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 M-3 AVK 44.100 2.85 - L+ - - W+ 5.93% - Snnqc Ehxfk - 105z 100 1.35% 1.311% 15.12863 E-1 JHP 41.299 2.37 - OOO - - DDD+ 8.50% - Wbxrr Teywz - 160t 150 2.17% 2.140% 34.67567 L-2 AWA 23.451 8.98 - GG - - II+ 41.51% - Loczv Eohkq - 90-95 95 1.30% 1.261% 50.57136 D-1 EGH 693.960 1.59 - PPP - - LLL 27.78% - Xlaxn Trydo - 65r 60 0.94% 0.911% 34.38236 J-2 FGL 9.641 7.25 - K - - U+ 2.31% - Bljph Kcxjc - 325s 320 3.88% 3.840% 34.40464 E-1 HQR 2.803 1.17 - PP - - HH+ 3.50% - Orsbd Azkku - 240l 230 2.97% 2.940% 68.92246
Tranche Comments
D-1: First Pay: 2021-08-25; Registration: 144J/Giu K;
L-2: First Pay: 2021-08-25; Registration: 144G/Gha O;
M-3: First Pay: 2021-08-25; Registration: 144W/Cdr G;
E-1: First Pay: 2021-08-25; Registration: 144N/Ovl M;
E-1: First Pay: 2021-08-25; Registration: 144V/Gmt X;
J-2: First Pay: 2021-08-25; Registration: 144H/Wxa L;
Pricing Speed
25% GWL hf 30% cqii
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