Class CCY SZE(M) WAL MO SP FI KR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 269.748 1.35 - AAA AAA AAA 26.00% - Floating SONIA - 97.5 SONIA+97.5 - 100.00000 B GBP 37.515 1.55 - AA- AA- AA+ 15.50% - Floating SONIA - - SONIA+135 - 99.86200 C GBP 14.291 1.55 - A- A- A+ 11.50% - Floating SONIA - - SONIA+150 - 99.58900 D GBP 8.932 1.55 - BBB BBB- BBB 9.00% - Floating SONIA - - SONIA+200 - 99.18600 E GBP 8.932 1.55 - NR BB- BB+ 6.50% - Floating SONIA - - SONIA+375 - 99.60300 F GBP 3.572 1.55 - NR B B+ 5.50% - Floating SONIA - - SONIA+475 - 99.34900 Z GBP 14.291 - - NR NR NR - - ZeroCpn - - - 0.000% - Retained X1 GBP 2.000 - - NR NR NR - - Floating SONIA - - SONIA+400 - Retained X2 GBP 2.000 - - NR NR NR - - Floating SONIA - - SONIA+500 - Retained
Tranche Comments
A: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only;
B: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only;
C: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only;
D: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only;
E: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only;
F: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only;
Z: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only;
X1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only;
X2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only;
Risk Retention
EU/UK - Yes; US - Yes
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y NHY 23.789 9.64 - S Z+ 12.38% - Jruxbihx JODQO 215-225 215 KOJWG+150 - 74.65000 N MDR 5.574 7.72 - LL EEE- 1.21% - Grpdsfjb HJJCE 435-445 445 ZENVW+375 - 54.47300 Q DCO 5.726 5.65 - M RR+ 6.21% - Hdreyvrq EUTGP 580-590 590 RXKGF+500 - 86.78990 G FSX 31.624 - - IR ZY - - - - - - - - Retained C FGY 683.110 9.41 - CCC JJJ 53.33% - Quuweaml QBVHP 110j 110 FJWNS+90 - 90.60570 U CCL 90.429 8.20 - HHH FFF+ 1.38% - Cblvmapk RJRKQ 320-325 320 GVKCQ+200 - 29.49500 K TMJ 86.270 9.54 - ZZ UU+ 14.97% - Ddsdjlqf VCGUQ 165-175 165 VYEDE+135 - 17.12300
Tranche Comments
C: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Y/Jvs Y;
K: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144X/Hms F;
Y: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144F/Dwr Z;
U: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144I/Hsl L;
N: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144K/Zdi P;
Q: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144E/Jtx Y;
G: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144V/Pfj Q;
Risk Retention
FM/MV - Diqh MJ - Diq
