CSMC Trust (CSMC) 2021-INV2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A3USD326.0744.53-AAA--AAA15.00%-Fixed--<1-08> bk UMBS 3.0 Dec3.00%-102.68750
A4AUSD244.5552.50-AAA--AAA15.00%-Fixed--<2-16> bk DW 2.5 Dec2.50%-101.03125
A5AUSD81.51910.62-AAA--AAA15.00%-FixedSwaps-1002.50%-98.35258
A11USD26.4384.53-AAA--AAA15.00%-FloatingSOFR-90SOFR+85-99.77659
A15USD24.2614.53-AAA--AAA9.15%-Fixed--<1-30> bk UMBS 3.0 Dec3.00%-102.00000
A15AUSD24.2614.53-AAA--AAA9.15%-Fixed--<2-26> bk UMBS 2.5 Dec2.50%-99.43750
Filings
Tranche Comments
A3: First Pay: 2021-12-27; Registration: 144A/Reg S; A4A: First Pay: 2021-12-27; Registration: 144A/Reg S; A5A: First Pay: 2021-12-27; Registration: 144A/Reg S; A11: First Pay: 2021-12-27; Registration: 144A/Reg S; A15: First Pay: 2021-12-27; Registration: 144A/Reg S; A15A: First Pay: 2021-12-27; Registration: 144A/Reg S;
Pricing Speed
15% CPR
Research
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