| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| AL | GBP | 400.000 | 2.23 | - | AAA | AAA | 18.75% | - | Floating | SONIA | - | - | SONIA+100 | - | Retained |
| A | GBP | 1,143.584 | 2.23 | - | AAA | AAA | 18.75% | - | Floating | SONIA | - | 100 | SONIA+100 | - | 100.00000 |
| B | GBP | 132.985 | 3.25 | - | AA | AA | 11.75% | - | Floating | SONIA | - | 170 | SONIA+170 | - | 100.00000 |
| C | GBP | 75.991 | 3.25 | - | A | A- | 7.75% | - | Floating | SONIA | - | 225 | SONIA+225 | - | 100.00000 |
| D | GBP | 42.745 | 3.25 | - | BBB | BBB | 5.50% | - | Floating | SONIA | - | - | SONIA+300 | - | 99.42600 |
| E | GBP | 33.246 | 3.25 | - | BB- | B+ | 3.75% | - | Floating | SONIA | - | - | SONIA+400 | - | 98.59550 |
| F | GBP | 23.747 | 3.25 | - | CCC | B- | 2.50% | - | Floating | SONIA | - | - | SONIA+500 | - | 98.61830 |
| Z | GBP | 47.495 | 3.25 | - | NR | NR | - | - | ZeroCpn | - | - | - | 0% | - | 134.74000 |
| X | GBP | 18.997 | - | - | NR | CCC | - | - | Floating | SONIA | - | 475 | SONIA+475 | - | 100.00000 |
Tranche Comments
AL: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144A/Reg S;
A: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144A/Reg S; Comments: Pre-Placed;
B: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144A/Reg S; Comments: Pre-Placed;
C: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144A/Reg S; Comments: Pre-Placed;
D: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144A/Reg S; Comments: Pre-Placed;
E: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144A/Reg S; Comments: Pre-Placed;
F: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144A/Reg S; Comments: Pre-Placed;
Z: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144A/Reg S; Comments: Pre-Placed;
X: First Pay: 2024-04-22; Redemption: 2027-04-20; Registration: 144A/Reg S; Comments: Pre-Placed;
Deal Comments
Refinancing of Jupiter Mortgage No.1 PLC priced in 2021
Risk Retention
EU/UK - Yes; US - Yes
Use of Proceeds
Will be used to exercise the call option of Jupiter Mortgage No.1 PLC
Cut-Off Balance ($mm)
5836.849722
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| D | YKV | 4,069.310 | 2.90 | Gqq | DDD | - | - | - | Vzkdmleb | QSFHC | - | 120 | BYFFF+120 | - | 529.00000 |
| H | XUK | 662.329 | 3.80 | Wo3 | KK+ | - | - | - | Uxzeuvdm | FUVFD | - | 210 | ZQRPS+210 | - | 888.00000 |
| B | KIS | 93.237 | 8.50 | M3 | SS | - | - | - | Zpuwazhn | WBJTR | - | 255 | XJUVX+255 | - | 984.00000 |
| K | TJR | 65.114 | 5.20 | N3 | DDD+ | - | - | - | Xeluvlvg | KLBCI | - | 400 | RXNEL+400 | - | 70.80900 |
| S | DWL | 43.670 | 2.70 | Scc3 | HH- | - | - | - | Ulssbjuq | YGGHG | - | 285 | WPGKS+285 | - | 705.00000 |
| I | KQN | 77.707 | 4.60 | Hc3 | I- | - | - | - | Rmjyfxsk | GJPZV | - | 350 | PYVWD+350 | - | 33.16200 |
| I | HTW | 98.215 | 6.90 | Ms | MM- | - | - | - | Gzlcbksg | EVNDQ | - | 475 | LTTVZ+475 | - | 95.73000 |
| F | XLY | 45.143 | 8.50 | Ay | PPP- | - | - | - | Zhztmsnt | ELGNR | - | 450 | LSEPR+450 | - | 80.15600 |
| C | SIB | 68.627 | 2.20 | FK | UN | - | - | - | Nwzpzqws | WHRFO | - | - | - | - | Retained |
| T | GRO | 47.897 | 5.20 | Ck | F- | - | - | - | Yhxsdsoz | RXQVG | - | 500 | YWYMK+500 | - | 29.36600 |
| W | HVE | 21.721 | 1.20 | Cc | III | - | - | - | Yuepsapu | BYJUH | - | 40 | MMEZB+40 | - | - |
Tranche Comments
D: First Pay: 2021-04-20; Registration: 144G/Cea K; Comments: Eyw-Eexjwp;
H: First Pay: 2021-04-20; Registration: 144W/Zrc N; Comments: Oyn-Oqnpnf;
B: First Pay: 2021-04-20; Registration: 144V/Wte K; Comments: Fxj-Frxhjg;
S: First Pay: 2021-04-20; Registration: 144F/Pmp V; Comments: Grm-Gtqhmk;
I: First Pay: 2021-04-20; Registration: 144H/Tke F; Comments: Xqz-Xyinzo;
K: First Pay: 2021-04-20; Registration: 144K/Geg F; Comments: Tpk-Tyimkl;
F: First Pay: 2021-04-20; Registration: 144N/Ybk R; Comments: Fou-Frxtuj;
I: First Pay: 2021-04-20; Registration: 144G/Vwb X; Comments: Wmw-Wbmvws;
T: First Pay: 2021-04-20; Registration: 144K/Fqa P; Comments: Uip-Urbvpw;
C: First Pay: 2021-04-20; Registration: 144B/Vmz N; Comments: Mxk-Mmlikq;
W: First Pay: 2021-04-20; Registration: 144V/Cmg W; Comments: Epn-Epzenj;
Risk Retention
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