| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 844.100 | 2.04 | - | AAA | AAA | 17.80% | - | Floating | SONIA | - | 100 | SONIA+100 | - | 100.21000 |
| B | GBP | 60.300 | 3.97 | - | AA- | AA- | 11.80% | - | Floating | SONIA | - | 285 | SONIA+190 | - | 101.77000 |
| C | GBP | 30.100 | 3.97 | - | A | A- | 8.80% | - | Floating | SONIA | - | 360 | SONIA+240 | - | 102.46000 |
| D | GBP | 20.100 | 3.97 | - | BBB- | BBB- | 6.80% | - | Floating | SONIA | - | 480 | SONIA+320 | - | 102.07000 |
| E | GBP | 10.100 | 3.97 | - | BB- | BB- | 5.80% | - | Floating | SONIA | - | 675 | SONIA+450 | - | 101.68000 |
| F | GBP | 10.000 | 3.97 | - | B- | B- | 4.80% | - | Floating | SONIA | - | 900 | SONIA+600 | - | 102.45000 |
| Z | GBP | 48.200 | - | - | NR | NR | - | - | - | - | - | - | - | - | - |
| RC | GBP | 0.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | - |
Tranche Comments
A: First Pay: 2024-08-16; Registration: 144A/Reg S; Comments: Pre-placed;
B: First Pay: 2024-08-16; Registration: 144A/Reg S; Comments: Pre-placed;
C: First Pay: 2024-08-16; Registration: 144A/Reg S; Comments: Pre-placed;
D: First Pay: 2024-08-16; Registration: 144A/Reg S; Comments: Pre-placed;
E: First Pay: 2024-08-16; Registration: 144A/Reg S; Comments: Pre-placed;
F: First Pay: 2024-08-16; Registration: 144A/Reg S; Comments: Pre-placed;
Z: First Pay: 2024-08-16; Registration: 144A/Reg S; Comments: Pre-placed;
RC: First Pay: 2024-08-16; Registration: 144A/Reg S; Comments: Pre-placed;
Originator(s)
Bank of Scotland PLC
WA Seasoning (Months)
18.09 yr