Silverstone Master Issuer PLC 2020-1

Date of transaction

6 February 2020

Originator

Nationwide Building Society

Name

Silverstone Master Issuer PLC 2020-1

Country

United-Kingdom

Asset Class

Residential Mortgages

Total size

2,950,000,000

Redeemed: Yes

Historical PCS ID: 00114-STS Term

PCS ID: UKSTSTERM-00082

Documents

STS Verification Checklist

Date

02/06/2020

Name

PCS STS Term Verification Checklist

Originator Notification

Date

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01/01/1970

Name

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STS Notification

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CRR Assessment

Date

02/06/2020

Name

PCS CRR Assessment

LCR Assessment

Date

02/06/2020

Name

PCS LCR Assessment

Tranche(s)

Class

Currency

Size

Rating:

Moody’s

S&P

Fitch

ISIN

Bloomberg Ticker

Class

Currency

GBP

Size

1,000,000,000

Rating

Moody’s: Aaa

S&P: AAA

Fitch: AAA

ISIN

Reg S Notes: XS2109587977 Rule 144A Notes: XS2109794508

Bloomberg Ticker

Class

2AR

Currency

GBP

Size

650,000,000

Rating

Moody’s: Aaa

S&P: AAA

Fitch: AAA

ISIN

Reg S Notes: XS2109588355 Rule 144A Notes: XS2109793799

Bloomberg Ticker

Class

3AR

Currency

GBP

Size

650,000,000

Rating

Moody’s: Aaa

S&P: AAA

Fitch: AAA

ISIN

Reg S Notes: XS2109588603 Rule 144A Notes: XS2109792809

Bloomberg Ticker

Class

4AR

Currency

GBP

Size

650,000,000

Rating

Moody’s: Aaa

S&P: AAA

Fitch: AAA

ISIN

Reg S Notes: XS2109588868 Rule 144A Notes: XS2109792551

Bloomberg Ticker