| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 340.000 | 3.06 | - | AAA | AAA | 16.50% | - | Floating | SONIA | 72-73 | 72 | SONIA+72 | - | 100.00000 |
| B | GBP | 22.000 | 4.15 | - | AA+ | AA- | 11.00% | - | Floating | SONIA | 100-105 | 100 | SONIA+100 | - | 100.00000 |
| C | GBP | 18.800 | 4.15 | - | AA- | A | 6.30% | - | Floating | SONIA | 125-130 | 125 | SONIA+125 | - | 100.00000 |
| D | GBP | 19.200 | 4.15 | - | BBB | BBB+ | 1.50% | - | Floating | SONIA | 170-175 | 170 | SONIA+170 | - | 100.00000 |
| X | GBP | 156.000 | 1.34 | - | B- | BB+ | - | - | Floating | SONIA | - | 325 | SONIA+325 | - | 100.00000 |
| Z | GBP | 6.000 | - | - | NR | NR | - | - | Fixed | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
B: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
C: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
D: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
X: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
Z: First Pay: 2022-06-20; Redemption: 2026-03-20; Registration: 144A/Reg S;
Originator(s)
Belmont Green Finance Ltd