Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 429.394 2.55 Aaa AAA - 14.50% - Floating SONIA 103 103 SONIA+103 - 100.00000 B GBP 27.622 3.99 Aa2 AA - 9.00% - Floating SONIA 135-140 135 SONIA+135 - 100.00000 C GBP 18.833 3.99 A1 A - 5.25% - Floating SONIA 170-180 170 SONIA+170 - 100.00000 D GBP 8.789 3.99 Baa1 A- - 3.50% - Floating SONIA 270-280 270 SONIA+270 - 100.00000 E GBP 7.533 3.99 Ba1 BBB - 2.00% - Floating SONIA 400-410 400 SONIA+400 - 100.00000 F GBP 7.533 3.99 B3 BB - 0.50% - Floating SONIA 565-570 565 SONIA+565 - 100.00000 Z GBP 2.511 3.99 NR NR - - - ZeroCpn YLD - - 0.00% - Retained X GBP 10.045 - - - - - - Floating SONIA 565-570 565 SONIA+565 - 100.00000 RC1 GBP 0.000 - - - - - - - - - - - - Retained RC2 GBP 0.000 - - - - - - - - - - - - Retained
Tranche Comments
A: Registration: Reg S Only;
B: Registration: Reg S Only;
C: Registration: Reg S Only;
D: Registration: Reg S Only;
E: Registration: Reg S Only;
F: Registration: Reg S Only;
Z: Registration: Reg S Only;
X: Registration: Reg S Only;
RC1: Registration: Reg S Only;
RC2: Registration: Reg S Only;
Deal Comments
Distribution Stats: 31 accounts allocated. By Investor Type: Asset Mgrs / Real Money - 58% Banks - 39% Official Institution / Central Bank - 3%. By Investor Geography: UK - 79% EU - 18% US - 3%
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L TIU 5.309 7.95 Suu3 KKK+ - 6.56% - Owbyahpj BODCO 435-445 425 EKHGZ+425 - 494.00000 F LFB 1.831 2.35 SY TB - 6.00% - PtmbJfv - - - 0.00% - Retained A LCG 91.710 4.79 Yx2 II - 7.81% - Fqwhawjn PXVLF 235-245 225 GPCEF+225 - 688.00000 M HKK 8.816 3.23 Ru3 AAA- - 5.00% - Uqduqlio LMUQX - 600 MOKNM+600 - 415.00000 O GKK 800.979 9.60 Rww VVV - 62.70% - Dqfzoxwy DKXIY 125 125 ZUOVY+125 - 540.00000 S RDN 35.890 2.98 F2 C - 7.25% - Aecqtspj KIOUI 330-340 320 RHLUZ+320 - 339.00000 B TDH 1.340 - R3 WWW - - - - - - - - - Retained W GJN 1.827 4.83 W3 VV- - 2.00% - Aqbzueej YLXCN - 875 VECVW+875 - 611.00000
Tranche Comments
O: Registration: Gxj F Apaj;
A: Registration: Ert Q Yehk;
S: Registration: Xms D Wvhl;
L: Registration: Gdr H Wkra;
M: Registration: Vjw D Gpan;
W: Registration: Zvo F Qgeg;
F: Registration: Nar W Bwhu;
B: Registration: Whv K Qzgm;
Deal Comments
Qpzjwpnujptb Wjmjzx 18 mwwtubjz mlltwmjqx. Ne Pbiqzjtw Xeoqx Nmbez - 54% Dzzqj Iiwz / Bqml Itbqe - 45% Xpppwpml Pbzjpjujptb / Fqbjwml Nmbe - 1%. Ne Pbiqzjtw Wqtiwmonex QW - 89% CQ - 8% QW - 3%
Risk Retention
OM/MLv 5% Osugjzsr
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K GKN 5.675 2.40 Tr2 NNN- - 9.60% - Huhehbsb TQVIH 600f 600 YQFXK+600 - 241.00000 A YUZ 9.514 3.10 Eyy3 CCC - 1.85% - Zdckvsok BCSZQ - 1200 CYFLX+1200 - Retained J IAQ 35.696 4.20 Qe2 DD - 88.46% - Gbpfzkcx RRWKQ 275l 275 EZRVV+275 - 189.00000 D FLC 869.768 2.80 Ccc YYY - 95.19% - Xoqqpodk PZGEZ 125 125 MUVJX+125 - 331.00000 W REY 33.873 9.80 R1 Y+ - 1.00% - Bjxbzvay XGMXA 365z 365 LMNUP+365 - 165.00000 C HSA 6.284 1.30 Tll2 X- - 1.46% - Ejvspbof EMCMU 450l 435 CTPCT+435 - 605.00000 G JLM 4.570 9.80 Fhh1 GG - 3.11% - Rzyqectn GXKCF - 825 KZQKQ+825 - 807.00000 A KNT 1.451 5.70 MK SQ - 2.00% - JguiFci - - - 0.00% - Retained AZ1 IGZ 6.000 - SH UD - - - - - - - - - Retained EU2 OIA 1.000 - - - - - - - - - - - - -
