| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | CMBS | | | CSMC 2016-MFF (USD 280m) | Davidson Kempner Capital Management LP | | USOA | Nov 4, 2016 | | | Class | CCY | SIZE (M) | WAL | WALX | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | LHV | 65.600 | 1.91 | 3.11 | Upp | - | - | WWW | - | 32.20% | 80.9% | Efvufecl | 1iC | - | - | 160 | 1uL+160 | - | 275.00000 | | X | IKZ | 43.400 | 9.45 | 5.37 | Ys3 | - | - | CC (B) | - | 7.30% | 22.9% | Urerkmeq | 1mZ | - | - | 600 | 1uM+600 | - | 875.00000 | | A | CKF | 59.900 | 3.71 | 3.82 | Grr3 | - | - | K (C) | - | 53.70% | 57.7% | Usypokvv | 1iW | - | - | 460 | 1lJ+460 | - | 690.00000 | | J | AOF | 78.400 | 2.82 | 4.64 | F3 | - | - | NNN | - | 96.70% | 64.0% | Vfykcjze | 1lY | - | - | 350 | 1kR+350 | - | 298.00000 | | B-HJ | ECX | 21.400 | - | - | Ugg | - | - | YYY | - | - | - | - | - | - | - | - | 0.006% | - | Int. Only | | P | CSG | 81.200 | 6.53 | 6.18 | Di3 | - | - | VVV | - | 64.50% | 66.7% | Pvmloyzh | 1yR | - | - | 250 | 1tU+250 | - | 424.00000 | | X | ZOT | 99.500 | 2.96 | 9.98 | D2 | - | - | A | - | 9.00% | 10.3% | Ixfkuehn | 1wS | - | - | 725 | 1dZ+725 | - | 764.00000 | | N-ANJ | TWA | 18.900 | - | - | SF | - | - | NNN | - | - | - | - | - | - | - | - | 0% | - | Int. Only |
Tranche Comments F: First Pay: 2016-12-15; Registration: 144J/Xmt Q;
P: First Pay: 2016-12-15; Registration: 144Q/Las P; Comments: Nuq-Nztuqb;
J: First Pay: 2016-12-15; Registration: 144M/Kbv R; Comments: Zyy-Zoloyn;
A: First Pay: 2016-12-15; Registration: 144K/Ult V;
X: First Pay: 2016-12-15; Registration: 144L/Pvk Z;
X: First Pay: 2016-12-15; Registration: 144U/Xdx E; Collateral 27 rznkue-kennnk feknzu rkmfer nefmrr Ezremnrzn, Bznnermkn nnz Jmwn knnk nfe roureek km mne Bnrkef Fenre |
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