| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | RMBS | | | CSMC 2021-NQM5 (USD 307m) | Credit Suisse Group AG | | USOA | Jul 27, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | HRR | 7.622 | 7.29 | - | BB | - | - | BB+ | 5.40% | - | Qvims | Kojjt | - | 240j | 230 | 2.97% | 2.940% | 88.98598 | | G-1 | QWA | 243.630 | 2.85 | - | III | - | - | WWW | 58.33% | - | Znokb | Hjodu | - | 65a | 60 | 0.94% | 0.911% | 76.13417 | | H-3 | XNT | 74.320 | 3.91 | - | E+ | - | - | K+ | 1.34% | - | Dinoa | Frolf | - | 105e | 100 | 1.35% | 1.311% | 80.82295 | | O-2 | JMJ | 9.464 | 7.12 | - | K | - | - | N+ | 5.55% | - | Raxkg | Cuurt | - | 325q | 320 | 3.88% | 3.840% | 17.76396 | | N-1 | ICV | 90.200 | 1.83 | - | PPP | - | - | VVV+ | 3.80% | - | Xpqrc | Cyeuq | - | 160s | 150 | 2.17% | 2.140% | 74.21267 | | M-2 | NFH | 94.936 | 8.97 | - | SS | - | - | RR+ | 62.46% | - | Jsyqy | Rcueo | - | 90-95 | 95 | 1.30% | 1.261% | 40.78615 |
Tranche Comments G-1: First Pay: 2021-08-25; Registration: 144C/Usa G;
M-2: First Pay: 2021-08-25; Registration: 144E/Edj S;
H-3: First Pay: 2021-08-25; Registration: 144H/Yqn K;
N-1: First Pay: 2021-08-25; Registration: 144U/Ycx V;
C-1: First Pay: 2021-08-25; Registration: 144M/Uis D;
O-2: First Pay: 2021-08-25; Registration: 144V/Pdq Y; Pricing Speed 25% QAD tr 30% rypp |
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