| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date | |
|---|
ABS | RMBS | | | CSMC 2021-NQM7 (USD 321m) | Credit Suisse Group AG | | USOA | Nov 1, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | RPL | 612.300 | 7.35 | - | - | KKK | - | RRR | 89.50% | - | Wvoik | Qkohk | - | - | 95 | 1.76% | 1.706% | 65.74269 | | Y-1 | EHC | 26.230 | 4.40 | - | - | FFF | - | LLL+ | 1.63% | - | Zavns | Owjns | - | - | 185 | 3.05% | 3.010% | 58.64970 | | I-2 | EAO | 4.721 | 4.22 | - | - | Z | - | M+ | 7.40% | - | BLA | Uiymd | - | - | 375 | - | 4.910% | 10.95709 | | D-2 | WTO | 5.708 | 5.63 | - | - | LL | - | SS+ | 25.20% | - | Jtznl | Hjqjk | - | - | 115 | 1.96% | 1.906% | 51.66848 | | N-1 | KHO | 5.500 | 5.27 | - | - | WW | - | AA+ | 9.72% | - | Tplim | Yjlkn | - | - | 280 | 3.72% | 3.960% | 30.30346 | | R-3 | MTO | 19.173 | 2.81 | - | - | R | - | J+ | 98.60% | - | Fszcj | Dbrra | - | - | 125 | 2.06% | 2.006% | 56.17127 |
Tranche Comments W-1: First Pay: 2021-11-25; Registration: 144D/Ysk M;
D-2: First Pay: 2021-11-25; Registration: 144Q/Jhp P;
R-3: First Pay: 2021-11-25; Registration: 144M/Arg N;
Y-1: First Pay: 2021-11-25; Registration: 144W/Jpk M;
N-1: First Pay: 2021-11-25; Registration: 144A/Hbg N;
I-2: First Pay: 2021-11-25; Registration: 144O/Hlc A; Pricing Speed 25% GWQ ht 30% kraa |
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