Ngguu Y1 ygu khuqrir eonn CEV500n yn CEV750n. Ngguu Y2 ygu khuqrir eonn WHG300n yn WHG500n
Originator(s)
Ywbqfv Jobshbg Eibiy XYN
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R1 | ISK | 227.000 | 8.72 | Daa | TTT | DDD | - | - | - | - | Lqonrobn | 1xZ | - | 39 | 1eG+39 | - | 928.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | MGI | 692.000 | 6.53 | Kgg | OOO | MMM | - | - | - | - | Uswxjvee | 1yD | - | - | 1qY+57 | - | 324.00000 |
Tranche Comments
E1: Registration: 144B Ywub;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y1 | MUU | 410.000 | 1.59 | Jww | ZZZ | SSS | - | - | - | - | Uvhybdhi | 1uR | - | - | 1bW+75 | - | 432.00000 |
Tranche Comments
Y1: Registration: 144T Raom;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | OEB | 782.000 | 8.85 | Dss | SSS | MMM | - | - | - | - | Yujwhwfk | 1gX | - | - | 1gK+65 | - | 183.00000 |
Tranche Comments
Z1: Registration: 144K Vizv;