Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 226.980 1.41 - AAA AAA 25.89% - Floating SONIA 110a 110 SONIA+90 - 99.60650 B GBP 19.054 1.75 - AA AA+ 19.64% - Floating SONIA 165-175 165 SONIA+135 - 99.12080 C GBP 16.768 1.75 - A A+ 14.14% - Floating SONIA 215-225 215 SONIA+150 - 98.11100 D GBP 13.719 1.75 - BBB BBB+ 9.64% - Floating SONIA 320-325 320 SONIA+200 - 96.57300 E GBP 7.621 1.75 - BB BBB- 7.14% - Floating SONIA 435-445 445 SONIA+375 - 98.04170 F GBP 2.439 1.75 - B BB+ 6.34% - Floating SONIA 580-590 590 SONIA+500 - 97.54110 Z GBP 23.632 - - NR NR - - - - - - - - Retained
Tranche Comments
A: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S;
B: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S;
C: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S;
D: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S;
E: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S;
F: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S;
Z: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144A/Reg S;
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 X Lcpk AUI 943.140 - - BBB VVV 31.30% - Cflyljig ZOZLW - - GKSYV+115 - - C HCX 538.446 - - CCC TTT 48.30% - Ovxfmxyh CKBRC - 115 UURSB+115 - 504.00000 F2 SSX 5.484 - - GA WN - - Uwvhxzqh HXGQM - - SHQHU+500 - - F-Lvgd LOU 65.718 - - SS+ OO- 4.00% - Vmdwqxur HLXYD - - KWFLE+400 - 33.70000 Z-Dxlk XDN 80.203 - - CC PP- 35.25% - Ekcpqoju QBWLE - - BHEOG+175 - 57.51000 K1 DRG 4.820 - - VS SN - - Yzpjaprd JUMXG - - MCECA+400 - - K-Knrg DNW 58.370 - - HHH EEE- 9.40% - Ecpfzeyd TGUNJ - - JULGH+300 - 27.20000 C DNJ 35.200 - - CL ST - - TejcWvw - - - 0% - - A-Iwsx NFP 78.920 - - B Y- 8.00% - Scmyrjza DYHWH - - RWOZC+225 - 69.50000 V-Jvfn MGB 74.526 - - N- EEE 1.80% - Mvieypni DQWHL - - FTKZI+500 - 70.13000 PD2 IDX 5.000 - - ZJ NW - - - - - - - - - ZG1 IKR 1.000 - - UA AV - - - - - - - - -
Tranche Comments
X Lcpk: Registration: 144A/Jbr V;
C: Registration: 144I/Xfj M;
Z-Dxlk: Registration: 144D/Hmg Z;
A-Iwsx: Registration: 144T/Vjq Q;
K-Knrg: Registration: 144B/Cov N;
F-Lvgd: Registration: 144G/Bfl Q;
V-Jvfn: Registration: 144M/Lth P;
C: Registration: 144U/Hwc J;
K1: Registration: 144Z/Oby X;
F2: Registration: 144P/Kou D;
ZG1: Registration: 144I/Jap B;
PD2: Registration: 144J/Atg Z;
Use of Proceeds
Xqspfpfdpfs
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W2 MMG 7.000 - XM XS - - - Rljwuwpv XFVCQ - 400 HWNNA+400 - Retained Z DAG 189.900 1.83 Fhh JJJ - 34.30% - Nxqdltcp FDHJX 70 70 BDBXA+70 - 236.00000 K AGI 8.690 2.00 Aff3 A - 6.26% - Jwwyrhsq BCVTH 160-165 160 XFOIU+160 - 412.00000 V1 GGV 4.600 - YI GT - 8.40% - - - - - - - Retained N JGL 94.900 8.00 X3 T+ - 63.51% - Rvrjfikq HYUHM 135 140 VLGUA+140 - 182.00000 P RVE 53.500 7.00 Nv2 WW+ - 63.30% - Prmsmmke YPHTW 110 110 SVHFX+110 - 647.00000 O2 UFF 3.780 - LU QH - - - - - - - - - Retained M1 TLF 7.000 - NP IW - - - Cxuzxpnn EOJFI - 400 SYGLO+400 - Retained Q AFX 1.900 2.00 Pg2 VVV - 9.49% - Zfvfrvmv BQQZK 215 215 KHSOB+215 - 223.00000 E VOE 4.880 4.00 R3 SS - 1.15% - Kfrhtotx KSVOE - 250 RGUIU+250 - 34.53000
Tranche Comments
Z: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144L/Phe H;
P: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144U/Rxm A;
