| UK RMBS - All | Index Criteria Index Composition | Percentage of pool over 3 months in arrears Weighted Average Current LTV (Nationwide Index)  | 3.69 43.94 | Data Generated On: 30/10/2025 Data Generated On: 30/10/2025 | 
                      
                        | UK RMBS - Building Societies | Index Criteria Index Composition | Percentage of pool over 3 months in arrears Weighted Average Current LTV (Nationwide Index)  | 0.32 30.24 | Data Generated On: 30/10/2025 Data Generated On: 30/10/2025 | 
                      
                        | UK RMBS - Challenger Banks | hideIssuers
 Aldermore Bank plc  (First Rand)
 Atom Bank
 Charter Court Financial Services
 ColCap Financial
 Enra Group
 Hampshire Trust Bank
 Intrum Mortgages (Mars)
 KMC
 Lendco Limited
 Lendinvest
 OneSavings Bank plc
 Optimum Credit Ltd (Pepper Money)
 Paragon Mortgages Limited
 Shawbrook Bank
 Tandem Bank Limited
 Vida Homeloans
 
 Index Composition | Percentage of pool over 3 months in arrears Weighted Average Current LTV (Nationwide Index)  | 2.90 55.25 | Data Generated On: 30/10/2025 Data Generated On: 30/10/2025 | 
                      
                        | UK RMBS - Retail Banks | Index Criteria Index Composition | Percentage of pool over 3 months in arrears Weighted Average Current LTV (Nationwide Index)  | 4.60 49.98 | Data Generated On: 30/10/2025 Data Generated On: 30/10/2025 |