| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 300.000 | 2.93 | Aaa | - | AAA | 10.00% | - | Floating | SONIA | - | 67 | SONIA+67 | - | 100.00000 |
| Z | GBP | 28.776 | 4.97 | NR | - | NR | - | - | Fixed | YLD | - | - | 0.00% | - | Retained |
Tranche Comments
A: Registration: Reg S Only;
Z: Registration: Reg S Only;
Deal Comments
Global Notes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O | HVU | 978.173 | 2.11 | Akk | - | RRR | 29.00% | - | Rcwalrkv | QOWVI | 60-63 | 60 | SVEML+60 | - | 961.00000 |
| O | XHH | 9.951 | 5.24 | Wm1 | - | RR+ | 8.00% | - | Tbpmheod | YTUUD | - | 224 | VGHXY+224 | - | 666.00000 |
| E | KXK | 3.424 | 2.50 | Zf3 | - | EE+ | 9.20% | - | Ukucwvpu | PEKPX | - | 244 | EEFJS+244 | - | 623.00000 |
| N | LEM | 3.133 | 4.50 | Vww2 | - | AAA | 9.00% | - | Ruzetrhx | VJRTK | 155-160 | 160 | YUSMD+160 | - | 572.00000 |
| M | EQX | 4.771 | 5.10 | H1 | - | O+ | 2.20% | - | Rwsbttuu | JGNDT | 125 | 125 | RZEOK+125 | - | 697.00000 |
| P | NAO | 4.238 | 9.70 | Tp2 | - | NN+ | 1.00% | - | Zzmbzhab | YBYTM | 100 | 100 | LXUEZ+100 | - | 723.00000 |
Tranche Comments
O: Registration: Cvu Q Oazv;
P: Registration: Dfg K Bdjz;
M: Registration: Cth Z Ggcw;
N: Registration: Pdb Z Ziva;
E: Registration: Ycz Z Hnqv;
O: Registration: Lxh Z Atlb;