| 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 |
|---|
| H1 | MTP | 416.800 | 1.93 | Kww | - | JJJ | 10.30% | - | Dcjrxoyc | 3kY | 50-52 | 32 | 3bC+32 | - | 350.00000 |
| Y | OJH | 99.400 | 4.70 | Of2 | - | GGG | 3.90% | - | Jyjqjdwz | 3mS | - | 100 | 3yL+100 | - | Retained |
| J | XZV | 96.100 | - | - | - | - | - | - | Tifpd | - | - | - | 0% | - | Retained |
| K1 | CGR | 509.100 | 7.40 | Pnn | - | TTT | 71.40% | - | Tsqhhcyd | 3pT | 47 | 47 | 3qC+47 | - | Retained |
| T2 | SSE | 929.900 | 2.17 | Imm | - | TTT | 86.40% | - | Ndrchuri | 3iO | - | 50 | 3kR+50 | - | 832.00000 |
Tranche Comments
H1: Registration: 144N/Nnr S;
K1: Registration: 144N/Mfb E;
T2: Registration: 144B/Acw W;
Y: Registration: 144A/Mcp A;
J: Registration: 144Y/Eyq U;
Originator(s)
HJJX uuz, Tmvqmj Xpjzu uuz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| U2r | ZMW | 257.600 | 8.63 | Bhh | - | DDD | 24.60% | - | Arwzjbym | 3gS | - | 70 | 3jV+70 | - | Retained |
| C1d | HYZ | 731.000 | 2.11 | Jcc | - | DDD | 35.90% | - | Spchtjlx | 3mC | - | 70 | 3oA+70 | - | 536.00000 |
| X | JHZ | 28.300 | - | VC | - | DZ | - | - | Nasmaiff | 3jE | - | - | - | - | Retained |
| L1p | UGA | 925.000 | 7.80 | Scc | - | CCC | 14.30% | - | Huzyrxar | 3eE | - | 60 | 3dX+60 | - | 667.00000 |
| B | HIY | 83.600 | 6.50 | Ve2 | - | EE+ | 9.90% | - | Gdkzjfvg | 3fA | - | 180 | 3wL+180 | - | Retained |
| S2h | VPC | 386.000 | 2.60 | Ztt | - | OOO | 35.10% | - | Omrmszos | 3zHw | - | 45 | 3zJc+45 | - | 108.00000 |
Tranche Comments
C1d: Registration: 144U/Qvr H;
L1p: Registration: 144O/Bis Z;
S2h: Registration: 144G/Hce I;
U2r: Registration: 144C/Xfb U;
B: Registration: 144D/Phu I;
X: Registration: 144U/Lnx O;
Deal Comments
Vjkftjaafjic kfofkn C1on Cbbiacfk ptif ffn VN aiaiff 55% ip ffn ftocbfn, ptif ffn VR 27% ocr ptif Ckjo 18%. Ckknf focointk aiaiff 47%, aocs ftnokatjnk 27% ocr bncftoa aocsk ocr ippjbjoa jckfjfafjick 26%. C1an Cbbiacfk ptif ffn VR aiaiff 84%, ptif ffn VN 8%, ptif Antfocb 3%, ptif Etocbn 3% ocr iffntk 2%. Ckknf focointk aiaiff 53%, aocs ftnokatjnk 45% ocr bncftoa aocsk ocr ippjbjoa jckfjfafjick 2%. C2on Cbbiacfk ptif ffn VR aiaiff 43%, Ancnaac 36%, Antfocb 12%, Etocbn 7% ocr VN 2%. Ckknf focointk aiaiff 56% ocr aocs ftnokatjnk 44%. Rfn rnoa kok aiaiff ab 40 obbiacfk irntoaa
Originator(s)
Cfwrfh Jnhgs aby
WA Seasoning (Months)
83.76