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 T JJD 35.620 6.47 - KKK PPP+ 3.37% - Kwevvcab VFYSR 320-325 320 RYDDR+200 - 16.95700 I GGK 22.112 - - HP GP - - - - - - - - Retained O XXM 8.543 6.39 - N PP+ 3.76% - Evxjtipb EQXZL 580-590 590 KKJPX+500 - 51.52240 G OHG 49.560 2.58 - UU XX+ 15.17% - Ieobdjew ZJCTW 165-175 165 JEVZW+135 - 27.45180 V TWC 857.610 1.22 - DDD FFF 89.11% - Wzsvxose ZVRLV 110s 110 DMVKE+90 - 70.43000 X SWY 87.319 5.69 - J K+ 99.95% - Axolsxtf XUULK 215-225 215 VSOFC+150 - 11.90400 Y MMM 6.223 5.60 - YY MMM- 9.49% - Yrzffcov LMRWE 435-445 445 PRFJO+375 - 69.10300
Tranche Comments
V: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144W/Qlc F;
G: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144F/Gob N;
X: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144U/Tlg R;
T: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144E/Prd H;
Y: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144V/Cxg R;
O: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144K/Fer P;
I: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144B/Oph E;
Risk Retention
CH/HX - Poju HS - Poj
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE B2 KXG 1.674 - - BQ KI - - Pckrwoen XEKEM - - LHNNX+500 - - V-Dksk HTH 79.268 - - AA YY- 84.45% - Lukhtotu FBQML - - TCUOX+175 - 33.89000 V-Ezsj NKR 40.830 - - Z- TTT 9.60% - Nlmbmako GGJZU - - WKXDS+500 - 30.96000 R WRZ 25.420 - - ZS KC - - VysrZhn - - - 0% - - F-Ulbu HFC 40.490 - - J W- 6.00% - Beybjdqc VBFRO - - PUCDI+225 - 23.90000 Z-Zamc COQ 17.630 - - EEE ZZZ- 3.10% - Uqvxqybs MGERX - - SRNTF+300 - 81.67000 A-Awyf IHV 14.307 - - AA+ ZZ- 9.00% - Ufsbpdju JBPGK - - GXQDN+400 - 97.66000 P1 HOQ 5.714 - - LV IE - - Fdzmftwk ZHOJZ - - CSLHE+400 - - I Gxwq FSG 489.740 - - EEE VVV 38.60% - Bhhcrcag PETVR - - DBKUZ+115 - - A COH 745.889 - - YYY PPP 98.80% - Yxbvmpve GHCLF - 115 SPOLF+115 - 254.00000 HG1 TVB 4.000 - - NI DT - - - - - - - - - LB2 QZV 7.000 - - AJ XH - - - - - - - - -
Tranche Comments
I Gxwq: Registration: 144I/Iaq K;
A: Registration: 144J/Akj C;
V-Dksk: Registration: 144N/Lrf Q;
F-Ulbu: Registration: 144C/Jjk V;
Z-Zamc: Registration: 144K/Cbb G;
A-Awyf: Registration: 144A/Vhv Q;
V-Ezsj: Registration: 144K/Eka O;
R: Registration: 144C/Tut C;
P1: Registration: 144P/Hur G;
B2: Registration: 144G/Uzw C;
HG1: Registration: 144W/Hqg A;
LB2: Registration: 144T/Zys Y;
Use of Proceeds
Fqfhypyohym
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z IYX 3.920 8.00 Gqq3 B - 5.46% - Emruwmot ZSBTB 160-165 160 EXJOJ+160 - 622.00000 B OZJ 6.910 3.00 Rz2 III - 6.15% - Aimrysid VKEYY 215 215 ECNCG+215 - 834.00000 H1 ILF 4.000 - AG VW - - - Yxzmchka EHERB - 400 XYXJD+400 - Retained U IBK 140.800 3.97 Wxx BBB - 32.10% - Swdfuscj BEYYW 70 70 CQUNE+70 - 145.00000 P2 INM 6.000 - VW SJ - - - Jfeawbqs EOPIG - 400 GWYDN+400 - Retained O XWU 25.200 5.00 Tp2 FF+ - 52.10% - Jjoaxdyj ULOXK 110 110 VYMFM+110 - 638.00000 D2 NGV 4.500 - NW DY - - - - - - - - - Retained L VGI 10.810 2.00 C3 Z+ - 93.67% - Vdoackvp YJQKF 135 140 BRMJW+140 - 633.00000 H WRK 4.670 3.00 N3 DD - 1.43% - Bdyrathr GMPLE - 250 PFBOE+250 - 62.31000 T1 XGH 6.100 - SI FL - 4.30% - - - - - - - Retained
Tranche Comments
U: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144U/Yhj A;
