Tower Bridge Funding PLC (TWRBG) 2020-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP283.0722.59AaaAAA-20.00%-FloatingSONIA-137SONIA+137-100.00000
BGBP18.8712.89Aa1AA+-14.50%-FloatingSONIA-210SONIA+210-100.00000
CGBP14.4102.89A2AA--10.30%-FloatingSONIA-245SONIA+245-100.00000
DGBP9.2642.89Baa2A-7.60%-FloatingSONIA-345SONIA+345-100.00000
EGBP8.9212.89Ba2BBB-5.00%-FloatingSONIA-525SONIA+525-100.00000
Z1GBP8.580-NRNR-2.50%-Fixed---0%-Retained
XGBP8.5780.79NRNR---FloatingSONIA-250SONIA+250-Retained
Z2GBP8.578-NRNR---Fixed---0%-Retained
Tranche Comments
X: Comments: ple-placed;
Originator(s)
Belmont Green Finance Ltd
Risk Retention
Belmont Green, as an originator for the purposes of the Securitisation Regulation will retain, on an ongoing basis, a material net economic interest of at least 5 per cent in the transaction. This will be satisfied by a 100% holding of the Class Z1 and Z2 Notes as required by the Securitisation Regulation
Pricing Speed
50% CPR for the following 18 months and then 25% CPR thereafter