| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | GBP | 100.000 | 3.00 | - | - | AAA | AAA | 49.80% | - | Floating | SONIA | 80 | 80 | SONIA+80 | - | 100.00000 |
| A2 | USD | 104.350 | 3.00 | - | - | AAA | AAA | 49.80% | - | Floating | SOFR | 95 | 95 | SOFR+95 | - | 100.00000 |
| B | GBP | 26.950 | 3.00 | - | - | AA | AA | 42.10% | - | Floating | SONIA | 125-135 | 125 | SONIA+125 | - | 100.00000 |
| C | GBP | 39.900 | 3.00 | - | - | A | A (L) | 30.70% | - | Floating | SONIA | 165-175 | 165 | SONIA+165 | - | 100.00000 |
| D | GBP | 49.350 | 3.00 | - | - | BBB | BBB (L) | 16.60% | - | Floating | SONIA | 220-230 | 220 | SONIA+220 | - | 100.00000 |
| E | GBP | 27.650 | 3.00 | - | - | BB | BB (L) | 8.70% | - | Floating | SONIA | 355-365 | 355 | SONIA+355 | - | 100.00000 |
| F | GBP | 12.950 | 3.00 | - | - | B+ | B (H) | 5.00% | - | Floating | SONIA | - | 455 | SONIA+455 | - | 100.00000 |
Tranche Comments
A1: First Pay: 2021-08-16; Registration: 144A/Reg S;
A2: First Pay: 2021-08-16; Registration: 144A/Reg S;
B: First Pay: 2021-08-16; Registration: 144A/Reg S;
C: First Pay: 2021-08-16; Registration: 144A/Reg S;
D: First Pay: 2021-08-16; Registration: 144A/Reg S;
E: First Pay: 2021-08-16; Registration: 144A/Reg S;
F: First Pay: 2021-08-16; Registration: 144A/Reg S;