Chester B1 Issuer PLC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	GBP	1,290.392	1.98	Aaa	AAA	-	-	-	Floating	SONIA	-	95	SONIA+95	-	-
B	GBP	129.850	3.03	Aa3	AA	-	-	-	Floating	SONIA	-	130	SONIA+130	-	-
C	GBP	56.810	3.03	A1	A	-	-	-	Floating	SONIA	-	160	SONIA+160	-	-
D	GBP	48.694	3.03	Baa3	BBB	-	-	-	Floating	SONIA	-	200	SONIA+200	-	-
E	GBP	32.462	3.03	Ba3	BB	-	-	-	Floating	SONIA	-	250	SONIA+250	-	-
Z	GBP	64.925	3.03	-	-	-	-	-	-	-	-	-	-	-	Retained
X	GBP	48.694	-	Caa3	CCC+	-	-	-	Floating	SONIA	-	3	SONIA+3	-	-

More Details

Tranche Comments

A: First Pay: 2020-07-17; Registration: Reg S Only; Comments: Pre-placed; B: First Pay: 2020-07-17; Registration: Reg S Only; Comments: Pre-placed; C: First Pay: 2020-07-17; Registration: Reg S Only; Comments: Pre-placed; D: First Pay: 2020-07-17; Registration: Reg S Only; Comments: Pre-placed; E: First Pay: 2020-07-17; Registration: Reg S Only; Comments: Pre-placed; Z: First Pay: 2020-07-17; Registration: Reg S Only; Comments: Pre-placed; X: First Pay: 2020-07-17; Registration: Reg S Only;

Risk Retention

On the Closing Date, Citibank, N.A., London Branch (the “Retention Holder”) will retain an interest of not less than 5 per cent. in the securitisation in accordance with Article 6 of Regulation (EU) 2017/2402 and the U.S. Credit Risk Retention Requirements (the “Retention”). The Retention will comprise the Retention Holder holding the VRR Loan Note, as further described in the Prospectus.