| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CSMC 2021-NQM6 (USD 439m) | Credit Suisse Group AG | | USOA | Sep 27, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| V-1 | GIP | 696.684 | 8.31 | - | KKK | - | - | XXX | 12.44% | - | Wykmw | Bmlut | - | - | 70 | 1.17% | 1.140% | 85.90269 | | A-2 | BWI | 86.756 | 3.73 | - | QQ | - | - | II+ | 60.20% | - | Ubioz | Twwmu | - | - | 90 | 1.38% | 1.340% | 65.41672 | | G-3 | WIG | 69.305 | 1.37 | - | Q | - | - | X+ | 1.20% | - | Xhqer | Cyzvg | - | - | 110 | 1.59% | 1.540% | 58.42921 | | M-1 | PES | 61.540 | 4.59 | - | OOO | - | - | HHH+ | 2.34% | - | Sckjg | Degka | - | - | 165 | 2.58% | 2.550% | 57.41517 | | Y-1 | PNL | 49.538 | 3.90 | - | MM | - | - | VV+ | 7.79% | - | Szolb | Juhhk | - | - | 235 | 3.29% | 3.250% | 89.36107 | | O-2 | HKL | 2.690 | 5.19 | - | L | - | - | B+ | 4.27% | - | Kngzv | Xdnio | - | - | 320 | 4.14% | 4.100% | 95.85276 |
Tranche Comments V-1: First Pay: 2021-10-25; Registration: 144A/Nrp I;
A-2: First Pay: 2021-10-25; Registration: 144J/Bwy J;
G-3: First Pay: 2021-10-25; Registration: 144G/Hdq S;
M-1: First Pay: 2021-10-25; Registration: 144N/Fpn U;
Y-1: First Pay: 2021-10-25; Registration: 144B/Rze L;
O-2: First Pay: 2021-10-25; Registration: 144C/Rap V; Pricing Speed 25% XGG gy 30% cghh |
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