| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 1,805.181 | 2.76 | Aaa | AAA | - | 23.66% | - | Floating | 3mL | - | - | 3mL+60 | - | 100.00500 |
| B | GBP | 183.970 | 3.24 | Aa1 | AA | - | 15.66% | - | Floating | 3mL | - | - | 3mL+100 | - | 99.75600 |
| C | GBP | 114.980 | 3.24 | A2 | A | - | 10.66% | - | Floating | 3mL | - | - | 3mL+120 | - | 99.28500 |
| D | GBP | 45.992 | 3.24 | Baa2 | A- | - | 8.66% | - | Floating | 3mL | - | - | 3mL+140 | - | 98.81900 |
| E | GBP | 51.740 | 3.24 | Ba2 | BBB- | - | 6.41% | - | - | - | - | - | - | - | Retained |
| F | GBP | 17.246 | 3.24 | B3 | BB+ | - | 5.66% | - | - | - | - | - | - | - | Retained |
| Z1 | GBP | 40.242 | 3.24 | NR | - | - | 3.91% | - | - | - | - | - | - | - | Retained |
| Z2 | GBP | 40.242 | 3.24 | NR | - | - | 2.16% | - | - | - | - | - | - | - | Retained |
| R | GBP | 57.729 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
| X | GBP | 45.990 | - | 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;
Originator(s)
Barclays Bank PLC / Bradford & Bingley PLC