| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 2,173.886 | 2.35 | Aaa | AAA | - | 20.66% | - | Floating | 3mL | - | - | 3mL+55 | - | 100.13800 |
| B | GBP | 133.368 | 2.76 | Aa1 | AA+ | - | 15.66% | - | Floating | 3mL | - | - | 3mL+100 | - | 100.02300 |
| C | GBP | 160.041 | 2.76 | A1 | A+ | - | 9.66% | - | Floating | 3mL | - | - | 3mL+120 | - | 99.69400 |
| D | GBP | 60.016 | 2.76 | Baa2 | A | - | 7.41% | - | Floating | 3mL | - | - | 3mL+140 | - | 99.36800 |
| E | GBP | 46.679 | 2.76 | Ba3 | BBB | - | 5.66% | - | - | - | - | - | - | - | Retained |
| F | GBP | 26.673 | 2.76 | Caa1 | BBB- | - | 4.66% | - | - | - | - | - | - | - | Retained |
| Z1 | GBP | 40.010 | 2.76 | NR | NR | - | 3.16% | - | - | - | - | - | - | - | Retained |
| Z2 | GBP | 26.670 | 2.76 | NR | NR | - | 2.16% | - | - | - | - | - | - | - | Retained |
| R | GBP | 66.682 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
| X | GBP | 46.670 | - | Ca | NR | - | - | - | - | - | - | - | - | - | Retained |
| Cert | GBP | 0.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| VFN | GBP | 0.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
E: Registration: 144A/Reg S;
F: Registration: 144A/Reg S;
Z1: Registration: 144A/Reg S;
Z2: Registration: 144A/Reg S;
R: Registration: 144A/Reg S;
X: Registration: 144A/Reg S;
Cert: Registration: 144A/Reg S;
VFN: Registration: 144A/Reg S;