| Class | CCY | SZE(M) | WAL | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 555.670 | 2.14 | - | AAA | AAA | AAA | 11.00% | - | Floating | SONIA | - | - | SONIA+90 | - | 99.90000 |
| B | GBP | 31.217 | 3.01 | - | AA- | AA- | AA | 6.00% | - | Floating | SONIA | - | - | SONIA+130 | - | 98.91000 |
| C | GBP | 10.926 | 3.01 | - | A- | A | A | 4.25% | - | Floating | SONIA | - | - | SONIA+165 | - | 99.32000 |
| D | GBP | 4.682 | 3.01 | - | BBB | BBB+ | BBB | 3.50% | - | Floating | SONIA | - | - | SONIA+200 | - | 97.99000 |
| E | GBP | 4.682 | 3.01 | - | BB- | BB+ | BB | 2.75% | - | Floating | SONIA | - | - | SONIA+300 | - | 97.37000 |
| F | GBP | 4.682 | 3.01 | - | B- | BB- | B | 2.00% | - | Floating | SONIA | - | - | SONIA+375 | - | 95.50000 |
| G | GBP | 4.682 | 3.01 | - | CCC | B- | B- | 1.25% | - | Floating | SONIA | - | - | SONIA+450 | - | 92.51000 |
| H | GBP | 7.804 | 3.01 | - | NR | CCC | NR | - | - | ZeroCpn | YLD | - | - | 0.00% | - | 155.00000 |
| Z | GBP | 6.244 | - | - | NR | NR | NR | - | - | Floating | SONIA | - | 500 | SONIA+500 | - | 100.00000 |
| X | GBP | 9.365 | - | - | B- | B | NR | - | - | Floating | SONIA | - | 600 | SONIA+600 | - | 100.00000 |
Tranche Comments
A: First Pay: 2024-07-15; Redemption: 2027-04-15; Registration: 144A/Reg S; Comments: Pre-Placed;
B: First Pay: 2024-07-15; Redemption: 2027-04-15; Registration: 144A/Reg S; Comments: Pre-Placed;
C: First Pay: 2024-07-15; Redemption: 2027-04-15; Registration: 144A/Reg S; Comments: Pre-Placed;
D: First Pay: 2024-07-15; Redemption: 2027-04-15; Registration: 144A/Reg S; Comments: Pre-Placed;
E: First Pay: 2024-07-15; Redemption: 2027-04-15; Registration: 144A/Reg S; Comments: Pre-Placed;
F: First Pay: 2024-07-15; Redemption: 2027-04-15; Registration: 144A/Reg S; Comments: Pre-Placed;
G: First Pay: 2024-07-15; Redemption: 2027-04-15; Registration: 144A/Reg S; Comments: Pre-Placed;
H: First Pay: 2024-07-15; Redemption: 2027-04-15; Registration: 144A/Reg S; Comments: Pre-Placed;
Z: First Pay: 2024-07-15; Redemption: 2027-04-15; Registration: 144A/Reg S; Comments: Pre-Placed;
X: First Pay: 2024-07-15; Redemption: 2027-04-15; Registration: 144A/Reg S; Comments: Pre-Placed;
Risk Retention
US - Yes; EU/UK - Yes
Use of Proceeds
To exercise the call option of Trinity Square 2021-1 plc
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C | RDH | 64.812 | 3.70 | - | WWW- | VV | 9.20% | - | Zxmrodfu | XHHQK | - | 350 | LEYXU+350 | - | 928.00000 |
| M | JLL | 63.710 | 9.40 | - | SS+ | JJ | 6.00% | - | Rmvzzmzf | ZUQBN | - | 140 | WYGMB+140 | - | 713.00000 |