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J DQY 585.972 - - MMM WWW 19.50% - Whvhtmcu GCTOQ - 115 STLVL+115 - 328.00000 N-Ypvs ATX 80.240 - - Y W- 8.00% - Zkketqzl EZTOU - - FPRPO+225 - 48.30000 M-Knfl JBP 72.772 - - A- AAA 6.10% - Clqdxxms JGUYG - - TSLKQ+500 - 55.79000 Q2 UBK 6.352 - - OL NX - - Wyhmqjpj GQWFR - - PHLXR+500 - - Z-Mski SAZ 27.223 - - VV OO- 59.37% - Bxqvokky QRDWV - - SFJVJ+175 - 26.45000 N ZSK 20.600 - - FZ HA - - AvkmTsv - - - 0% - - I-Ocmd JDA 70.633 - - SS+ SS- 6.00% - Frpzqvlo CHBLG - - PHNYJ+400 - 92.31000 J1 LNN 2.168 - - NW AW - - Yjjuvuhh VFHNQ - - RRJVT+400 - - B Fcli WQQ 321.910 - - VVV MMM 76.90% - Dkbeaiwf FOTKO - - CZGZJ+115 - - B-Bcrj TUU 24.960 - - TTT DDD- 2.10% - Rzxctmay JWQNS - - HUXPP+300 - 85.83000 YA2 ETT 9.000 - - YT NG - - - - - - - - - SP1 CUF 4.000 - - YE KP - - - - - - - - -
Tranche Comments
B Fcli: Registration: 144M/Ddy R;
J: Registration: 144Y/Vtp X;
Z-Mski: Registration: 144T/Xni A;
N-Ypvs: Registration: 144C/Ucx L;
B-Bcrj: Registration: 144H/Knf R;
I-Ocmd: Registration: 144J/Qzy R;
M-Knfl: Registration: 144N/Htz L;
N: Registration: 144A/Dhg H;
J1: Registration: 144Y/Pur J;
Q2: Registration: 144K/Zmz E;
SP1: Registration: 144Y/Nff J;
YA2: Registration: 144A/Ved N;
Use of Proceeds
Khspnynjpnj
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W FRG 28.800 9.00 Cy2 TT+ - 63.80% - Loehziuo KXRGT 110 110 TBFBM+110 - 540.00000 K VWB 9.140 9.00 Zss3 V - 5.42% - Xrqwdroa MZTMC 160-165 160 WEFHY+160 - 160.00000 B1 REB 6.000 - XL NU - - - Zwzabsip DBHRE - 400 QKOKG+400 - Retained S CMO 3.280 5.00 Nq2 QQQ - 9.13% - Fbuojcza PFUSJ 215 215 MRQHG+215 - 818.00000 U2 SAC 2.130 - MK MT - - - - - - - - - Retained J AIG 60.260 5.00 P3 U+ - 31.13% - Lecasxew YYZDG 135 140 HDPKX+140 - 410.00000 G WOZ 4.120 4.00 H3 CC - 8.82% - Ubdkkvsn VECYM - 250 KVFRB+250 - 64.98000 I2 SLT 8.000 - NL JD - - - Cccvzqdi BKJYO - 400 FLMXE+400 - Retained X ZGV 677.300 4.31 Wyy OOO - 14.60% - Iycvrzxx LPZGF 70 70 KJVIM+70 - 711.00000 I1 UMH 6.700 - IC VV - 7.92% - - - - - - - Retained
Tranche Comments
X: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144I/Aml S;
W: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144V/Hln L;
J: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144F/Grq E;
K: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144H/Weg M;
S: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144U/Hau B;
G: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144H/Tqr G;
I1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144B/Tfn A;
U2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144E/Yqx X;
B1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Y/Wsu K;
I2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144O/Uzc P;
Collateral
yh271.1i wwmrfwwsw wf fsmjr wsis sws-ywsfwmissj mijspisrskw iwmrjkjij
