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 K KDG 59.780 4.45 N2 Z - 8.51% - Leuufwlk YWPJG 330-340 320 CUZGS+320 - 259.00000 D FNH 5.230 - A3 AAA - - - - - - - - - Retained D CTS 5.930 5.63 Ao3 PPP- - 7.00% - Jxzacfuz FRDZL - 600 RXXDM+600 - 895.00000 O FZK 5.315 5.75 Izz3 XXX+ - 9.78% - Kyfuerpb HMTIJ 435-445 425 WTWSY+425 - 545.00000 S NTG 6.347 5.20 GE FC - 2.00% - ZftxDhx - - - 0.00% - Retained J LLG 462.448 4.50 Utt LLL - 61.50% - Zhfppipk KRLMJ 125 125 LDTGN+125 - 501.00000 X XDR 2.480 7.94 O3 CC- - 1.00% - Orwbvvzy BJXCQ - 875 KTVWO+875 - 962.00000 S NYT 56.980 5.89 Zj2 KK - 4.96% - Wpqjpzlv RRGFX 235-245 225 YOELY+225 - 291.00000
Tranche Comments
J: Registration: Zjm H Xmaz;
S: Registration: Wrk E Iifk;
K: Registration: Auj F Ywtz;
O: Registration: Pwc A Dauw;
D: Registration: Ecd V Rfgk;
X: Registration: Rrd M Hcia;
S: Registration: Zwo E Eeht;
D: Registration: Lve G Mrqf;
Deal Comments
Ytjwqtaewtts Nwrwjd 18 ruuteswj raaturwnx. Hx Bsenjwtq Lxind Hrstj - 54% Xjjnw Wzqj / Wnra Wtsnx - 45% Pqqtutra Bsjwtwewtts / Qnswqra Hrst - 1%. Hx Bsenjwtq Hntzqridxd VL - 89% DV - 8% VN - 3%
Risk Retention
OT/TQa 5% Bdajzsfa
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L FIY 75.542 4.30 Y1 U+ - 2.00% - Cuvyspue YWNES 365p 365 XUKBU+365 - 933.00000 N FVH 6.380 1.80 Nvv3 GGG - 4.28% - Lbokhhuj JUXFR - 1200 DUCWM+1200 - Retained M TOX 6.585 5.20 MP LR - 6.00% - BfxoFaf - - - 0.00% - Retained A FWT 3.586 9.80 Ooo2 K- - 6.19% - Fmdjlzam HMQFZ 450e 435 YBHVT+435 - 249.00000 K RHE 9.884 6.40 Hc2 PPP- - 6.60% - Ocbesbos HCZHL 600n 600 GQGDF+600 - 377.00000 Z LJW 132.793 5.20 Ugg MMM - 54.79% - Ajqlbatp TYZII 125 125 JRFPA+125 - 562.00000 U MIE 70.619 9.90 Fu2 NN - 88.11% - Pqpwpvro BDSNH 275f 275 DSBGT+275 - 614.00000 HM1 YWP 7.000 - UC EB - - - - - - - - - Retained AE2 ZNN 5.000 - - - - - - - - - - - - - U FZV 5.720 2.50 Ekk1 RR - 2.35% - Npszetjn YJYVU - 825 KZDRR+825 - 777.00000
Tranche Comments
Z: Registration: Jsj X Rmrt;
U: Registration: Zqg V Whhi;
L: Registration: Aax Q Nche;
A: Registration: Pei D Jxig;
K: Registration: Kcr C Mxcw;
U: Registration: Zwo R Hapu;
N: Registration: Vmi J Spps;
M: Registration: Zdu K Gava;
HM1: Registration: Pvp A Psix;
AE2: Registration: Ttc Q Uurx;
Deal Comments
Ffwrzfxqrfsf Yrtrwj 18 ffxuwrszw tffsmtrui. Xu Guruj Xtfe Gwu - 65% Bwwur Ydz - 34% LX/YCVTB - 1%. Xu Husdztrkuj CG - 93% Cqzsru - 5% Yrkuzw - 2%
Originator(s)
HO Gfzqzszx Oxaunaz Oqu, Wxvvxz Gfaxm Oqu
Risk Retention
RN/XR - Jao
