| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 298.900 | 5.00 | - | Aaa | - | - | AAA | - | 32.4% | Floating | SONIA | - | 165 | SONIA+165 | - | 100.00000 |
| B | GBP | 61.400 | 5.00 | - | Aa2 | - | - | AA (L) | - | 39.7% | Floating | SONIA | - | 255 | SONIA+255 | - | 100.00000 |
| C | GBP | 46.600 | 5.00 | - | A2 | - | - | A (L) | - | 45.3% | Floating | SONIA | - | 300 | SONIA+300 | - | 100.00000 |
| D | GBP | 74.400 | 5.00 | - | Baa2 | - | - | BBB (L) | - | 54.1% | Floating | SONIA | - | 400 | SONIA+400 | - | 100.00000 |
| E | GBP | 55.200 | 5.00 | - | Ba2 | - | - | BB | - | 60.6% | Floating | SONIA | - | 500 | SONIA+500 | - | 100.00000 |
Tranche Comments
A: First Pay: 2024-08-19; Registration: 144A/Reg S;
B: First Pay: 2024-08-19; Registration: 144A/Reg S;
C: First Pay: 2024-08-19; Registration: 144A/Reg S;
D: First Pay: 2024-08-19; Registration: 144A/Reg S;
E: First Pay: 2024-08-19; Registration: 144A/Reg S;
Collateral
The transaction is backed by two senior loan facilities (St. Modwen Facility and Mileway Facility)