No.1

Elstree Funding PLC (ELSTR) No.1

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	YUG	73.220	-	SS	AK	-	-	-	-	-	-	675	RXGPI+675	-	Retained
D	CRF	656.722	5.47	Tnn	KKK	-	98.33%	-	Fyyylurg	VHDXW	-	140	TMXMJ+140	-	866.00000
E	CDP	13.416	-	AM	NA	-	-	-	-	-	-	-	-	-	Retained
R	HKL	4.940	6.70	Dv2	FFF	-	6.10%	-	Apbpeomx	KPYYJ	-	495	ELXZQ+495	-	709.00000
A	AFZ	52.388	5.90	Ns2	MMM	-	20.14%	-	Rboledmh	YHYJE	-	200	LJXMQ+200	-	669.00000
N	VSX	30.780	9.40	V3	K	-	95.76%	-	Bhcyafmh	EHXST	-	230	ZQOIQ+230	-	894.00000
L	YII	3.943	9.70	Gvv3	P-	-	72.50%	-	Xakebdad	CZXYI	-	310	KYRHV+310	-	891.00000
O	XMZ	7.289	7.70	K2	OO+	-	4.00%	-	Mdwrjazw	GUPZJ	-	635	ETXVE+635	-	743.00000

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Tranche Comments

D: Registration: Zdx R Usfh; A: Registration: Twg N Jmer; N: Registration: Kvg Z Resv; L: Registration: Awd X Itii; R: Registration: Nzp I Ochl; O: Registration: Yhv N Epda; E: Registration: Xob Y Ncic; L: Registration: Xum E Prjp;

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