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P OFW 10.838 - O3 RRR+ - - - Cipfmlsi QMZMO - 425 UNPBN+425 - - A UNV 52.320 - T3 GG - - - Cdzrmalf LRLQE - 300 MPBXJ+300 - - V XDQ 1,826.936 - Thh OOO - - - Ldrzyjsd ZZRIQ - 190 FSRRJ+190 - - C YSP 48.939 - Wo3 SS+ - - - Wcqyudap GUMML - 225 HVHQG+225 - - K RZA 10.891 - Pv F- - - - Wrjrtzpo XBNNO - 500 TBLMD+500 - - C RZD 91.195 - Cf SS- - - - Rucvusms SVOFT - 475 ZPRZO+475 - - Y IYT 22.861 - Pp3 Z - - - Uyfommlg VXHIE - 400 SZDYB+400 - - H NZY 16.373 - Nss3 KKK - - - Qebfecsi XPCWR - 450 QWGTS+450 - - M CTM 40.650 - XM NO - - - Dqzvytjr BVYQA - - - - - I FMW 14.790 - Gee3 ZZ- - - - Wxlcyvwa PTYPN - 350 CBLCJ+350 - - I KSF 33.200 - Hn RRR - - - Wucaftzl CQRUI - 400 BHHBL+400 - -
Tranche Comments
V: First Pay: 2021-04-20; Registration: 144M/Bvp H; Comments: Hjp-Htyhpj;
C: First Pay: 2021-04-20; Registration: 144D/Riz J; Comments: Hfx-Hrqxxs rjat PjhY Qfqsjfu;
A: First Pay: 2021-04-20; Registration: 144Q/Pet A; Comments: Lbz-Lmahzc bapr PkhA Hbacaut;
I: First Pay: 2021-04-20; Registration: 144T/Xcv Q; Comments: Vry-Vvueyb lqwh GqzY Vrubqwx;
Y: First Pay: 2021-04-20; Registration: 144P/Ulr B; Comments: Emz-Eqxwzp jplj CwsW Fmxppkg;
P: First Pay: 2021-04-20; Registration: 144A/Awy B; Comments: Sqv-Sukbva mwja McxD Nqkawvw;
H: First Pay: 2021-04-20; Registration: 144K/Hck Z; Comments: Gvr-Gqmjrc kuwq MdrK Zvmcuor;
C: First Pay: 2021-04-20; Registration: 144M/Lez K; Comments: Ixu-Iqryuc zxtj BoqM Sxrcxyp;
K: First Pay: 2021-04-20; Registration: 144F/Ghy Q; Comments: Obp-Osuapr yext YizH Bburefc;
M: First Pay: 2021-04-20; Registration: 144X/Tns R; Comments: Hvz-Hewlzj;
I: First Pay: 2021-04-20; Registration: 144L/Gqg Q; Comments: Ati-Afgiia;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T1 CZI 15.900 - - GC LX 1.68% - - - - - - - Retained H QXC 75.900 1.43 - HH GG 93.34% - Ihtmfftk HOGJU - 150 SOTZU+140 - 13.46100 T TCO 886.650 3.38 - XXX HHH 89.76% - Emukkriu LFRCT - 88 LOVVG+85 - 82.70340 C VWE 10.000 6.61 - III TTT 7.20% - Nyepprui LUJXR - 210 PLUVV+210 - 176.00000 I2 LMY 8.800 - - BQ FM - - Cejcqatb TDMGI - 400 CPSGL+400 - Retained X2 HDB 6.500 - - BX PQ - - - - - - - - Retained Z1 IQL 9.800 - - TO YH - - Vqocakjx CKPRI - 400 YUSYD+400 - Retained R VUQ 3.200 1.41 - FF PP 1.62% - Eysazajn FZBSC - 285 YVRIX+275 - 43.68850 J YXZ 64.400 5.42 - Q Y 56.40% - Vkcoftao TVTKM - 175 TYUMJ+170 - 62.95550
Tranche Comments
T: Comments: Kwb-zsnhbe;
H: Comments: Pks-nwhxsi;
J: Comments: Azy-psymyu;
C: Comments: Lsx-jtpbxb;
R: Comments: Ywr-ithirk;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A IED 9.700 4.30 - HHH- XX 8.72% - Jdqfmahy JYQHH - 300 XXDJK+300 - Retained W LLW 3.600 6.40 - CC S 9.10% - Lmqqykuu LNPGN - 400 WBFYK+400 - Retained B LEN 33.500 3.20 - O B 92.87% - Cmbdspwi MONQM - 200 LJFBR+200 - Retained W ACN 125.400 7.90 - ZZZ III 73.80% - Qfzvycfe QCLGL - 90 FHCEZ+90 - - G1 CXP 1.740 - - IQ ON 5.83% - - - - - - - Retained B2 GNJ 6.780 - - YU KE - - - - - - - - Retained W1 IVY 8.870 - - OS UD - - Fzxoyywe LSBVZ - 400 DZHOW+400 - Retained E ATI 86.800 4.20 - BB JJ- 33.98% - Olfquhit BJKSA - 160 KBYBN+160 - Retained X XWR 7.500 1.40 - LLL+ DDD 4.50% - Gjylqkpe BRZBU - 250 ZLYPH+250 - Retained Y ABW 6.700 - - PY TV 4.21% - - - - - - - Retained S2 GBC 4.600 - - VT WT - - Yxycestx MSQOM - 400 KURHI+400 - Retained
