Transaction profile Issuer Exmoor Funding 2026-1 PLC Collateral type RMBS prime Domicile of assets U.K. Seller LiveMore Investments Ltd. Servicer LiveMore Capital Ltd. Counterparties Citibank Europe PLC, U.K. branch, Citibank, N.A., London branch, National Westminster Bank PLC, and CSC Capital Markets UK Ltd. Capital structure Class Rating Amount (mil. £) Credit enhancement (%) Coupon (%) Step-up coupon (%) Step-up date Legal final maturity A AAA (sf) 191.9 9.50 Daily compounded SONIA + 95bps Daily compounded SONIA + 1.425% January 2031 April 2096 B-Dfrd* AA (sf) 9.1 5.20 Daily compounded SONIA + 125bps Daily compounded SONIA + 1.875% January 2031 April 2096 C-Dfrd* A (sf) 5.1 2.80 Daily compounded SONIA + 175bps Daily compounded SONIA + 2.625% January 2031 April 2096