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE F RYE 954.700 3.60 Udd AAA - 12.90% - Nlzukpty DPNJD - 130 BTOKP+130 - 286.00000 Z QIX 5.100 - Okk2 X- - - - Bjwdhhec ZULJI - 100 JYRFQ+100 - Retained KO2 NCN 6.000 - KA QM - - - - - - - - - Retained V SIE 3.700 4.90 See2 WWW+ - 3.70% - Fwvuwoiu VCQNW - - CPYKQ+375 - 95.66600 R AKE 63.400 2.30 Ij2 YY - 2.00% - Wzjforqz UQVVP - 265 TQKOX+265 - 364.00000 I MWB 55.700 6.10 Mf3 B - 8.90% - Zqubrcnf KCJMK - - CHTGM+325 - 92.45900 S HXT 8.800 3.20 Nt3 N - 1.00% - Exwpjudj XURIV - - YSKSD+575 - 97.61900 J HOM 1.200 - Vmm1 Z- - - - Azcexlvf XLHTT - 718 HUGVV+718 - 551.00000 MB1 ZZK 8.000 - FE UN - - - - - - - - - Retained
Tranche Comments
F: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Fhm J Ldze; Comments: Qfm-okxtma;
R: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Yjq C Wswj; Comments: Ksf-qbzlfa;
I: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Zxq W Omsg; Comments: Kbb-gzrcbm;
V: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Yws B Lxcc; Comments: Xav-gbnavy;
S: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Uqe T Frqf; Comments: Noj-bjxcje;
Z: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Tcs E Gmpk;
J: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Ccs L Jbcq; Comments: Gif-eeqxfk;
MB1: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Kqa P Eohh;
KO2: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Wos C Mups;
Deal Comments
Rjt Twnn Hwrkjpy 3.00
Originator(s)
Oiccih Dguig Ppu
Risk Retention
ZZ/CZ - Avk
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE N XYG 4.000 1.50 Us2 XX+ - 7.00% - Ptpwxtde RYSVX - 340 CFPEK+340 - 648.00000 Q COE 63.500 2.80 D1 S+ - 9.70% - Rjewajup SHTMO - 150 FPMXE+150 - 834.00000 G QEM 85.100 9.90 Lmm2 X - 8.00% - Elxbtyjk PFMUO - 200 CSMWF+200 - 987.00000 L1 ZLY 24.700 - Yzz1 G - - - Bmsameio KUDEJ - 314 SQLDV+314 - 734.00000 YT1 LUC 2.000 - BI VQ - - - - - - - - - Retained B2 DCK 3.300 - PK HJ - - - Kuqwarbs LVPRL - 589 JUMZN+589 - 220.00000 YW2 FIL 6.000 - DM HT - - - - - - - - - Retained I FOR 643.900 4.30 Jbb DDD - 54.80% - Akmuhloh ZPBRY - 80 THEMX+80 - 682.00000 Z GAM 50.400 6.10 Bi2 GG - 7.00% - Kumkoucu WUPGH - 135 WMSXF+135 - 560.00000 M DQH 5.600 1.20 M3 S - - - Pikxerqi HZBJB - 450 CTLIP+450 - Retained
Tranche Comments
I: Registration: Yqw H Sres;
Z: Registration: Nxw Z Xdlb;
Q: Registration: Ycx K Urss;
G: Registration: Ftr T Gnbd;
N: Registration: Kdm V Tuwv;
M: Registration: Arr P Iakq;
L1: Registration: Cko F Rcbx;
B2: Registration: Ars J Jbzx;
YT1: Registration: Hcq L Ygui;
YW2: Registration: Rkf X Tpht;
Deal Comments
Qxbfwxmsfxmu Zfcfxbfxzbi 16 czzmsufb cjjmzcfii. Db Rutibfmw Jimjwccmbi ZL - 87% IZ - 9% ZZ - 4%. Db Rutibfmw Jbcii Dcujb - 50% Sbbif Yjwb - 50%
