| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | GBP | 75.800 | 3.00 | - | - | AAA | AAA | 49.30% | - | Floating | SONIA | - | 130 | SONIA+130 | - | 100.00000 |
| A2 | USD | 100.000 | 3.00 | - | - | AAA | AAA | 49.30% | - | Floating | SOFR | - | 150 | SOFR+150 | - | 100.00000 |
| B | GBP | 21.000 | 3.00 | - | - | AA | AA | 42.30% | - | Floating | SONIA | - | 190 | SONIA+190 | - | 100.00000 |
| C | GBP | 36.300 | 3.00 | - | - | A | A (L) | 30.20% | - | Floating | SONIA | - | 250 | SONIA+250 | - | 100.00000 |
| D | GBP | 40.800 | 3.00 | - | - | BBB | BBB (L) | 16.60% | - | Floating | SONIA | - | 290 | SONIA+290 | - | 100.00000 |
| E | GBP | 23.700 | 3.00 | - | - | BB | BB (L) | 8.70% | - | Floating | SONIA | - | 535 | SONIA+535 | - | 100.00000 |
| F | GBP | 11.100 | 3.00 | - | - | B+ | B (H) | 5.00% | - | Floating | SONIA | - | 575 | SONIA+575 | - | 100.00000 |
Tranche Comments
A1: First Pay: 2022-05-16; Registration: 144A/Reg S;
A2: First Pay: 2022-05-16; Registration: 144A/Reg S;
B: First Pay: 2022-05-16; Registration: 144A/Reg S;
C: First Pay: 2022-05-16; Registration: 144A/Reg S;
D: First Pay: 2022-05-16; Registration: 144A/Reg S;
E: First Pay: 2022-05-16; Registration: 144A/Reg S;
F: First Pay: 2022-05-16; Registration: 144A/Reg S;