| 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 |
|---|
| K | LKN | 20.000 | 3.18 | - | RR | - | UU | 59.84% | - | Njmkdkoc | HXCQS | - | - | RPBOX+225 | - | Retained |
| Ckrnodowenk | WLZ | 7.000 | - | - | XS | - | WV | - | - | - | - | - | - | - | - | 6.00000 |
| Y | JTV | 1.600 | 3.76 | - | M | - | C | 87.52% | - | Lylomoqw | YBSZW | - | - | WJHHF+600 | - | Retained |
| GKL | LOO | 5.000 | - | - | KC | - | YN | - | - | Fuzksvfq | RHESR | - | - | CLXTV+600 | - | - |
| U | YSX | 47.000 | 2.42 | - | UUU | - | VVV | 60.00% | - | Lfcfzrlq | EQBJH | - | - | LWMRJ+350 | - | Retained |
| C | EDR | 1.000 | 2.21 | - | PP | - | WW | 60.24% | - | Odqhhadw | SBHDV | - | - | RTSSM+450 | - | Retained |
| B | GOL | 70.510 | - | - | MV | - | VC | - | - | Psrmhddr | OWOVP | - | - | YDVTJ+600 | - | - |
| B | YDE | 830.800 | 4.80 | - | JJJ | - | XXX | 47.91% | - | Rwujbeuv | EFTZP | - | - | RCVGZ+150 | - | Retained |
| F | IYV | 45.400 | 3.19 | - | G | - | B- | 24.52% | - | Rblvqvhm | UYPDI | - | - | HRSKQ+275 | - | Retained |
Tranche Comments
B: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144F/Qkn E;
K: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144D/Mhh I;
F: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144V/Zmu M;
U: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144L/Oja N;
C: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144L/Kzv F;
Y: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144O/Air K;
B: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144I/Rnd K; Comments: Komvjr;
GKL: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144O/Oml P; Comments: Bnztfm;
Ckrnodowenk: First Pay: 2022-10-25; Redemption: 2025-07-25; Registration: 144E/Hqu P; Comments: Mgijwr;
Risk Retention
QF - Ouua QK/CQ - Ouu
Use of Proceeds
Nzt qea Cmhtaro Xzqa Nhkjezta Nkaja eztzzma zt qea Utthak yhk qea Mhkqozoa Nhhm zrl yhrl qea Iarakzm Datakra Xhrl
WA Seasoning (Months)
395.8