| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 189.607 | 2.10 | - | AAA | - | AAA | 27.00% | - | Floating | SONIA | 127-130 | 127 | SONIA+127 | - | 100.00000 |
| B | GBP | 15.583 | 3.10 | - | AA | - | AA (L) | 21.00% | - | Floating | SONIA | 210 | 210 | SONIA+210 | - | 100.00000 |
| C | GBP | 12.337 | 3.10 | - | A+ | - | A | 16.25% | - | Floating | SONIA | 240 | 240 | SONIA+240 | - | 100.00000 |
| D | GBP | 15.583 | 3.10 | - | BBB | - | BBB | 10.25% | - | Floating | SONIA | - | 330 | SONIA+330 | - | 100.00000 |
| E | GBP | 8.441 | 3.10 | - | BB | - | BB (H) | 7.00% | - | Floating | SONIA | - | 480 | SONIA+480 | - | 100.00000 |
| F | GBP | 5.194 | 3.10 | - | B | - | BB (L) | 5.00% | - | Floating | SONIA | - | 650 | SONIA+650 | - | 100.00000 |
| G | GBP | 5.194 | 3.10 | - | NR | - | NR | 3.00% | - | Floating | SONIA | - | 700 | SONIA+700 | - | 95.93600 |
| H | GBP | 8.202 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| X | GBP | 9.569 | - | - | B- | - | A | - | - | Floating | SONIA | - | 700 | SONIA+700 | - | 100.00000 |
Tranche Comments
F: Registration: Reg S Only; Comments: Pre-placed;
X: Registration: Reg S Only; Comments: Pre-placed;
E: Registration: Reg S Only; Comments: Pre-placed;
A: Registration: Reg S Only;
G: Registration: Reg S Only; Comments: Pre-placed;
D: Registration: Reg S Only; Comments: Pre-placed;
H: Registration: Reg S Only;
C: Registration: Reg S Only;
B: Registration: Reg S Only;