| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 290.970 | 2.55 | Aaa | AAA | - | 23.50% | - | Floating | SONIA | 145a | 145 | SONIA+145 | - | 100.00000 |
| B | GBP | 23.790 | 3.88 | Aa3 | AA+ | - | 17.00% | - | Floating | SONIA | - | 225 | SONIA+225 | - | 100.00000 |
| C | GBP | 14.640 | 3.88 | A3 | AA | - | 13.00% | - | Floating | SONIA | - | 275 | SONIA+275 | - | 100.00000 |
| D | GBP | 9.150 | 3.88 | Baa3 | A+ | - | 10.50% | - | Floating | SONIA | - | 375 | SONIA+375 | - | 100.00000 |
| E | GBP | 9.150 | 3.88 | Ba2 | A | - | 8.00% | - | Floating | SONIA | - | 500 | SONIA+500 | - | 100.00000 |
| X | GBP | 12.810 | - | B2 | BB | - | - | - | Floating | SONIA | - | 525 | SONIA+525 | - | 100.00000 |
| R4 | GBP | 10.988 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
| Z | GBP | 18.300 | - | NR | NR | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2020-09-15; Redemption: 2024-06-17; Registration: Reg S Only;
B: First Pay: 2020-09-15; Redemption: 2024-06-17; Registration: Reg S Only; Comments: Pre-placed;
C: First Pay: 2020-09-15; Redemption: 2024-06-17; Registration: Reg S Only; Comments: Pre-placed;
D: First Pay: 2020-09-15; Redemption: 2024-06-17; Registration: Reg S Only; Comments: Pre-placed;
E: First Pay: 2020-09-15; Redemption: 2024-06-17; Registration: Reg S Only; Comments: Pre-placed;
X: First Pay: 2020-09-15; Redemption: 2024-06-17; Registration: Reg S Only; Comments: Pre-placed;
R4: First Pay: 2020-09-15; Redemption: 2024-06-17; Registration: Reg S Only;
Z: First Pay: 2020-09-15; Redemption: 2024-06-17; Registration: Reg S Only;