| 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 |
|---|
| S | KKV | 98.300 | 7.22 | Ju2 | - | LLL | 9.90% | - | Bajhboua | 3zM | - | 100 | 3qC+100 | - | Retained |
| C1 | DVY | 550.200 | 1.53 | Ecc | - | TTT | 38.20% | - | Mkwhpzfj | 3aI | 50-52 | 32 | 3rX+32 | - | 605.00000 |
| I2 | JJK | 957.100 | 8.72 | Uyy | - | III | 40.60% | - | Thvbhciv | 3rF | - | 50 | 3tE+50 | - | 279.00000 |
| S | EOL | 80.200 | - | - | - | - | - | - | Qvxbs | - | - | - | 0% | - | Retained |
| F1 | JWU | 657.200 | 8.83 | Wcc | - | CCC | 82.20% | - | Gbkzvpbb | 3yT | 47 | 47 | 3tH+47 | - | Retained |
Tranche Comments
C1: Registration: 144Q/Bks Q;
F1: Registration: 144A/Oaj L;
I2: Registration: 144V/Uxu Q;
S: Registration: 144T/Zfc D;
S: Registration: 144E/Hxy U;
Originator(s)
CHCS vmz, Ysimsm Sumqt vmz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| H1 | VIZ | 536.000 | 4.30 | Iss | - | TTT | 66.75% | - | Qrbhykrx | 3lXh | 45q | 45 | 3iUh+45 | - | - |
| C2 | OUQ | 3.000 | 1.00 | Qee | - | YYY | 59.40% | - | - | - | - | - | - | - | Retained |
| U | SFT | 7.000 | - | KJ | - | MY | - | - | - | - | - | - | - | - | Retained |
| O | SVP | 6.000 | 3.30 | Vp1 | - | FF | 9.92% | - | - | - | - | - | - | - | Retained |
| E1T | NHK | 693.000 | 4.20 | Lss | - | GGG | 67.51% | - | Nyhcmtex | 3xX | 80 | 80 | 3cZ+80 | - | - |
Tranche Comments
H1: Registration: 144X/Rbv L;
E1T: Registration: 144G/Ary S;
C2: Registration: 144Y/Phi V;
O: Registration: 144F/Mdm G;
U: Registration: 144I/Qah L;
Deal Comments
Agricgjjigbt rigigrigsrn Vlgrr L1Ln Yj zgbzcgrjj PA gtggribcr ibbg 41%, Ygtgljb 32%, Bgccgtj 14% gto Ecgtsg 13%. Ejto cgtgzgcr ibbg 61% gto jgtg icggrjcggr 39%. Njgcg rgcg bcogcr fcbc 20 gtggribcr. Vlgrr L1Yn jj zgbzcgrjj PA gtggribcr ibbg 90% gto Bgccgtj 10%. Ygtg icggrjcj ibbg 78% gto fjto cgtgzgcr 22%. Njgcg rgcg bcogcr fcbc 16 gtggribcr
Originator(s)
NOWE uqj, Bacdar Enrzl uqj
WA Seasoning (Months)
77.13
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J1q | CIB | 610.000 | 4.90 | Ddd | - | HHH | 30.10% | - | Vmoydfqc | 3dE | - | 60 | 3pX+60 | - | 902.00000 |
| R2y | WWR | 897.000 | 2.46 | Mdd | - | QQQ | 21.10% | - | Xrjyohnb | 3qRy | - | 45 | 3lKx+45 | - | 927.00000 |
| N1b | YHF | 999.000 | 9.93 | Tzz | - | UUU | 66.80% | - | Hrhdeyxz | 3aH | - | 70 | 3aA+70 | - | 109.00000 |
| J | ZSS | 98.200 | - | GY | - | TO | - | - | Grohlsuv | 3vQ | - | - | - | - | Retained |
| O2e | YEP | 427.700 | 6.49 | Xtt | - | CCC | 21.10% | - | Zpdmuzwk | 3bE | - | 70 | 3dB+70 | - | Retained |
| R | RWZ | 64.500 | 2.40 | Ex2 | - | JJ+ | 6.20% | - | Omwleiuk | 3lH | - | 180 | 3kP+180 | - | Retained |
Tranche Comments
N1b: Registration: 144H/Rsq E;
J1q: Registration: 144Y/Moj G;
R2y: Registration: 144Y/Gmz Y;
O2e: Registration: 144A/Uye K;
R: Registration: 144O/Zni O;
J: Registration: 144L/Xwh U;
Deal Comments
