| 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 |
|---|
| E-1 | JOM | 7.233 | 5.00 | - | FF | - | - | - | 8.27% | - | Larwy | Chnia | - | - | 270 | 3.25% | 3.215% | 92.77044 | | H-1 | KBC | 875.272 | 7.69 | - | AAA | - | - | - | 26.00% | - | Dqlhh | Sedfo | - | - | 57 | 0.83% | 0.807% | 98.69018 | | E-3 | VES | 93.400 | 5.45 | - | J | - | - | - | 4.63% | - | Azrtf | Emadz | - | - | 90 | 1.17% | 1.137% | 24.87565 | | Y-2 | AHV | 9.873 | 2.00 | - | K | - | - | - | 1.67% | - | Jacbk | Xcakw | - | - | 370 | 4.26% | 4.215% | 81.46562 | | P-2 | CXQ | 59.600 | 1.50 | - | SS | - | - | - | 16.22% | - | Hokhs | Mgblf | - | - | 80 | 1.07% | 1.037% | 18.68786 | | P-1 | WLJ | 3.166 | 6.00 | - | GGG | - | - | - | 4.20% | - | Laatn | Xngaw | - | - | 165 | 2.19% | 2.165% | 43.21849 |
Tranche Comments H-1: First Pay: 2021-03-25; Registration: 144T/Fer O;
P-2: First Pay: 2021-03-25; Registration: 144L/Wkn G;
E-3: First Pay: 2021-03-25; Registration: 144J/Bnn Q;
P-1: First Pay: 2021-03-25; Registration: 144D/Tua O;
E-1: First Pay: 2021-03-25; Registration: 144I/Ycz X;
Y-2: First Pay: 2021-03-25; Registration: 144K/Cym U; Pricing Speed 25% CFV gd 30% bxmm |
|
