| 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 |
|---|
| N-1 | BGF | 33.984 | 4.59 | - | - | PPP | - | KKK+ | 3.69% | - | Xrgwl | Wlwgr | - | - | 185 | 3.05% | 3.010% | 37.85630 | | F-3 | KJN | 37.319 | 6.81 | - | - | I | - | G+ | 75.60% | - | Wqlzy | Beirp | - | - | 125 | 2.06% | 2.006% | 26.90857 | | O-1 | OYZ | 757.400 | 6.24 | - | - | MMM | - | HHH | 87.50% | - | Ilptf | Ntzig | - | - | 95 | 1.76% | 1.706% | 58.74777 | | S-2 | TMX | 7.662 | 8.86 | - | - | PP | - | AA+ | 52.80% | - | Vgfbu | Kvukb | - | - | 115 | 1.96% | 1.906% | 64.26104 | | I-1 | RYH | 2.510 | 3.81 | - | - | EE | - | TT+ | 2.24% | - | Stokc | Ndoqv | - | - | 280 | 3.72% | 3.960% | 23.39773 | | L-2 | OUM | 5.144 | 4.22 | - | - | C | - | I+ | 2.80% | - | WTS | Irtze | - | - | 375 | - | 4.910% | 29.51377 |
Tranche Comments O-1: First Pay: 2021-11-25; Registration: 144V/Xik E;
S-2: First Pay: 2021-11-25; Registration: 144B/Urx X;
F-3: First Pay: 2021-11-25; Registration: 144D/Ydi O;
N-1: First Pay: 2021-11-25; Registration: 144C/Lnx Z;
I-1: First Pay: 2021-11-25; Registration: 144I/Ziw G;
L-2: First Pay: 2021-11-25; Registration: 144T/Odb H; Pricing Speed 25% TMQ ev 30% pxzz |
|
