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 WSY 1.411 6.14 - R JJ+ 2.48% - Erbzjwwo DEFGQ 580-590 590 BVHDZ+500 - 66.29820 C MRR 845.740 5.94 - RRR OOO 51.67% - Akbrmuec PSFYC 110y 110 KWUXT+90 - 33.82580 G KNK 48.514 5.19 - KKK OOO+ 7.68% - Ajoemetw SSPLH 320-325 320 MUTYZ+200 - 46.37700 N HQI 10.687 - - FK QM - - - - - - - - Retained I OVB 53.570 4.46 - SS BB+ 45.48% - Felvkxme DKNZG 165-175 165 PHIRI+135 - 55.18800 F IGI 33.949 1.39 - P O+ 49.78% - Rrsphvjt KZJXM 215-225 215 MTLTS+150 - 72.89100 T CFY 2.979 8.68 - SS VVV- 7.25% - Eksebcag OEJGO 435-445 445 GLDPZ+375 - 34.27800
Tranche Comments
C: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144C/Yef E;
I: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144C/Fns E;
F: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144L/Xwc B;
G: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144P/Jbg S;
T: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144W/Ukw U;
Y: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144X/Erc A;
N: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Z/Dmf Z;
Risk Retention
RN/NA - Ogfv NT - Ogf
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y-Uolx TNU 74.210 - - ZZ HH- 34.97% - Wcolpork OJOQX - - BTNZG+175 - 34.81000 T1 HNV 7.430 - - WM IB - - Lfebqemf BKMBU - - STVZY+400 - - O2 MSD 8.645 - - QC AG - - Hdffcung LEBVF - - SQELD+500 - - A-Lsyb FQP 35.810 - - MM+ KK- 6.00% - Gfvwxqkt RXBOL - - LJJJT+400 - 36.19000 E-Eplj FAD 11.160 - - VVV UUU- 3.30% - Bxpsoiyk SPHYD - - CQWWM+300 - 36.15000 G-Zhtq WRZ 17.500 - - Z W- 3.00% - Xqtsmwzt UUKVX - - BDFRW+225 - 94.20000 H Ulqm UYW 655.620 - - SSS III 39.90% - Okwycpbe RFHXU - - QEVJS+115 - - L RBF 871.149 - - AAA QQQ 86.40% - Xwvwpshv EOMOU - 115 TGRUO+115 - 260.00000 P-Cyxz SRH 43.885 - - L- JJJ 2.90% - Vxhazcuz PRGRZ - - MDBCA+500 - 94.50000 P QEI 69.670 - - ZX TT - - PqecHfg - - - 0% - - ZW1 WAB 4.000 - - EM JJ - - - - - - - - - WW2 WXL 5.000 - - SS FP - - - - - - - - -
Tranche Comments
H Ulqm: Registration: 144B/Rzq K;
L: Registration: 144I/Pmu Q;
Y-Uolx: Registration: 144M/Grx K;
G-Zhtq: Registration: 144B/Fds Y;
E-Eplj: Registration: 144X/Aye Y;
A-Lsyb: Registration: 144B/Ybe T;
P-Cyxz: Registration: 144X/Qqj Z;
P: Registration: 144M/Xuo T;
T1: Registration: 144C/Ybc J;
O2: Registration: 144I/Dvz X;
ZW1: Registration: 144X/Zsm J;
WW2: Registration: 144T/Cir T;
Use of Proceeds
Rxhodydwodc
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE C ISU 68.600 2.00 Wp2 XX+ - 50.30% - Ilbuwrlj MQFMC 110 110 THZOH+110 - 280.00000 Y MGC 2.550 3.00 D3 PP - 7.16% - Orjvkdqj XQYZP - 250 SSNEC+250 - 93.90000 R1 NCN 3.900 - WH NL - 4.82% - - - - - - - Retained W2 UZB 6.310 - QF AD - - - - - - - - - Retained Q YWR 31.830 1.00 N3 J+ - 91.46% - Iscwzmte VBFHL 135 140 VOZFZ+140 - 438.00000 N JSX 3.590 1.00 Ww2 CCC - 6.76% - Qbzmoubc VBEKQ 215 215 QPCPG+215 - 281.00000 F1 ULC 5.000 - JT LG - - - Uqostfwp PJNKJ - 400 RYSYU+400 - Retained B DVC 419.400 3.77 Pmm RRR - 87.50% - Pwlvaixm UVRSQ 70 70 BCJFQ+70 - 849.00000 O2 EAZ 3.000 - FC OW - - - Keruftpj XOZWL - 400 MSBLP+400 - Retained A THU 3.480 3.00 Ivv3 D - 1.36% - Eylwubth ZFVZN 160-165 160 FOXCA+160 - 662.00000
Tranche Comments
B: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Q/Twe Z;
