Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
A1 | GBP | 1,713.400 | 2.51 | - | AAA | AAA | 19.50% | - | Floating | SONIA | - | 122 | SONIA+122 | - | 100.00000 |
A2 | GBP | 63.070 | 3.75 | - | AAA | AAA | 16.50% | - | Floating | SONIA | - | - | SONIA+150 | - | 98.27000 |
B | GBP | 84.093 | 3.75 | - | AA | AA+ | 12.50% | - | Floating | SONIA | - | - | SONIA+150 | - | 96.10000 |
C | GBP | 73.582 | 3.75 | - | A | A+ | 9.00% | - | Floating | SONIA | - | - | SONIA+175 | - | 94.90000 |
D | GBP | 42.047 | 3.75 | - | BBB | BBB+ | 7.00% | - | Floating | SONIA | - | - | SONIA+200 | - | 93.35000 |
E | GBP | 15.767 | 3.75 | - | BBB- | BBB+ | 6.25% | - | Floating | SONIA | - | - | SONIA+200 | - | 91.16000 |
F | GBP | 26.279 | 3.75 | - | B- | BB | 5.00% | - | Floating | SONIA | - | - | SONIA+275 | - | 89.61000 |
G | GBP | 84.093 | 3.75 | - | CCC | B- | - | - | - | - | - | - | - | - | Retained |
X1 | GBP | 31.535 | - | - | CCC | B- | - | - | Floating | SONIA | - | - | SONIA+450 | - | Retained |
X2 | GBP | 10.512 | - | - | NR | NR | - | - | Floating | SONIA | - | - | SONIA+500 | - | Retained |
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