Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | GBP | 223.047 | 3.59 | Aaa | AAA | - | 13.50% | - | Floating | SONIA | 80 | 80 | SONIA+80 | - | 100.00000 |
B | GBP | 17.207 | 4.49 | Aa2 | AA- | - | 6.75% | - | Floating | SONIA | 120 | 120 | SONIA+120 | - | 100.00000 |
C | GBP | 8.285 | 4.49 | Aa3 | A- | - | 3.50% | - | Floating | SONIA | 130-135 | 135 | SONIA+135 | - | 100.00000 |
D | GBP | 3.824 | 4.49 | A1 | BBB | - | 2.00% | - | Floating | SONIA | 200 | 200 | SONIA+200 | - | 100.00000 |
E | GBP | 2.549 | 4.49 | A3 | BB | - | 1.00% | - | Floating | SONIA | 350 | 350 | SONIA+350 | - | 100.00000 |
Z | GBP | 2.549 | - | NR | NR | - | - | - | ZeroCpn | - | - | - | 0% | 0% | Retained |
X | GBP | 10.300 | - | B2 | B- | - | - | - | Floating | SONIA | - | 390 | SONIA+390 | - | 100.00000 |
S | GBP | 2.549 | - | NR | NR | - | - | - | ZeroCpn | - | - | - | 0% | 0% | Retained |
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