| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | GBP | 203.730 | 3.90 | Aaa | - | AAA | 16.00% | - | Floating | 3mEu | - | 95 | 3mEu+95 | - | 100.00000 |
| B | GBP | 11.850 | 5.10 | Aa1 | - | AA | 11.00% | - | Floating | 3mEu | - | 220 | 3mEu+220 | - | 100.00000 |
| C | GBP | 14.210 | 5.10 | A1 | - | A | 5.00% | - | Floating | 3mEu | - | 325 | 3mEu+325 | - | 100.00000 |
| Z | GBP | 11.850 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |