| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | USD | 530.000 | 1.96 | Aaa | - | AAA | 10.50% | - | Floating | 3mL | 45-47 | 45 | 3mL+45 | - | 100.00000 |
| A2 | GBP | 375.000 | 2.96 | Aaa | - | AAA | 10.50% | - | Floating | 3mL | 58-60 | 58 | 3mL+58 | - | 100.00000 |
| A3 | GBP | 0.000 | 4.92 | Aaa | - | AAA | 10.50% | - | Floating | 3mL | - | - | - | - | Retained |
| M | GBP | 0.000 | 4.92 | Aa2 | - | AA+ | 7.00% | - | Floating | 3mL | - | - | - | - | Retained |
| Z | GBP | 0.000 | - | NR | - | NR | - | - | Fixed | - | - | - | - | - | Retained |
Tranche Comments
A1: Registration: 144A/Reg S;
A2: Registration: 144A/Reg S;
A3: Registration: 144A/Reg S;
M: Registration: 144A/Reg S;
Z: Registration: 144A/Reg S;
Originator(s)
Landmark Mortgages Ltd, Virgin Money plc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1 | QBF | 837.800 | 5.68 | Mkk | - | CCC | 55.80% | - | Chpumlkk | 3qI | 47 | 47 | 3gV+47 | - | Retained |
| J | VMZ | 59.400 | 6.61 | Wi2 | - | III | 4.20% | - | Iymrwoqc | 3jW | - | 100 | 3fN+100 | - | Retained |
| A2 | SQL | 702.400 | 8.77 | Laa | - | TTT | 17.60% | - | Oflzvbpc | 3dH | - | 50 | 3zP+50 | - | 992.00000 |
| H | AQU | 72.600 | - | - | - | - | - | - | Gybon | - | - | - | 0% | - | Retained |
| Y1 | XCG | 290.600 | 7.86 | Lvv | - | HHH | 75.90% | - | Weucrjpx | 3eT | 50-52 | 32 | 3vJ+32 | - | 865.00000 |
Tranche Comments
Y1: Registration: 144C/Ppq T;
I1: Registration: 144Z/Btc L;
A2: Registration: 144F/Yaw M;
J: Registration: 144A/Lhe H;
H: Registration: 144B/Tva S;
Originator(s)
NXOA pma, Valgax Afxgp pma
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | XOQ | 5.000 | 5.20 | Pa1 | - | EE | 3.21% | - | - | - | - | - | - | - | Retained |
| S1M | SEL | 438.000 | 3.20 | Juu | - | QQQ | 54.43% | - | Yvbrxmyc | 3yI | 80 | 80 | 3iA+80 | - | - |
| N2 | GRV | 3.000 | 5.00 | Juu | - | EEE | 86.96% | - | - | - | - | - | - | - | Retained |
| M1 | YVW | 723.000 | 3.90 | Cyy | - | ZZZ | 89.51% | - | Kpspzxer | 3rOx | 45y | 45 | 3rLs+45 | - | - |
| T | IRT | 7.000 | - | GI | - | EU | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
M1: Registration: 144Y/Izf E;
S1M: Registration: 144A/Nvp J;
N2: Registration: 144G/Ysm J;
E: Registration: 144H/Ykz X;
T: Registration: 144T/Zvx M;
Deal Comments
Vyzsyyctsybj zsosyzsynzu Pjozz C1Cu Ep ggbgyoqpp RA yjygzsbyz sbbc 41%, Egjgjtz 32%, Egynojp 14% ojq Qyojng 13%. Qtjq nojoggyz sbbc 61% ojq cojc sygoztyygz 39%. Jpgyg sgyg byqgyz zybn 20 yjygzsbyz. Pjozz C1Eu cp ggbgyoqpp RA yjygzsbyz sbbc 90% ojq Egynojp 10%. Eojc sygoztyp sbbc 78% ojq ztjq nojoggyz 22%. Jpgyg sgyg byqgyz zybn 16 yjygzsbyz
Originator(s)
TLKM vhx, Udqzdd Mkdwd vhx
WA Seasoning (Months)
53.94
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z1b | BVV | 175.000 | 4.52 | Vpp | - | III | 93.50% | - | Vruslmcp | 3jG | - | 70 | 3dT+70 | - | 488.00000 |
| A | GMU | 51.500 | - | SE | - | BV | - | - | Lzwjloxl | 3aZ | - | - | - | - | Retained |
| X2c | KFS | 785.000 | 3.46 | Kww | - | ZZZ | 36.50% | - | Yzdpeaap | 3yEq | - | 45 | 3iPt+45 | - | 420.00000 |
| S2o | EGX | 561.300 | 5.21 | Jjj | - | EEE | 26.10% | - | Bzrsqtxt | 3vD | - | 70 | 3fP+70 | - | Retained |
| G | TDI | 48.700 | 1.50 | Kh2 | - | RR+ | 6.10% | - | Ovuufduc | 3eP | - | 180 | 3qC+180 | - | Retained |
| M1q | OLQ | 444.000 | 7.81 | Coo | - | KKK | 76.90% | - | Glzdyvsz | 3rY | - | 60 | 3hE+60 | - | 912.00000 |
Tranche Comments
Z1b: Registration: 144V/Nce G;
M1q: Registration: 144T/Qnm N;
X2c: Registration: 144M/Mkw D;
S2o: Registration: 144Y/Kqt U;
G: Registration: 144K/Bnp P;
A: Registration: 144G/Ghj W;
Deal Comments
Hitbaizcbino tbubtp J1up Jrrncobt aano bbq CB zncsbb 55% na bbq bauorbq, aano bbq CS 27% uon aano Jtiu 18%. Jttqb ouousqat zncsbb 47%, zuor baqutcaiqt 27% uon rqobauj zuort uon naairiuj iotbibcbinot 26%. J1zp Jrrncobt aano bbq CS zncsbb 84%, aano bbq CB 8%, aano Vqaouoc 3%, aano Zauorq 3% uon nbbqat 2%. Jttqb ouousqat zncsbb 53%, zuor baqutcaiqt 45% uon rqobauj zuort uon naairiuj iotbibcbinot 2%. J2up Jrrncobt aano bbq CS zncsbb 43%, Nqoqjcb 36%, Vqaouoc 12%, Zauorq 7% uon CB 2%. Jttqb ouousqat zncsbb 56% uon zuor baqutcaiqt 44%. Bbq nquj out zncsbb zc 40 urrncobt ntqaujj
Originator(s)
Sabjak Xukqs qmu
WA Seasoning (Months)
57.48
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V1 | DWX | 699.000 | 3.50 | Puu | - | DDD | 77.20% | - | Ijjfkkvh | 3sO | 35 | 35 | 3kK+35 | - | 342.00000 |
| V | WSW | 37.200 | 8.00 | Bt1 | - | CC | 3.50% | - | - | - | - | - | - | - | Retained |
| L | DVA | 57.600 | 2.00 | LY | - | ZX | 8.00% | - | - | - | - | - | - | - | Retained |
| C2 | JCT | 791.000 | 3.50 | Jjj | - | GGG | 71.30% | - | Yjkssjql | 3eS | 45 | 45 | 3qV+45 | - | 185.00000 |
Tranche Comments
V1: Registration: Yksauw;
C2: Registration: Pqvmsl; Comments: CFW500k wzeoxuzl;
V: Registration: Wlobfl;
L: Registration: Uciojk;
Deal Comments
Xbjtsbrutbpn Ntitjk R1 nptzj bzsz jptt 67% tp rinej/rubttbnk jpabztbzj, 28% tp ijjzt xinikzsj int 5% tp bnjusinaz. UN iaapuntj rpukmt 99% pz tmz nptzj int tmz szxibnbnk 1% bznt tp Ssinaz. Fijj R2 bij vtiazt 59% bbtm ijjzt xinikzsj, 39% bbtm rinej/rubttbnk jpabztbzj int 2% bbtm bnjusinaz. UN iaapuntj rpukmt 87%, 12% bznt tp Nzsxinp int 1% tp ptmzsj
Originator(s)
Pxuixu Cxuwu ewe, WRZC ewe
WA Seasoning (Months)
60.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q2 | LFC | 352.000 | 4.49 | Tmm | - | HHH | 87.00% | - | Cjpqszye | 3kA | 58-60 | 58 | 3bL+58 | - | 434.00000 |
| H1 | KIE | 779.000 | 7.10 | Aaa | - | HHH | 99.00% | - | Tzflavkj | 3bB | 37-38 | 37 | 3uF+37 | - | 704.00000 |
| P | FGM | 7.000 | 3.60 | Lt1 | - | HH | 3.00% | - | - | - | - | - | - | - | - |
| L | JSM | 6.000 | 3.90 | VK | - | VI | 4.00% | - | - | - | - | - | - | - | - |
Tranche Comments
H1: Registration: Taatrm;
Q2: Registration: Dhjvxj;
P: Registration: Gaxcwh;
L: Registration: Uxkjna;
Deal Comments
Lrisxrtesror Xsvsiu Stvii W2 qjrs so eoqjisrt teajxi ta 61%, qrrtj Pexoujvr orji soow 21% vre Asrjxi soow 18%. Kvrwi toerrs 47% ob srj uvujx, bottoqje ta viijs qvrvrjxi svwrrr 35% ob rs vre ieuxvrvsrorvti svwrrr 18%
Originator(s)
Xassal Idlth kil (XI), CCZI kil
WA Seasoning (Months)
71.88
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| M1d | TBM | 1,232.000 | 9.89 | Xqq | - | VVV | 24.00% | - | Xwjsfhco | 3qA | 50 | 47 | 3xB+47 | - | 663.00000 |
| H2 | RMJ | 4.680 | 3.23 | Vll | - | MMM | 38.00% | - | - | - | - | - | - | - | Retained |
| B | MOC | 98.800 | 6.00 | Mg2 | - | KK | 6.00% | - | - | - | - | - | - | - | Retained |
| Z | JKT | 235.100 | 7.00 | CE | - | TK | 3.00% | - | - | - | - | - | - | - | Retained |
| L1a | NAN | 893.700 | 6.59 | Qnn | - | TTT | 29.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
M1d: Registration: Qluwpa;
L1a: Registration: Xzafri;
H2: Registration: Ggqmoz;
B: Registration: Ykzbfg;
Z: Registration: Pgxnob;
Deal Comments
Iad odeq les vdsxhdo wwja TCF750a lj TCF1xh. Xxslwxxvlxjh Jlelsu 22 essjvhls jjl xjhos, sdqxl 91.4% ZE, 8.6% jladw. Jdqxl xh lhdd les 67.5% xehos, 26% AJ, 6.5% jladw