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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I-3 | KJP | 11.788 | 8.94 | - | - | S | - | - | 46.91% | - | Iwnbq | Rnrvz | - | 115u | 115 | 1.56% | 1.519% | 19.62714 | E-1 | AOB | 4.860 | 8.25 | - | - | XX | - | - | 7.11% | - | Gajvf | Bkfgq | - | 250m | 250 | 3.33% | 3.291% | 98.31861 | X-2 | BWT | 9.510 | 3.99 | - | - | T | - | - | 5.80% | - | Yzvcb | Jnrdb | - | 335r | 335 | 4.18% | 4.141% | 86.22087 | R-1 | KYH | 480.467 | 6.18 | - | - | PPP | - | - | 62.85% | - | Wpivv | Rkdld | - | 70x | 70 | 1.10% | 1.069% | 43.16927 | D-2 | ISM | 53.970 | 4.40 | - | - | MM | - | - | 74.31% | - | Dzirx | Xonaq | - | 100c | 100 | 1.41% | 1.369% | 66.15158 | Y-1 | CQO | 33.256 | 4.92 | - | - | BBB | - | - | 6.10% | - | Figsq | Xqgks | - | 165v | 165 | 2.47% | 2.441% | 88.85225 |
Tranche Comments R-1: First Pay: 2021-07-26; Registration: 144Z/Mnx J;
D-2: First Pay: 2021-07-26; Registration: 144L/Rsx I;
I-3: First Pay: 2021-07-26; Registration: 144H/Khk C;
Y-1: First Pay: 2021-07-26; Registration: 144L/Yeb P;
E-1: First Pay: 2021-07-26; Registration: 144H/Fmc Y;
X-2: First Pay: 2021-07-26; Registration: 144L/Ybe C; Pricing Speed 25% ZHR uq 30% qshh |
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