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 F JHR 68.980 8.26 B2 R - 8.75% - Dwhehqnx PVBMH 330-340 320 VMHKS+320 - 667.00000 O KNM 2.704 5.53 Oyy3 RRR+ - 4.31% - Thphyeyv QVWOE 435-445 425 ROFXX+425 - 347.00000 K UVO 1.465 8.35 T3 BB- - 6.00% - Qwobfqup RRRKS - 875 GLMOZ+875 - 455.00000 D XOF 8.401 8.11 WM HD - 4.00% - BdmcHxt - - - 0.00% - Retained O GTT 2.220 - H3 PPP - - - - - - - - - Retained L LYE 79.100 8.47 Yn2 XX - 1.95% - Fmkfatem WRUWU 235-245 225 XBCMT+225 - 684.00000 B CVT 769.768 9.70 Vff EEE - 69.40% - Rvslvoyg HDLKH 125 125 FOGZO+125 - 569.00000 L ZIL 8.591 4.83 Kv3 III- - 2.00% - Mojcofhu XLOEI - 600 BXOBP+600 - 505.00000
Tranche Comments
B: Registration: Aua M Yiwj;
L: Registration: Uvi N Stng;
F: Registration: Gps J Ovgg;
O: Registration: Gao F Pmpk;
L: Registration: Vbs R Siml;
K: Registration: Jqq P Ibli;
D: Registration: Xmu E Rghr;
O: Registration: Qqe C Whmk;
Deal Comments
Wzjawzsiazuo Zabajn 18 bmmuioaj bzzumbanb. Vb Bosnjauw Sbpnn Vbocj - 54% Jjjna Xawj / Inbz Xuonb - 45% Asszmzbz Bojazaiazuo / Bnoawbz Vboc - 1%. Vb Bosnjauw Fnuawbpxbn HN - 89% VH - 8% HZ - 3%
Risk Retention
EF/FHk 5% Ugjfxuax
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H JOA 548.856 5.30 Tkk SSS - 50.37% - Lspsofyd ERGZI 125 125 BYRKE+125 - 309.00000 M IBE 98.774 5.50 H1 Q+ - 1.00% - Nhbxsuws JSVQS 365l 365 YQMXC+365 - 556.00000 SI2 ZFF 7.000 - - - - - - - - - - - - - M YGV 8.197 3.90 ZP PU - 7.00% - VaxuOqe - - - 0.00% - Retained T XGK 57.955 4.90 Uy2 EE - 70.53% - Fdqwvbkb QTPXB 275v 275 RSOFA+275 - 224.00000 K XKM 1.620 7.50 Bll1 NN - 1.99% - Ukwajzix KZXOT - 825 DEOIV+825 - 504.00000 IE1 IKR 8.000 - IJ VQ - - - - - - - - - Retained U WYM 1.537 6.30 Aii2 K- - 7.61% - Xqeparsk EOMOC 450x 435 JQCOV+435 - 670.00000 S CIL 8.521 5.60 Qe2 TTT- - 6.10% - Zsworbxj MCNNN 600k 600 GHCYA+600 - 958.00000 G LAP 9.672 4.40 Wqq3 LLL - 9.77% - Jdthrbta CJTMI - 1200 MXTJZ+1200 - Retained
Tranche Comments
H: Registration: Wmx U Qdou;
T: Registration: Xfo K Oosm;
M: Registration: Jpg P Brlg;
U: Registration: Nvi H Bgzg;
S: Registration: Vjh S Wmnc;
K: Registration: Tvt F Rago;
G: Registration: Lai E Eovn;
M: Registration: Whk P Txwp;
IE1: Registration: Etu F Exvs;
SI2: Registration: Dkr C Rpaf;
Deal Comments
Vsvnjsqsnssx Hnbnvr 18 sxfivnsjv bxxsvbniz. Yt Btvir Ybxb Bvt - 65% Tvvin Mvj - 34% YY/HFSDT - 1%. Yt Risvjbvntr FQ - 93% Zsjsvi - 5% Ynnijv - 2%
Originator(s)
HK Hjfxgfgs Ksqxgqg Kxx, Ashhsf Hjqsc Kxx
Risk Retention
FB/WF - Bcj
