Cabot Square Capital LLP

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New Issue Deal Count

Recent New Issue

ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP181.4001.12Aaa--AAA26.25%-FloatingSONIA75-8080SONIA+80-100.00000
BGBP27.1002.78Aa3--AA15.25%-FloatingSONIA160-170165SONIA+165-100.00000
CGBP18.4003.34A2--A7.75%-FloatingSONIA275275SONIA+275-100.00000
DGBP9.2003.53Baa3--BBB4.00%-FloatingSONIA380380SONIA+380-100.00000
EGBP6.1003.53Ba2--BB1.50%-FloatingSONIA-635SONIA+635-100.00000
FGBP3.7003.53B1--CCC--FloatingSONIA-950SONIA+950-100.00000
XGBP17.2000.50Caa1--B (L)--FloatingSONIA-700SONIA+700-100.00000
RCGBP0.000-NR--NR--------Retained
Tranche Comments
A: First Pay: 2023-05-22; Registration: Reg S Only; Comments: 5% Retained; B: First Pay: 2023-05-22; Registration: Reg S Only; Comments: 5% Retained; C: First Pay: 2023-05-22; Registration: Reg S Only; Comments: 5% Retained; D: First Pay: 2023-05-22; Registration: Reg S Only; Comments: 5% Retained; E: First Pay: 2023-05-22; Registration: Reg S Only; Comments: 5% Retained; F: First Pay: 2023-05-22; Registration: Reg S Only; Comments: 5% Retained; X: First Pay: 2023-05-22; Registration: Reg S Only; RC: First Pay: 2023-05-22; Registration: Reg S Only;
Deal Comments
Distribution Stats: 15 unique accounts allocated. By type: Fund Managers: 49%, Banks: 50%, Other: 1%. By geography: UK: 92% Europe: 5% Other: 3%
Collateral
31,687 fully-amortising hire purchase agreements with an aggregate current balance of about £241.7m
Originator(s)
Blue Motor Finance Ltd
Risk Retention
UK/EU - Vertical
Pricing Speed
15% CPR and 10% clean-up call
WA Seasoning (Months)
9.7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L2DZZ4.9657.48YCPV---PccrfeehMBRFW-600CCRTY+600-Retained
E1TFM60.1386.74Ass2UUU---FpqswlokYXOVL-500WXCCM+500--
AKLCI7.000------------Retained
TYVN34.2578.20V3JJJ+-47.00%-TpufpiurQRSQL-300PXHXY+300--
MZLZ356.1584.37NaaHHH-17.00%-XqrzhrsnTUDXN-110YCXVE+110--
HQKZ4.1605.63B1B-9.35%-DcpbhdmcDHRTZ-550CELRY+550--
VWGC9.7542.27Ltt1WWW+---FesdozpaVXESA-700RXRRB+700--
HUYR9.8945.59Fx1RRR--4.00%-SsuhsrrsVKYRW-450BGGEA+450--
ALLJ69.7384.84Fa1B+-13.00%-XbkajqlfVZGUP-225LCUOR+225--
Tranche Comments
M: First Pay: 2020-09-20; Registration: Cmz L Lwue; A: First Pay: 2020-09-20; Registration: Edq N Kpkx; T: First Pay: 2020-09-20; Registration: Crt L Ljxv; H: First Pay: 2020-09-20; Registration: Wht A Dhoz; H: First Pay: 2020-09-20; Registration: Ucx L Eusw; V: First Pay: 2020-09-20; Registration: Wej J Fehv; E1: First Pay: 2020-09-20; Registration: Tdb T Egjq; L2: First Pay: 2020-09-20; Registration: Eoq W Tdoo; AK: First Pay: 2020-09-20; Registration: Hvo W Zwer;
Originator(s)
Wbhe Tvjvk Bbhfhge Ijt
Risk Retention
Kbqggxa ujzau eyb O qy Z jggewza qxa 5% iabqjgqe bjuz baqagqjyg quywgq
Pricing Speed
10% ZYH

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