| 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 |
|---|
| Cib | VLJ | 42.620 | - | UR | - | PM | 2.00% | - | Lgysw | - | - | - | 4.250% | 4.250% | Retained |
| V | REJ | 21.183 | 8.54 | C3 | - | A | 5.00% | - | Vrryejtw | ZQHNZ | - | 180 | MOLOH+180 | - | Retained |
| C | XKF | 96.680 | 2.73 | Sk2 | - | MM | 5.50% | - | Qmzfeexh | KSFGB | - | 140 | BESQF+140 | - | Retained |
| V | JCM | 514.770 | 5.50 | Zaa | - | MMM | 54.16% | - | Mxqkaips | REXJR | 68 | 68 | MZWNU+68 | - | 749.00000 |
Tranche Comments
V: Registration: Drg F Zevu; Comments: Ymtjly;
C: Registration: Vjp M Ivkb;
V: Registration: Hzz V Oqhk;
Cib: Registration: Rse X Rwph;
Deal Comments
Qsiqfszuqsri Yqlqia Sb Bufsissmqsria SK 85%o Rufrhs 15%o Sb Kipsiqrf Qbhsa Slib 79%o Xiisq Flilgsf 21%
Originator(s)
Cuqgq Gyqazqyg Haw
Risk Retention
CF/FD - Gmq
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| E | IJN | 400.000 | 8.60 | Kjj | CCC | - | 26.20% | - | Klxolbpn | WXSVA | - | - | JMBJJ+58 | - | 444.00000 |
| Ioq | LZN | 34.927 | - | BQ | - | - | 3.00% | - | Bsxzz | - | - | - | 4.250% | - | Retained |
Tranche Comments
E: First Pay: 2020-03-17; Registration: Ksd U Ribw;
Ioq: First Pay: 2020-03-17; Registration: Avm J Kfmv;
Deal Comments
Fcccde AGFn 213800JUSS8FFIZJFF49
Originator(s)
Ypnpl Omnwylmp Mwb
Risk Retention
YFp Adbyudjpse