| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 159.800 | 5.00 | 15.80 | - | AAA | - | AAA | - | - | Floating | 1mEu | - | 100 | 1mEu+100 | - | 100.00000 |
| B | GBP | 31.800 | 5.00 | 23.20 | - | AA- | - | AA (L) | - | - | Floating | 1mEu | - | 150 | 1mEu+150 | - | 100.00000 |
| C | GBP | 25.800 | 5.00 | 24.70 | - | A- | - | A (L) | - | - | Floating | 1mEu | - | 185 | 1mEu+185 | - | 100.00000 |
| D | GBP | 23.700 | 5.00 | 25.00 | - | BBB- | - | BBB | - | - | Floating | 1mEu | - | 235 | 1mEu+235 | - | 100.00000 |
| E | GBP | 21.000 | 5.00 | 25.00 | - | BB- | - | BB (H) | - | - | Floating | 1mEu | - | 325 | 1mEu+325 | - | 100.00000 |
| R | GBP | 18.500 | 5.00 | 25.00 | - | NR | - | NR | - | - | - | - | - | - | - | - | 75.02000 |
Tranche Comments
A: First Pay: 2022-02-17; Registration: 144A/Reg S;
B: First Pay: 2022-02-17; Registration: 144A/Reg S;
C: First Pay: 2022-02-17; Registration: 144A/Reg S;
D: First Pay: 2022-02-17; Registration: 144A/Reg S;
E: First Pay: 2022-02-17; Registration: 144A/Reg S;
R: First Pay: 2022-02-17; Registration: 144A/Reg S;