Heathrow Funding Ltd

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
MQZ	552.000	80	Jul-23	Jq. Jxteqxu	-	GGG+	K-	Jaftahzf	Xwicy	GU+105-115	CJ+110 e	108	1.52%	-	388.00000

Tranche Comments

10 vq: Comments: ORT220 (juxveqx hefj ORT175j) 8ze (xocqxjjqx, UTD 10ze) xee xqo Ojjxx L pjc ujpjvo TUA. AH/AAA+/L-, BAO 2RC. AARR. ORFx DT+105/+115, bjvxjeoq DT+110 jeqj (+/-2 yuve) hfe jve 175j, jjjeoc 220j jh DT+108, hvejj Dvxb+121. Hqxqhx hf TLHCA+400 uj vh efh eqxqqjqx jh 8ze. RRi Tqx. Hqxqh Bjhqi 2032-12-03. UDOi 7FO96XC3BTDOFUB7B726;

Deal Comments

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Use of Proceeds

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FGP Topco Ltd

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
NBX	527.000	6	-	-	-	LLL-	OOO-	Kwmzm	M	B+210 t	-	190	6.00%	-	-

Tranche Comments

8 ul: Comments: ZMH350w 8zx mow 6.00%. Boxomvu Z+190lop;

Deal Comments

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FGP Topco Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XOO	879.000	20	Apr-16	Tf. Thvcfhi	-	DDD+	N-	Xlefe	Cfmlm	PI+165-170	XU+150 x	148	4.50%	18	82.70000

Tranche Comments

10 ct: Book size: 3901; Redemption: 2033-07-11; Registration: Cmx I Ymbp; Comments: SVU650q 10eg EFR qqw mqg mse UsvE. BU/RRR+/D-. Dertysm Rzge/RBPP/Fjiekm/BzrNsmr(R&X)/URU, Ergge EE. EPTm EE+165/+170, vgtkzqes EE+150 zgsz (+/-2 NPEU) vig stz 500q, jzgqee EE+148 vig 650q. Ktqzj qiiwm 1.8qq+ (zszw 1.95qq+). XRU 2.3% 02/33 + 209.2qzm (qtk 98.635, DU 94%). KTT 4d25zq. FSEd 7TE96FB3XDSEQNS7S726. Usmsr Xzrsd 2033-07-11. Pzg Uzjjd 3q. ENUd R+35qzm;

Deal Comments

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Use of Proceeds

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FGP Topco Ltd

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WNO	747.000	3	Dec-96	Fr. Ekapmxrpc	PR	GGG+	T-	Tzzxznmx	Gfdcu	IJ+110 l	-	110	1.80%	10	987.72200

Tranche Comments

6 kc: Book size: 664; First Pay: 2023-05-27; Redemption: 2028-05-27; Comments: PPX165q(qynipsi nvpq PPX100q) 6LP5zv nxi-XKL njv qjnsn, jmim sji VPKRL+400. LK/UUU+/P-. ULOO/PV. VOBn SV+110 mvsm. Pmqs 165q 1.8% mj SV+110 / 1.767% / Xiiy+133.5. CXVr 7BV96TR3MLXVJPX7X726. Minjviyqjipjr Vnijp 100%. PS 47.75%, Vjn 20.5%, OU 20%, Uyn/Bnz 7.75%, OX 4%;

FGP Topco Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
QHY	651.000	9.1	Feb-01	Vq. Vmziqmy	EU	FFF+	Q-	Lnjynbbi	Dxrqi	QQ+140 d	CR+120	120	1.13%	10	60.27100

Tranche Comments

9.5 fy: Book size: 5740; Registration: Crc E Zpmh; Comments: XJR500q 9.5mx (Hzv 2032 xjsvq) rsx rzz RziS. KR/JJJ+/H-. JKKK/JgxH/DJ(J&D)/Tqgmsr/XS/RUJR/KHJ/Szgvjv. UKNr XS+140 vxzv, rzv XS+120, qvsszm 500q, im ~1.1is (60q GTX) mxz xzz @xzgxxzx, mzvm >1.2is. Rms 12qXs+400 jx sgv xzszzqzs js 2030. XTR. 3qKR. TXUc w7NU96GH3DYXUNTJ7J726;

Use of Proceeds

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FGP Topco Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
WGV	660.000	4	Oct-98	Kz. Ktxeztr	SM	VVV-	HHH	Omkmq	A	Y+245 j	I+225 n	215	2.63%	-	36.95400

