| 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 | EOJ | 12.968 | 3.94 | - | - | QQQ | - | OOO+ | 6.79% | - | Osrkm | Kutwr | - | - | 185 | 3.05% | 3.010% | 54.97080 | | S-2 | ZXN | 3.754 | 6.87 | - | - | O | - | E+ | 7.30% | - | QQN | Yvqzx | - | - | 375 | - | 4.910% | 21.50132 | | X-1 | PJO | 5.910 | 1.12 | - | - | GG | - | XX+ | 9.60% | - | Dcskl | Sodnv | - | - | 280 | 3.72% | 3.960% | 33.40487 | | G-2 | GRZ | 9.575 | 4.53 | - | - | JJ | - | YY+ | 20.60% | - | Jtczh | Mnwft | - | - | 115 | 1.96% | 1.906% | 58.97660 | | B-3 | OWG | 68.473 | 8.82 | - | - | S | - | Z+ | 46.70% | - | Yoonu | Bxfvb | - | - | 125 | 2.06% | 2.006% | 40.93185 | | B-1 | NQS | 796.100 | 7.69 | - | - | DDD | - | YYY | 55.60% | - | Sgiji | Edqny | - | - | 95 | 1.76% | 1.706% | 73.28977 |
Tranche Comments B-1: First Pay: 2021-11-25; Registration: 144M/Flk Q;
G-2: First Pay: 2021-11-25; Registration: 144I/Hzm Y;
B-3: First Pay: 2021-11-25; Registration: 144B/Ndr K;
W-1: First Pay: 2021-11-25; Registration: 144K/Lja M;
X-1: First Pay: 2021-11-25; Registration: 144H/Rqh U;
S-2: First Pay: 2021-11-25; Registration: 144C/Izy Z; Pricing Speed 25% OEY xo 30% vkss |
|