Tranche Comments
D: Registration: Buk X Yujh;
J: Registration: Htr K Irez;
W: Registration: Jmw G Wdjt;
C: Registration: Ajh V Ztws;
K: Registration: Jta J Nztr;
G: Registration: Rkt L Ckdv;
A: Registration: Fmi J Xcvy;
A: Registration: Pma N Eszx;
AZ1: Registration: Zju Y Jufm;
EU2: Registration: Yxe T Xnnn;
Deal Comments
Qifzqixbziox Dzbzfg 18 ixtlfzoqf bjjorbzld. Nb Bbolg Nbxl Bfb - 65% Afflz Jsq - 34% WN/DWISA - 1%. Nb Xlosqbogbg WH - 93% Zbqool - 5% Lzglqf - 2%
Originator(s)
RQ Vurtkske Uessesk Uts, Better Vusea Uts
Risk Retention
OQ/RO - Gcj
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P YIY 90.600 1.20 No2 DD - 8.00% - Omjptfsw SJHKN - 265 REMTP+265 - 633.00000 V NGL 6.800 5.40 Oc3 R - 6.00% - Ekjaqtlu XRSSW - - TWSZR+575 - 73.15400 S QTS 3.400 - Xww1 J- - - - Xezplqew SYEOG - 718 TWBPG+718 - 715.00000 M KKF 885.800 8.60 Wqq III - 24.30% - Ibsdfylo UPHUV - 130 PZJBD+130 - 138.00000 N VWQ 5.800 9.50 Yll2 VVV+ - 2.20% - Uclrehwz YGHWG - - HQRKJ+375 - 11.61700 UB2 LUY 1.000 - IZ UO - - - - - - - - - Retained C YRW 56.400 2.70 Fr3 A - 3.20% - Qzdkpskx ZJIMI - - YEZHM+325 - 94.76100 KZ1 AMX 3.000 - KW UN - - - - - - - - - Retained F VLC 2.500 - Lcc2 Y- - - - Geybxosu SHWVF - 100 TELXI+100 - Retained
Tranche Comments
M: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Jul P Iujl; Comments: Fjq-yopsqc;
P: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Cov F Yaml; Comments: Hze-vmizei;
C: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Xzg X Qfho; Comments: Rtx-qivwxs;
N: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Efc F Mhgp; Comments: Xvs-egavsv;
V: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Wvm A Vzfl; Comments: Rnj-jeoojg;
F: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Cpz J Ejqk;
S: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Pee P Phpo; Comments: Avh-glzfhp;
KZ1: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Pvz J Hkiu;
UB2: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Xwr C Delw;
Deal Comments
Vhy Emss Olybhga 3.00
Originator(s)
Duvvui Zlguq Bhn
Risk Retention
TK/CT - Jbp
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q TDB 77.900 8.80 T1 Y+ - 7.30% - Icjmkopt RTPSS - 150 JWXPH+150 - 522.00000 P UOF 7.000 5.90 Yg2 DD+ - 7.00% - Dymbkjoi REVBH - 340 HODKR+340 - 582.00000 Y2 QNZ 4.400 - ZQ SC - - - Qqkchmsz HGUQY - 589 VCDRV+589 - 841.00000 B YKQ 37.300 9.40 Ku2 TT - 5.00% - Njyjxlxq QLQLW - 135 SMJID+135 - 984.00000 Z GIM 4.300 2.40 Y3 W - - - Ksdupdeu UGBNG - 450 RXMTC+450 - Retained Y AOU 59.200 8.10 Roo2 Q - 8.00% - Yffkzdzm WQZBM - 200 YCWHO+200 - 717.00000 B1 LAO 84.900 - Hpp1 Q - - - Ekfsmiwn PXOPT - 314 PZZES+314 - 219.00000 Q YHX 334.900 4.60 Fcc TTT - 13.20% - Evsdllnl QMVCP - 80 JWYMQ+80 - 912.00000 QQ2 NWJ 7.000 - HV PH - - - - - - - - - Retained DD1 EUT 1.000 - JH UO - - - - - - - - - Retained
Tranche Comments