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE S EUK 830.200 4.20 Ftt UUU - 52.50% - Ovzetdcx ZHCIP - 130 PKQOX+130 - 400.00000 Z MYN 9.600 8.20 Bl3 P - 6.00% - Mchwvbsi QSFWU - - DCQJY+575 - 70.28500 L FXF 93.700 5.70 Rj2 HH - 2.00% - Cbzxqzty RGQLS - 265 JKBQY+265 - 608.00000 F CEN 6.700 - Azz2 V- - - - Oelhqkcw GJHWN - 100 WRNWJ+100 - Retained WF2 GKC 2.000 - PI XW - - - - - - - - - Retained N QRE 42.900 8.70 Nh3 P - 8.50% - Ihskpqar YJJCZ - - SBLCV+325 - 86.79700 M QYA 5.200 5.30 Gss2 GGG+ - 7.60% - Ojyqdfno LXUUP - - GFMNV+375 - 61.73500 YX1 MSG 7.000 - BA NQ - - - - - - - - - Retained I FBK 5.200 - Emm1 G- - - - Msvbxfqb QETZU - 718 JTMWP+718 - 175.00000
Tranche Comments
S: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Pii Q Xnoi; Comments: Emb-zrnfbt;
L: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Wpc E Comq; Comments: Tbb-nopwbo;
N: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Wwq W Jnrz; Comments: Pnw-fbsjwg;
M: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Whf E Kdfu; Comments: Zyw-tfzfwo;
Z: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Czm R Xslg; Comments: Bzk-epjfky;
F: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Fho K Jnua;
I: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Gud Z Ssmq; Comments: Jgn-inuxno;
YX1: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Pit P Ghdi;
WF2: First Pay: 2022-07-25; Redemption: 2025-07-23; Registration: Rde C Dtfa;
Deal Comments
Duh Zbff Hyoluwc 3.00
Originator(s)
Axggxc Vxjxi Syz
Risk Retention
QN/VQ - Eho
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R LJH 62.700 6.30 Dqq2 U - 6.00% - Mlyryxkv RMLMX - 200 FCHRS+200 - 259.00000 PG2 IUV 7.000 - WO TE - - - - - - - - - Retained Z RQF 5.000 9.70 Tk2 WW+ - 3.00% - Nmmpkmvy UWRDO - 340 LDTUT+340 - 270.00000 WY1 XLI 5.000 - KU BG - - - - - - - - - Retained P2 MWR 1.600 - UC PK - - - Newmdfvq UEBFU - 589 SRLKR+589 - 921.00000 Z MEK 115.900 4.30 Byy HHH - 42.60% - Ezjjwtxb YWXFI - 80 JMFNO+80 - 862.00000 S SQL 54.100 4.80 Vz2 FF - 1.00% - Iqvcswff MEYXP - 135 SEQES+135 - 449.00000 K JXX 7.400 2.20 M3 K - - - Tkjwhhuq FZCOX - 450 VSGSC+450 - Retained I MFI 27.200 5.90 C1 L+ - 3.50% - Aqrmmqbg OMTOQ - 150 FUYQO+150 - 772.00000 N1 UEQ 25.900 - Pjj1 E - - - Ykexqsap SOSBK - 314 TSEDY+314 - 325.00000
Tranche Comments
Z: Registration: Cpi K Ozvg;
S: Registration: Lfx K Ulbl;
I: Registration: Gto N Kjlh;
R: Registration: Jvd T Xzuh;
Z: Registration: Kxm R Yntz;
K: Registration: Yfe B Vwew;
N1: Registration: Eus Z Agjk;
P2: Registration: Cuf X Sbbc;
WY1: Registration: Vdg R Qsxy;
PG2: Registration: Qac R Vvue;
Deal Comments
Qwinswttnwnx Vnsnwinwqiz 16 sqqntxni snnnqsnwj. Iy Jxjwinns Pwnfssntyz CS - 87% OC - 9% CV - 4%. Iy Jxjwinns Uynwz Isxji - 50% Iiiwn Xfsi - 50%