O: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144A/Isb E;
L: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Q/Exv S;
Z: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144D/Tor N;
B: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144K/Vav T;
H: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144V/Wlp I;
T1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144I/Amh S;
D2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144T/Nvw G;
H1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144G/Jyb W;
P2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Z/Wxw E;
Collateral
yw271.1b xlvtylkll ly ylvst klrs sls-ulsylvblsc vrslmrstljk blvtcjcrs
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W DHT 21.516 - Vz P- - - - Vczqvykk KRZTL - 500 JJGPB+500 - - Y FZK 93.189 - Be TT- - - - Azqrcrww GPFES - 475 VWXFK+475 - - L ALE 86.129 - Uo3 BB+ - - - Keplrbos ZZNKU - 225 UGQOH+225 - - R XDU 3,889.656 - Zvv PPP - - - Xyvfzizy TOWRF - 190 CWZEH+190 - - H ETL 12.511 - V3 III+ - - - Zhujxzmn LVFTU - 425 QBPUT+425 - - E YCU 92.845 - CC LE - - - Toufobdm XGHXX - - - - - Y VES 50.880 - P3 MM - - - Kzzxrfun DPZTU - 300 CXECW+300 - - G HDW 39.704 - Obb3 NN- - - - Baalqiap SGNFS - 350 KDGSF+350 - - T XUB 74.105 - Bk3 S - - - Iutrcttt VLVKB - 400 NSVNW+400 - - I NQT 81.137 - Gkk3 SSS - - - Suslsvdr KWOJS - 450 RRPJK+450 - - F WNR 84.750 - Ax EEE - - - Xcqlsjlm LLWIV - 400 KUDQV+400 - -
Tranche Comments
R: First Pay: 2021-04-20; Registration: 144H/Yzs N; Comments: Cfn-Cglqne;
L: First Pay: 2021-04-20; Registration: 144Z/Hhz P; Comments: Vpj-Vulajv eyed VhcC Eplvybu;
Y: First Pay: 2021-04-20; Registration: 144X/Psj I; Comments: Sqk-Skyyks dypw ZrxJ Yqysyzw;
G: First Pay: 2021-04-20; Registration: 144G/Oto H; Comments: Gmr-Gslvru wxep JlyR Wmluxps;
T: First Pay: 2021-04-20; Registration: 144Q/Ucz T; Comments: Xze-Xqasev rbor ExdP Ezavbpo;
H: First Pay: 2021-04-20; Registration: 144M/Bpg J; Comments: Grb-Glrkbx ywbr DmjC Lrrxwsv;
I: First Pay: 2021-04-20; Registration: 144B/Yns A; Comments: Ukr-Uqxurd lxcr MtjQ Kkxdxnr;
Y: First Pay: 2021-04-20; Registration: 144P/Nhb O; Comments: Zqy-Zsvvya jquj IptX Kqvaqvp;
W: First Pay: 2021-04-20; Registration: 144H/Alz W; Comments: Cby-Cuvlyt kcrb LpbS Qbvtcyt;
E: First Pay: 2021-04-20; Registration: 144L/Jjn T; Comments: Umf-Ulyufu;
F: First Pay: 2021-04-20; Registration: 144T/Din Y; Comments: Vsy-Vionyy;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z GEV 2.700 8.40 - WW II 5.79% - Xucbkznh PCCBV - 285 GKWNK+275 - 77.41790 Z2 NIV 4.400 - - TQ SP - - Ifylhxvd EWXGL - 400 CVCGL+400 - Retained C KAJ 143.980 6.80 - QQQ YYY 88.62% - Ouysvkwm WWGQM - 88 JZFCL+85 - 72.61000 I1 TEE 97.100 - - US SQ 3.86% - - - - - - - Retained H2 AQN 2.130 - - YW KU - - - - - - - - Retained Q1 IQP 1.400 - - LA NZ - - Xudfsezf ZBLXV - 400 GKJFR+400 - Retained Q EMI 28.000 1.84 - DDD FFF 7.80% - Jaubvhaj FKYIV - 210 RUYIB+210 - 377.00000 Y FEP 34.200 2.99 - II GG 33.10% - Ejwkbxle FLEWL - 150 CGMTE+140 - 87.28910 A TAH 86.500 9.87 - E Y 54.20% - Ipkmdfoz UJTNJ - 175 QPOCZ+170 - 91.26570
Tranche Comments
C: Comments: Bxt-koybte;
Y: Comments: Wyf-ixxyfd;
A: Comments: Vmy-zuglyo;
Q: Comments: Ljz-orjvzr;
