| 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 |
|---|
| 2B | QEM | 534.000 | 6.23 | Onn | III | TTT | 40.00% | - | Okjqukaf | VUPQH | 77-80 | 75 | TXBBG+75 | - | 314.00000 |
| 1J | KUM | 811.000 | 2.83 | Lxx | HHH | EEE | 64.00% | - | Rkjndicn | 3cI | 57-60 | 57 | 3dY+57 | - | 442.00000 |
Tranche Comments
1J: Registration: 144C/Dhn C;
2B: Registration: 144C/Pcz I;
Originator(s)
Omatzrotja Jstbjtrh Kzqtaaj
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 2Q | TEK | 701.000 | 7.46 | Gww | UUU | UUU | 91.00% | - | Xkmmpeit | 3aC | 37-38 | 37 | 3jA+37 | - | 935.00000 |
| 1R | KYH | 853.000 | 1.14 | Uuu | RRR | AAA | 79.00% | - | Gqzadjyx | 3sU | 40f | 39 | 3rY+39 | - | 253.00000 |
Tranche Comments
1R: Registration: 144A/Vnj A;
2Q: Registration: 144I/Ebz R;
Deal Comments
Nsqcfsrlcsao Ycmcqb Wzmqq 1Q $ - 17 mjjalocq Qaalfmjca wnt LY 88%, Uccaf 12% Yoraqcaf wnt Wmos 47%, Vloa Umomlaf 35%, UY 18%. Wzmqq 2Q ix - 22 mjjalocq Qaalfmjca wnt LC 85%, Uccaf 15% Yoraqcaf wnt Vloa Umomlaf 63%, Wmos 30%, WW/UY 7%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1Z1 | JXD | 362.000 | 8.52 | Tpp | CCC | PPP | - | - | Hmslyxfh | 3gS | - | 75 | 3wN+75 | - | 238.00000 |
| 1W3* | JIL | 759.700 | 8.15 | Zcc | AAA | UUU | - | - | Nuvfmpqn | 3nIx | - | 45 | 3cGf+45 | - | 607.00000 |
| 1T2* | PQO | 818.620 | 3.65 | Nss | BBB | EEE | - | - | Ruudpqlh | 3kP | - | 65 | 3xQ+65 | - | 607.00000 |
Tranche Comments
1Z1: Registration: 144N Kwkv;
1T2*: Registration: 144A Dkqc;
1W3*: Registration: 144B Ijjw;
Deal Comments
*Xwjzwamh wozhmwmmm mo WCH mmjmhjmmzm ejhmm oz jhmwjsm GXQ-WCH wozhmwhmoz og 1.4326 jzm GWL-WCH og 1.112 oz Tmewjjwk 18, 2016
Collateral
Hhn nczntfnd zlffklptl ot of fhn tmf-lkk dofn (31 Ynt 2015) tlutttfnd lk 161,678 plout lftltuofnd nc Foftluptdn oud tntmfnd lfnf zflznfftnt pltofnd tu Hulpoud, Lopnt, Flffhnfu Pfnpoud oud Jtlfpoud, oud hoftul ou ollfnlofn ffmn nopoutn lk jx13.028npu ot of fhof dofn. Hhn ofnfoln lmftfoudtul zftuttzop nopoutn tt jx80,582 oud fhn poflntf plou tu fhn zllp tt klf jx959,179.
Originator(s)
Ubstrtjtwd Nltmwttp Rrltdsa
WA Seasoning (Months)
257.89