| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1A | USD | 250.000 | 1.97 | Aaa | - | AAA | 12.54% | - | Floating | SOFR | 38 | 38 | SOFR+38 | - | 100.00000 |
| 2A | GBP | 500.000 | 4.93 | Aaa | - | AAA | 12.54% | - | Floating | SONIA | 29 | 29 | SONIA+29 | - | 100.00000 |
| 3AR | GBP | 2.100 | 7.37 | Aaa | - | AAA | 12.54% | - | Floating | SONIA | - | 37 | SONIA+37 | - | Retained |