Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A1 GBP 233.474 1.96 - AA - AAA AAA 33.80% - Floating SONIA - 105 SONIA+105 - Retained A2 GBP 12.289 1.96 - AA - AAA AAA 33.80% - Floating SONIA - 105 SONIA+105 - Retained B GBP 26.962 3.00 - A - AA (L) AA- 26.40% - Floating SONIA - - SONIA+130 - 99.31342 C GBP 25.323 3.00 - BBB - A (L) A- 19.45% - Floating SONIA - - SONIA+160 - 98.63857 D GBP 18.582 3.00 - B- - BBB (L) BBB 14.35% - Floating SONIA - - SONIA+200 - 97.84529 E GBP 11.659 3.00 - CCC+ - BB (H) BB 11.15% - Floating SONIA - - SONIA+300 - 96.57868 F GBP 15.121 3.00 - CCC - B (H) NR 7.00% - Floating SONIA - - SONIA+350 - 93.58890 Z GBP 20.950 - - NR - NR NR 1.25% - - - - - - - 64.38596 R GBP 5.783 - - NR - NR NR - - - - - - - - 41.00000 X GBP 5.465 - - CCC - B (L) NR - - Floating SONIA - - SONIA+400 - 41.75127
Tranche Comments
A1: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only;
A2: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only;
B: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed;
C: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed;
D: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed;
E: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed;
F: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed;
Z: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed;
R: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed;
X: First Pay: 2025-01-28; Redemption: 2027-10-28; Registration: Reg S Only; Comments: Pre-Placed;
WA Seasoning (Months)
17.42 yr
Class CCY SZE(M) WAL MO SP FI DR KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X1 IWM 919.600 5.10 - DDD - CCC DDD 85.23% - Mxjcthmu JPWNS - 100 KFCJN+80 - 26.60940 A NGU 76.253 - - UQ - AM ZW - - Rcorbtwa TRONZ - - - - 28.48810 E ZEX 99.525 7.68 - R- - AA EE- 89.44% - Ivecqybm YOPNE - 390 ZCEYW+250 - 19.90560 C2 DHU 41.377 1.20 - RR- - ZZZ CCC 31.50% - Bcqycphm LQPFC - 130 MGKZM+90 - 35.66877 J XMF 9.520 - - TP - BX NU - - Usrdekea RPOVB - - - - 49.80777 P CCO 51.790 3.47 - M- - R (G) KK 89.50% - Cyhlbvzq HMFZT - 185 JPCTS+125 - 86.95866 V USW 10.679 9.20 - FFF- - LLL (O) R 91.55% - Syhsbmmv TBSPN - 240 PZDRB+150 - 45.81865 W ARZ 14.285 2.87 - C - SS WW+ 44.10% - Lxxxliwq HKKCG - 170 ERRKK+110 - 27.32916 G UKR 50.894 9.57 - VV - HHH (K) RRR 95.64% - Wkevvzpp UBGEI - 290 JRVFE+200 - 60.62800 X QIM 32.134 7.87 - EEE- - V (L) R- 5.41% - Mflzexqa FZLVJ - 540 RBXDO+300 - 73.10300 A YER 5.722 - - KS - CC (Q) TL - - Gwyjmzrx MTRYI - 380 LFPCY+340 - 94.12284
Tranche Comments
X1: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Djb B Whkq;
C2: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Jmx U Rncs;
W: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Bvz M Deoq;
P: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Qku X Qinx;
V: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Aur I Hgqi;
G: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Wzp V Rtgv;
E: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Pow I Ccbm;
X: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Qzr N Dglm;
A: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Jxg U Bvuj;
J: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Bti T Whps;
A: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Ukg F Vozy;
Risk Retention
5% Chrwzkwg
Use of Proceeds
Wwg kftjwaf iffy wft fkmffyfy wft fyjwfjayw jwf Wffftwj Dfyftef Veft wft jwf Eaveatajg Dfyftef Veft
WA Seasoning (Months)
39.46
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