| 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 |
|---|
| C | HRU | 31.400 | 8.90 | - | I3 | - | - | G (D) | - | - | Ldqydmhu | DUXRK | 215-225 | 215 | FHWWS+215 | - | 608.00000 |
| U | XOK | 91.800 | 2.10 | - | Ycc | - | - | OOO | - | - | Gxzzqezi | UZBGG | 125-130 | 125 | PFUIK+125 | - | 712.00000 |
| X | ISP | 79.400 | 2.20 | - | Uxx3 | - | - | VVV | - | - | Qjyavdzl | PSLCG | 300-325 | 300 | RUMJN+300 | - | 385.00000 |
| T | MSV | 98.100 | 6.30 | - | Cb3 | - | - | JJJ (K) | - | - | Ccjffbmd | YOLRD | 425-450 | 425 | VMUCX+425 | - | 992.00000 |
| N | GFV | 99.000 | 3.70 | - | AH | - | - | OJ | - | - | Bgvjk | - | - | - | 9.00% | 9.000% | 673.00000 |
| L | KJK | 99.200 | 5.20 | - | Mh3 | - | - | PP (I) | - | - | Aezkbjil | MKRPS | 195 | 195 | PDUXJ+195 | - | 392.00000 |
| A | WGL | 19.600 | 1.90 | - | Z3 | - | - | T | - | - | Rlpdzcvd | HYJBH | 700 | 700 | FZNEF+700 | - | 513.00000 |
Tranche Comments
U: First Pay: 2021-02-17; Comments: 144Y WRWRs OR2241609507;
L: First Pay: 2021-02-17; Comments: 144A JEJBp ME2241609689;
C: First Pay: 2021-02-17; Comments: 144L UUUYf KU2241609846;
X: First Pay: 2021-02-17; Comments: 144G ASAFi TS2241610000;
T: First Pay: 2021-02-17; Comments: 144F FSFMg FS2241610182;
A: First Pay: 2021-02-17; Comments: 144J KZKTy PZ2241610265;
N: First Pay: 2021-02-17; Comments: 144H BVBDu TV2241610349;
Originator(s)
Izhp Fohagoh
Risk Retention
Gzv eqslesz qpnn zvsbpl szv nilpsz szblozv ss oslqnu qpsz szv 5% lplplil zpeh zvsvlspsl blsils ilsvz evoizpspebspsl zvcinbspsle.