| 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;
| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | YNR | 65.500 | 6.40 | - | Fu3 | - | - | VV (B) | - | - | Uzboyypl | DOKVR | 195 | 195 | XKPSC+195 | - | 599.00000 |
| U | VTF | 68.000 | 7.80 | - | VX | - | - | XS | - | - | Voyzx | - | - | - | 9.00% | 9.000% | 615.00000 |
| I | RNQ | 28.900 | 1.40 | - | M3 | - | - | L | - | - | Fxlxuqjo | DKEEK | 700 | 700 | WVKZP+700 | - | 771.00000 |
| H | LML | 13.700 | 8.50 | - | Zff | - | - | NNN | - | - | Rrvkxdck | XMYFK | 125-130 | 125 | WMNVT+125 | - | 650.00000 |
| D | VFG | 33.100 | 7.40 | - | Jz3 | - | - | GGG (S) | - | - | Zlkpxrxd | VEOKX | 425-450 | 425 | QUVZH+425 | - | 218.00000 |
| Y | GZR | 69.300 | 4.20 | - | N3 | - | - | G (P) | - | - | Oxjscmjv | WDJHR | 215-225 | 215 | SBEVS+215 | - | 531.00000 |
| W | YDT | 49.400 | 9.90 | - | Saa3 | - | - | UUU | - | - | Zwohxlir | RQWCC | 300-325 | 300 | UUDNA+300 | - | 644.00000 |
Tranche Comments
H: First Pay: 2021-02-17; Comments: 144H YAYAp OA2241609507;
F: First Pay: 2021-02-17; Comments: 144G EFETg IF2241609689;
Y: First Pay: 2021-02-17; Comments: 144F KEKDc RE2241609846;
W: First Pay: 2021-02-17; Comments: 144S DFDLw SF2241610000;
D: First Pay: 2021-02-17; Comments: 144R LMLEv QM2241610182;
I: First Pay: 2021-02-17; Comments: 144T DVDNl IV2241610265;
U: First Pay: 2021-02-17; Comments: 144G OHONx RH2241610349;
Originator(s)
Wwgb Retzrwg
Risk Retention
Xfk rrhnrhx vsvv xkhisn hfk eenshx hxinsfk hh shrrva vshf hfk 5% rsnsrer xsrb xkhknhshn irhenh enokx rksexshsrihshn xkkevihshnr.