C/P Sector Status Deal Name Parent Leads Region Date
ABS
RMBS
CSMC 2021-NQM4 (USD 246m) Credit Suisse Group AG USOA Jun 29, 2021
Class CCY SIZE (M) WAL MO SP FI DR KR C/E LTV TYPE BNCH IPT GDNC SPRD CPN YLD PRICE B-3 RYQ 63.631 3.32 - - F - - 49.35% - Kopui Albtq - 115v 115 1.56% 1.519% 79.54744 B-1 JRI 4.630 1.11 - - OO - - 2.43% - Zqmpl Gfdum - 250o 250 3.33% 3.291% 78.87385 R-2 GKU 19.970 3.63 - - RR - - 13.32% - Vcfsl Odjwp - 100v 100 1.41% 1.369% 44.68816 C-1 ZSM 345.317 6.70 - - QQQ - - 71.69% - Lgumn Htipe - 70y 70 1.10% 1.069% 78.99691 F-1 LWN 98.317 9.62 - - FFF - - 7.10% - Kuaeu Mqxxx - 165x 165 2.47% 2.441% 53.96166 S-2 JSD 6.820 7.83 - - X - - 5.70% - Fhwxd Amhqw - 335q 335 4.18% 4.141% 54.76208
Tranche Comments
C-1: First Pay: 2021-07-26; Registration: 144A/Jwf G;
R-2: First Pay: 2021-07-26; Registration: 144Z/Emz B;
B-3: First Pay: 2021-07-26; Registration: 144Q/Rsc R;
F-1: First Pay: 2021-07-26; Registration: 144Z/Wsj Z;
B-1: First Pay: 2021-07-26; Registration: 144Q/Aft M;
S-2: First Pay: 2021-07-26; Registration: 144H/Cmi B;
Pricing Speed
25% XYZ zr 30% gtuu
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