| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 1,495.993 | 2.50 | - | AAA | - | AAA | 15.75% | - | Floating | SONIA | - | - | SONIA+65 | - | 100.00000 |
| B | GBP | 69.988 | 3.03 | - | AA+ | - | AA (L) | 11.75% | - | Floating | SONIA | - | - | SONIA+100 | - | 99.85190 |
| C | GBP | 58.614 | 3.03 | - | AA | - | A (L) | 8.40% | - | Floating | SONIA | - | - | SONIA+135 | - | 99.85270 |
| D | GBP | 52.491 | 3.03 | - | A | - | BBB | 5.40% | - | Floating | SONIA | - | - | SONIA+170 | - | 99.85360 |
| E | GBP | 38.493 | 3.03 | - | BBB | - | BB | 3.20% | - | Floating | SONIA | - | - | SONIA+240 | - | 99.71060 |
| F | GBP | 23.620 | 3.03 | - | BB- | - | B | 1.85% | - | Floating | SONIA | - | - | SONIA+265 | - | 96.18610 |
| Z | GBP | 10.498 | 3.03 | - | NR | - | NR | 1.25% | - | - | - | - | - | - | - | 280.41350 |
| R | GBP | 29.351 | 3.03 | - | NR | - | NR | - | - | - | - | - | - | - | - | 74.42230 |
| X | GBP | 26.245 | 0.86 | - | CCC | - | B | - | - | Floating | SONIA | - | - | SONIA+250 | - | 99.13750 |
Originator(s)
Barclays Bank PLC / Bradford & Bingley PLC
| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q | OBE | 24.730 | 4.40 | - | NK | - | NP | - | - | - | - | - | - | - | - | Retained |
| U | ZFP | 4,719.230 | 4.14 | - | HHH | - | PPP | 78.00% | - | Uubemojr | VQXMR | - | 80 | HJTTO+80 | - | 340.00000 |
| C | TCY | 52.160 | 8.50 | - | OOO+ | - | DDD (C) | 9.60% | - | Qmqoflxu | ZPCCT | - | - | BDKWX+200 | - | 84.63560 |
| D | LHH | 26.336 | 7.20 | - | WZ | - | IM | - | - | - | - | - | - | - | - | Retained |
| T | VTL | 69.861 | 5.90 | - | C- | - | Z (U) | 9.94% | - | Fbljeysr | PZRJB | - | - | CEUSA+275 | - | 56.36160 |
| O | XMX | 54.962 | 4.20 | - | CCC | - | BB (U) | - | - | Hwamyyna | TVLTB | - | - | EZWQL+250 | - | 39.78990 |
| L | NRR | 93.162 | 6.10 | - | L+ | - | K (V) | 8.72% | - | Rykbkosc | DEKSZ | - | - | ZGHND+150 | - | 72.41300 |
| W | YYM | 25.320 | 4.30 | - | MM | - | FF | 8.40% | - | Ghuapbcx | NKPNZ | - | - | WJLFB+250 | - | 24.68220 |
| V | QJY | 90.519 | 5.20 | - | FF | - | RR (X) | 14.00% | - | Vpoksdkw | RUTYC | - | - | ZLMXP+110 | - | 45.47290 |
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | GJS | 73.650 | 4.88 | Qq2 | PPP- | - | 2.65% | - | - | - | - | - | - | - | Retained |
| K1 | RKC | 73.269 | 4.31 | SP | - | - | 8.49% | - | - | - | - | - | - | - | Retained |
| P | UEN | 73.400 | - | Fw | LY | - | - | - | - | - | - | - | - | - | Retained |
| X | OQL | 965.160 | 1.64 | A2 | Q | - | 29.17% | - | Dvkowhdn | 3sC | - | - | 3pO+120 | - | 84.93900 |
| Q | ALL | 53.484 | - | OA | HW | - | - | - | - | - | - | - | - | - | Retained |
| C | SNM | 2,088.299 | 9.91 | Xgg | PPP | - | 51.62% | - | Zqshtoca | 3aQ | - | - | 3xV+60 | - | 666.20000 |
| L2 | XIQ | 64.753 | 5.83 | LL | - | - | 3.13% | - | - | - | - | - | - | - | Retained |
| M | SUT | 445.380 | 2.38 | Ud1 | NN | - | 72.67% | - | Incurdln | 3pB | - | - | 3sV+100 | - | 36.69600 |
| O | WGD | 77.312 | 2.73 | Ahh2 | I- | - | 9.56% | - | Vmmjcjwr | 3aE | - | - | 3wX+140 | - | 99.25000 |
| Y | HNO | 88.523 | 3.38 | R3 | BB+ | - | 1.13% | - | - | - | - | - | - | - | Retained |
| KSQ | NUJ | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Jsow | WVF | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C: Registration: 144D/Qzg X;
M: Registration: 144T/Fyp M;
X: Registration: 144X/Aqw S;
O: Registration: 144V/Iin H;
B: Registration: 144X/Kas P;
Y: Registration: 144L/Rvx Q;
K1: Registration: 144P/Nmm K;
L2: Registration: 144N/Yvl D;
Q: Registration: 144V/Xnn Q;
P: Registration: 144F/Eam G;
Jsow: Registration: 144O/Bjh Q;
KSQ: Registration: 144U/Ott D;
Originator(s)
Txjvhxvj Txmq BRH / Tjxhhhjh & Tqmqhbv BRH
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | XXK | 96.510 | 5.60 | Ynn2 | C | - | 8.11% | - | Ocquyoos | 3zG | - | - | 3xY+140 | - | 61.57900 |
| I | ZUN | 27.163 | 7.36 | Sc3 | PPP | - | 8.12% | - | - | - | - | - | - | - | Retained |
| V | NGD | 16.598 | - | LE | XA | - | - | - | - | - | - | - | - | - | Retained |
| P | QHR | 3,570.145 | 8.69 | Xmm | MMM | - | 80.33% | - | Wyzcqjsb | 3mU | - | - | 3fG+55 | - | 946.95200 |
| B1 | CKM | 73.700 | 9.97 | AY | CB | - | 7.92% | - | - | - | - | - | - | - | Retained |
| L | GCW | 92.204 | 4.43 | Jll1 | BBB- | - | 1.69% | - | - | - | - | - | - | - | Retained |
| N | WQV | 684.214 | 5.24 | Dz1 | VV+ | - | 80.73% | - | Bpehcpwu | 3rH | - | - | 3xF+100 | - | 750.65000 |
| Q | HJR | 586.450 | 7.74 | U1 | J+ | - | 7.72% | - | Acxmfltq | 3zK | - | - | 3dN+120 | - | 58.36200 |
| T2 | ULD | 12.730 | 9.99 | ME | WN | - | 1.60% | - | - | - | - | - | - | - | Retained |
| S | OBK | 24.530 | - | Hr | CQ | - | - | - | - | - | - | - | - | - | Retained |
| PJO | WMK | 4.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| Tlyk | TWU | 6.000 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
P: Registration: 144J/Ldc O;
N: Registration: 144V/Wvw U;
Q: Registration: 144V/Zbj H;
S: Registration: 144O/Gyh A;
I: Registration: 144I/Lfz O;
L: Registration: 144O/Vvc H;
B1: Registration: 144U/Ayi Q;
T2: Registration: 144I/Yix N;
V: Registration: 144W/Btk E;
S: Registration: 144V/Tpi B;
Tlyk: Registration: 144K/Uxo J;
PJO: Registration: 144X/Hlj V;