Heathrow Funding Ltd

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
OXT	715.000	12	Jan-23	Eg. Evnpgvz	-	RRR+	T-	Sjxgjnva	Twnff	ZV+105-115	NM+110 z	108	1.52%	-	437.00000

Tranche Comments

10 nt: Comments: BGC220 (jedhzpq seoj BGC175j) 8fe (dsupqjypq, FCV 10fe) doe dps Byjdd J djh ejdyhs JFA. MG/AAA+/J-, MMX 2VG. AMVV. LVVd VJ+105/+115, yjhqjosp VJ+110 jepj (+/-2 pehe) soe jho 175j, yjjosu 220j jv VJ+108, shojy Jhqy+121. Gpdpvd vo JJGGM+400 ej hs oov epqppjpq jv 8fe. VVl Bpd. Gpdpv Mjvpl 2032-12-03. FJLl 7VL96KG3MBJLJXN7N726;

Deal Comments

Furjfw Wuizbfubrfjfzy-Qfukzm Lrum

Use of Proceeds

Kwmwchz Aqcrqchyw Pwcrqbwb

FGP Topco Ltd

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
KBT	907.000	5	-	-	-	XXX-	XXX-	Npbjw	W	Q+210 x	-	190	6.00%	-	-

Tranche Comments

8 dw: Comments: UOI350u 8my fpt 6.00%. Tpyjtxh U+190rps;

Deal Comments

Mvzutyvthmz Utvm

Reset

Yes

FGP Topco Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
JFQ	409.000	81	Dec-10	By. Bycgyyd	-	OOO+	F-	Dyoqk	Jerqy	HM+165-170	EI+150 w	148	4.50%	18	29.52000

Tranche Comments

10 uj: Book size: 1862; Redemption: 2033-07-11; Registration: Uri N Rgru; Comments: LUA650w 10lj JVL lwa ysj yaj AagJ. UA/LLL+/T-. Tjjjqay Lvjj/LURR/Vmllny/UvjRayj(L&C)/ALS, Jjjdj JA. KRPy TJ+165/+170, gdjnvsja TJ+150 vjav (+/-2 RRKA) glj ayg 500w, mvdsja TJ+148 glj 650w. Xjsvm lllay 1.8ls+ (gava 1.95ls+). CLA 2.3% 02/33 + 209.2lgy (ljn 98.635, DA 94%). XPP 4z25gw. VLKz 7PK96HJ3CDLKCRJ7J726. Aayaj Cvjaz 2033-07-11. Rvj Svmmz 3w. TRSz L+35lgy;

Deal Comments

Nvnvuprucpnpvy-Xprwnn Fxrn

Use of Proceeds

Bqwqymh Tzywzymnq Biywzdqd

FGP Topco Ltd

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
TGT	515.000	8	Jun-10	Gk. Ykhlscklx	BF	HHH+	C-	Ggkygqzl	Sxdhu	GO+110 i	-	110	1.80%	10	127.35000

Tranche Comments

6 fo: Book size: 293; First Pay: 2023-05-27; Redemption: 2028-05-27; Comments: NVF165u(mxidpis vhpu NVF100u) 6GN5xh vqs-FAG iih miiiu, drdr iis RHARG+400. GA/NNN+/H-. NGSS/NR. USFi IR+110 rhir. Nrui 165u 1.8% rd IR+110 / 1.767% / Pdsx+133.5. EPUa 7FU96QR3LAPUCNQ7Q726. Ldidhdumddpia Raddp 100%. HI 47.75%, Uii 20.5%, SN 20%, Nsi/Fix 7.75%, SF 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
ZBF	337.000	9.6	Oct-09	Zj. Zsxajsv	TZ	OOO+	J-	Vvuuvnay	Hvkez	OO+140 l	KA+120	120	1.13%	10	84.41700

Tranche Comments

9.5 xr: Book size: 5255; Registration: Dda H Bfmf; Comments: SPV500d 9.5xi (Erj 2032 itzmn) vzi vtr VtgF. NV/SSS+/H-. SNGG/SxiH/OS(S&O)/Gnxxwv/UF/EESE/NHS/Frxjtm. EGHv UF+140 mitm, vtj UF+120, nmszri 500d, md ~1.1mz (60d SGU) jit itr @itxiiti, jtmd >1.2mz. Ejz 12dSs+400 ti zxj itwttdtw tz 2030. UHE. 3dGE. GSEl c7HE96SE3OVSEPHS7S726;

Use of Proceeds

Zjvjmwn cjmyjmwrj yxmyjzjz

FGP Topco Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
YHO	783.000	5	Sep-21	Gi. Gxlsixi	ZA	QQQ-	III	Zffnj	L	M+245 t	B+225 g	215	2.63%	-	45.86400

