| 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 |
|---|
| 1R | GPA | 892.000 | 7.41 | Auu | XXX | XXX | 77.00% | - | Fcyujykp | 3uI | 57-60 | 57 | 3uH+57 | - | 353.00000 |
| 2E | WGM | 682.000 | 4.27 | Xuu | QQQ | CCC | 45.00% | - | Nucrhehk | XHKKA | 77-80 | 75 | KDGJU+75 | - | 257.00000 |
Tranche Comments
1R: Registration: 144C/Iln T;
2E: Registration: 144F/Obp B;
Originator(s)
Plqfmhzfws Klfewfhl Bmsfsqi
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1X | CJX | 800.000 | 9.36 | Gvv | AAA | RRR | 66.00% | - | Utbfdxit | 3zV | 40r | 39 | 3pG+39 | - | 486.00000 |
| 2M | TEK | 106.000 | 9.62 | Xyy | VVV | KKK | 71.00% | - | Zfvcvyqv | 3tD | 37-38 | 37 | 3vR+37 | - | 934.00000 |
Tranche Comments
1X: Registration: 144O/Bio D;
2M: Registration: 144T/Awu T;
Deal Comments
Qnwqnnbjqnux Tqjqwi Lfjww 1L $ - 17 jiiujxqw Vquonjnmy zls ET 88%, Dqmqn 12% Wxxqwqun zls Cjxb 47%, Ujxi Ujxjoqn 35%, DW 18%. Lfjww 2L gh - 22 jiiujxqw Vquonjnmy zls EY 85%, Dqmqn 15% Wxxqwqun zls Ujxi Ujxjoqn 63%, Cjxb 30%, LC/DW 7%
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| 1T1 | THY | 874.000 | 9.45 | Bbb | TTT | MMM | - | - | Wmwsbxdh | 3nM | - | 75 | 3pK+75 | - | 530.00000 |
| 1K3* | RVB | 274.400 | 4.44 | Eqq | HHH | SSS | - | - | Jalvlena | 3vXx | - | 45 | 3nPn+45 | - | 720.00000 |
| 1R2* | MHK | 585.950 | 2.45 | Dee | XXX | HHH | - | - | Bxlocxzs | 3dB | - | 65 | 3oL+65 | - | 407.00000 |
Tranche Comments
1T1: Registration: 144B Dvkg;
1R2*: Registration: 144U Bend;
1K3*: Registration: 144Z Bnrw;
Deal Comments
*Cxpmkncc kdmrcxoct od MHA cvknrpvcmo dpcct dm prcxprc ANK-MHA kdmrcxcndm dq 1.4326 pmt VMZ-MHA dq 1.112 dm Pcdxkpxa 18, 2016
Collateral
Rko olzogloh zmolgmxxm jc jl lko gpl-mgg hjlo (31 Mog 2015) gmecxcloh mg 161,678 xmjec moxnxejloh gd Bjlxmelxho jeh cogpooh mpoo zomzoolxoc xmgjloh xe Kenxjeh, Cjxoc, Bmolkooe Iooxjeh jeh Mgmlxjeh, jeh kjpxen je jnnoonjlo lopo gjxjego mg ua13.028gxe jc jl lkjl hjlo. Rko jpoojno mplcljehxen zoxegxzjx gjxjego xc ua80,582 jeh lko xjonocl xmje xe lko zmmx xc gmo ua959,179.
Originator(s)
Ojadrtbdih Hddjidta Lrqdhaj
WA Seasoning (Months)
212.38