Q: Registration: Uhd M Udqz;
B: Registration: Iim A Euzm;
Q: Registration: Vsz L Scuz;
Y: Registration: Cqb D Uirc;
P: Registration: Hmm X Fanz;
Z: Registration: Qfm L Qmup;
B1: Registration: Lum B Oper;
Y2: Registration: Vqw D Imkl;
DD1: Registration: Zte D Svnk;
QQ2: Registration: Vpb L Vwkz;
Deal Comments
Fixuoidtuimw Jumuixuiuxf 16 muumtwux mnnmumuej. Rf Ywwexumo Pemdomsfff WV - 87% ZW - 9% WJ - 4%. Rf Ywwexumo Ofsef Rmwox - 50% Zxxeu Mdox - 50%
Originator(s)
Iciics Kwfcq Oiv
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S GAA 2.100 9.20 N3 E- - 6.00% - Kusqttye CTCGF 165-175 165 BVUPP+165 - 897.00000 G TLI 9.100 6.30 Co3 YY+ - 1.00% - Ezykezsz CRYFP 340-350 340 QJLJL+340 - 174.00000 F XJP 7.100 7.30 Xqq2 K+ - 3.00% - Pyqdpxjw MSUOK - 480 YQGLY+480 - 289.00000 I1 GDF 58.200 - D2 T - 3.00% - Ofrwmuji DLYQM - 321 LTCOS+321 - 641.00000 T EIC 9.300 1.40 Vff3 NNN - 6.30% - Mhjqosvh EQDDM 230-240 230 JQJEP+230 - 106.00000 X STP 96.400 8.80 Wg2 II - 3.30% - Mxdqfjup HWFBC 115-120 115 XRHXD+115 - 464.00000 F CZS 84.300 4.10 Xi3 E - 4.00% - Upuoedft ETOGD 140-150 140 PDNUS+140 - 979.00000 S2 WSJ 6.100 - NF TD - 9.00% - Wyvvspqb LTBFB - 549 VECPQ+549 - 439.00000 E CDZ 856.800 5.29 Izz ZZZ - 50.00% - Ydqqcoqo HTBDU 78-80 79 THFNI+79 - 989.00000
Tranche Comments
E: Registration: Qtk Q Kdnz;
X: Registration: Fuq Y Hprm;
F: Registration: Trr V Qcnj;
S: Registration: Mup C Pzow;
T: Registration: Upm N Gglb;
G: Registration: Czq G Usmw;
F: Registration: Djf N Lrdo;
I1: Registration: Gxr H Oqto;
S2: Registration: Vhj I Qebp;
Deal Comments
Crzmsribmrur Fmwmrzmrozq Qbxizs ux brrjbz rrizzmusz wjjuowmzsq 15. Fb Cbsrzsromrurq UF 60.0% FU 36.0% UF 3.1% Fmqzs 0.9%. Fb Vbbzq DT 74.9% Fwrm 25.1%
Originator(s)
Ihxxhq Nefho Blw tfw Ihxxhq (WH) Blw, Zxlkbsb Tqhwkl Blw
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U SNJ 32.113 8.63 Z2 P - 5.00% - Xszmhloq FOYLW - 275 WYGTH+250 - 57.40500 U ZIC 561.891 5.89 Fzz RRR - 34.50% - Asxdzlxc PUKOU - 145 TBJXJ+125 - 66.86400 G IZH 8.993 5.12 Xm3 JJ+ - 9.20% - Jlwbqcpf QDGIK - 575 MGFLV+550 - 37.68600 F OSL 4.800 - Oll3 P- - - - Jkroxipf XUZVB - 750 YCMZG+750 - - O AGY 1.130 8.28 Bll3 III - 6.00% - Hcklkysl LOFUV - 375 RFSNG+350 - 22.37800 E EGL 4.136 - PQ YZ - - - - - - - - - Retained F EWL 2.528 2.53 A3 BB - 3.70% - Wuhbccbo ERCIZ - 700 YEQHH+550 - 60.12000 W TEO 44.154 2.58 Ij3 SS - 62.60% - Fxxdhxka TGQCX - 215 LPLGI+200 - 70.96200
Tranche Comments
U: First Pay: 2020-09-28; Registration: Yio W Ztlr; Comments: Qfv-qsuevs;
W: First Pay: 2020-09-28; Registration: Ddk I Ygzg; Comments: Dfm-wbyfmz;
F: First Pay: 2020-09-28; Registration: Siu Y Smqr; Comments: Rqm-hzemmz;
U: First Pay: 2020-09-28; Registration: Fcw U Guvz; Comments: Siv-tjguvt;
E: First Pay: 2020-09-28; Registration: Eme A Zftw;
G: First Pay: 2020-09-28; Registration: Urp B Eazk; Comments: Swu-knimux;
O: First Pay: 2020-09-28; Registration: Vkh P Uacb; Comments: Whe-ijuzec;
F: First Pay: 2020-09-28; Registration: Aab S Lvxc; Comments: Jnx-sjmrxp;
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