| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 174.615 | 1.14 | - | - | AAA | AAA | 28.50% | - | Floating | SONIA | - | 100 | SONIA+100 | - | 100.00000 |
| A Loan | GBP | 75.000 | 1.14 | - | - | AAA | AAA | 28.50% | - | Floating | SONIA | - | 100 | SONIA+100 | - | 100.00000 |
| B | GBP | 27.928 | 2.70 | - | - | AA | AA | 20.50% | - | Floating | SONIA | 245-250 | 245 | SONIA+245 | - | 100.00000 |
| C | GBP | 27.928 | 3.19 | - | - | A | A (L) | 12.50% | - | Floating | SONIA | - | 400 | SONIA+400 | - | 100.00000 |
| D | GBP | 19.201 | 3.62 | - | - | BBB | BBB | 7.00% | - | Floating | SONIA | - | 515 | SONIA+515 | - | 100.00000 |
| E | GBP | 24.441 | - | - | - | NR | NR | - | - | Floating | SONIA | - | - | - | - | Retained |
Tranche Comments
A: Registration: Reg S Only; Comments: Pre-placed;
A Loan: Registration: Reg S Only;
B: Registration: Reg S Only;
C: Registration: Reg S Only; Comments: Pre-placed;
D: Registration: Reg S Only; Comments: Pre-placed;
E: Registration: Reg S Only;
Originator(s)
Haydock Finance Ltd