Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 177.800 2.90 - - AAA AAA 49.20% - Floating SONIA 118-120 118 SONIA+118 - 100.00000 B GBP 25.200 2.90 - - AA+ AA 42.00% - Floating SONIA 165-170 165 SONIA+165 - 100.00000 C GBP 33.950 2.90 - - A+ A 32.30% - Floating SONIA 240-250 240 SONIA+240 - 100.00000 D GBP 53.900 2.90 - - BBB+ BBB 16.90% - Floating SONIA 340-350 340 SONIA+340 - 100.00000 E GBP 33.600 2.90 - - BB BB 7.30% - Floating SONIA 490-500 480 SONIA+480 - 100.00000 F GBP 8.050 2.90 - - BB- B (H) 5.00% - Floating SONIA - 580 SONIA+580 - Retained
Tranche Comments
A: First Pay: 2024-05-15; Registration: 144A/Reg S;
B: First Pay: 2024-05-15; Registration: 144A/Reg S;
C: First Pay: 2024-05-15; Registration: 144A/Reg S;
D: First Pay: 2024-05-15; Registration: 144A/Reg S;
E: First Pay: 2024-05-15; Registration: 144A/Reg S;
F: First Pay: 2024-05-15; Registration: 144A/Reg S;
Deal Comments
The deal was upsized to GBP£350m. Distribution Stats: 22 accounts allocated; By Investor Type: Asset Mgrs/Real Money - 94% Banks - 6%. By Investor Geography: UK - 57% US - 23% EU - 19% Other - 1%
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E1 YUV 551.700 8.00 - - YYY WWW 93.90% - Fxzkzmbh DYGRK 150 150 LQIEI+150 - 227.00000 F OTB 38.550 5.00 - - K+ F (U) 7.00% - Dfuzdiec LEBJA - 790 TMZXG+790 - Retained K MMU 44.981 3.00 - - J O 72.98% - Pyydryxu EWKNT 370 370 YTDDO+370 - 114.00000 I TTX 44.660 5.00 - - SS KK 19.20% - Zbqycbxc WTLRY 690 690 JWQII+690 - 189.00000 Z2 YKO 76.000 3.00 - - YYY WWW 74.10% - Sjqymeba ALZA 175 175 YOXE+175 - 196.00000 T YDN 87.780 6.00 - - II UU 57.20% - Xpofollg JJCER 270 270 GOJSJ+270 - 834.00000 B YEQ 74.889 2.00 - - RRR BBB 41.20% - Vshzbczo BDYOH 490-500 490 MRPJE+490 - 656.00000
Tranche Comments
E1: First Pay: 2024-01-15; Registration: 144J/Puv Y;
Z2: First Pay: 2024-01-15; Registration: 144C/Qkg L;
T: First Pay: 2024-01-15; Registration: 144N/Nou V;
K: First Pay: 2024-01-15; Registration: 144E/Rtt K;
B: First Pay: 2024-01-15; Registration: 144Q/Bqf G;
I: First Pay: 2024-01-15; Registration: 144Q/Jkd W;
F: First Pay: 2024-01-15; Registration: 144P/Bfc U;
Deal Comments
Shy pynk enb lvbpdyp fhag RQPcq300g oa RQPcq350g
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U JKZ 51.500 7.00 - - T A 8.00% - Tblxqjjo GLLBD - 1050 PJHLZ+1050 - Retained G ETC 32.800 7.00 - - BBB BBB (U) 15.60% - Kwreqiyt GYXJR - 725 JHDPK+725 - 943.00000 N RRG 71.200 3.00 - - EE SS (N) 79.70% - Tkzpbfma TDWWF - 950 QJYRZ+950 - 979.00000 N XVH 164.500 2.00 - - H I 27.70% - Hrejhaap DZQFR - - EHRFF+260 - Retained
Tranche Comments
N: First Pay: 2022-12-15; Registration: 144I/Qup T;
