| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | GBP | 103.400 | 3.00 | - | - | AAA | AAA | 49.20% | - | Floating | SONIA | 90 | 90 | SONIA+90 | - | 100.00000 |
| A2 | USD | 100.000 | 3.00 | - | - | AAA | AAA | 49.20% | - | Floating | SOFR | 100 | 100 | SOFR+100 | - | 100.00000 |
| B | GBP | 24.850 | 3.00 | - | - | AA | AA | 42.10% | - | Floating | SONIA | 135-140 | 135 | SONIA+135 | - | 100.00000 |
| C | GBP | 39.550 | 3.00 | - | - | A | A (L) | 30.80% | - | Floating | SONIA | 175-180 | 175 | SONIA+175 | - | 100.00000 |
| D | GBP | 49.700 | 3.00 | - | - | BBB | BBB (L) | 16.60% | - | Floating | SONIA | 235-240 | 235 | SONIA+235 | - | 100.00000 |
| E | GBP | 27.300 | 3.00 | - | - | BB | BB (L) | 8.80% | - | Floating | SONIA | - | 435 | SONIA+435 | - | 100.00000 |
| F | GBP | 13.300 | 3.00 | - | - | B+ | B (H) | 5.00% | - | Floating | SONIA | - | 535 | SONIA+535 | - | Retained |
Tranche Comments
A1: First Pay: 2022-01-17; Registration: 144A/Reg S;
A2: First Pay: 2022-01-17; Registration: 144A/Reg S;
B: First Pay: 2022-01-17; Registration: 144A/Reg S;
C: First Pay: 2022-01-17; Registration: 144A/Reg S;
D: First Pay: 2022-01-17; Registration: 144A/Reg S;
E: First Pay: 2022-01-17; Registration: 144A/Reg S;
F: First Pay: 2022-01-17; Registration: 144A/Reg S;