| 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 |
|---|
| H4H | ZWB | 940.432 | 6.20 | - | XXX | - | - | ZZZ | 10.00% | - | Xywad | - | - | - | <2-16> yn TG 2.5 Tzc | 2.50% | - | 394.58750 | | W15 | XTK | 42.131 | 6.44 | - | FFF | - | - | GGG | 3.82% | - | Jiyxt | - | - | - | <1-30> rw CUXX 3.0 Fmc | 3.00% | - | 217.00000 | | I11 | AJI | 35.381 | 5.90 | - | PPP | - | - | JJJ | 99.00% | - | Vezbardq | IEHE | - | - | 90 | LEIZ+85 | - | 51.60119 | | I3 | ZOE | 467.550 | 6.69 | - | RRR | - | - | TTT | 37.00% | - | Ikqxr | - | - | - | <1-08> xg EERL 3.0 Vjb | 3.00% | - | 933.10760 | | F15F | ZNA | 66.901 | 1.32 | - | WWW | - | - | SSS | 5.39% | - | Wyime | - | - | - | <2-26> gn HGXW 2.5 Oqx | 2.50% | - | 68.44840 | | W5W | IJD | 35.740 | 57.89 | - | AAA | - | - | LLL | 79.00% | - | Tnbsg | Rflwk | - | - | 100 | 2.50% | - | 59.21693 |
Tranche Comments I3: First Pay: 2021-12-27; Registration: 144V/Oax F;
H4H: First Pay: 2021-12-27; Registration: 144M/Xam O;
W5W: First Pay: 2021-12-27; Registration: 144T/Erd O;
I11: First Pay: 2021-12-27; Registration: 144F/Dcd J;
W15: First Pay: 2021-12-27; Registration: 144B/Qyh W;
F15F: First Pay: 2021-12-27; Registration: 144L/Okm Y; |
|
