| 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 | TDT | 91.700 | 3.40 | - | Nss | - | - | YYY | - | - | Nrfrdlfi | WJEDI | 125-130 | 125 | BMJCU+125 | - | 174.00000 |
| N | OFQ | 19.100 | 5.80 | - | Ngg3 | - | - | AAA | - | - | Auhyqwtv | TWGGY | 300-325 | 300 | XJGTT+300 | - | 502.00000 |
| O | UED | 31.500 | 1.30 | - | Vp3 | - | - | JJ (A) | - | - | Zszctfsd | UCWFY | 195 | 195 | TUZCD+195 | - | 588.00000 |
| R | MNM | 40.500 | 3.70 | - | R3 | - | - | K (O) | - | - | Iymbodje | KPCFR | 215-225 | 215 | RWGGS+215 | - | 163.00000 |
| N | DSV | 92.900 | 6.40 | - | Of3 | - | - | AAA (C) | - | - | Rwxwpiqz | MJUNP | 425-450 | 425 | CTFWW+425 | - | 496.00000 |
| Q | YMA | 82.000 | 4.10 | - | HR | - | - | IH | - | - | Gnmpv | - | - | - | 9.00% | 9.000% | 943.00000 |
| E | ORQ | 91.800 | 6.80 | - | S3 | - | - | E | - | - | Eukiklpi | HSFBA | 700 | 700 | SVFZB+700 | - | 414.00000 |
Tranche Comments
F: First Pay: 2021-02-17; Comments: 144P PVPEy UV2241609507;
O: First Pay: 2021-02-17; Comments: 144B MSMWe NS2241609689;
R: First Pay: 2021-02-17; Comments: 144A ZTZJy FT2241609846;
N: First Pay: 2021-02-17; Comments: 144W JHJHb DH2241610000;
N: First Pay: 2021-02-17; Comments: 144O ATALa OT2241610182;
E: First Pay: 2021-02-17; Comments: 144W JEJMj FE2241610265;
Q: First Pay: 2021-02-17; Comments: 144Q BCBCf OC2241610349;
Originator(s)
Vfay Nmxeuca
Risk Retention
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