| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 243.950 | 3.00 | - | - | AAA | AAA | 30.30% | - | Floating | SONIA | - | 140 | SONIA+140 | - | 100.00000 |
| B | GBP | 41.650 | 3.00 | - | - | AA | AA (L) | 18.40% | - | Floating | SONIA | - | 290 | SONIA+290 | - | 100.00000 |
| C | GBP | 23.800 | 3.00 | - | - | A | A (L) | 11.60% | - | Floating | SONIA | - | 400 | SONIA+400 | - | 100.00000 |
| D | GBP | 22.050 | 3.00 | - | - | BBB | BBB (L) | 5.30% | - | Floating | SONIA | - | 565 | SONIA+565 | - | 100.00000 |
Tranche Comments
A: First Pay: 2023-09-15; Registration: 144A/Reg S;
B: First Pay: 2023-09-15; Registration: 144A/Reg S;
C: First Pay: 2023-09-15; Registration: 144A/Reg S;
D: First Pay: 2023-09-15; Registration: 144A/Reg S;
Risk Retention
EU/UK - Yes