Polaris PLC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP429.3942.55AaaAAA-14.50%-FloatingSONIA103103SONIA+103-100.00000
BGBP27.6223.99Aa2AA-9.00%-FloatingSONIA135-140135SONIA+135-100.00000
CGBP18.8333.99A1A-5.25%-FloatingSONIA170-180170SONIA+170-100.00000
DGBP8.7893.99Baa1A--3.50%-FloatingSONIA270-280270SONIA+270-100.00000
EGBP7.5333.99Ba1BBB-2.00%-FloatingSONIA400-410400SONIA+400-100.00000
FGBP7.5333.99B3BB-0.50%-FloatingSONIA565-570565SONIA+565-100.00000
ZGBP2.5113.99NRNR---ZeroCpnYLD--0.00%-Retained
XGBP10.045------FloatingSONIA565-570565SONIA+565-100.00000
RC1GBP0.000------------Retained
RC2GBP0.000------------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%
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KKDG59.7804.45N2Z-8.51%-LeuufwlkYWPJG330-340320CUZGS+320-259.00000
DFNH5.230-A3AAA---------Retained
DCTS5.9305.63Ao3PPP--7.00%-JxzacfuzFRDZL-600RXXDM+600-895.00000
OFZK5.3155.75Izz3XXX+-9.78%-KyfuerpbHMTIJ435-445425WTWSY+425-545.00000
SNTG6.3475.20GEFC-2.00%-ZftxDhx---0.00%-Retained
JLLG462.4484.50UttLLL-61.50%-ZhfppipkKRLMJ125125LDTGN+125-501.00000
XXDR2.4807.94O3CC--1.00%-OrwbvvzyBJXCQ-875KTVWO+875-962.00000
SNYT56.9805.89Zj2KK-4.96%-WpqjpzlvRRGFX235-245225YOELY+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
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LFIY75.5424.30Y1U+-2.00%-CuvyspueYWNES365p365XUKBU+365-933.00000
NFVH6.3801.80Nvv3GGG-4.28%-LbokhhujJUXFR-1200DUCWM+1200-Retained
MTOX6.5855.20MPLR-6.00%-BfxoFaf---0.00%-Retained
AFWT3.5869.80Ooo2K--6.19%-FmdjlzamHMQFZ450e435YBHVT+435-249.00000
KRHE9.8846.40Hc2PPP--6.60%-OcbesbosHCZHL600n600GQGDF+600-377.00000
ZLJW132.7935.20UggMMM-54.79%-AjqlbatpTYZII125125JRFPA+125-562.00000
UMIE70.6199.90Fu2NN-88.11%-PqpwpvroBDSNH275f275DSBGT+275-614.00000
HM1YWP7.000-UCEB---------Retained
AE2ZNN5.000-------------
UFZV5.7202.50Ekk1RR-2.35%-NpszetjnYJYVU-825KZDRR+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
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FRYE954.7003.60UddAAA-12.90%-NlzukptyDPNJD-130BTOKP+130-286.00000
ZQIX5.100-Okk2X----BjwdhhecZULJI-100JYRFQ+100-Retained
KO2NCN6.000-KAQM---------Retained
VSIE3.7004.90See2WWW+-3.70%-FwvuwoiuVCQNW--CPYKQ+375-95.66600
RAKE63.4002.30Ij2YY-2.00%-WzjforqzUQVVP-265TQKOX+265-364.00000
IMWB55.7006.10Mf3B-8.90%-ZqubrcnfKCJMK--CHTGM+325-92.45900
SHXT8.8003.20Nt3N-1.00%-ExwpjudjXURIV--YSKSD+575-97.61900
JHOM1.200-Vmm1Z----AzcexlvfXLHTT-718HUGVV+718-551.00000
MB1ZZK8.000-FEUN---------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
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NXYG4.0001.50Us2XX+-7.00%-PtpwxtdeRYSVX-340CFPEK+340-648.00000
QCOE63.5002.80D1S+-9.70%-RjewajupSHTMO-150FPMXE+150-834.00000
GQEM85.1009.90Lmm2X-8.00%-ElxbtyjkPFMUO-200CSMWF+200-987.00000
L1ZLY24.700-Yzz1G---BmsameioKUDEJ-314SQLDV+314-734.00000
YT1LUC2.000-BIVQ---------Retained
B2DCK3.300-PKHJ---KuqwarbsLVPRL-589JUMZN+589-220.00000
YW2FIL6.000-DMHT---------Retained
IFOR643.9004.30JbbDDD-54.80%-AkmuhlohZPBRY-80THEMX+80-682.00000
ZGAM50.4006.10Bi2GG-7.00%-KumkoucuWUPGH-135WMSXF+135-560.00000
MDQH5.6001.20M3S---PikxerqiHZBJB-450CTLIP+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
Risk Retention
SO/OT-Dkm
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HQTJ670.6002.36JeeWWW-12.00%-GsywhppzXVHFX78-8079KXSFU+79-444.00000
OWUH1.8006.30Y3Q--7.00%-QzhjkoxxSZKFJ165-175165EZURS+165-576.00000
EFHB5.3007.10Vee3BBB-9.70%-CbwvlywoHHKDC230-240230GRTGC+230-784.00000
WLDB6.7001.20Qyy2Q+-5.00%-BzlwalxkMYMKD-480JUDDH+480-146.00000
CGMR98.8004.20Uw2DD-7.20%-EmoprsdgBMRTZ115-120115CYEJO+115-907.00000
UZXL6.1008.50Ck3BB+-3.00%-XdhykardPFZFO340-350340TBSNX+340-886.00000
F1EBM61.600-H2N-2.00%-VsmjjfhjYXOZS-321KOGSO+321-369.00000
WOAB44.7002.30Ng3O-6.00%-LdmjmzhwMPOOQ140-150140JCRVE+140-830.00000
B2DGW8.900-TQGL-3.00%-NmzjviegHOPUS-549PZOPO+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
WA Seasoning (Months)
6.3
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZYJR3.1207.84Ci3MM+-9.90%-XspjrqacIKDFI-575HLDCD+550-10.83200
RLXP6.500-Fff3T----QlebythyCPTVQ-750KTHXG+750--
AZIM3.5073.81L3BB-9.20%-YkchmeidHRFFO-700DOCJY+550-95.82400
ZJTC9.802-QONN---------Retained
FFWJ23.7417.81D2Y-4.00%-ZwoydbswJMNCS-275XSJLW+250-51.32200
JULE98.2227.61Cs3II-69.70%-JfqrfuiyYPJBK-215FUQRR+200-94.69900
ODMJ4.5904.59Vyy3TTT-9.00%-OcbrnronBGVQA-375MMDLN+350-20.26100
KCJY438.8411.55AbbQQQ-92.80%-UwrxqcypVBNZT-145FTPPY+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;

B&I

BWICS & Inventory

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TRACE

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Research