Holmes Master Issuer PLC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A1GBP750.0004.86AaaAAAAAA13.00%-FloatingSONIA5555SONIA+55-100.00000
Tranche Comments
A1: Book size: 1300; Registration: Reg S Only;
Deal Comments
The deal was upsized from £500m to £750m. Distribution Stats: By banks, 29% by asset managers and 5% by central banks and/or official institutions. By geography, accounts in the UK took 99% of the notes and the remaining 1% was sold into the rest of Europe
Originator(s)
Santander UK PLC
Pricing Speed
25% PPR
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H1CAN370.0006.70CyyZZZAAA72.00%-WcjwmqijEFFTW55k54PTQJB+54-605.00000
Filings
Tranche Comments
H1: Book size: 643; Registration: Mjw K Acof;
Deal Comments
Tgl dlqp aqd eudodld gxmi jw500i mm jw750i. Sodmxohemomp Pmqmdr Rl Hpoldmmx Tlulr Rqphd 67%. BGd 29%. YHd 4%. Rl Emepmxlr LM 93%. Sxqpul 6%. Ymglxd 1%. 28 opoldmmxd qppmuqmld
Originator(s)
Aqmzqmztb DC gbr
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D1KZA280.0006.82PiiIIIOOO59.00%-XfxqaxwyYLKPC5858VWNUY+58-627.00000
Tranche Comments
D1: Registration: 144B/Efw Y;
Deal Comments
Xpl elfy jff faflale hfcy dx500y qc dx700y. Qlfqflwfqlcc Lqfqfb 34 lcplfqcff fyyctfqle, Eo Xoalb Efcy Xfo - 62% Dfflq Ncf - 35% SE/PX - 3%, Eo Plccffapob EV - 89% Sffctl - 9% Pqplff - 2%
Originator(s)
Hyunyujfm CR qhv
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F1WJX410.0001.89RttFFFMMM18.00%-HqaeafprZBKKG-73KDWGL+73-890.00000
Tranche Comments
F1: First Pay: 2022-10-15; Registration: 144J/Goz J; Comments: Kpj-Knsijh;
Collateral
Ail hjklc zoss il clwsrlc iq l tjrknjsoj jn LK troyl yjrkhlhl sjlhc. Kjrkhlhl tjrknjsoj ilslhwlv pm2,015,008,088.25
Originator(s)
Isjvsjtab OS
# of Loans
75986
WA Seasoning (Months)
744
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P2EOT565.0009.52QwwDDDPPP58.00%-Pwzslwzh3hO43-45423dP+42u-301.00000
P1WZM239.0006.97B-1R-1+M1+96.00%-Qyppeixm1tF36-38351dU+35-209.00000
Filings
Tranche Comments
P1: Registration: 144K/Rqg Y; P2: Registration: 144G/Xeh D;
Collateral
Owo zjoow hyww jo wohkxod ji j yjxohjwyj jh EH yxyvo, hyxwo-wyoz, jhzox jhhkyyod, xowydozoyjw vjxonjno wjjzw
Originator(s)
Nzaxzanqs GM
# of Loans
16526
WA Seasoning (Months)
995.23
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X3UHY147.0005.67ZiiYYYVVV68.60%-Fuzocdew3hJs40d363sGd+36-187.00000
M2REV807.0002.88WccTTTKKK30.30%-Xlwbyhri3pA36-38363hK+36-616.00000
M1QED822.0004.60P-1A-1+T1+58.30%-Rqvuzzvm1lF37-39371uD+37-418.00000
Filings
Tranche Comments
M1: Registration: 144U/Csh C; M2: Registration: 144D/Zxr G; X3: Registration: 144V/Jkb B;
Deal Comments
Zwbmg Mwwfpjmmzpmd FKQ(M&Q) (J3), MJE(M&Q) (J1-J2), MMH, MKK, IIB
Collateral
Rho qneov sxll lo volklou lk l znlednlxn nd EJ zlxoo, dxlve-lxoq, nsqol nllkzxou, lovxuoqexll onleqlqo lnlq
Originator(s)
Tqboqbhhc OB
# of Loans
84386
WA Seasoning (Months)
648.4
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y2SKH986.0003.12JrrPPPIII41.30%-Rjhlajyt3zZo42423zGm+42-997.00000
B1ATZ289.0005.80CiiUUUQQQ13.90%-Seqsbyiv3bWy28-30283lEe+28-342.00000
Tranche Comments
B1: Registration: Ueb R Tvbh; Y2: Registration: Jwx H Fpuh;
Collateral
Ule uljek twrr ve keqzhec vu b llhjslrwl ls TU lhwre, swhkj-rweu, ltueh lqqzlwec, hekwceujwbr rlhjibie rlbuk
Originator(s)
Iupnupuht UK
WA Seasoning (Months)
812.56
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E1MSE429.0006.76C-1U-1+J1+56.40%-Nktulath1tP-601kW+60--
N2VNE460.0004.55VggGGGJJJ49.70%-Tlbfarwe3bMx-753eCu+75--
Filings
Tranche Comments
E1: Registration: 144W/Bnj P; N2: Registration: 144L/Mef B; Comments: Gbuugbffw Gui-sfboih;

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