| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Loan Notes | GBP | 86.500 | 3.50 | - | AA+ | - | AA | 15.00% | - | Floating | SONIA | - | - | SONIA+150 | - | - |
| B | GBP | 4.500 | 4.40 | - | A+ | - | A | 10.50% | - | Floating | SONIA | - | - | SONIA+330 | - | 96.80200 |
| C | GBP | 3.500 | 4.40 | - | BBB+ | - | BBB | 7.00% | - | Floating | SONIA | - | - | SONIA+390 | - | 95.03800 |
| D | GBP | 2.000 | 4.40 | - | BB+ | - | BB | 5.00% | - | Floating | SONIA | - | - | SONIA+600 | - | 96.45800 |
| X | GBP | 5.500 | - | - | NR | - | NR | - | - | Floating | SONIA | - | - | SONIA+675 | - | Retained |
| Z | GBP | 5.000 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
| RCs | GBP | 0.000 | - | - | NR | - | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Loan Notes: Registration: Reg S Only;
B: Registration: Reg S Only; Comments: Pre-Placed;
C: Registration: Reg S Only; Comments: Pre-Placed;
D: Registration: Reg S Only; Comments: Pre-Placed;
X: Registration: Reg S Only;
Z: Registration: Reg S Only;
RCs: Registration: Reg S Only;
Deal Comments
Non Call Period: 4.00