| 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 |
|---|
| B-1 | RIS | 538.730 | 6.50 | - | DDD | - | - | NNN | 25.57% | - | Cvjev | Xkudp | - | 65d | 60 | 0.94% | 0.911% | 10.82652 | | C-1 | WKU | 8.649 | 1.16 | - | RR | - | - | RR+ | 3.30% | - | Hufuf | Sbhaw | - | 240n | 230 | 2.97% | 2.940% | 99.99835 | | K-1 | IFI | 27.187 | 6.16 | - | MMM | - | - | CCC+ | 6.40% | - | Hlbzv | Ewcyf | - | 160h | 150 | 2.17% | 2.140% | 13.90502 | | Y-3 | HWP | 96.380 | 5.85 | - | C+ | - | - | N+ | 8.47% | - | Vcjbb | Nmmer | - | 105b | 100 | 1.35% | 1.311% | 94.55855 | | F-2 | JXG | 71.758 | 2.96 | - | KK | - | - | ZZ+ | 48.73% | - | Lctvo | Sbgkm | - | 90-95 | 95 | 1.30% | 1.261% | 76.69235 | | W-2 | XOK | 7.976 | 5.98 | - | Q | - | - | Q+ | 2.61% | - | Gjyao | Ljlfm | - | 325b | 320 | 3.88% | 3.840% | 81.52773 |
Tranche Comments B-1: First Pay: 2021-08-25; Registration: 144U/Mnl Z;
F-2: First Pay: 2021-08-25; Registration: 144Z/Uic H;
Y-3: First Pay: 2021-08-25; Registration: 144Q/Ldk N;
K-1: First Pay: 2021-08-25; Registration: 144N/Krn D;
C-1: First Pay: 2021-08-25; Registration: 144E/Wup T;
W-2: First Pay: 2021-08-25; Registration: 144F/Lur Q; Pricing Speed 25% BQP iw 30% hwxx |
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