| 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 | CWC | 570.000 | 6.20 | Suu | QQQ | UUU | - | - | - | - | Uclrrsjp | 1yI | - | 45 | 1yO+45 | - | 986.00000 |
Tranche Comments
A1: Registration: Gmltau;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | PEM | 347.000 | 5.46 | Qmm | GGG | MMM | - | - | - | - | Xsbuyhva | 1zA | - | 38 | 1fK+38 | - | 996.00000 |
Tranche Comments
V1: Registration: 144Z Qhpn;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B1 | ZCB | 804.000 | 9.26 | Utt | ZZZ | KKK | - | - | - | - | Ubyumjjl | 1yP | 65-70 | 65 | 1xQ+65 | 100.0 | 378.00000 |
Tranche Comments
B1: Registration: 144X Lhlm;
Deal Comments
Vqnpzqa yqly $400y
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X2 | KCN | 964.000 | 5.67 | Vii | VVV | NNN | - | - | 95.00% | - | Icbwdoyy | 1nH | 50 | 50 | 1aI+50 | - | 917.00000 |
| X1 | MYW | 145.000 | 5.14 | Jbb | WWW | III | - | - | 81.00% | - | Lwqkyavf | 1eJ | 40 | 40 | 1lO+40 | - | 733.00000 |
Tranche Comments
X1: Registration: 144J Uocf;
X2: Registration: 144J Ztql;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X1 | TKI | 102.000 | 5.79 | Ycc | JJJ | GGG | - | - | 16.00% | - | Seeqwisi | 1eD | 40 | 40 | 1wI+40 | - | 517.00000 |
| D2 | NRL | 182.000 | 4.65 | Uee | KKK | AAA | - | - | 98.00% | - | Pmyjpdsb | 1tK | 50 | 50 | 1sR+50 | - | 331.00000 |
Tranche Comments
X1: Registration: 144U/Lsw K;
D2: Registration: 144Z/Hnp S;
Deal Comments
Ngjpi Uggoqyppiqrc VVO(U&M) (X2), DNY(U&M) (X1). Dugrr X1 lgr ytrjxis kqgp JBM500p ig JBM750p. Dugrr X2 lgr ytrjxis kqgp NUU300p ig NUU500p
Originator(s)
Zzvvot Qzbqsbd Tzvfx ZZV
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | LYE | 771.000 | 3.47 | Ypp | PPP | AAA | - | - | - | - | Lcmydoie | 1mP | - | 39 | 1iV+39 | - | 969.00000 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E1 | PJN | 398.000 | 1.90 | Fbb | OOO | LLL | - | - | - | - | Lhzodvoi | 1kS | - | - | 1qC+57 | - | 276.00000 |
Tranche Comments
E1: Registration: 144B Cnvc;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U1 | XCR | 716.000 | 7.22 | Kll | KKK | OOO | - | - | - | - | Hxlqvfty | 1xL | - | - | 1yN+75 | - | 320.00000 |
Tranche Comments
U1: Registration: 144K Ykdx;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1 | XNX | 902.000 | 6.47 | Duu | ZZZ | JJJ | - | - | - | - | Qkmmcmpj | 1zU | - | - | 1nH+65 | - | 203.00000 |
Tranche Comments
Z1: Registration: 144U Lqfa;