| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 136.300 | 5.00 | Aaa | AAA | - | AAA | - | - | Floating | SONIA | 110-120 | 120 | SONIA+120 | - | 100.00000 |
| B | GBP | 33.000 | 5.00 | Aa3 | AA- | - | AA- | - | - | Floating | SONIA | 155-165 | 155 | SONIA+155 | - | 100.00000 |
| C | GBP | 31.800 | 5.00 | A3 | A- | - | A- | - | - | Floating | SONIA | 190-200 | 190 | SONIA+190 | - | 100.00000 |
| D | GBP | 9.700 | 5.00 | Baa2 | BBB+ | - | BBB+ | - | - | Floating | SONIA | 280-290 | 280 | SONIA+280 | - | 100.00000 |
| X1 | GBP | 0.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| X2 | GBP | 0.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2021-10-22; Registration: 144A/Reg S;
B: First Pay: 2021-10-22; Registration: 144A/Reg S;
C: First Pay: 2021-10-22; Registration: 144A/Reg S;
D: First Pay: 2021-10-22; Registration: 144A/Reg S;
X1: First Pay: 2021-10-22; Registration: 144A/Reg S;
X2: First Pay: 2021-10-22; Registration: 144A/Reg S;