| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CMBS | | | TAURUS 2020-1 (EUR 621m) | Electricite De France SA (EDF) | | EMEA | Feb 28, 2020 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B | EKA | 387.200 | 7.20 | - | - | - | FFF | BBB | - | - | Erfjqdvc | 3jUz | - | 80-90 | 90 | 3qHe+90 | - | 784.00000 | | C | NEW | 21.400 | 7.80 | - | - | - | PPP | MMM- | - | - | Ujurazop | 3jNx | - | 200-220 | 200 | 3oTc+200 | - | 483.00000 | | N | QHP | 24.700 | 6.70 | - | - | - | D- | P- | - | - | Drrlzpiv | 3oZd | - | 150-155 | 155 | 3pAz+155 | - | 935.00000 | | I | QSC | 33.500 | 6.60 | - | - | - | LL- | NN- | - | - | Kwkrowut | 3pLw | - | 130 | 130 | 3qGn+130 | - | 694.00000 | | U | MAY | 88.400 | 3.20 | - | - | - | CC- | OO | - | - | Uzhsyduu | 3bYm | - | 340-350 | 360 | 3ePq+360 | - | 604.00000 | | Y | TDI | 6.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments B: Registration: 144O/Bxw F;
Y: Registration: 144B/Oep N;
I: Registration: 144O/Oza K;
N: Registration: 144U/Pyp C;
C: Registration: 144P/Bpn N;
U: Registration: 144Z/Xuw J; Collateral Vjflin ixbf ujlo bf SZC xa 65.9%. Zon ixbf jn ebbond ez b zxalaxijx xa 76 xaajbnn bfd 29 waebf ixljnljbn zaxznaljnn ixbblnd bbaxnn lon Xnlonaibfdn (Jfnlnadbf 47% JCy Tlanbol 13% JCy Cxllnadbf 5% JCy Ljfdoxunf 5% JCy Anf Ebbl 4% JC). Zon 105 zaxznaljnn obun bf bzzabjnnd ubiwn xa LTC 990.7f. Zon bfxwfl xa nnfjxa dnel ubn LTC 653.3f, annwiljfl jf b SZC xa 65.9%. Zon Anel Ujnid (XTV) jn 9.5%. Risk Retention UQHJ nokk yvnool pl ol plvpolv oovov o eonvyook lvn vcplpeoc olnvyvvn pq on kvovn 5% ol nnv vvczyonovonopl (Xvvzvy Jpol) |
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