No.2

Elstree Funding PLC (ELSTR) No.2

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	LAI	68.630	-	ZG	EZ	-	-	-	-	-	-	-	-	-	Retained
X	TZF	2.428	5.38	Cdd3	FFF	-	8.00%	-	Xjydajkl	NYTKN	170-175	170	EPFDC+170	-	616.00000
S	OCM	152.134	7.42	Sxx	VVV	-	40.97%	-	Wysmmdyk	MOMVC	72-74	72	UWKIU+72	-	193.00000
Y2	IZM	7.380	7.43	YN	DK	-	-	-	Ndxfckpq	NOGNO	-	550	QOQBZ+550	-	Retained
B	LEQ	93.120	5.93	Vj2	PP	-	80.98%	-	Ntprfutu	WTEPK	100-105	100	QUDVP+100	-	644.00000
O1	KSW	91.860	7.54	Woo2	OOO	-	-	-	Hdqeodbl	RYKFE	-	300	PUHBC+300	-	Retained
J	QVX	10.625	8.24	Y2	R	-	6.00%	-	Iekferpz	UJCWA	130-135	130	FJRJX+130	-	344.00000

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Tranche Comments

S: Registration: Tjx U Dknb; B: Registration: Hro L Znow; J: Registration: Nok P Qqtk; X: Registration: Vms U Mnur; R: Registration: Yjo A Jfeq; O1: Registration: Phk C Udgk; Y2: Registration: Nrw Q Cbbs;

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Nype Tmy Xychvyg Xkzmp Xeg

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