N: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144N/Csl Y;
K: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144J/Owc F;
Q: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144A/Wlj I;
E: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144V/Hdu A;
V1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144X/Fbq K;
O2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144N/Aej V;
M1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144P/Evd L;
W2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144B/Iiz W;
Collateral
jb271.1v zjqrwjlyj jw wyqrr lyyq qjq-ijqwjqvyqg qyrybyqryyl vjqrgygyr
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E TZB 8,604.354 - Oss FFF - - - Reepcvzm EFNKC - 190 FZTSZ+190 - - N ONN 18.895 - Lc N- - - - Kluhpmnx RWBLK - 500 XRBZE+500 - - Y JFX 31.648 - Xp3 W - - - Gezfxtbp KUKQI - 400 FHLGN+400 - - O LXV 73.515 - Dhh3 CC- - - - Gdvouftp MGZLV - 350 TUWHL+350 - - F XXX 15.596 - Mgg3 YYY - - - Wdhedscf FTUSP - 450 KSCFR+450 - - C AHH 90.570 - Z3 MM - - - Czpsuaey CGEZD - 300 CLJMF+300 - - Z MWJ 80.296 - Sj GG- - - - Ecrajshy HDHHG - 475 HEGXO+475 - - G LZK 36.294 - Ah3 EE+ - - - Idbcyuxy BEQVQ - 225 ETCOA+225 - - L KCO 47.649 - GP GV - - - Ayczsmlp HMSVT - - - - - B IBQ 25.376 - R3 LLL+ - - - Njmkrath GVTZI - 425 PGHCQ+425 - - W IZU 58.590 - Qr VVV - - - Hyzecxeq UGZLL - 400 XQTEU+400 - -
Tranche Comments
E: First Pay: 2021-04-20; Registration: 144G/Teu B; Comments: Cuu-Cwzlus;
G: First Pay: 2021-04-20; Registration: 144L/Wao S; Comments: Epq-Esrvqh dmtw BhuS Qprhmfi;
C: First Pay: 2021-04-20; Registration: 144G/Avt O; Comments: Yxj-Yyjmjc hbuw KvoC Sxjcbhk;
O: First Pay: 2021-04-20; Registration: 144I/Ayo G; Comments: Ysv-Ylecve frek RkaL Useerfm;
Y: First Pay: 2021-04-20; Registration: 144F/Jwo M; Comments: Qmr-Qvlara xeeq ChmD Imlaeba;
B: First Pay: 2021-04-20; Registration: 144K/Uym X; Comments: Had-Hpjydr pvjd PosL Oajrvaq;
F: First Pay: 2021-04-20; Registration: 144I/Ufw S; Comments: Nxx-Nkajxx ttph ZbtC Bxaxtkq;
Z: First Pay: 2021-04-20; Registration: 144J/Gci U; Comments: Lyt-Lvqmtd bcwj WtjO Kyqdcig;
N: First Pay: 2021-04-20; Registration: 144P/Npq H; Comments: Juq-Jjfvqa ssup DphB Dufasyf;
L: First Pay: 2021-04-20; Registration: 144M/Mty Z; Comments: Kue-Kqiseg;
W: First Pay: 2021-04-20; Registration: 144D/Ckl M; Comments: Spj-Sqxejz;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE O FNK 23.200 9.94 - S U 25.70% - Vwyxdwpf CJSKV - 175 TCYJU+170 - 38.50560 D2 QHT 4.100 - - IZ ZG - - Hrykwznz CKMVN - 400 THLGW+400 - Retained H JJA 67.300 5.68 - EE CC 11.48% - Epqqhlzf JGRDM - 150 XJSNZ+140 - 67.19240 G KBU 85.000 7.73 - EEE LLL 7.30% - Mzukcfcu CBMXY - 210 MKZOE+210 - 552.00000 L HVG 1.900 4.63 - KK GG 1.40% - Lezalmta ELYZC - 285 GWPEI+275 - 60.77170 U2 LEU 1.570 - - HY KY - - - - - - - - Retained W HKD 879.630 9.90 - XXX TTT 97.80% - Edhpjqog BFZUL - 88 EZPOJ+85 - 18.88500 R1 WJD 3.200 - - MN YS - - Trhxalzt EWWZU - 400 FQLPP+400 - Retained M1 JQE 91.200 - - PA KV 9.47% - - - - - - - Retained
Tranche Comments
W: Comments: Oqq-isspqf;
H: Comments: Aww-tiswwp;
O: Comments: Nuh-oiqphe;
G: Comments: Hfe-ggkgeb;
L: Comments: Ktg-sirwgt;
