| 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 |
|---|
| T-1 | EQZ | 93.762 | 2.48 | - | EEE | - | - | LLL+ | 6.67% | - | Zytie | Dwffr | - | - | 165 | 2.58% | 2.550% | 17.72792 | | I-2 | LWL | 30.528 | 4.25 | - | NN | - | - | AA+ | 84.10% | - | Xatlg | Wecam | - | - | 90 | 1.38% | 1.340% | 28.67755 | | J-1 | USL | 58.945 | 5.46 | - | GG | - | - | GG+ | 6.16% | - | Khltb | Rjzaf | - | - | 235 | 3.29% | 3.250% | 61.54627 | | T-3 | NMR | 84.232 | 8.61 | - | S | - | - | H+ | 6.70% | - | Tihlb | Mkjhr | - | - | 110 | 1.59% | 1.540% | 65.86549 | | K-2 | UIF | 8.210 | 4.17 | - | K | - | - | E+ | 7.62% | - | Vjjvy | Xhuwx | - | - | 320 | 4.14% | 4.100% | 13.25965 | | U-1 | MSC | 569.628 | 1.68 | - | UUU | - | - | OOO | 24.36% | - | Kghtv | Imzpd | - | - | 70 | 1.17% | 1.140% | 50.37479 |
Tranche Comments U-1: First Pay: 2021-10-25; Registration: 144M/Zap V;
I-2: First Pay: 2021-10-25; Registration: 144J/Qbi W;
T-3: First Pay: 2021-10-25; Registration: 144E/Vzu K;
T-1: First Pay: 2021-10-25; Registration: 144H/Wjk G;
J-1: First Pay: 2021-10-25; Registration: 144O/Xea K;
K-2: First Pay: 2021-10-25; Registration: 144C/Edr E; Pricing Speed 25% MMU sv 30% mxgg |
|
