C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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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 |
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D-1 | GZI | 15.845 | 3.82 | - | - | GGG | - | - | 1.10% | - | Ggwau | Ruyox | - | 165h | 165 | 2.47% | 2.441% | 12.69287 | N-1 | CVF | 376.368 | 6.76 | - | - | JJJ | - | - | 13.88% | - | Qrxwb | Inkin | - | 70i | 70 | 1.10% | 1.069% | 74.52668 | L-2 | XKY | 25.790 | 4.70 | - | - | AA | - | - | 82.28% | - | Jrbli | Uilca | - | 100w | 100 | 1.41% | 1.369% | 26.46532 | V-3 | XBC | 35.988 | 1.15 | - | - | U | - | - | 59.24% | - | Ryown | Noain | - | 115k | 115 | 1.56% | 1.519% | 84.23306 | Z-1 | NOH | 5.870 | 9.95 | - | - | NN | - | - | 7.74% | - | Qgigu | Kctgq | - | 250n | 250 | 3.33% | 3.291% | 32.33683 | W-2 | QAI | 3.330 | 1.17 | - | - | F | - | - | 5.40% | - | Btjer | Xnqnu | - | 335u | 335 | 4.18% | 4.141% | 78.98808 |
Tranche Comments N-1: First Pay: 2021-07-26; Registration: 144U/Oau I;
L-2: First Pay: 2021-07-26; Registration: 144W/Nzw J;
V-3: First Pay: 2021-07-26; Registration: 144D/Gqt E;
D-1: First Pay: 2021-07-26; Registration: 144L/Mza D;
Z-1: First Pay: 2021-07-26; Registration: 144I/Dvr V;
W-2: First Pay: 2021-07-26; Registration: 144P/Dmm E; Pricing Speed 25% NTF mq 30% kcvv |
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