Pavillion Point of Sale PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	434.736	1.45	-	-	AAA	AAA	11.00%	-	Floating	SONIA	-	100	SONIA+100	-	100.00000
B	GBP	12.211	2.48	-	-	AA+	AA (H)	8.50%	-	Floating	SONIA	-	-	SONIA+100	-	97.34041
C	GBP	10.990	2.50	-	-	A+	A (H)	6.25%	-	Floating	SONIA	-	-	SONIA+130	-	97.20506
D	GBP	7.327	2.50	-	-	A-	BBB (H)	4.75%	-	Floating	SONIA	-	-	SONIA+180	-	96.76741
E	GBP	8.548	2.50	-	-	BBB	BB (L)	3.00%	-	Floating	SONIA	-	-	SONIA+280	-	96.47151
F	GBP	6.105	2.50	-	-	BB+	B	1.75%	-	Floating	SONIA	-	-	SONIA+430	-	96.75536
Z	GBP	8.548	-	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained
R	GBP	5.586	-	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained
X	GBP	17.096	-	-	-	NR	B	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2022-03-31; Registration: Reg S Only; B: First Pay: 2022-03-31; Registration: Reg S Only; C: First Pay: 2022-03-31; Registration: Reg S Only; D: First Pay: 2022-03-31; Registration: Reg S Only; E: First Pay: 2022-03-31; Registration: Reg S Only; F: First Pay: 2022-03-31; Registration: Reg S Only; Z: First Pay: 2022-03-31; Registration: Reg S Only; R: First Pay: 2022-03-31; Registration: Reg S Only; X: First Pay: 2022-03-31; Registration: Reg S Only;

Originator(s)

Clydesdale Financial Services Ltd (CFS)