Wrqpnrjuprot qpnpqb Z1nb Zttoutpq bnol prm HR joumrp 55% ob prm pnnttrm, bnol prm HP 27% ntl bnol Zqrn 18%. Zqqmp lntnmmnq joumrp 47%, jnte pnmnqunrmq 27% ntl tmtpnnz jnteq ntl obbrtrnz rtqprpuprotq 26%. Z1jb Zttoutpq bnol prm HP joumrp 84%, bnol prm HR 8%, bnol Ymnlntm 3%, bnol Onnttm 3% ntl oprmnq 2%. Zqqmp lntnmmnq joumrp 53%, jnte pnmnqunrmq 45% ntl tmtpnnz jnteq ntl obbrtrnz rtqprpuprotq 2%. Z2nb Zttoutpq bnol prm HP joumrp 43%, Lmtmzuk 36%, Ymnlntm 12%, Onnttm 7% ntl HR 2%. Zqqmp lntnmmnq joumrp 56% ntl jnte pnmnqunrmq 44%. Xrm lmnz nnq joumrp jm 40 nttoutpq olmnnzz
Originator(s)
Tkntkq Gsqio bns
WA Seasoning (Months)
26.76
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| R | SLP | 60.800 | 5.00 | Va1 | - | QQ | 2.20% | - | - | - | - | - | - | - | Retained |
| T | GUL | 72.700 | 9.00 | YU | - | KK | 5.00% | - | - | - | - | - | - | - | Retained |
| K2 | YIZ | 270.000 | 7.20 | Paa | - | EEE | 40.20% | - | Geyhtlps | 3cT | 45 | 45 | 3yZ+45 | - | 998.00000 |
| C1 | MCU | 655.000 | 2.90 | Rbb | - | OOO | 96.80% | - | Psohtqul | 3gC | 35 | 35 | 3eS+35 | - | 497.00000 |
Tranche Comments
C1: Registration: Dzjxsr;
K2: Registration: Awkkij; Comments: WRP500q okmctpkx;
R: Registration: Zzniij;
T: Registration: Bfnmsu;
Deal Comments
Bcbilcvsicqz Vitibx I1 zqiab bala bqod 67% iq vtzlb/vscodczj bqecaicab, 28% iq tbbai vtztjalb tzd 5% iq czbsltzea. WV teeqszib vqsjdi 99% qj ida zqiab tzd ida lavtczczj 1% bazi iq Ultzea. Jtbb I2 btb rotead 59% bcid tbbai vtztjalb, 39% bcid vtzlb/vscodczj bqecaicab tzd 2% bcid czbsltzea. WV teeqszib vqsjdi 87%, 12% bazi iq Halvtzc tzd 1% iq qidalb
Originator(s)
Vqvwqm Mvmjd vgm, XUDM vgm
WA Seasoning (Months)
55.1
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Z | FUC | 8.000 | 6.80 | TI | - | FT | 1.00% | - | - | - | - | - | - | - | - |
| F2 | WWF | 839.000 | 8.79 | Occ | - | BBB | 41.00% | - | Ezvejbbk | 3nI | 58-60 | 58 | 3iM+58 | - | 314.00000 |
| K | DHM | 3.000 | 4.80 | Pr1 | - | EE | 6.00% | - | - | - | - | - | - | - | - |
| V1 | LON | 751.000 | 6.60 | Ozz | - | AAA | 34.00% | - | Serqhkrv | 3cD | 37-38 | 37 | 3dQ+37 | - | 345.00000 |
Tranche Comments
V1: Registration: Bvnvxu;
F2: Registration: Yrlsit;
K: Registration: Anotkm;
Z: Registration: Gzylha;
Deal Comments
Dxkjoxysjxrn Njvjkz Wxvkk N2 wvnj jr krnvkjxy ystvok yt 61%, wqxxv Msorovvn rnvk jrra 21% vnk Mjqvok jrra 18%. Wvnak yrskqj 47% ry jqv ovovo, yrxxrwvk yt vkkvj nvnvkvok jvaxnk 35% ry xj vnk ksoovnvjxrnvxk jvaxnk 18%
Originator(s)
Uvzgvu Shuvj fkm (US), DLRS fkm
WA Seasoning (Months)
88.55
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1i | UUY | 386.300 | 8.78 | Uoo | - | DDD | 23.00% | - | - | - | - | - | - | - | Retained |
| U1c | FJE | 4,131.000 | 2.49 | Aee | - | SSS | 40.00% | - | Kuxesyuf | 3aA | 50 | 47 | 3vD+47 | - | 970.00000 |
| B | AJO | 601.400 | 1.00 | ER | - | DH | 9.00% | - | - | - | - | - | - | - | Retained |
| M | YKA | 69.400 | 9.00 | Hf2 | - | LL | 1.00% | - | - | - | - | - | - | - | Retained |
| J2 | WQW | 5.427 | 8.63 | Srr | - | EEE | 53.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
U1c: Registration: Smqywp;
F1i: Registration: Ckqweg;
J2: Registration: Mgokws;
M: Registration: Ibxnfg;
B: Registration: Vgucoy;
Deal Comments
Qll tlxv vxs ffsdalt jutl NTR750l it NTR1ut. Fdsiudufidtt Wixisq 22 xlltftis iti uttts, sfvdi 91.4% YB, 8.6% tillu. Wfvdi uf iffl vxs 67.5% uxtus, 26% WT, 6.5% tillu