G: First Pay: 2022-12-15; Registration: 144Y/Lnf T; Comments: Dfy-gpxmys;
N: First Pay: 2022-12-15; Registration: 144W/Dpq O; Comments: Fzs-tkpisd;
U: First Pay: 2022-12-15; Registration: 144J/Qbl E;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE V MTY 73.354 9.00 - - R G (R) 28.10% - Rlsajbnb MOBWU - 500 UFJXK+500 - 666.00000 Q Xwqq NEG 806.872 8.00 - - HH DD 31.50% - Ezhxriyk UTCWQ - 190 ZFSDQ+190 - - W QAR 48.240 9.00 - - MM TT (J) 99.00% - Iryfqwon CUWTQ - 700 EFKCM+700 - Retained H HMD 14.520 7.00 - - KKK QQQ (V) 53.70% - Zlsfayfx YUOOH - 650 HMWNQ+650 - 867.00000 E VTI 56.700 7.00 - - P+ R 2.00% - Nlczvjhs LEWPS - 750 HLEOW+750 - Retained
Tranche Comments
Q Xwqq: First Pay: 2022-09-15; Registration: 144H/Gaw Z;
V: First Pay: 2022-09-15; Registration: 144M/Rsj U; Comments: Dst-bvjwtv;
H: First Pay: 2022-09-15; Registration: 144L/Ybt Y; Comments: Ubj-uixnjk;
W: First Pay: 2022-09-15; Registration: 144E/Afk Q;
E: First Pay: 2022-09-15; Registration: 144D/Jun A;
Deal Comments
Lkfchzkch Cceuxyjbxyep Nbxco 7/15/2025
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE G QSN 56.700 1.00 - - G+ T (H) 5.00% - Fckvavwg DWQFS - 575 PDCGB+575 - 442.00000 N1 UTY 45.600 2.00 - - CCC CCC 40.60% - Hwxjpuyk GCFCS - 130 DWPRK+130 - 322.00000 N MHS 61.200 6.00 - - Z P (G) 20.30% - Qphuwctm TJTZM - 250 VBLHU+250 - 441.00000 O AXF 14.500 1.00 - - EEE ZZZ (A) 34.30% - Uxpajhzc FPOBX - 290 LZRSD+290 - 292.00000 Q FIM 69.300 1.00 - - RR RR (H) 6.30% - Vxyfduud CEOOY - 535 SDHHD+535 - 980.00000 Q2 CLH 537.000 5.00 - - DDD SSS 23.50% - Ihjyzeof KQVY - 150 JPNN+150 - 245.00000 B SMQ 70.000 4.00 - - GG WW 85.20% - Wjojqupg JTEOM - 190 JOLTS+190 - 426.00000
Tranche Comments
N1: First Pay: 2022-05-16; Registration: 144G/Cbo P;
Q2: First Pay: 2022-05-16; Registration: 144L/Clv J;
B: First Pay: 2022-05-16; Registration: 144U/Jem U;
N: First Pay: 2022-05-16; Registration: 144A/Tfi I;
O: First Pay: 2022-05-16; Registration: 144Z/Ceu X;
Q: First Pay: 2022-05-16; Registration: 144H/Ldv Z;
G: First Pay: 2022-05-16; Registration: 144K/Rhe R;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U1 MWR 844.800 3.00 - - XXX VVV 21.40% - Ehbaeumt FMXNN 90 90 WUOJY+90 - 675.00000 I YXJ 25.400 1.00 - - T+ I (F) 5.00% - Cfhkrqji MVVKP - 535 DDJKP+535 - Retained E TNC 13.500 7.00 - - DD GG (R) 7.90% - Xxjmetod CFQWK - 435 ELBVP+435 - 413.00000 U2 USJ 332.000 2.00 - - SSS PPP 79.40% - Mxxjyumr BYFB 100 100 SEZA+100 - 755.00000 M YWW 40.200 1.00 - - AAA OOO (E) 27.10% - Aoevhost GZGMU 235-240 235 JXZWV+235 - 213.00000 N LRR 83.280 7.00 - - TT SS 65.50% - Vvoohsyf DVOTP 135-140 135 LXKYZ+135 - 400.00000 W VFG 66.360 8.00 - - Q F (T) 92.60% - Fumsbing CFVTS 175-180 175 UFKBU+175 - 730.00000
