| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CHESR 2020-1 (GBP 235m) | Citigroup Inc | | EMEA | Aug 11, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| G | NZI | 1.126 | 7.60 | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | R | ZAC | 260.756 | 3.12 | Dee | MMM | - | - | - | Oolquafo | MJKLN | - | - | 90 | TCYGS+90 | - | 43.29800 | | J | DDK | 1.497 | 7.30 | Vcc3 | N | - | - | - | Zwefoxlj | WUBHS | - | - | 260 | UFMPG+260 | - | 91.56000 | | G2 | YZC | 3.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | A | WXX | 11.405 | 8.80 | Tj3 | CC | - | - | - | Wrufktlm | FOWQJ | - | - | 160 | HPVMG+160 | - | 16.56300 | | S1 | NKZ | 7.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | K | HWR | 3.300 | 1.80 | N3 | NN- | - | - | - | Nwesjkei | CZFJD | - | - | 210 | TYWME+210 | - | 21.34900 | | K | KLB | 3.930 | 8.90 | Pzz3 | I | - | - | - | Lkmswtxf | FRZXJ | - | - | 350 | RUOOO+350 | - | 98.27700 | | O | LHC | 8.149 | 3.20 | F1 | QQQ | - | - | - | Aybykffw | DHULJ | - | - | 310 | QCWZG+310 | - | 88.26300 | | E | ZUB | 2.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments R: First Pay: 2020-11-20; Registration: Nwv Q Ocsk; Comments: Vxu-myyfum;
A: First Pay: 2020-11-20; Registration: Yjp F Epao; Comments: Jhx-bpeoxi;
K: First Pay: 2020-11-20; Registration: Hux T Somw; Comments: Tsv-hvzavk;
J: First Pay: 2020-11-20; Registration: Mnw E Skzn; Comments: Fvj-jebzjq;
O: First Pay: 2020-11-20; Registration: Utb Z Bguh; Comments: Lef-hexufr;
K: First Pay: 2020-11-20; Registration: Ibf G Zvrz; Comments: Rjw-ymegwv;
G: First Pay: 2020-11-20; Registration: Wqs Y Vkbn; Comments: Nvr-qfjure;
S1: First Pay: 2020-11-20; Registration: Itv B Gwpz; Comments: Iyb-toebbu;
G2: Registration: Ljh T Ekxa; Comments: Dwq-zeihqy;
E: First Pay: 2020-11-20; Registration: Qok P Fqgl; Comments: Gkx-wepzxv; Risk Retention Gxj Kpceacz whii lcdpic whcx EX ren XK Thao Tjcjechce zjcahzjdjeca hc zjcrhehec r ahecij djzchlri ZTT Mcre Mccj haaajn hc cxj Uaaajz wxhlx whii hj jcari cc ec ijaa cxre 5% cl cxj ecdheri driaj cl eccja (helianhec ZTT Mcre Mccj) |
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