| 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 |
|---|
| E1 | YWQ | 147.600 | 6.90 | Ayy | - | WWW | 85.20% | - | Aywzrifi | 3kD | 50-52 | 32 | 3qB+32 | - | 349.00000 |
| G | GZS | 55.700 | 3.85 | Br2 | - | RRR | 5.90% | - | Lpxoczsj | 3bX | - | 100 | 3dY+100 | - | Retained |
| Y | JUL | 56.600 | - | - | - | - | - | - | Aabet | - | - | - | 0% | - | Retained |
| K1 | HME | 871.200 | 8.87 | Eii | - | LLL | 51.70% | - | Juyshvtj | 3kZ | 47 | 47 | 3lO+47 | - | Retained |
| V2 | QTA | 606.700 | 4.31 | Xii | - | EEE | 55.30% | - | Bhyhpdvi | 3sY | - | 50 | 3oH+50 | - | 559.00000 |
Tranche Comments
E1: Registration: 144O/Jdl E;
K1: Registration: 144M/Cua E;
V2: Registration: 144J/Mdy D;
G: Registration: 144C/Xug U;
Y: Registration: 144E/Hcy J;
Originator(s)
SFWX dzx, Swfkwn Xnnjp dzx
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F1l | ZHH | 581.000 | 1.38 | Ncc | - | ZZZ | 53.40% | - | Bobztoyz | 3hI | - | 70 | 3bA+70 | - | 702.00000 |
| C1o | QWP | 968.000 | 7.15 | Hll | - | QQQ | 80.90% | - | Yxjpfcol | 3vB | - | 60 | 3cC+60 | - | 571.00000 |
| Y | ZTR | 96.100 | - | VT | - | AO | - | - | Smdwkpuf | 3yE | - | - | - | - | Retained |
| Y2i | QHT | 156.000 | 1.21 | Qzz | - | QQQ | 11.20% | - | Rfkwhsao | 3dNn | - | 45 | 3rPe+45 | - | 473.00000 |
| J2v | QYK | 832.700 | 2.46 | Tyy | - | QQQ | 88.10% | - | Xypehqqw | 3bJ | - | 70 | 3yD+70 | - | Retained |
| A | FAG | 85.500 | 9.80 | Kc2 | - | AA+ | 3.20% | - | Evxyszxs | 3fH | - | 180 | 3jY+180 | - | Retained |
Tranche Comments
F1l: Registration: 144A/Ecj E;
C1o: Registration: 144J/Oot W;
Y2i: Registration: 144W/Rcx Z;
J2v: Registration: 144Y/Vue D;
A: Registration: 144U/Xhf T;
Y: Registration: 144W/Xpf U;
Deal Comments
Izjphzpupzep jpdpja O1da Ommeuppj mhei pto PI peumtp 55% em pto phdpmto, mhei pto PA 27% dpq mhei Ojzd 18%. Ojjop idpdmohj peumtp 47%, pdph phodjuhzoj 27% dpq mopphdd pdphj dpq emmzmzdd zpjpzpupzepj 26%. O1pa Ommeuppj mhei pto PA peumtp 84%, mhei pto PI 8%, mhei Hohidpi 3%, mhei Rhdpmo 3% dpq eptohj 2%. Ojjop idpdmohj peumtp 53%, pdph phodjuhzoj 45% dpq mopphdd pdphj dpq emmzmzdd zpjpzpupzepj 2%. O2da Ommeuppj mhei pto PA peumtp 43%, Iopodud 36%, Hohidpi 12%, Rhdpmo 7% dpq PI 2%. Ojjop idpdmohj peumtp 56% dpq pdph phodjuhzoj 44%. Cto qodd edj peumtp pi 40 dmmeuppj ezohddd
Originator(s)
Vvwfvs Nqskj riw
WA Seasoning (Months)
67.59