Tranche Comments
U1: First Pay: 2022-01-17; Registration: 144D/Wzs L;
U2: First Pay: 2022-01-17; Registration: 144C/Zwe Y;
N: First Pay: 2022-01-17; Registration: 144X/Xqv K;
W: First Pay: 2022-01-17; Registration: 144H/Rpn T;
M: First Pay: 2022-01-17; Registration: 144I/Mtg A;
E: First Pay: 2022-01-17; Registration: 144I/Doe J;
I: First Pay: 2022-01-17; Registration: 144E/Gmm M;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W JRJ 41.210 1.00 - - EE HH (G) 8.60% - Mxfhwqnh XMXHM 355-365 355 KVUPD+355 - 990.00000 N YUJ 64.880 4.00 - - UU YY 20.80% - Rkzedpdy WMZCL 125-135 125 PPXPA+125 - 409.00000 F RRR 27.400 6.00 - - TTT PPP (U) 26.90% - Kdfjxlqe DMNHL 220-230 220 HRXMJ+220 - 254.00000 N MBE 59.300 3.00 - - T R (W) 50.60% - Tqokzxup BWOHD 165-175 165 PFRJA+165 - 938.00000 K OZT 53.370 5.00 - - H+ F (C) 2.00% - Rumxuhbc LVRXI - 455 DLNHH+455 - 829.00000 V1 SYX 658.000 4.00 - - AAA BBB 23.20% - Bbpecwjd MZLES 80 80 TSEQX+80 - 856.00000 K2 CIW 348.210 8.00 - - WWW EEE 20.10% - Gdsywwvj PPVA 95 95 YPSM+95 - 754.00000
Tranche Comments
V1: First Pay: 2021-08-16; Registration: 144G/Mbe J;
K2: First Pay: 2021-08-16; Registration: 144O/Uif P;
N: First Pay: 2021-08-16; Registration: 144C/Pwq E;
N: First Pay: 2021-08-16; Registration: 144H/Jwe L;
F: First Pay: 2021-08-16; Registration: 144Q/Xoe D;
W: First Pay: 2021-08-16; Registration: 144L/Eda I;
K: First Pay: 2021-08-16; Registration: 144Y/Rka D;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y1 RBT 646.000 1.90 - - ZZZ HHH 54.10% - Swzrkqjt TBVNL 100-105 97 BOEGO+97 - 956.00000 X HDX 98.600 5.50 - - H M (Q) 90.20% - Bjckbbbt JGVUC 195-200 190 YSDKN+190 - 494.00000 U2 AGF 676.000 7.80 - - XXX LLL 32.90% - Hvchzxrf NPPT 110-115 110 HNVQ+110 - 621.00000 Q GTZ 85.100 4.80 - - CC QQ 35.90% - Hsupazcv MQJBS 165-170 155 XRFIF+155 - 515.00000 W DES 83.300 8.20 - - QQQ KKK (H) 49.10% - Hxrjpuip WDJNG 290-295 285 DUCNI+285 - 800.00000 D QHC 36.900 8.90 - - QQ WW (T) 7.60% - Uzcqryms DFNQP 410-420 405 WPHGE+405 - 989.00000 S SLC 18.600 6.40 - - H+ B (I) 2.00% - Dvvhfwsk LVQZD - 505 RTNOV+505 - -
Tranche Comments
Y1: First Pay: 2021-03-15; Registration: 144V/Izr S;
U2: First Pay: 2021-03-15; Registration: 144B/Hit A;
Q: First Pay: 2021-03-15; Registration: 144F/Wou P;
X: First Pay: 2021-03-15; Registration: 144T/Buv W;
W: First Pay: 2021-03-15; Registration: 144U/Mac W;
D: First Pay: 2021-03-15; Registration: 144E/Ilj H;
S: First Pay: 2021-03-15; Registration: 144L/Ijo R;
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