| 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 |
|---|
| C4C | GOR | 935.810 | 3.70 | - | BBB | - | - | TTT | 49.00% | - | Zggbp | - | - | - | <2-16> dv LA 2.5 Ldw | 2.50% | - | 498.92530 | | O11 | BKF | 36.241 | 8.56 | - | LLL | - | - | RRR | 35.00% | - | Eplmsknc | IZKB | - | - | 90 | ALGG+85 | - | 74.14451 | | S5S | IAT | 33.925 | 60.68 | - | CCC | - | - | YYY | 19.00% | - | Qbgql | Omjeu | - | - | 100 | 2.50% | - | 57.42126 | | A3 | FQV | 176.830 | 6.23 | - | JJJ | - | - | QQQ | 72.00% | - | Pfpxc | - | - | - | <1-08> sf VLPB 3.0 Xds | 3.00% | - | 811.67770 | | Z15Z | OMU | 86.931 | 4.18 | - | LLL | - | - | KKK | 4.72% | - | Ipphm | - | - | - | <2-26> xa NQQW 2.5 Ewx | 2.50% | - | 18.27750 | | Z15 | UFU | 62.504 | 8.95 | - | DDD | - | - | HHH | 5.44% | - | Lyhid | - | - | - | <1-30> ly NCPZ 3.0 Ety | 3.00% | - | 740.00000 |
Tranche Comments A3: First Pay: 2021-12-27; Registration: 144X/Bbx V;
C4C: First Pay: 2021-12-27; Registration: 144X/Lxc G;
S5S: First Pay: 2021-12-27; Registration: 144L/Qex O;
O11: First Pay: 2021-12-27; Registration: 144Y/Btv B;
Z15: First Pay: 2021-12-27; Registration: 144K/Zbw V;
Z15Z: First Pay: 2021-12-27; Registration: 144P/Xua R; |
|
