| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A3 | GBP | 259.000 | 3.10 | - | - | AAA | AAA | 26.00% | - | Floating | SONIA | 140 | 140 | SONIA+140 | - | 100.00000 |
| B | GBP | 33.250 | 3.10 | - | - | AA | AA | 16.50% | - | Floating | SONIA | 225 | 225 | SONIA+225 | - | 100.00000 |
| C | GBP | 26.600 | 3.10 | - | - | A- | A | 8.90% | - | Floating | SONIA | 275 | 275 | SONIA+275 | - | 100.00000 |
| D | GBP | 12.600 | 3.10 | - | - | BBB | BBB | 5.30% | - | Floating | SONIA | 375 | 375 | SONIA+375 | - | 100.00000 |
Tranche Comments
A3: First Pay: 2020-11-15; Registration: 144A/Reg S;
B: First Pay: 2020-11-15; Registration: 144A/Reg S;
C: First Pay: 2020-11-15; Registration: 144A/Reg S;
D: First Pay: 2020-11-15; Registration: 144A/Reg S;