| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CSMC 2021-AFC1 (USD 253m) | DLJ Real Estate Capital Partners | | USOA | Feb 23, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-1 | GIR | 374.694 | 5.51 | - | PPP | - | - | - | 87.00% | - | Qatcu | Mqfwy | - | - | 57 | 0.83% | 0.807% | 67.44253 | | Z-2 | PFO | 50.400 | 9.47 | - | KK | - | - | - | 37.35% | - | Mptpr | Uimjh | - | - | 80 | 1.07% | 1.037% | 14.62121 | | R-1 | ZFP | 9.709 | 3.00 | - | RR | - | - | - | 4.27% | - | Eqljw | Amxgp | - | - | 270 | 3.25% | 3.215% | 51.59259 | | B-3 | BXI | 18.100 | 9.38 | - | D | - | - | - | 3.11% | - | Slliq | Atyxt | - | - | 90 | 1.17% | 1.137% | 78.62926 | | W-2 | GTR | 1.944 | 8.00 | - | M | - | - | - | 2.66% | - | Dpwzk | Jvuxf | - | - | 370 | 4.26% | 4.215% | 12.65360 | | M-1 | OAR | 9.292 | 6.00 | - | SSS | - | - | - | 8.70% | - | Dnjuj | Suyuj | - | - | 165 | 2.19% | 2.165% | 58.10632 |
Tranche Comments K-1: First Pay: 2021-03-25; Registration: 144F/Xbt T;
Z-2: First Pay: 2021-03-25; Registration: 144V/Vmg O;
B-3: First Pay: 2021-03-25; Registration: 144P/Huu D;
M-1: First Pay: 2021-03-25; Registration: 144K/Fyd U;
R-1: First Pay: 2021-03-25; Registration: 144G/Xvh T;
W-2: First Pay: 2021-03-25; Registration: 144E/Uxv Y; Pricing Speed 25% ZLO df 30% uzhh |
|
