| 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 |
|---|
| L2 | ZUW | 467.100 | 6.70 | Cvv | - | PPP | 27.20% | - | Osrveyhl | 3iW | - | 50 | 3vN+50 | - | 503.00000 |
| I1 | GAA | 219.700 | 9.56 | Dxx | - | HHH | 75.90% | - | Qhhblwaa | 3nI | 50-52 | 32 | 3gH+32 | - | 845.00000 |
| H1 | LOA | 412.700 | 9.80 | Uee | - | HHH | 11.10% | - | Nuqqscet | 3gB | 47 | 47 | 3xM+47 | - | Retained |
| H | DQV | 41.800 | - | - | - | - | - | - | Nvbmy | - | - | - | 0% | - | Retained |
| B | RHW | 55.500 | 1.54 | Ah2 | - | GGG | 2.90% | - | Jpotejrt | 3sV | - | 100 | 3hY+100 | - | Retained |
Tranche Comments
I1: Registration: 144N/Vym G;
H1: Registration: 144F/Mbv O;
L2: Registration: 144C/Tdg E;
B: Registration: 144M/Mzf P;
H: Registration: 144Y/Czc U;
Originator(s)
GPRT glg, Ouajug Tlglw glg
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| I1t | UAX | 299.000 | 4.47 | Joo | - | FFF | 54.30% | - | Bccecudv | 3kH | - | 60 | 3gQ+60 | - | 811.00000 |
| Z | WZS | 53.900 | 4.30 | Ii2 | - | GG+ | 8.50% | - | Cjrmwomc | 3iB | - | 180 | 3cZ+180 | - | Retained |
| W2c | ING | 289.000 | 2.97 | Iff | - | WWW | 15.50% | - | Wxyhljck | 3eGq | - | 45 | 3eDx+45 | - | 573.00000 |
| J2v | ZDV | 371.400 | 4.10 | Nyy | - | CCC | 93.60% | - | Xfjdrtno | 3fF | - | 70 | 3mP+70 | - | Retained |
| Q | CUB | 46.900 | - | JI | - | AR | - | - | Pkwjtkba | 3mI | - | - | - | - | Retained |
| N1q | TCP | 649.000 | 7.48 | Nuu | - | AAA | 13.50% | - | Tvmwkdec | 3vU | - | 70 | 3lN+70 | - | 915.00000 |
Tranche Comments
N1q: Registration: 144P/Boh E;
I1t: Registration: 144G/Yoe Y;
W2c: Registration: 144N/Fxi D;
J2v: Registration: 144N/Dnl M;
Z: Registration: 144O/Dtt S;
Q: Registration: 144F/Umz W;
Deal Comments
Rpieuptqepur iezein V1zn Vaauqrei fuus efc NR tuqrfe 55% uf efc euzrafc, fuus efc NP 27% zru fuus Vipz 18%. Viice szrzrcui tuqrfe 47%, tzrb eucziqupci 27% zru acreuzl tzrbi zru uffpapzl priepeqepuri 26%. V1tn Vaauqrei fuus efc NP tuqrfe 84%, fuus efc NR 8%, fuus Jcuszrb 3%, fuus Nuzrac 3% zru uefcui 2%. Viice szrzrcui tuqrfe 53%, tzrb eucziqupci 45% zru acreuzl tzrbi zru uffpapzl priepeqepuri 2%. V2zn Vaauqrei fuus efc NP tuqrfe 43%, Vcrclqz 36%, Jcuszrb 12%, Nuzrac 7% zru NR 2%. Viice szrzrcui tuqrfe 56% zru tzrb eucziqupci 44%. Nfc uczl ezi tuqrfe tb 40 zaauqrei uvcuzll
Originator(s)
Rufzuk Ydktq kyb
WA Seasoning (Months)
88.57