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L QOC 987.300 8.75 - WWW NNN 83.32% - Ghhxaesd XQMNX - 90 FBRWU+90 - - Z EET 86.400 7.10 - N B 15.58% - Rxkqjypj YZLJF - 200 RXUUS+200 - Retained Q HDC 2.400 2.80 - QQ Y 5.35% - Rrkqqeai KONVG - 400 BPTVT+400 - Retained O XKN 77.400 4.40 - BB JJ- 86.44% - Zudwmtiw UZTDC - 160 YUOQU+160 - Retained T UNO 6.600 6.60 - III- KK 5.64% - Rzdddwqj SCRQI - 300 ZHXCI+300 - Retained X WTE 1.500 3.20 - UUU+ TTT 7.10% - Kckmoawx BXDEV - 250 PNVNZ+250 - Retained B1 AAU 5.750 - - VB FN 2.87% - - - - - - - Retained V KHS 1.600 - - MW EQ 1.29% - - - - - - - Retained S1 MAU 7.470 - - HF IV - - Vjuvewdz EDBXU - 400 FHSCD+400 - Retained G2 GCM 6.630 - - TU SU - - - - - - - - Retained D2 QSK 8.490 - - WX IM - - Cyjastjr BLFTE - 400 ZKSGS+400 - Retained
Tranche Comments
L: First Pay: 2020-12-12; Comments: hrx-hopaxs;
O: First Pay: 2020-12-12;
Z: First Pay: 2020-12-12;
X: First Pay: 2020-12-12;
T: First Pay: 2020-12-12;
Q: First Pay: 2020-12-12;
V: First Pay: 2020-12-12;
B1: First Pay: 2020-12-12;
G2: First Pay: 2020-12-12;
S1: First Pay: 2020-12-12;
D2: First Pay: 2020-12-12;
Class CCY SZE(M) WAL MO SP FI DR C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L NXI 6.000 1.63 - ZZ+ - DD 32.70% - Lpeptpxm SBHWM - 180 YTXVZ+180 - Retained X JRV 6.000 8.17 - GG- - AAA (M) 73.00% - Gkeoqiod MRGMA - 250 ELGZB+250 - Retained J5 LEH 3.000 - - YC - FV - - Vyvrjuqu DWJQA - 200 ZRTOH+200 - Retained N TIN 8.000 4.32 - FF - B (Y) 94.77% - Luwemzjh VTVRY - 210 GWPVR+210 - Retained T1 OBN 7.000 - - BT - ZK 5.00% - - - - - - - Retained D AYU 3.000 6.90 - HHH - HHH 48.60% - Plexaifl JTHST - 120 DGYGH+120 - Retained U CSU 2.000 - - LL - DE 8.00% - - - - - - - Retained I CGZ 6.000 3.13 - JJJ+ - O 8.00% - Llhyyary DWGJZ - 350 WJSSX+350 - Retained V2 ZWH 3.000 - - SS - PG 6.00% - - - - - - - Retained
Tranche Comments
D: Book size: 9; Registration: Pqo F Gvcx;
L: Book size: 6; Registration: Fqd M Ivxc;
N: Book size: 5; Registration: Nhs R Dkac;
X: Book size: 6; Registration: Mkm C Pnzk;
I: Book size: 3; Registration: Eka I Qcnz;
U: Book size: 4; Registration: Arv M Abwh;
T1: Book size: 1; Registration: Usi A Pqmv;
V2: Book size: 2; Registration: Ifb X Rqxo;
J5: Book size: 3; Registration: Mqp N Wkbb;
Collateral
qi407.3h ironjrxlr rj jlovn xlrz rwzro-rttnilri ozi vnh-nr-xrn orvlirznlox hronrorrv
Originator(s)
Gxvwaoayu Jai
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X1 ASS 5.100 - - - - - - - - - - - - Retained S2 YTZ 7.100 - - - - - - - - - - - - Retained N WAX 662.300 - Uqq MMM - - - Lxddizwi 3zO - 80 3mD+80 - Retained S LXN 9.200 - Ym VVV - - - - - - - - - Retained Dyebk QXW 7.000 - - - - - - - - - - - - Retained R OKR 6.700 - Di3 CCC+ - - - Qbouwqjc 3yQ - 275 3hJ+275 - Retained Z UFG 8.400 - Dp3 LL+ - - - Tdbrmsqi 3aG - 115 3sF+115 - Retained Z SUA 1.300 - Nff1 PP- - - - Obfrdvzr 3fK - 180 3uK+180 - Retained
Tranche Comments
N: Registration: Bsd Y Qqri;
Z: Registration: Xee J Aism;
Z: Registration: Qeg D Kdhk;
R: Registration: Xrr C Uqri;
S: Registration: Tsx A Lrjh;
X1: Registration: Gse I Loky;
S2: Registration: Xsg S Ittf;
Dyebk: Registration: Jds L Wcwq;
Deal Comments
Bojeqzoc jx Uewqcgfz Loorzo
Originator(s)
Rmnujvjak Bkv
Missing something? Tell us.