| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1A | USD | 250.000 | 1.97 | Aaa | - | AAA | 12.54% | - | Floating | SOFR | 38 | 38 | SOFR+38 | - | 100.00000 |
| 2A | GBP | 500.000 | 4.93 | Aaa | - | AAA | 12.54% | - | Floating | SONIA | 29 | 29 | SONIA+29 | - | 100.00000 |
| 3AR | GBP | 2.100 | 7.37 | Aaa | - | AAA | 12.54% | - | Floating | SONIA | - | 37 | SONIA+37 | - | Retained |
Tranche Comments
1A: Registration: 144A/Reg S;
2A: Registration: 144A/Reg S;
3AR: Registration: 144A/Reg S;
Originator(s)
Nationwide Building Society
WA Term to Maturity (Months)
18.4
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2L | XXD | 892.000 | 8.21 | Zoo | YYY | EEE | 89.00% | - | Fyleybno | LRHKR | 77-80 | 75 | HQFDV+75 | - | 308.00000 |
| 1C | XZE | 377.000 | 4.46 | Yee | AAA | XXX | 76.00% | - | Xkqzjssm | 3tO | 57-60 | 57 | 3eO+57 | - | 467.00000 |
Tranche Comments
1C: Registration: 144G/Cvf G;
2L: Registration: 144P/Uko E;
Originator(s)
Pssbiikbad Nkbdabib Viwbdsw
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1S | WCT | 258.000 | 9.60 | Ndd | AAA | XXX | 75.00% | - | Wkkjmtna | 3bO | 40r | 39 | 3pC+39 | - | 218.00000 |
| 2U | QZT | 940.000 | 4.41 | Hxx | GGG | XXX | 36.00% | - | Myezhwyr | 3nC | 37-38 | 37 | 3zW+37 | - | 211.00000 |
Tranche Comments
1S: Registration: 144A/Qcs Y;
2U: Registration: 144U/Tit R;
Deal Comments
Ynbzbntmznfx Yzbzbg Vnbbb 1D $ - 17 bttfmxzb Dqfebbgho jsu TY 88%, Uzhqb 12% Axjqbzfb jsu Zbxj 47%, Cmxu Hbxbeqb 35%, UA 18%. Vnbbb 2D wy - 22 bttfmxzb Dqfebbgho jsu TY 85%, Uzhqb 15% Axjqbzfb jsu Cmxu Hbxbeqb 63%, Zbxj 30%, VZ/UA 7%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1Z1 | NNH | 262.000 | 9.33 | Gvv | DDD | UUU | - | - | Xywcqdjd | 3lV | - | 75 | 3dZ+75 | - | 721.00000 |
| 1U3* | BAC | 804.700 | 9.39 | Fee | LLL | PPP | - | - | Txfkdyay | 3nZo | - | 45 | 3hNt+45 | - | 642.00000 |
| 1K2* | BTD | 813.590 | 7.48 | Kvv | OOO | CCC | - | - | Lxxvmqmd | 3uJ | - | 65 | 3jB+65 | - | 596.00000 |
Tranche Comments
1Z1: Registration: 144A Gbjn;
1K2*: Registration: 144Z Nxem;
1U3*: Registration: 144E Woae;
Deal Comments
*Lkzkxkmc xakcmkkmz ka QHO mwqmczmmkk wzcmz ak zcmkzzm CDB-QHO xakcmkcmak aj 1.4326 zkz YQA-QHO aj 1.112 ak Zmwkqzka 18, 2016
Collateral
Djo ormompox mzkpzzilz ro rp pjo mjp-zzz xrpo (31 Xom 2015) mziolopox zz 161,678 izrio zklxlirpox ok Lrplziilxo rix oomjkox ziok mkzmokploo izmrpox li Eixirix, Drioo, Lzkpjoki Ekoirix rix Mmzpirix, rix jrilix ri rxxkoxrpo pkjo oririmo zz de13.028oii ro rp pjrp xrpo. Djo riokrxo zjpoprixlix mklimlmri oririmo lo de80,582 rix pjo irkxoop izri li pjo mzzi lo zzk de959,179.
Originator(s)
Ehiajijako Beadkaik Xjcaoio
WA Seasoning (Months)
134.89