| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 193.400 | 4.80 | - | Aaa | - | - | AAA | - | - | Floating | SONIA | 80-85 | 80 | SONIA+80 | - | 100.00000 |
| B | GBP | 42.000 | 4.80 | - | Aa3 | - | - | AAA | - | - | Floating | SONIA | 110-120 | 110 | SONIA+110 | - | 100.00000 |
| C | GBP | 37.200 | 4.80 | - | A3 | - | - | AA- | - | - | Floating | SONIA | 135-145 | 135 | SONIA+135 | - | 100.00000 |
| D | GBP | 57.600 | 4.80 | - | Baa3 | - | - | BBB+ | - | - | Floating | SONIA | 190-200 | 190 | SONIA+190 | - | 100.00000 |
| E | GBP | 52.700 | 4.80 | - | Ba2 | - | - | BB+ | - | - | Floating | SONIA | 280-290 | 280 | SONIA+280 | - | 100.00000 |
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;
E: First Pay: 2021-10-22; Registration: 144A/Reg S;