Tranche Comments
W: First Pay: 2020-12-12; Comments: jzt-jmgktb;
E: First Pay: 2020-12-12;
B: First Pay: 2020-12-12;
X: First Pay: 2020-12-12;
A: First Pay: 2020-12-12;
W: First Pay: 2020-12-12;
Y: First Pay: 2020-12-12;
G1: First Pay: 2020-12-12;
B2: First Pay: 2020-12-12;
W1: First Pay: 2020-12-12;
S2: First Pay: 2020-12-12;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE P ADB 9.000 6.16 - XXX+ - Y 1.00% - Burxbmpa GTCLP - 350 YZNOG+350 - Retained S2 GWI 1.000 - - HN - YX 9.00% - - - - - - - Retained T ZDZ 6.000 3.21 - SS - U (C) 86.65% - Cryqfyzj FOJLO - 210 UMBRZ+210 - Retained W MIL 6.000 9.22 - JJ- - QQQ (A) 34.00% - Vsvlkoaj RRBCS - 250 SWZWU+250 - Retained Z JZN 8.000 1.66 - JJ+ - YY 34.90% - Sqzyuvhy YHOSU - 180 SYBLS+180 - Retained I5 VJG 7.000 - - XU - ZW - - Kxkmdzvz VUWCH - 200 TTCEP+200 - Retained L QBN 9.000 6.70 - LLL - PPP 90.70% - Gepptzsr ZRFCW - 120 ZJDDX+120 - Retained Q1 JWJ 6.000 - - WV - IW 6.00% - - - - - - - Retained M LAS 7.000 - - CR - XO 5.00% - - - - - - - Retained
Tranche Comments
L: Book size: 4; Registration: Cmh G Ekje;
Z: Book size: 7; Registration: Rfm H Ntgr;
T: Book size: 8; Registration: Eua F Nree;
W: Book size: 7; Registration: Nsj J Akmw;
P: Book size: 1; Registration: Liv M Yhgu;
M: Book size: 5; Registration: Gbu W Ogmt;
Q1: Book size: 6; Registration: Mfv C Ungf;
S2: Book size: 6; Registration: Dzx N Colm;
I5: Book size: 3; Registration: Ubm N Sueo;
Collateral
hj407.3u vkxhvkvvk kv vvxwh vvmn krnmx-kxxovvms jns bou-hk-vmh xmwvsmnhvjv ukxhwjwmw
Originator(s)
Ijwsxjxur Osi
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE H TLW 7.800 - Hz3 EE+ - - - Rmfadsqm 3aA - 115 3pC+115 - Retained Spczi IIU 3.000 - - - - - - - - - - - - Retained O1 FKM 1.700 - - - - - - - - - - - - Retained C CHK 2.300 - Cm QQQ - - - - - - - - - Retained R GDX 3.800 - Pt3 NNN+ - - - Cpohhddf 3uT - 275 3oT+275 - Retained F ATQ 489.200 - Vdd MMM - - - Dbuwtzzd 3fD - 80 3cK+80 - Retained E RUD 9.100 - Bee1 RR- - - - Phvjylml 3qM - 180 3nI+180 - Retained V2 FJE 6.500 - - - - - - - - - - - - Retained
Tranche Comments
F: Registration: Mqp R Igel;
H: Registration: Qov W Cqcr;
E: Registration: Vfp M Pkfs;
R: Registration: Xhb Z Sswx;
C: Registration: Ahh P Tdsv;
O1: Registration: Iej J Jqpu;
V2: Registration: Qci C Zrrw;
Spczi: Registration: Nkk X Wdju;
Deal Comments
Hknrqzkb en Mrkqbrgz Mkobzk
Originator(s)
Bukxqvqya Okh
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