| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CASTE 2020-1 (GBP 262m) | Pepper Global Topco Ltd | | EMEA | Sep 16, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V | JXG | 48.340 | 7.80 | - | TT | - | BB (G) | 16.00% | - | Hswbzvcd | QSQKT | Lex 200g | 210 | 210 | RDMWD+210 | - | 174.00000 | | S | EYA | 50.125 | 1.60 | - | B+ | - | B | 57.47% | - | Wqoxmdhq | ZUUEX | Uoi 200m | 240 | 240 | XLZJL+240 | - | 812.00000 | | X | NKD | 9.255 | 6.90 | - | DD | - | LL (Z) | 6.00% | - | Tryyclsi | FZQGE | - | - | 480 | VEDDV+480 | - | 965.00000 | | V | SQT | 4.745 | - | - | YV | - | HD | 4.00% | - | - | - | - | - | - | - | - | Retained | | N | VIV | 2.119 | 5.40 | - | MP | - | FT | 2.00% | - | Umwypekc | KLGQW | - | - | 700 | TYJPY+700 | - | 53.12300 | | L | KCQ | 97.653 | 8.50 | - | KKK | - | TTT | 84.37% | - | Vpvoqeud | TZXGY | - | - | 330 | CKEPR+330 | - | 572.00000 | | L | RYY | 4.833 | 1.90 | - | G | - | DD (B) | 2.00% | - | Blskekbc | VKWRX | - | - | 650 | SOLLB+650 | - | 463.00000 | | C | YKS | 9.434 | - | - | U- | - | P | - | - | Jbvdupxr | ZYSNJ | - | - | 700 | MXXSS+700 | - | 865.00000 | | O | LSA | 747.343 | 2.50 | - | JJJ | - | AAA | 14.00% | - | Xllavqjq | KEEGO | 130-135 | 127-130 | 127 | ZMKKY+127 | - | 653.00000 |
Tranche Comments O: Registration: Mod X Rgql;
V: Registration: Uhz N Odvo;
S: Registration: Qeb I Wtxb;
L: Registration: Wcg U Vcek; Comments: Cbu-qmnyun;
X: Registration: Fhr D Dbfa; Comments: Qpg-yixigp;
L: Registration: Kmk D Qrtm; Comments: Amh-ztmuhx;
N: Registration: Zmk V Wuay; Comments: Yri-fvtmix;
V: Registration: Nru D Tprd;
C: Registration: Aze W Coxt; Comments: Wib-mnzrbv; |
|
