Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP223.0473.59AaaAAA-13.50%-FloatingSONIA8080SONIA+80-100.00000
BGBP17.2074.49Aa2AA--6.75%-FloatingSONIA120120SONIA+120-100.00000
CGBP8.2854.49Aa3A--3.50%-FloatingSONIA130-135135SONIA+135-100.00000
DGBP3.8244.49A1BBB-2.00%-FloatingSONIA200200SONIA+200-100.00000
EGBP2.5494.49A3BB-1.00%-FloatingSONIA350350SONIA+350-100.00000
ZGBP2.549-NRNR---ZeroCpn---0%0%Retained
XGBP10.300-B2B----FloatingSONIA-390SONIA+390-100.00000
SGBP2.549-NRNR---ZeroCpn---0%0%Retained
Tranche Comments
A: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; B: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; C: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; D: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; E: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; Z: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; X: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only; S: First Pay: 2022-02-15; Redemption: 2026-05-15; Registration: Reg S Only;
Risk Retention
UK/EU - Yes

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