| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | MDPK LV(R) (USD 552m) | Credit Suisse Asset Management (CSAM) | | USOA | Jul 9, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| X-2 | ONS | 79.000 | 6.79 | JW | - | BBB | - | - | 30.00% | - | Dlklsxeg | 3yUMKT | - | - | 151 | 3dKATB+151 | - | 893.00000 | | X-L | RBY | 48.000 | 1.58 | XF | - | SS | - | - | 29.00% | - | Zsbyktln | 3wHJSE | - | - | 170 | 3mKUUT+170 | - | 267.00000 | | Z-2 | IJD | 3.000 | 73.58 | UG | - | RRR- | - | - | 90.00% | - | Cvylveal | 3iNLVT | - | - | 440 | 3oAIDG+440 | - | 306.00000 | | C-1-N | XBO | 786.000 | 8.45 | Jcc | - | EEE | - | - | 36.00% | - | Xhhpbckg | 3pAKUZ | - | - | 136 | 3nBUCV+136 | - | 973.00000 | | D-Q | LXX | 80.000 | 1.97 | ZX | - | E | - | - | 62.00% | - | Scyvodrm | 3fLDQF | - | - | 210 | 3kEXTM+210 | - | 360.00000 | | H-1 | YCZ | 92.000 | 7.15 | EU | - | LLL- | - | - | 89.00% | - | Blfxsbzk | 3nKAZI | - | - | 315 | 3oIQFJ+315 | - | 783.00000 | | A-M | BTM | 6.880 | 97.40 | Z3 | - | ED | - | - | 8.61% | - | Ichatqju | 3cIQMN | - | - | 800 | 3yDZEU+800 | - | 875.00000 | | Tnp | GBT | 84.600 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained | | E-X | VXN | 19.000 | 99.71 | DB | - | PP- | - | - | 6.00% | - | Wycpzmtg | 3vQOLQ | - | - | 600 | 3vHAVH+600 | - | 256.00000 |
Tranche Comments C-1-N: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144V/Nzo K;
X-2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144I/Pms H;
X-L: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144O/Bjf L;
D-Q: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144N/Rwv P;
H-1: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Z/Nua K;
Z-2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144D/Yth Z;
E-X: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144A/Phh Y;
A-M: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144M/Wpa C;
Tnp: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144K/Mip U; Deal Comments Muvus. Xyg Gvoo Mutyymh 2.00 Reinvestment Period (YRS) 5 Reinvestment Period End Date Sep 6, 2011 |
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