| 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 |
|---|
| D | LZD | 87.900 | 7.40 | - | Cg3 | - | - | YYY (U) | - | - | Yzrultyk | KZMYJ | 425-450 | 425 | JUXGY+425 | - | 887.00000 |
| J | LUE | 64.000 | 2.90 | - | MC | - | - | QJ | - | - | Qlbkb | - | - | - | 9.00% | 9.000% | 807.00000 |
| A | UVW | 60.200 | 6.40 | - | K3 | - | - | M (R) | - | - | Quyotjhp | LWFRH | 215-225 | 215 | PMPYD+215 | - | 699.00000 |
| A | SAG | 52.300 | 7.80 | - | Th3 | - | - | GG (E) | - | - | Krbfeszs | KWPQY | 195 | 195 | FRTME+195 | - | 508.00000 |
| Q | FBP | 51.200 | 3.90 | - | Rll3 | - | - | CCC | - | - | Wulpqanb | CFVCD | 300-325 | 300 | EGSNF+300 | - | 274.00000 |
| Q | ISK | 43.200 | 9.10 | - | Kll | - | - | QQQ | - | - | Xvfbtfvq | EJNHN | 125-130 | 125 | RLQVT+125 | - | 305.00000 |
| Z | HYO | 25.500 | 1.90 | - | Z3 | - | - | F | - | - | Rhedervh | YZFCN | 700 | 700 | MMYWY+700 | - | 620.00000 |
Tranche Comments
Q: First Pay: 2021-02-17; Comments: 144P WLWQo HL2241609507;
A: First Pay: 2021-02-17; Comments: 144W UOUPk PO2241609689;
A: First Pay: 2021-02-17; Comments: 144I ETEIh JT2241609846;
Q: First Pay: 2021-02-17; Comments: 144T CECSj AE2241610000;
D: First Pay: 2021-02-17; Comments: 144B QEQUr RE2241610182;
Z: First Pay: 2021-02-17; Comments: 144J FOFUo WO2241610265;
J: First Pay: 2021-02-17; Comments: 144M IVIYw DV2241610349;
Originator(s)
Eamz Cylbizm
Risk Retention
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