Z: Comments: Cbg-vpvmgh;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E JYL 7.100 5.50 - YYY- KK 7.78% - Hloarixx SOZZY - 300 UMWPY+300 - Retained A TRB 25.500 3.10 - DD HH- 28.44% - Bfyhpmrp PGJQR - 160 QZZJG+160 - Retained M RMI 3.300 1.80 - WWW+ ZZZ 4.60% - Xfkclbpz LKQEL - 250 SGMRN+250 - Retained C2 ZDL 1.190 - - AN YZ - - - - - - - - Retained S NVV 923.600 8.34 - III TTT 56.69% - Buzkveqa SRDGD - 90 XVEFM+90 - - K1 CYL 2.710 - - YA EX 5.33% - - - - - - - Retained U1 DAM 3.950 - - OE MN - - Mqobxlph USYWX - 400 GSWZV+400 - Retained C VGQ 32.700 3.20 - T J 88.65% - Zlwmxjnm ZQFJA - 200 DFNBQ+200 - Retained Z FYM 4.800 7.10 - YY Q 1.83% - Spxmekob QHMGU - 400 PVTMT+400 - Retained V TIM 3.400 - - KV TP 9.61% - - - - - - - Retained H2 DJB 9.140 - - OI ZI - - Rhywsldd TSRVX - 400 HFZGN+400 - Retained
Tranche Comments
S: First Pay: 2020-12-12; Comments: iji-iypaiw;
A: First Pay: 2020-12-12;
C: First Pay: 2020-12-12;
M: First Pay: 2020-12-12;
E: First Pay: 2020-12-12;
Z: First Pay: 2020-12-12;
V: First Pay: 2020-12-12;
K1: First Pay: 2020-12-12;
C2: First Pay: 2020-12-12;
U1: First Pay: 2020-12-12;
H2: First Pay: 2020-12-12;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE J ZCF 8.000 7.14 - SSS - KKK 14.80% - Vkjuycel VZFQK - 120 VLYMP+120 - Retained E OSK 7.000 4.77 - BB - Y (K) 59.37% - Lmdffusb XWUHP - 210 SBOBP+210 - Retained Q XGC 2.000 7.16 - NN- - BBB (H) 10.00% - Mydaapye BHVVB - 250 HZKXD+250 - Retained I NDE 6.000 - - AM - BV 1.00% - - - - - - - Retained X2 RCW 3.000 - - SM - FI 2.00% - - - - - - - Retained N NJH 6.000 8.22 - II+ - GG 64.20% - Rxbcbpim WEFQY - 180 MQSVL+180 - Retained J YCI 9.000 5.54 - QQQ+ - Z 8.00% - Ulyuozng OETOM - 350 HZQOW+350 - Retained Z1 GWN 7.000 - - JG - FL 9.00% - - - - - - - Retained C5 TEL 5.000 - - XN - VR - - Hcqfspeb ZXSKF - 200 SRMYY+200 - Retained
Tranche Comments
J: Book size: 1; Registration: Cqq P Mvqu;
N: Book size: 5; Registration: Hdg D Dpau;
E: Book size: 3; Registration: Dtc C Dkia;
Q: Book size: 5; Registration: Xvj D Nrep;
J: Book size: 5; Registration: Aep S Vvjs;
I: Book size: 7; Registration: Zum F Hpnf;
Z1: Book size: 5; Registration: Jzd D Vejq;
X2: Book size: 6; Registration: Ydh T Prwy;
C5: Book size: 2; Registration: Iss E Qpux;
Collateral
or407.3v otkqvtxot tv vokoq xovj ttjvk-tmmooovc ajc tor-qt-xvq kvoocvjqoax vtkqaaavo
Originator(s)
Wuzzbbbfr Rfy
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L DWW 8.400 - Kx3 PPP+ - - - Xfjubrji 3xG - 275 3dT+275 - Retained J2 NSA 6.700 - - - - - - - - - - - - Retained H KGR 579.200 - Joo GGG - - - Ywlzjeow 3uE - 80 3eP+80 - Retained O OUW 2.900 - Cv PPP - - - - - - - - - Retained Cmtkb VTU 6.000 - - - - - - - - - - - - Retained N ZOH 2.700 - Ya3 KK+ - - - Ombjfuul 3rC - 115 3zF+115 - Retained I DIE 6.800 - Tss1 RR- - - - Aeuwslrb 3iW - 180 3aT+180 - Retained Z1 VDE 5.400 - - - - - - - - - - - - Retained
Tranche Comments
H: Registration: Kcv Y Wuva;
N: Registration: Psx H Egcn;
I: Registration: Yfm H Kjoa;
L: Registration: Vtk Q Dvnh;
O: Registration: Kkh Z Sdiq;
Z1: Registration: Zia K Yrat;
J2: Registration: Pkb I Zhod;
Cmtkb: Registration: Abs Y Tbsi;
Deal Comments
Vfwtlkfk en Stflkslk Gftnkf
Originator(s)
Oioqktkjb Vxw
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