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 K-1 LQN 464.573 8.29 - AAA - - SSS 54.42% - Hgmxf Gfnpt - - 70 1.17% 1.140% 40.52098 I-3 WFX 96.456 1.42 - R - - C+ 2.30% - Ovwqc Bofht - - 110 1.59% 1.540% 37.34060 F-1 ZVR 88.488 2.63 - DDD - - BBB+ 2.83% - Hiylm Yxmxh - - 165 2.58% 2.550% 96.60989 E-1 BHB 72.609 3.74 - MM - - KK+ 1.28% - Jjucy Pkdtv - - 235 3.29% 3.250% 28.17095 A-2 MZP 7.190 8.25 - M - - G+ 9.50% - Jgbte Suaai - - 320 4.14% 4.100% 43.43933 X-2 PRV 94.289 1.77 - VV - - WW+ 65.40% - Jrqte Qeurf - - 90 1.38% 1.340% 11.58022
Tranche Comments
K-1: First Pay: 2021-10-25; Registration: 144A/Rbx H;
X-2: First Pay: 2021-10-25; Registration: 144Y/Iyt L;
I-3: First Pay: 2021-10-25; Registration: 144B/Mpo C;
F-1: First Pay: 2021-10-25; Registration: 144H/Dbj Q;
E-1: First Pay: 2021-10-25; Registration: 144Q/Cbq P;
A-2: First Pay: 2021-10-25; Registration: 144O/Uqa O;
Pricing Speed
25% WHJ eo 30% vree
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