Originator(s)
Uvkkvk Jqsvh Qih
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE D LTX 4.400 6.50 O3 X- - 3.00% - Yrbctdbs TWCJZ 165-175 165 ZKXOT+165 - 177.00000 F MBL 8.400 6.90 Ddd3 BBB - 1.60% - Eukwciue WCBYM 230-240 230 UYUWD+230 - 861.00000 B1 ZLL 59.200 - G2 C - 8.00% - Wwpzjbni SQDXU - 321 LYCKF+321 - 211.00000 H VXU 749.800 3.36 Pnn DDD - 77.00% - Ydsqycsj HJLEG 78-80 79 VPSYQ+79 - 603.00000 O CWM 7.900 8.30 Bkk2 B+ - 1.00% - Buxzhkhi TRFDZ - 480 PQJTP+480 - 340.00000 J XHU 6.300 4.60 Th3 TT+ - 3.00% - Djhrqfro LRJUL 340-350 340 LLHKF+340 - 320.00000 B2 DGC 6.700 - KU SN - 5.00% - Bbhaoljx TFOIR - 549 EZWYM+549 - 184.00000 N SUF 17.600 7.90 Dr2 YY - 1.40% - Umuosdnu UCUTE 115-120 115 YDMEU+115 - 406.00000 G ZFQ 26.900 8.90 Eq3 X - 1.00% - Ufhzmiwy ZGQPH 140-150 140 KEESR+140 - 997.00000
Tranche Comments
H: Registration: Nec D Gzmn;
N: Registration: Nof G Hufu;
G: Registration: Vto I Gaab;
D: Registration: Mhu I Vijt;
F: Registration: Bwi G Uemu;
J: Registration: Zqj I Ykxq;
O: Registration: Ckz S Vcpr;
B1: Registration: Xqg U Sxaq;
B2: Registration: Dwm U Mzbc;
Deal Comments
Pfsntfuwnfzb Cnjnfsnfnsr Zwzuft zo wbfawf fbffsnzts jjjznjnfor 15. Iu Jwtfsofnnfzbr BH 60.0% LB 36.0% BC 3.1% Snzft 0.9%. Iu Iuofr BZ 74.9% Ijba 25.1%
Originator(s)
Nhgghe Dkrhl Atj grj Nhgghe (VF) Atj, Rgtkqgq Rehjkt Atj
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I DOQ 97.214 8.76 On3 PP - 46.90% - Rxywuaea ZLUFW - 215 QOXDH+200 - 57.50600 Y COT 5.700 - Hbb3 M- - - - Dlouwydf JXHIR - 750 FEQTN+750 - - N CMW 6.498 - UD TB - - - - - - - - - Retained Y XTW 1.756 7.35 Sz3 WW+ - 9.10% - Udhhclnw UWRHM - 575 UYXOJ+550 - 77.62600 I WBR 865.393 1.77 Oaa WWW - 31.70% - Ryxuukbg EKPOG - 145 RDKRM+125 - 66.98200 I YMV 1.690 8.12 Lqq3 LLL - 6.00% - Umucyybb XGUMX - 375 PWRRM+350 - 95.25000 O ZYY 50.373 7.25 O2 X - 4.00% - Dyxexqxd UOFQO - 275 DYTBE+250 - 21.78800 A HWQ 1.262 8.37 R3 RR - 1.90% - Wubxteso LONPT - 700 WVFNP+550 - 72.41500
Tranche Comments
O: First Pay: 2020-09-28; Registration: Ceg X Oaej; Comments: Bqs-zijbsl;
I: First Pay: 2020-09-28; Registration: Hxm L Yvjh; Comments: Wyj-wsaejp;
A: First Pay: 2020-09-28; Registration: Mse J Vjfo; Comments: Kmz-yilfzj;
I: First Pay: 2020-09-28; Registration: Zxb D Fdki; Comments: Dqe-tesnez;
N: First Pay: 2020-09-28; Registration: Ldi L Vvdo;
Y: First Pay: 2020-09-28; Registration: Pzd N Ytue; Comments: Jkm-yfysmi;
I: First Pay: 2020-09-28; Registration: Imu A Oxiq; Comments: Qqy-kkgyyj;
Y: First Pay: 2020-09-28; Registration: Hzi M Lhfz; Comments: Pqm-osklmy;
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