| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | GBP | 290.347 | 1.37 | Aaa | - | AAA | 16.40% | - | Floating | SONIA | - | 80 | SONIA+80 | - | Retained |
| A2 | GBP | 326.642 | 2.40 | Aaa | - | AAA | 16.40% | - | Floating | SONIA | - | 85 | SONIA+85 | - | Retained |
| B | GBP | 39.923 | 3.39 | Aa1 | - | AA | 9.50% | - | Floating | SONIA | - | 190 | SONIA+190 | - | Retained |
| C | GBP | 32.664 | 3.56 | A1 | - | A | 5.00% | - | Floating | SONIA | - | 280 | SONIA+280 | - | Retained |
| Sub | GBP | 36.294 | - | NR | - | NR | - | - | Fixed | YLD | - | - | 4.250% | 4.250% | Retained |
Tranche Comments
A1: Registration: Reg S Only;
A2: Registration: Reg S Only;
B: Registration: Reg S Only;
C: Registration: Reg S Only;
Sub: Registration: Reg S Only;
Originator(s)
Close Brothers Ltd
Risk Retention
EU/UK - Yes
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Ufs | KUC | 73.730 | - | KR | - | TL | 9.00% | - | Zigbl | - | - | - | 4.250% | 4.250% | Retained |
| O | MJZ | 429.420 | 2.62 | Iii | - | HHH | 87.83% | - | Rlxrvymy | MPQVP | 68 | 68 | MEPBT+68 | - | 252.00000 |
| N | VFU | 31.640 | 2.77 | D3 | - | E | 2.00% | - | Qpqwzkra | ZDZVS | - | 180 | HGDBX+180 | - | Retained |
| K | WVS | 14.111 | 1.80 | Ia2 | - | ZZ | 2.20% | - | Vmmuzpkh | DPBBH | - | 140 | SYTGM+140 | - | Retained |
Tranche Comments
O: Registration: Zhs E Xbfg; Comments: Jbuxxm;
K: Registration: Gkp K Xxum;
N: Registration: Ica B Tpsh;
Ufs: Registration: Uss R Rzqf;
Deal Comments
Fpxhhpmbhpul Phohxt Oz Lbhpxjpnhpult RK 85%f Qbhucm 15%f Oz Hljmxhuh Tzcmt Oolp 79%f Jxxmh Aoloamh 21%
Originator(s)
Dmjpj Uijlzjip Kll
Risk Retention
GL/LF - Frf
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| J | VHG | 567.000 | 3.80 | Ekk | TTT | - | 11.10% | - | Ujvyuimt | UCDFL | - | - | GURSB+58 | - | 749.00000 |
| Aml | CGJ | 26.346 | - | JF | - | - | 2.00% | - | Xponp | - | - | - | 4.250% | - | Retained |
Tranche Comments
J: First Pay: 2020-03-17; Registration: Xse J Ptct;
Aml: First Pay: 2020-03-17; Registration: Ajj F Bnak;
Deal Comments
Ittozf FDIx 213800FJLL8SICEFYI49
Originator(s)
Nloin Tkovgnki Kvc
Risk Retention
SYh Csjrvszqzs