Call spread payoff capped at 20

Find a portfolio of vanilla options with this payoff at expiry: zero if the spot is below $100$, spot minus $100$ for spot between $100$ and $120$, and a flat $20$ for spot above $120$.

Buy a call struck at $100$ and sell a call struck at $120$. Below $100$ both are worthless; between $100$ and $120$ only the long call pays $S-100$; above $120$ the payoffs give $(S-100)-(S-120)=20$. This bull call spread is model-free.