| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 283.029 | 283.03 | Aaa | AAA | - | AAA | 11.00% | - | Floating | SONIA | 70-71 | 70 | SONIA+70 | - | 100.00000 |
| B | GBP | 7.950 | 4.06 | Aa2 | AA+ | - | AA+ | 8.50% | - | Floating | SONIA | 95-100 | 95 | SONIA+95 | - | 100.00000 |
| C | GBP | 11.130 | 4.06 | A2 | A+ | - | A+ | 5.00% | - | Floating | SONIA | 125-130 | 125 | SONIA+125 | - | 100.00000 |
| X | GBP | 11.130 | - | Ba1 | BB- | - | NR | - | - | Floating | SONIA | - | 400 | SONIA+400 | - | Retained |
| Z | GBP | 15.902 | - | NR | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: Reg S Only;
B: Registration: Reg S Only;
C: Registration: Reg S Only;
X: Registration: Reg S Only;
Z: Registration: Reg S Only;