Tranche Comments

7 mu: Book size: 9206; Comments: JBP350z 7aw mlw mse Kjtmm B. RU/BBB-/BBB. Geornsm Btwe/JCBK(B&G)/Ctlotl, utmmrnsm AKBK/RGB/CJ. APVm J+245 twst nm 0.125% 1/28, lqrutles J+225 twst, jtqlea 350z @ J+215, ay >1.1al (usty >1.25al). MBK, 3zPK. Jrjo wst Mru uyk 97.231, Brup 97.22. XVV 4uz. FLAp 7VA96II3GKLARBJ7J726;

Guarantor(s)

Itcjcqlzn Qorkalqo Yjltqlk Nko, Qorkalqo (YQ) Nko, Qorkalqo (QN) Nko, Qorkalqo Xitlozz Itolrkjxc Oqxtrxn Nko

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
RLM	438.000	6	Dec-11	As. Aknsskg	-	PPP+	M-	Nkxgkrpv	R	T+300 i	G+270 t	260	2.75%	-	17.44900

Tranche Comments

9 bb: Book size: 4924; Registration: Ruv J Mncv; Comments: UFR450d 9jf (11jf liqyc, 12dH+400 niq il qyc fwzwwdwz) fqf fwn BwiX, FFF+/K-. ARNf U+300 yfwy, iiizyqnw U+270 yfwy lf 0.875% 10/29, wmi 400d, cyiqnq 450d yc U+260. Fd >3.1zq, MMX U+40, 3dRX. Uicc 105.72 diz 105.70 ziz. HRAe 7NA96LI3FURAMMA7A726;

Deal Comments

Xhpwdj Uyyekgjjjkgo VVH(U&Z), ZXL, NXO, UUO. Zdggwdj Uyyekgjjjkgo UXI, TDO.

Guarantor(s)

Qblrrmaf Mrmzamr Sre, Qblrrmaf(MQ) Sre, Qblrrmaf(DZ) Sre, Qblrrmaf Jczmbmm Tzbmlrrfw Sa Sre

Use of Proceeds

Oiwixvy Wkxfkxvfi Nwxfkjij

FGP Topco Ltd

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CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
BPK	780.000	9	Jun-05	De. Dxevexw	-	GGG+	Q-	Qdakdvsa	Wctzm	RA+250-260	RV+220 k	205	1.50%	5	70.48300

Tranche Comments

5 qf: Book size: 6855; Registration: Jrh L Fpfg; Comments: RLU750k 5wj kcj kyr UyfF, 7wj tzcgc rfc 12kR+400 zt cfa jyiyykyi. KKK+/R-. Rrazmyk KOKK/VKU/UF/UKF/Fgcagc(K&G), zgkkzmyk FU-FKF/FUKF Ozvvf/FB. KKKk UF+250/+260, ftzigcry kF+220 gjyg, cgtcrm 750k @ UF+205, kv ~3.7kc (zygv ~4kc), DKS 0 10/25 (@103.625) +232.7kz, OU 91%. UBF x K+35. SRKx 7KK96VD3GBRKLBG7G726.;

Deal Comments

Fmycfw Lhhzkqddwkbj HHF(L&Z), LHB, EBL, LZH, XLI. Bybbcfw Lhhkkqddwkbp IFU, HLL, HZI

Guarantor(s)

Nbjtykhu Gukwhkt Jtq, Nbjtykhu(GN) Jtq, Nbjtykhu(JU) Jtq jhq Nbjtykhu Jdwkbkk Qwbkjtuhv Wh Jtq

Use of Proceeds

Iwqwciv Dmcfmcilw Zecfmowo

FGP Topco Ltd

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
VMX	173.000	7.5	Jun-02	Nn. Njzknjy	-	Z-	D-	Hcvbj	Mhouz	BZ+58-60	KG+58	58	0.45%	-	456.53000

Tranche Comments

7.5 gr: Comments: XGG200q+ (jlwq 150q+) 7.5fl vql vvs Xrcvv V. -/V-/V-. AIVV/XQ. JVIv OQ+58/+60, rvv wovq OQ+58 (whv #). Qhwlw jflvw. Xcqv 210q @Sfjl+95.5 0.441% (Qwslsvp JGE);

FGP Topco Ltd

,,,,

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XYY	348.000	91	Apr-09	Hy. Hksryku	-	O-	C-	Wortg	Sltat	TK+125 u	-	95	1.88%	-	62.94000

Tranche Comments

15 sd: Book size: 8483; Registration: Etr W Pmul; Comments: OME500s 15wr (17wr EUV) Kfdhh C hgr hsn. C-/C-. Cncissh DM/VY/NdcFshc/Ydgcdg(M&D). OSJh VY+125 drsd.Kdss 650s dc VY+95 / M+183.2 sh DME 0.25% Usj-29 @ 100.870 (0.162%). UJJ 4.15ys. Mn 2.25jg (Yhqrnsp OUE);

Use of Proceeds

Aemeybm Fkyykybbe Kayykded