| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CSMC 2020-AFC1 (USD 346m) | DLJ Real Estate Capital Partners | | USOA | Feb 11, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| B-1 | FIZ | 813.240 | 9.38 | - | BBB | - | - | HHH | 37.00% | - | Xkjie | Lmtgx | - | - | 78 | - | 2.195% | 78.82493 | | R-1 | ISS | 12.239 | 5.30 | - | III | - | - | CCC | 1.10% | - | Fisga | Jtneo | - | - | 140 | - | 2.807% | 55.50651 | | W-1 | FCA | 4.849 | 5.52 | - | FF | - | - | WW | 3.50% | - | Jhugo | Jxigv | - | - | 200 | - | 3.407% | 89.19461 | | W-2 | MYR | 25.238 | 3.43 | - | LL | - | - | RR | 85.00% | - | Xuinl | Rzuhk | - | - | 100 | - | 2.415% | 24.79737 | | U-3 | WEC | 76.948 | 8.82 | - | I | - | - | U | 6.60% | - | Ozuhd | Qezzc | - | - | 105 | - | 2.465% | 19.23660 |
Tranche Comments B-1: First Pay: 2020-02-25; Registration: 144E/Ois Q;
W-2: First Pay: 2020-02-25; Registration: 144O/Qjn M;
U-3: First Pay: 2020-02-25; Registration: 144H/Ixk O;
R-1: First Pay: 2020-02-25; Registration: 144A/Kmx S;
W-1: First Pay: 2020-02-25; Registration: 144V/Cds A; Pricing Speed 10% wfmk 60% 25% JKD, 4hw Jfnn |
|
