| 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 |
|---|
| R-2 | CYT | 53.180 | 4.81 | - | - | QQ | - | - | 68.53% | - | Abmya | Rbyku | - | 100a | 100 | 1.41% | 1.369% | 97.58718 | | N-1 | CNS | 5.410 | 1.39 | - | - | AA | - | - | 5.22% | - | Mtrfx | Yzqgl | - | 250i | 250 | 3.33% | 3.291% | 50.45657 | | R-1 | RIO | 57.431 | 9.12 | - | - | WWW | - | - | 6.30% | - | Wkniy | Pijtb | - | 165q | 165 | 2.47% | 2.441% | 40.89538 | | P-2 | ZGZ | 7.320 | 4.71 | - | - | L | - | - | 9.40% | - | Cojit | Frwmv | - | 335z | 335 | 4.18% | 4.141% | 78.54757 | | X-3 | UJH | 78.641 | 1.12 | - | - | H | - | - | 67.61% | - | Cstyo | Jlcvr | - | 115n | 115 | 1.56% | 1.519% | 95.70422 | | M-1 | OFL | 221.866 | 8.24 | - | - | CCC | - | - | 43.63% | - | Xbluw | Zkmtv | - | 70s | 70 | 1.10% | 1.069% | 85.56545 |
Tranche Comments M-1: First Pay: 2021-07-26; Registration: 144I/Kqd L;
R-2: First Pay: 2021-07-26; Registration: 144N/Kka J;
X-3: First Pay: 2021-07-26; Registration: 144W/Nbd R;
R-1: First Pay: 2021-07-26; Registration: 144J/Clm H;
N-1: First Pay: 2021-07-26; Registration: 144W/Rvj G;
P-2: First Pay: 2021-07-26; Registration: 144K/Gtk H; Pricing Speed 25% UQS do 30% siqq |
|
