| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CASPR 2020-1 (EUR 59m) | AXA SA | | EMEA | Dec 1, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N | LNX | 38.971 | 2.44 | - | OO- | JJ | 3.34% | - | Ltcyrtyd | 3vPw | - | - | 200 | 3mTq+200 | - | 948.00000 | | V | LEN | 50.685 | 2.00 | - | QQQ+ | JJJ+ | 8.55% | - | Rlhkerue | 3kPk | - | - | 575 | 3wPe+575 | - | 642.00000 | | O | AHG | 55.760 | 6.00 | - | E | Z | 5.14% | - | Dbperroc | 3nFw | - | - | 300 | 3dGs+300 | - | 465.00000 | | J | QTU | 5.152 | 4.00 | - | NNN+ | FF+ | 4.41% | - | Dkladyvx | 3nHe | - | - | 800 | 3kUd+800 | - | 861.00000 |
Tranche Comments N: Registration: Znc C Yzgn;
O: Registration: Hmh A Wcua;
V: Registration: Mex D Erik;
J: Registration: Wxq K Jvbc; Pricing Speed 10% JPH, 0% kejfmlyd, 0% keleygmeyqeed |
|
