Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A | GBP | 136.300 | 5.00 | Aaa | AAA | - | AAA | - | - | Floating | SONIA | 110-120 | 120 | SONIA+120 | - | 100.00000 |
B | GBP | 33.000 | 5.00 | Aa3 | AA- | - | AA- | - | - | Floating | SONIA | 155-165 | 155 | SONIA+155 | - | 100.00000 |
C | GBP | 31.800 | 5.00 | A3 | A- | - | A- | - | - | Floating | SONIA | 190-200 | 190 | SONIA+190 | - | 100.00000 |
D | GBP | 9.700 | 5.00 | Baa2 | BBB+ | - | BBB+ | - | - | Floating | SONIA | 280-290 | 280 | SONIA+280 | - | 100.00000 |
X1 | GBP | 0.300 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
X2 | GBP | 0.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
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