| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 301.000 | 1.95 | - | AAA | AAA | 15.50% | - | Floating | SONIA | - | 150 | SONIA+150 | - | 100.00000 |
| B | GBP | 15.750 | 2.48 | - | AA+ | AA | 11.00% | - | Floating | SONIA | 220-225 | 220 | SONIA+220 | - | 100.00000 |
| C | GBP | 14.000 | 2.48 | - | AA- | A+ | 7.00% | - | Floating | SONIA | 315-320 | 315 | SONIA+315 | - | 100.00000 |
| D | GBP | 14.000 | 2.48 | - | A- | BBB | 3.00% | - | Floating | SONIA | 430-435 | 430 | SONIA+430 | - | 100.00000 |
| S | GBP | 2.000 | - | - | NR | NR | - | - | Fixed | - | - | - | - | - | Retained |
| Z1 | GBP | 5.250 | - | - | NR | NR | 1.50% | - | Fixed | - | - | - | - | - | Retained |
| Z2 | GBP | 5.250 | - | - | NR | NR | - | - | Fixed | - | - | - | - | - | Retained |
Tranche Comments
A: Registration: 144A/Reg S; Comments: Pre-placed;
B: Registration: 144A/Reg S;
C: Registration: 144A/Reg S;
D: Registration: 144A/Reg S;
S: Registration: 144A/Reg S;
Z1: Registration: 144A/Reg S;
Z2: Registration: 144A/Reg S;
Originator(s)
Belmont Green Finance Ltd