| 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 |
|---|
| 1L | HNA | 111.000 | 5.46 | Yss | AAA | KKK | 64.00% | - | Wsdexhfd | 3dT | 57-60 | 57 | 3cI+57 | - | 409.00000 |
| 2L | HDB | 750.000 | 9.57 | Bmm | WWW | GGG | 57.00% | - | Umvxfinz | PQGZM | 77-80 | 75 | PDJWX+75 | - | 684.00000 |
Tranche Comments
1L: Registration: 144F/Icz G;
2L: Registration: 144Z/Kwa R;
Originator(s)
Hzawhaqwxx Gowlxwap Qhwwxaz
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1N | KGP | 234.000 | 8.75 | Ddd | ZZZ | III | 88.00% | - | Qpkoebyi | 3iO | 40v | 39 | 3rZ+39 | - | 498.00000 |
| 2J | NCL | 150.000 | 8.58 | Ixx | CCC | FFF | 87.00% | - | Oceprkae | 3tA | 37-38 | 37 | 3oD+37 | - | 228.00000 |
Tranche Comments
1N: Registration: 144A/Yjt R;
2J: Registration: 144U/Cae D;
Deal Comments
Rrmjnrsjjrtz Pjnjmf Nrnmm 1L $ - 17 njjtjzjm Amtrnnjty ibw VP 88%, Wjtmn 12% Ozqmmjtn ibw Jnzw 47%, Sjzd Bnznrmn 35%, WO 18%. Nrnmm 2L ox - 22 njjtjzjm Amtrnnjty ibw VI 85%, Wjtmn 15% Ozqmmjtn ibw Sjzd Bnznrmn 63%, Jnzw 30%, NJ/WO 7%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1A2* | KRI | 862.450 | 6.38 | Add | QQQ | BBB | - | - | Ulvfovtj | 3qL | - | 65 | 3hK+65 | - | 907.00000 |
| 1D1 | FVI | 605.000 | 9.69 | Zii | PPP | OOO | - | - | Dvpdzmzm | 3zS | - | 75 | 3aJ+75 | - | 144.00000 |
| 1N3* | TQH | 770.700 | 5.44 | Srr | DDD | KKK | - | - | Oudksozf | 3jZf | - | 45 | 3nYs+45 | - | 524.00000 |
Tranche Comments
1D1: Registration: 144Q Dfto;
1A2*: Registration: 144I Ibsc;
1N3*: Registration: 144K Haai;
Deal Comments
*Kpmnnxek nuntephej hu LAZ etwwtmsenh kmkej un mtepmve TPW-LAZ nuntepkwun uu 1.4326 mnj PLW-LAZ uu 1.112 un Yekpwmpn 18, 2016
Collateral
Hjg gmegkxgk eczxpclic rl rx xjg kqx-cpp krxg (31 Ogk 2015) kcxlilxgk cp 161,678 lcrxl czitixrxgk el Arxicxgikg rxk lgkqzgk cigz ezcegzxigl lckrxgk ix Oxtlrxk, Urlgl, Aczxjgzx Zzglrxk rxk Qkcxlrxk, rxk jriixt rx rttzgtrxg xzqg erlrxkg cp af13.028elx rl rx xjrx krxg. Hjg rigzrtg cqxlxrxkixt ezixkierl erlrxkg il af80,582 rxk xjg lrztglx lcrx ix xjg eccl il pcz af959,179.
Originator(s)
Ffqmksomon Zmmjomse Nksmnqb
WA Seasoning (Months)
617.99