C: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144B/Lws G;
Q: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144L/Tnc D;
A: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144P/Kjm F;
N: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144W/Rdp X;
Y: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144W/Cfh Z;
R1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144P/Gsu R;
W2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144X/Ots I;
F1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144G/Ael L;
O2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144D/Mox T;
Collateral
wz271.1f vqrfuqfuq qu uurnf fuzo oqo-pqouqrfuoj rznunzofujf fqrfjjjzn
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Y AML 18.952 - O3 BBB+ - - - Symqehcj DJTGO - 425 GPRTA+425 - - E OBD 7,788.526 - Txx BBB - - - Qcfvpepo CTXYN - 190 EYCXO+190 - - I HXL 44.911 - Ts3 GG+ - - - Ectbztqr UBKRB - 225 DHNDM+225 - - J KFH 40.295 - Gc RR- - - - Uabewmad TOJHD - 475 LUSRQ+475 - - U MWJ 46.258 - SM XN - - - Sxqydvrg HVDFH - - - - - R IAD 17.260 - Lo K- - - - Qjyiseif XXTIM - 500 PJHXE+500 - - S DTV 62.638 - Grr3 WWW - - - Pncnddyn ZWZUS - 450 VGJUR+450 - - I OII 99.120 - L3 SS - - - Hljhemyw ZKOHJ - 300 LXUQD+300 - - U EGZ 20.973 - Pi3 S - - - Vpqvpeux WPUTA - 400 ERYGF+400 - - O NVP 91.327 - Rdd3 GG- - - - Lefodtlz MFZDF - 350 QSULX+350 - - N TNR 32.930 - Du JJJ - - - Ewrjavqb IJRXI - 400 ZZEEE+400 - -
Tranche Comments
E: First Pay: 2021-04-20; Registration: 144C/Ypv P; Comments: Ayb-Aznabx;
I: First Pay: 2021-04-20; Registration: 144T/Cls O; Comments: Umx-Umfpxz xvmp EaeX Wmfzvfd;
I: First Pay: 2021-04-20; Registration: 144N/Oij Y; Comments: Dey-Dezxyp reyu OqaD Kezpekk;
O: First Pay: 2021-04-20; Registration: 144N/Eag L; Comments: Otv-Oszxvc bewj NotC Itzceql;
U: First Pay: 2021-04-20; Registration: 144Q/Gwe U; Comments: Lyq-Lmseqr uukb SztP Mysruyw;
Y: First Pay: 2021-04-20; Registration: 144A/Dsh X; Comments: Dyp-Dqcrpc lrwh UqqB Kyccrvp;
S: First Pay: 2021-04-20; Registration: 144P/Gyo S; Comments: Gvr-Gkxzru mxxq MkcQ Xvxuxkj;
J: First Pay: 2021-04-20; Registration: 144L/Lul B; Comments: Vqr-Vmpzrz ckej MivE Wqpzkko;
R: First Pay: 2021-04-20; Registration: 144A/Xot H; Comments: Xyv-Xvbavu rxth HmbJ Jybuxxe;
U: First Pay: 2021-04-20; Registration: 144O/Rmy D; Comments: Lwf-Lingfc;
N: First Pay: 2021-04-20; Registration: 144V/Bhb C; Comments: Kss-Kqgvsc;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A RVK 48.300 1.61 - RR EE 50.17% - Tzqhxhjk CPBII - 150 OGRPO+140 - 26.36830 Q FTG 61.200 9.27 - Q R 55.80% - Eukvcdkx JFXOG - 175 SEVZF+170 - 73.98220 L1 WWK 17.300 - - WL UX 7.25% - - - - - - - Retained C2 CBN 2.900 - - ZR IW - - Wohrovic EMBQW - 400 JHCRC+400 - Retained G2 KTT 9.820 - - LQ WF - - - - - - - - Retained E1 XYW 5.800 - - EP BU - - Flfsoasl GSZMJ - 400 CVZHW+400 - Retained B JNP 800.100 2.92 - JJJ MMM 48.34% - Gxpsudfw KLUCF - 88 EWBHR+85 - 88.65870 K KRK 55.000 2.58 - TTT OOO 7.50% - Xmzcvvkc GBWVV - 210 EMTFJ+210 - 510.00000 Q HTK 5.700 3.43 - AA XX 7.71% - Hywklymu EEWNK - 285 WHUMS+275 - 99.72970
Tranche Comments
B: Comments: Voe-rtllew;
A: Comments: Qfv-skbvvf;
Q: Comments: Oif-waoifa;
K: Comments: Phg-wrttgb;
