| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 172.980 | 2.02 | - | AAA | - | AAA | 34.01% | - | Floating | SONIA | 250 | 250 | SONIA+150 | - | 98.28420 |
| B | GBP | 16.000 | 2.93 | - | AA | - | AA | 27.76% | - | Floating | SONIA | 345-355 | 355 | SONIA+225 | - | 97.06810 |
| C | GBP | 22.700 | 2.93 | - | A | - | A- | 18.89% | - | Floating | SONIA | 470-480 | 480 | SONIA+275 | - | 95.45150 |
| D | GBP | 10.000 | 2.93 | - | BBB | - | BBB | 14.98% | - | Floating | SONIA | 595-605 | 605 | SONIA+350 | - | 94.43300 |
| E | GBP | 6.000 | 2.93 | - | BB | - | BB | 12.63% | - | Floating | SONIA | Mid 92a | - | SONIA+450 | - | - |
| F | GBP | 2.700 | 2.93 | - | B | - | B | 11.58% | - | Floating | SONIA | Mid to High 91a | - | SONIA+600 | - | - |
| Z | GBP | 25.360 | - | - | NR | - | NR | - | - | Floating | SONIA | - | - | SONIA+600 | - | - |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
Z: Registration: 144A/Reg S; Comments: Pre-placed;
| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y | GCX | 88.810 | - | - | WW | - | YL | - | - | Jrcylddp | FMGYM | - | - | SSQFP+600 | - | - |
| Y | XAK | 78.000 | 6.62 | - | ZZZ | - | PPP | 89.00% | - | Bhqkeysg | RDBWY | - | - | TVVRM+350 | - | Retained |
| Zzzjjmjmjjz | ZVM | 9.000 | - | - | OI | - | PX | - | - | - | - | - | - | - | - | 4.00000 |
| L | NSG | 160.100 | 4.20 | - | RRR | - | MMM | 71.88% | - | Umdzcxdw | PYEXI | - | - | CSMTK+150 | - | Retained |
| Y | KAF | 41.000 | 5.36 | - | YY | - | XX | 75.94% | - | Nyqvfrsj | PUXLK | - | - | QXEIY+225 | - | Retained |
| S | NFI | 6.000 | 6.26 | - | VV | - | ZZ | 83.13% | - | Phsaztxb | KGUEI | - | - | TDJDM+450 | - | Retained |
| IOH | VNN | 6.000 | - | - | IG | - | XU | - | - | Llbruyqx | VKQRZ | - | - | RMDLV+600 | - | - |
| U | NCX | 6.100 | 5.97 | - | T | - | I | 11.30% | - | Lsbkcfog | WTPOC | - | - | LORZG+600 | - | Retained |
| I | MSJ | 96.500 | 3.42 | - | I | - | Q- | 45.35% | - | Dshureol | RCUPU | - | - | UHJUW+275 | - | Retained |
Tranche Comments
L: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144M/Iyb Z;
Y: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144K/Nvb G;
I: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144G/Ikj R;
Y: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144Z/Nio K;
S: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144D/Fzb T;
U: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144J/Rxn J;
Y: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144N/Bcp Z; Comments: Sfjvyl;
IOH: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144V/Woc Q; Comments: Rkljcv;
Zzzjjmjmjjz: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144I/Aqs M; Comments: Oijnwx;
Risk Retention
CN - Xkiv CV/IC - Xki
Use of Proceeds
Zzk mix Jqhqtwg Tzmx Zulyizqx Zltyx ozkziqx ik mix Gqquxl yhl mix Ohlmgzgx Zhhq zwa yuwa mix Sxwxlzq Hxqxlkx Guwa
WA Seasoning (Months)
536.1