| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | GBP | 100.000 | 3.10 | - | - | AAA | AAA | 50.30% | - | Floating | SONIA | 100-105 | 97 | SONIA+97 | - | 100.00000 |
| A2 | USD | 135.000 | 3.10 | - | - | AAA | AAA | 50.30% | - | Floating | SOFR | 110-115 | 110 | SOFR+110 | - | 100.00000 |
| B | GBP | 30.400 | 3.10 | - | - | AA | AA | 42.70% | - | Floating | SONIA | 165-170 | 155 | SONIA+155 | - | 100.00000 |
| C | GBP | 45.200 | 3.10 | - | - | A | A (L) | 31.40% | - | Floating | SONIA | 195-200 | 190 | SONIA+190 | - | 100.00000 |
| D | GBP | 56.400 | 3.10 | - | - | BBB | BBB (L) | 17.30% | - | Floating | SONIA | 290-295 | 285 | SONIA+285 | - | 100.00000 |
| E | GBP | 31.600 | 3.10 | - | - | BB | BB (L) | 9.40% | - | Floating | SONIA | 410-420 | 405 | SONIA+405 | - | 100.00000 |
| F | GBP | 17.600 | 3.10 | - | - | B+ | B (H) | 5.00% | - | Floating | SONIA | - | 505 | SONIA+505 | - | - |
Tranche Comments
A1: First Pay: 2021-03-15; Registration: 144A/Reg S;
A2: First Pay: 2021-03-15; Registration: 144A/Reg S;
B: First Pay: 2021-03-15; Registration: 144A/Reg S;
C: First Pay: 2021-03-15; Registration: 144A/Reg S;
D: First Pay: 2021-03-15; Registration: 144A/Reg S;
E: First Pay: 2021-03-15; Registration: 144A/Reg S;
F: First Pay: 2021-03-15; Registration: 144A/Reg S;