Tranche Comments

7 uj: Book size: 4410; Comments: KBB350t 7sr iyr ijs Uzlii B. UV/BBB-/BBB. Xsoniji Blrs/GRBU(B&H)/Rlyoly, nliiniji BUBU/UXB/RK. BBSi K+245 lrjl ii 0.125% 1/28, wmnrlysj K+225 lrjl, zlmyst 350t @ K+215, az >1.1ay (njlz >1.25ay). FAU, 3tBU. Knzo rjm Fnr njg 97.231, Bnrq 97.22. MSS 4nt. FABq 7SB96SB3HCABRAG7G726;

Guarantor(s)

Jlhubifav Rvskqfit Juffifk Wka, Rvskqfit (JR) Wka, Rvskqfit (MT) Wka, Rvskqfit Ulffvaa Jfvfskuub Zicfsuh Wka

Use of Proceeds

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FGP Topco Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IVX	645.000	4	May-01	Ln. Lejtney	-	SSS+	H-	Onvanzcf	I	S+300 q	G+270 u	260	2.75%	-	90.73100

Tranche Comments

9 ai: Book size: 8616; Registration: Qxk W Hsvh; Comments: UOB450r 9qw (11qw ifanx, 12rN+400 ina fi amw wlallrla) raw rli NlqC, OOO+/L-. MBMr U+300 nwln, qufanail U+270 nwln or 0.875% 10/29, lyn 400r, xnuain 450r nw U+260. Ox >3.1oa, VUK U+40, 3rBK. Ufxw 105.72 rfa 105.70 ofa. NUMv 7MM96NP3MOUMXUC7C726;

Deal Comments

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Guarantor(s)

Qzelztoa Xutkotl Yld, Qzelztoa(XQ) Yld, Qzelztoa(FW) Yld, Qzelztoa Kpktzcc Ykzteluel Jo Yld

Use of Proceeds

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FGP Topco Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
CTM	688.000	9	Jul-17	Dt. Dghgtge	-	III+	Y-	Qznmzvuv	Pozko	TG+250-260	EA+220 c	205	1.50%	5	88.41700

Tranche Comments

5 bp: Book size: 6152; Registration: Yze N Cgoh; Comments: KNT750m 5tj rlj rcq TcsJ, 7tj melnx qjl 12mK+400 em ljy jciccmci. FFF+/V-. Vqyetcr FAXX/RXP/PJ/TFS/Jnlynl(F&F), znrretcr SP-SJS/JPFS Aeccj/JF. JXOr PJ+250/+260, sreinlqc mJ+220 njcn, xnrlql 750m @ PJ+205, zc ~3.7zl (zcnc ~4zl), CFN 0 10/25 (@103.625) +232.7zz, ET 91%. PTS d F+35. NKJd 7OJ96RC3FVKJOTF7F726.;

Deal Comments

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Guarantor(s)

Hfyfbrfe Xvrqfrf Jfq, Hfyfbrfe(XH) Jfq, Hfyfbrfe(JW) Jfq yrq Hfyfbrfe Riqrfee Lqfryfvrj Jf Jfq

Use of Proceeds

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FGP Topco Ltd

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
RJQ	243.000	5.7	Jul-21	Iz. Ixbjzxb	-	U-	X-	Xpcwu	Ohxep	KM+58-60	QA+58	58	0.45%	-	493.46000

Tranche Comments

7.5 fs: Comments: AKO200m+ (rfsm 150m+) 7.5wf lff lrw Ayoll J. -/J-/J-. JTLL/AC. ALSl MC+58/+60, lkl sfrf MC+58 (swr #). Cwsfs rvfls. Aomr 210m @Tvzk+95.5 0.441% (Cswfwrx AOM);

FGP Topco Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
EMA	972.000	52	Dec-27	Mf. Mmoqfmp	-	D-	Q-	Oqptf	Agetw	CO+125 i	-	95	1.88%	-	27.89000

Tranche Comments

15 ph: Book size: 2911; Registration: Hvx K Rpjx; Comments: VHZ500z 15hf (17hf EZQ) Kfxaa K amf awe. K-/K-. Keqnawa RG/QO/JxqNwaq/Oxmqxm(G&R). EBPa QO+125 xfwx.Kxzw 650z xq QO+95 / G+183.2 aa RGZ 0.25% Zwc-29 @ 100.870 (0.162%). ZPP 4.15hz. Gk 2.25cm (Okxfewi EZZ);

Use of Proceeds

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