| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 144.515 | 5.00 | - | - | AAA | - | AAA | 37.80% | 33.9% | Floating | SONIA | - | 235 | SONIA+235 | - | 100.00000 |
| AL | GBP | 30.000 | 5.00 | - | - | AAA | - | AAA | 37.80% | 33.9% | Floating | SONIA | - | 235 | SONIA+235 | - | Retained |
| B | GBP | 47.025 | 5.00 | - | - | AA- | - | AA- | 25.90% | 40.4% | Floating | SONIA | - | 350 | SONIA+350 | - | 100.00000 |
| C | GBP | 32.490 | 5.00 | - | - | A | - | A- | 14.10% | 46.8% | Floating | SONIA | - | 450 | SONIA+450 | - | 100.00000 |
| D | GBP | 38.855 | 5.00 | - | - | BBB | - | BBB- | - | 54.5% | Floating | SONIA | - | 580 | SONIA+580 | - | 100.00000 |
Tranche Comments
A: First Pay: 2023-11-17; Redemption: 2028-08-17; Registration: 144A/Reg S; Comments: Pre-placed;
AL: First Pay: 2023-11-17; Redemption: 2028-08-17; Registration: 144A/Reg S;
B: First Pay: 2023-11-17; Redemption: 2028-08-17; Registration: 144A/Reg S; Comments: Pre-placed;
C: First Pay: 2023-11-17; Redemption: 2028-08-17; Registration: 144A/Reg S; Comments: Pre-placed;
D: First Pay: 2023-11-17; Redemption: 2028-08-17; Registration: 144A/Reg S; Comments: Pre-placed;