| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CSMC 2021-INV2 (USD 727m) | Credit Suisse Group AG | | USOA | Nov 16, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| L15L | ZLM | 30.697 | 7.96 | - | OOO | - | - | DDD | 5.18% | - | Wtfxu | - | - | - | <2-26> bp WJKY 2.5 Bee | 2.50% | - | 17.80690 | | M15 | QEK | 74.653 | 9.34 | - | YYY | - | - | LLL | 4.23% | - | Phhuk | - | - | - | <1-30> vl VZWC 3.0 Gfp | 3.00% | - | 421.00000 | | D4D | MAL | 463.600 | 2.50 | - | YYY | - | - | CCC | 64.00% | - | Sfism | - | - | - | <2-16> ia RF 2.5 Rrh | 2.50% | - | 496.37340 | | Y11 | ZRD | 96.657 | 2.68 | - | MMM | - | - | FFF | 76.00% | - | Vlbyceow | LOAT | - | - | 90 | CBOY+85 | - | 32.12013 | | D3 | GVE | 168.460 | 4.38 | - | UUU | - | - | TTT | 95.00% | - | Tuxvv | - | - | - | <1-08> sl YCQY 3.0 Txo | 3.00% | - | 615.73230 | | F5F | VKW | 48.611 | 41.67 | - | MMM | - | - | QQQ | 49.00% | - | Ahjil | Nxbwd | - | - | 100 | 2.50% | - | 27.57817 |
Tranche Comments D3: First Pay: 2021-12-27; Registration: 144E/Twz B;
D4D: First Pay: 2021-12-27; Registration: 144U/Jcg M;
F5F: First Pay: 2021-12-27; Registration: 144W/Gnq G;
Y11: First Pay: 2021-12-27; Registration: 144I/Tin N;
M15: First Pay: 2021-12-27; Registration: 144C/Vlr A;
L15L: First Pay: 2021-12-27; Registration: 144K/Edw R; |
|
