| 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 |
|---|
| G | UHL | 83.898 | 7.92 | - | RRR- | - | R (U) | L- | 1.49% | - | Dwomdjlv | FECLM | - | 540 | JXFHC+300 | - | 54.88750 |
| F | GJE | 9.930 | - | - | WC | - | KI | IZ | - | - | Rhyxxdkc | DRTDO | - | - | - | - | 18.41721 |
| F | XBP | 83.521 | - | - | HI | - | IT | XR | - | - | Iqyhbjbi | RJTRM | - | - | - | - | 26.63410 |
| G | HMX | 69.472 | 9.28 | - | W | - | QQ | KK+ | 64.90% | - | Yplutcpx | TSCMK | - | 170 | LYSJO+110 | - | 30.99262 |
| A | YWM | 30.757 | 7.66 | - | AAA- | - | MMM (V) | P | 34.11% | - | Wefbcklh | BHJNI | - | 240 | WTQUR+150 | - | 52.33044 |
| D1 | UBQ | 150.100 | 5.17 | - | QQQ | - | NNN | YYY | 90.98% | - | Xwlxtorx | XGWIQ | - | 100 | TLKOT+80 | - | 28.82850 |
| R2 | KRM | 77.388 | 7.56 | - | AA- | - | III | YYY | 43.20% | - | Ssrettjg | BSUTC | - | 130 | PWTOU+90 | - | 68.79009 |
| C | TVF | 54.520 | 1.76 | - | S- | - | RR | QQ- | 33.79% | - | Drowmpjj | SXCQY | - | 390 | JDPVR+250 | - | 91.88270 |
| C | SYK | 16.574 | 4.60 | - | B- | - | Y (H) | ZZ | 70.80% | - | Bulezryh | WDDYB | - | 185 | TXUPS+125 | - | 25.78614 |
| F | UCT | 13.594 | 6.80 | - | EE | - | AAA (F) | AAA | 17.24% | - | Czcrrais | XZFCW | - | 290 | PPRKI+200 | - | 19.56593 |
| U | IAD | 7.140 | - | - | MJ | - | TT (D) | TY | - | - | Ssrmrjua | SFDKH | - | 380 | VRSBN+340 | - | 40.39372 |
Tranche Comments
D1: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Hbc B Wcwm;
R2: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Mbk N Tqsu;
G: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Vrk G Gdev;
C: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Jvr E Vdlh;
A: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Rir R Xfif;
F: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Rqg R Cedx;
C: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Qze C Pwxo;
G: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Tch P Egic;
F: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Wup J Agah;
F: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Nfk N Lgrv;
U: First Pay: 2022-01-28; Redemption: 2024-10-28; Registration: Qfw A Lppv;
Risk Retention
5% Umergwpo
Use of Proceeds
Mfg mtrcfwo attt foi tpetottt foi ttcfnjwtr crt Vtotrfj Xtttrtt Wfoi foi crt Fwpfwiwcg Xtttrtt Wfoi
WA Seasoning (Months)
99.46