Silver Arrow UK 2020-2

Overview USA Germany Canada China United Kingdom Italy Australia Korea France Japan Netherlands
Deal Size GBP 676,000,000
Closing Date November 20, 2020
Tranching Class A Class B
Notes Balance GBP 500,000,000 GBP 176,000,000
Coupon SONIA+0.58% 1.3%
Weighted Average Life 1.05 -
Final Scheduled Payment Date January, 2023 January, 2023
Payment Date 20th of each month, or, if the 20th day is not a business day, the next succeeding business day
Rating (DBRS/Fitch) AAA (sf) / AAA (sf) N.R.
ISIN XS2257972930 XS2257973318

Loan level data and cash-flow modelling relating to the Bank of England’s Discount Window Facility (DWF) requirements can be found at EuroABS.

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