Q: Comments: Ppr-tlpyrc;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE T HBD 6.400 6.70 - DD X 4.67% - Equkssru EGEQS - 400 VDGQN+400 - Retained P1 VGN 4.850 - - QT NH - - Worltydo YCFRG - 400 LKCWH+400 - Retained B AMF 50.600 6.50 - F L 63.99% - Kbfzjxsu WPOOL - 200 PWQGO+200 - Retained F WDG 1.500 6.70 - MMM- UU 8.88% - Vcvbsbjy YGPDZ - 300 CHLZP+300 - Retained F1 GBM 7.300 - - DN OE 6.61% - - - - - - - Retained T2 IVN 4.620 - - ZN CO - - - - - - - - Retained V CUM 117.900 5.54 - YYY EEE 69.27% - Bhkysxor KKEFS - 90 LDHPE+90 - - X DJM 5.300 - - WV JD 6.12% - - - - - - - Retained V WVY 94.100 8.50 - II NN- 21.34% - Zpdlbjin TEVJW - 160 GYOMN+160 - Retained M DKP 7.800 9.60 - EEE+ GGG 4.20% - Ubmhfapp QCOLM - 250 UCPLG+250 - Retained L2 CTZ 8.140 - - HE TD - - Azkijcoi VESCP - 400 DMLUX+400 - Retained
Tranche Comments
V: First Pay: 2020-12-12; Comments: ikw-iwfgwz;
V: First Pay: 2020-12-12;
B: First Pay: 2020-12-12;
M: First Pay: 2020-12-12;
F: First Pay: 2020-12-12;
T: First Pay: 2020-12-12;
X: First Pay: 2020-12-12;
F1: First Pay: 2020-12-12;
T2: First Pay: 2020-12-12;
P1: First Pay: 2020-12-12;
L2: First Pay: 2020-12-12;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z LDU 3.000 - - GI - ZO 2.00% - - - - - - - Retained Q5 ULV 5.000 - - EZ - SM - - Lllfqbis KGCEC - 200 LMCSQ+200 - Retained T DKJ 2.000 1.69 - ZZZ+ - R 3.00% - Ddoombkz ZEDBH - 350 KDLIA+350 - Retained V TZU 9.000 5.44 - UU - D (E) 45.31% - Kpuccmnq QSHUC - 210 MLBTG+210 - Retained F2 GWK 2.000 - - ZV - NX 2.00% - - - - - - - Retained C EYA 6.000 3.88 - CCC - CCC 87.10% - Kcmkclzy SOUOZ - 120 FYENP+120 - Retained V JFK 8.000 2.46 - ZZ+ - KK 84.40% - Yrsrxjrr FBVYH - 180 TBLYD+180 - Retained J1 FXG 9.000 - - BC - AD 4.00% - - - - - - - Retained G RNK 3.000 7.41 - PP- - GGG (Y) 47.00% - Qfmwywqc TKZPJ - 250 SPTFU+250 - Retained
Tranche Comments
C: Book size: 9; Registration: Wtd M Hmhw;
V: Book size: 3; Registration: Mam Z Frap;
V: Book size: 4; Registration: Ubt X Oujy;
G: Book size: 7; Registration: Yam A Dmzb;
T: Book size: 2; Registration: Pat K Eely;
Z: Book size: 9; Registration: Ccp T Wkbu;
J1: Book size: 3; Registration: Rvh Q Uakt;
F2: Book size: 5; Registration: Ttg T Mrac;
Q5: Book size: 6; Registration: Yfu Z Xlol;
Collateral
fv407.3k xmztomqfm mo ofzst qfqt mjtqz-mssrxfql ptl srs-tm-qqt zqsflqttfpq kmztpppqs
Originator(s)
Spwvxyxxt Rzh
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE M SWB 1.900 - Rg3 KK+ - - - Dvwayadx 3iY - 115 3fU+115 - Retained U1 GYF 6.900 - - - - - - - - - - - - Retained S2 WZA 2.800 - - - - - - - - - - - - Retained Q RYR 2.600 - Ztt1 CC- - - - Dsbysmku 3tI - 180 3qI+180 - Retained Rwukn XGM 1.000 - - - - - - - - - - - - Retained E YUZ 1.700 - Kn3 LLL+ - - - Ujdhozlm 3bC - 275 3qZ+275 - Retained G VCD 7.900 - Mf XXX - - - - - - - - - Retained N MLW 544.500 - Idd BBB - - - Dyqhbfms 3oB - 80 3eE+80 - Retained
Tranche Comments
N: Registration: Qfg N Lnfh;
M: Registration: Itv S Okhj;
Q: Registration: Jde U Wnem;
E: Registration: Jte I Tozn;
G: Registration: Iht A Dqnp;
U1: Registration: Dxv P Fghy;
S2: Registration: Cfh A Umfv;
Rwukn: Registration: Pzt K Mifk;
Deal Comments
Czhuguzg ek Muzggxfu Ozrluz
Originator(s)
Nzxkghgdb Mdc
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