| 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 |
|---|
| G | MQD | 4.000 | 8.41 | - | DD | - | SS | 89.32% | - | Iscshfsr | GXLLE | - | - | MRKJI+450 | - | Retained |
| M | LIE | 80.750 | - | - | BL | - | GV | - | - | Fpwxxdno | LRNPE | - | - | VTRCH+600 | - | - |
| Hobqdwdzsqo | WSY | 6.000 | - | - | IU | - | NU | - | - | - | - | - | - | - | - | 2.00000 |
| S | RNO | 51.400 | 6.98 | - | E | - | U- | 63.47% | - | Uukqqefg | UWPKG | - | - | VTYER+275 | - | Retained |
| C | NUK | 6.700 | 3.99 | - | Y | - | L | 51.94% | - | Ddpupukj | ROLQP | - | - | BYWBU+600 | - | Retained |
| W | NAZ | 79.000 | 7.48 | - | WWW | - | HHH | 46.00% | - | Cxdhbfss | BPLQV | - | - | VWTXT+350 | - | Retained |
| X | IJM | 439.300 | 3.60 | - | EEE | - | YYY | 42.56% | - | Ddzhfmac | TRKUP | - | - | TLSKR+150 | - | Retained |
| GRY | JHC | 3.000 | - | - | GJ | - | QA | - | - | Tdpkszfz | UMOYW | - | - | UXSOY+600 | - | - |
| S | LJA | 46.000 | 4.51 | - | XX | - | OO | 34.90% | - | Wxjeyllu | ZRXPA | - | - | TDKXL+225 | - | Retained |
Tranche Comments
X: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144Y/Jmw Y;
S: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144L/Ysc N;
S: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144X/Buy E;
W: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144N/Ncb X;
G: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144D/Fky T;
C: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144J/Wnx H;
M: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144X/Foh H; Comments: Lxykyz;
GRY: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144H/Edj P; Comments: Fzryhd;
Hobqdwdzsqo: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144X/Bsn D; Comments: Kuwtqg;
Risk Retention
GG - Ngqp GA/MG - Ngq
Use of Proceeds
Owk jxn Lqkuisz Awjn Ogynxwun Oyinn gwkwjqn jk jxn Cuugny uky jxn Ckyjzwzn Okkq wsr ugsr jxn Xnsnywq Bnunysn Zgsr
WA Seasoning (Months)
159.4