| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 1,482.787 | 3.04 | Aaa | - | AAA | - | - | Floating | 3mL | - | 80 | 3mL+80 | - | - |
| B | GBP | 140.263 | 5.15 | Aa3 | - | AA | - | - | Floating | 3mL | - | 125 | 3mL+125 | - | - |
| C | GBP | 130.244 | 5.15 | A1 | - | A | - | - | Floating | 3mL | - | 175 | 3mL+175 | - | - |
| D | GBP | 80.150 | 5.15 | Baa3 | - | BBB | - | - | Floating | 3mL | - | 225 | 3mL+225 | - | - |
| E | GBP | 40.075 | 5.15 | Ba3 | - | BB | - | - | Floating | 3mL | - | 300 | 3mL+300 | - | - |
| Z | GBP | 130.245 | 5.15 | - | - | - | - | - | - | - | - | - | - | - | - |
| Y | GBP | 0.000 | - | - | - | - | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2019-09-17; Registration: 144A/Reg S; Comments: Pre-placed;
B: First Pay: 2019-09-17; Registration: 144A/Reg S; Comments: Pre-placed;
C: First Pay: 2019-09-17; Registration: 144A/Reg S; Comments: Pre-placed;
D: First Pay: 2019-09-17; Registration: 144A/Reg S; Comments: Pre-placed;
E: First Pay: 2019-09-17; Registration: 144A/Reg S; Comments: Pre-placed;
Z: First Pay: 2019-09-17; Registration: 144A/Reg S; Comments: Pre-placed;
Y: First Pay: 2019-09-17; Registration: 144A/Reg S; Comments: Pre-placed. Size: 10k units;
Risk Retention
EU - Yes; US - Yes