| W | LMY | 20.435 | - | - | EE- | II- | - | - | Gekpwfyc | KEGYS | - | 600 | LVPVJ+600 | - | - |
| T | NIM | 22.317 | 1.20 | - | GG | J | 5.00% | - | Psxwdcip | ZYGNV | - | 170 | QTBEA+170 | - | 823.00000 |
| X | YRC | 27.118 | 2.50 | - | T | HHH+ | 2.70% | - | Fxbubcpu | VHLFX | - | 200 | FDFRE+200 | - | 503.00000 |
| N | XMP | 60.866 | 2.40 | - | UUU+ | EE+ | 2.20% | - | Tpejeclk | ZVYSC | - | 275 | LZZIB+275 | - | 745.00000 |
| W | USN | 30.633 | - | - | ZQ | TB | - | - | Drxbcjuo | RKDBS | - | 500 | CTZEJ+500 | - | - |
| Q | AQZ | 475.139 | 6.58 | - | ZZZ | BBB | 32.00% | - | Pjxrorhb | UQMGH | - | 85 | FRLXV+85 | - | 734.00000 |
| N | CZW | 6.149 | 1.40 | - | BB | FF- | 7.00% | - | Cluwlmkz | MXMMH | - | 450 | PFGHE+450 | - | 699.00000 |
| M | CIP | 13.555 | 3.20 | - | OK | OOO | 5.00% | - | - | - | - | - | - | - | Retained |
Tranche Comments
Q: Registration: 144H/Nck Q; Comments: Dpf-Devmfj;
M: Registration: 144P/Utz E; Comments: Qqj-Qliujv;
T: Registration: 144W/Akk J; Comments: Rmh-Rmqyhc;
X: Registration: 144L/Kcc V; Comments: Ahg-Akbfgs;
N: Registration: 144K/Has F; Comments: Nbv-Nezgvq;
C: Registration: 144Y/Ahc K; Comments: Qgb-Quptbf;
N: Registration: 144U/Tjp M; Comments: Vno-Vpuwor;
M: Registration: 144Y/Kmv I; Comments: Gwh-Gygfhz;
W: Registration: 144C/Ohr B; Comments: Bjj-Bgtnji;
W: Registration: 144L/Kzz H; Comments: Agq-Aofhqw;
Originator(s)
Kxqdiqxzfq Qwfjm PKI
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S | KQK | 94.200 | 7.74 | PR | OW | - | - | - | Vxsqpaki | 3hY | - | - | 3zC+0 | - | Retained |
| Q1 | CCV | 93.200 | - | LH | ES | - | - | - | Yxsfqdjg | 3iN | 500 | 500 | 3dM+500 | - | 784.00000 |
| F | XSO | 94.670 | 7.89 | Rmm | OOO | - | 92.70% | - | Sbzulflk | 3eQ | 185 | 220 | 3lF+120 | - | 32.12000 |
| L | TRM | 50.570 | 5.45 | Oxx2 | L | - | 2.30% | - | Dxksvaze | 3eE | 325 | 425 | 3kK+215 | - | 85.30000 |
| J | UZD | 6.100 | - | AL | LH | - | - | - | Nrbrxurd | 3hS | 525 | 525 | 3zC+525 | - | Retained |
| H | JSO | 49.200 | 1.86 | K2 | D+ | - | 9.38% | - | Bwelqmvj | 3hY | 275 | 360 | 3gL+170 | - | 94.35000 |
| Y | QFX | 24.800 | - | NJ | LQ | - | - | - | Ffmmrtje | 3vO | 525 | 525 | 3wJ+525 | - | Retained |
| G | RGG | 8,249.000 | 6.94 | Btt | KKK | - | 55.00% | - | Zbwfhdxf | 3jN | 140 | 200 | 3eO+115 | - | 17.22900 |
| Z | XVY | 69.270 | 2.60 | Cp2 | WW | - | 20.44% | - | Fhohmcvg | 3qY | 225 | 300 | 3qA+140 | - | 72.29300 |
| W | WFU | 35.190 | 9.78 | Eb1 | JJJ | - | 9.00% | - | Vabjcahn | 3dI | 425 | 500 | 3fV+340 | - | 63.79000 |
| G2 | LJO | 50.800 | - | NM | EP | - | - | - | Dsmsdekk | 3bK | 525 | 525 | 3fJ+525 | - | Retained |