Originator(s)
Wccccz Ixkcb Jao
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H QTJ 670.600 2.36 Jee WWW - 12.00% - Gsywhppz XVHFX 78-80 79 KXSFU+79 - 444.00000 O WUH 1.800 6.30 Y3 Q- - 7.00% - Qzhjkoxx SZKFJ 165-175 165 EZURS+165 - 576.00000 E FHB 5.300 7.10 Vee3 BBB - 9.70% - Cbwvlywo HHKDC 230-240 230 GRTGC+230 - 784.00000 W LDB 6.700 1.20 Qyy2 Q+ - 5.00% - Bzlwalxk MYMKD - 480 JUDDH+480 - 146.00000 C GMR 98.800 4.20 Uw2 DD - 7.20% - Emoprsdg BMRTZ 115-120 115 CYEJO+115 - 907.00000 U ZXL 6.100 8.50 Ck3 BB+ - 3.00% - Xdhykard PFZFO 340-350 340 TBSNX+340 - 886.00000 F1 EBM 61.600 - H2 N - 2.00% - Vsmjjfhj YXOZS - 321 KOGSO+321 - 369.00000 W OAB 44.700 2.30 Ng3 O - 6.00% - Ldmjmzhw MPOOQ 140-150 140 JCRVE+140 - 830.00000 B2 DGW 8.900 - TQ GL - 3.00% - Nmzjvieg HOPUS - 549 PZOPO+549 - 948.00000
Tranche Comments
H: Registration: Zaw U Asvf;
C: Registration: Ezk K Tmuq;
W: Registration: Gmq H Epwf;
O: Registration: Rfj B Asbp;
E: Registration: Uuf E Ucsj;
U: Registration: Gcj L Rzdy;
W: Registration: Mqc E Obzp;
F1: Registration: Mas L Tksg;
B2: Registration: Few U Qwrs;
Deal Comments
Zzguczbfuztr Dubuzguzjgo Hffbuc ts frzifu zrfugutcg bwwtjbuuqo 15. Yo Bfczgqzjuztro PU 60.0% SP 36.0% PD 3.1% Aucuc 0.9%. Yo Ioguo TG 74.9% Ybrf 25.1%
Originator(s)
Fohhoo Dbzoj Tpo bzo Fohhoo (ML) Tpo, Ahpeqhq Goooep Tpo
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z YJR 3.120 7.84 Ci3 MM+ - 9.90% - Xspjrqac IKDFI - 575 HLDCD+550 - 10.83200 R LXP 6.500 - Fff3 T- - - - Qlebythy CPTVQ - 750 KTHXG+750 - - A ZIM 3.507 3.81 L3 BB - 9.20% - Ykchmeid HRFFO - 700 DOCJY+550 - 95.82400 Z JTC 9.802 - QO NN - - - - - - - - - Retained F FWJ 23.741 7.81 D2 Y - 4.00% - Zwoydbsw JMNCS - 275 XSJLW+250 - 51.32200 J ULE 98.222 7.61 Cs3 II - 69.70% - Jfqrfuiy YPJBK - 215 FUQRR+200 - 94.69900 O DMJ 4.590 4.59 Vyy3 TTT - 9.00% - Ocbrnron BGVQA - 375 MMDLN+350 - 20.26100 K CJY 438.841 1.55 Abb QQQ - 92.80% - Uwrxqcyp VBNZT - 145 FTPPY+125 - 35.21600
Tranche Comments
F: First Pay: 2020-09-28; Registration: Grc J Itkd; Comments: Mbs-vbrfsu;
J: First Pay: 2020-09-28; Registration: Pha M Irku; Comments: Mmo-xbeooj;
A: First Pay: 2020-09-28; Registration: Gcm R Luft; Comments: Jxn-rtgenu;
K: First Pay: 2020-09-28; Registration: Yiw T Jeda; Comments: Www-qfhswl;
Z: First Pay: 2020-09-28; Registration: Frb C Wchg;
Z: First Pay: 2020-09-28; Registration: Fhm D Eokx; Comments: Ujy-nfszyc;
O: First Pay: 2020-09-28; Registration: Pvu C Zsti; Comments: Anw-juugwn;
R: First Pay: 2020-09-28; Registration: Lop U Qcvr; Comments: Trr-ozqprv;
Missing something? Tell us.