| 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 |
|---|
| L-1 | HEJ | 97.158 | 2.98 | - | CCC | - | - | XXX+ | 7.56% | - | Anaan | Gjoaa | - | - | 165 | 2.58% | 2.550% | 26.14541 | | J-1 | ETB | 51.593 | 7.16 | - | EE | - | - | QQ+ | 1.27% | - | Csgix | Nvkif | - | - | 235 | 3.29% | 3.250% | 34.85719 | | J-1 | RHD | 476.816 | 7.90 | - | JJJ | - | - | DDD | 66.70% | - | Gnurd | Jzure | - | - | 70 | 1.17% | 1.140% | 10.66522 | | E-2 | AYZ | 67.588 | 6.19 | - | CC | - | - | SS+ | 62.60% | - | Fpqgv | Oywuf | - | - | 90 | 1.38% | 1.340% | 58.36500 | | N-3 | OVI | 32.434 | 4.52 | - | F | - | - | X+ | 1.40% | - | Oppij | Myhue | - | - | 110 | 1.59% | 1.540% | 98.37460 | | V-2 | TAD | 3.980 | 1.71 | - | R | - | - | R+ | 6.87% | - | Oqwkg | Towvf | - | - | 320 | 4.14% | 4.100% | 31.15386 |
Tranche Comments J-1: First Pay: 2021-10-25; Registration: 144J/Efp G;
E-2: First Pay: 2021-10-25; Registration: 144V/Nkn H;
N-3: First Pay: 2021-10-25; Registration: 144U/Zpj B;
L-1: First Pay: 2021-10-25; Registration: 144X/Ucs M;
J-1: First Pay: 2021-10-25; Registration: 144I/Xsu O;
V-2: First Pay: 2021-10-25; Registration: 144L/Rxc Y; Pricing Speed 25% GWX yd 30% gsuu |
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