| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 196.800 | 3.00 | - | - | A | A | 34.40% | - | Floating | SONIA | - | - | SONIA+260 | - | Retained |
| D | GBP | 47.100 | 3.00 | - | - | BBB | BBB (L) | 18.70% | - | Floating | SONIA | - | 725 | SONIA+725 | - | 100.00000 |
| E | GBP | 23.700 | 3.00 | - | - | BB | BB (L) | 10.80% | - | Floating | SONIA | - | 950 | SONIA+950 | - | 100.00000 |
| F | GBP | 17.400 | 3.00 | - | - | B | B | 5.00% | - | Floating | SONIA | - | 1050 | SONIA+1050 | - | Retained |
Tranche Comments
A: First Pay: 2022-12-15; Registration: 144A/Reg S;
D: First Pay: 2022-12-15; Registration: 144A/Reg S; Comments: Pre-placed;
E: First Pay: 2022-12-15; Registration: 144A/Reg S; Comments: Pre-placed;
F: First Pay: 2022-12-15; Registration: 144A/Reg S;