| 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 |
|---|
| A | TUK | 85.600 | 2.30 | 3.59 | Vl3 | - | - | JJJ | - | 59.80% | 57.8% | Fihjoywi | 1bV | - | - | 250 | 1kJ+250 | - | 680.00000 | | T | YBC | 71.800 | 4.34 | 6.13 | T2 | - | - | W | - | 8.00% | 45.7% | Srkcocou | 1rB | - | - | 725 | 1oL+725 | - | 338.00000 | | K | HPF | 81.700 | 3.43 | 8.92 | Q3 | - | - | MMM | - | 21.80% | 73.0% | Qmyzcsbj | 1tI | - | - | 350 | 1xJ+350 | - | 727.00000 | | O | HQI | 85.400 | 9.32 | 3.79 | Pxx | - | - | XXX | - | 90.20% | 92.6% | Suepxpem | 1cN | - | - | 160 | 1pC+160 | - | 547.00000 | | U-ZO | UXH | 17.600 | - | - | Upp | - | - | EEE | - | - | - | - | - | - | - | - | 0.006% | - | Int. Only | | D | NWX | 37.700 | 6.48 | 5.44 | Zyy3 | - | - | M (T) | - | 36.70% | 36.6% | Xkhsujnr | 1oT | - | - | 460 | 1rG+460 | - | 174.00000 | | U-FBB | BYA | 97.800 | - | - | EL | - | - | JJJ | - | - | - | - | - | - | - | - | 0% | - | Int. Only | | G | ACX | 41.300 | 9.74 | 3.49 | Pn3 | - | - | BB (R) | - | 6.40% | 26.8% | Ahusyiek | 1dE | - | - | 600 | 1iV+600 | - | 627.00000 |
Tranche Comments O: First Pay: 2016-12-15; Registration: 144Z/Kdb B;
A: First Pay: 2016-12-15; Registration: 144U/Aql W; Comments: Sjk-Sxmbkd;
K: First Pay: 2016-12-15; Registration: 144A/Pbq Y; Comments: Jyu-Jzgbui;
D: First Pay: 2016-12-15; Registration: 144W/Tsc F;
G: First Pay: 2016-12-15; Registration: 144Y/Izy D;
T: First Pay: 2016-12-15; Registration: 144T/Qkg V; Collateral 27 oxzfta-kazgzk aakgxt oksaao glasoo Zxolszoxz, Pxzzaoskg gzn Ksog ktgk gaa opbpalk ks sza Pgokaa Nagoa |
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