| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CSMC 2021-INV1 (USD 455m) | Credit Suisse Group AG | | USOA | Aug 25, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S4 | WZN | 139.332 | 2.31 | - | FFF | - | - | HHH | 22.00% | - | Qfrjb | - | - | <1-30> qhnq hh JW 2.5 Znja | <1-28 mc> YQ 2.5 Fqz | 2.50% | - | 353.48500 | | Q5 | CIG | 99.499 | 48.99 | - | SSS | - | - | EEE | 21.00% | - | Ntjzm | Siwyz | - | 95u | 95 | 2.50% | - | 222.96750 | | B15 | ALF | 51.620 | 4.70 | - | XXX | - | - | GGG | 3.12% | - | Ijncf | - | - | <0-20> - <0-24> vw yw T3 | <0-24> mo P3 | 2.50% | - | 233.60000 | | M3 | HPA | 429.325 | 3.40 | - | NNN | - | - | ZZZ | 49.00% | - | Vbzph | - | - | <1-14> msnm lk FEMM 2.5 Mnxj | <1-14 lk> YHZN 2.5 Njs | 2.50% | - | 230.53000 | | H11 | FWL | 85.748 | 3.70 | - | WWW | - | - | XXX | 97.00% | - | Gdewlvmt | STWU | - | - | 80 | DWSE+85 | - | 55.27200 |
Tranche Comments M3: First Pay: 2021-09-27; Registration: 144X/Asw M;
S4: First Pay: 2021-09-27; Registration: 144Z/Gtj S;
Q5: First Pay: 2021-09-27; Registration: 144J/Eyq S;
H11: First Pay: 2021-09-27; Registration: 144T/Dqm G;
B15: First Pay: 2021-09-27; Registration: 144H/Flu L; |
|
