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 H-1 IMT 4.860 1.57 - - JJ - II+ 1.35% - Nhzaf Bunms - - 280 3.72% 3.960% 77.65199 P-1 YXH 835.400 6.60 - - OOO - SSS 38.60% - Zzmhb Wmzcd - - 95 1.76% 1.706% 81.21461 U-1 BFC 24.888 7.57 - - WWW - SSS+ 4.85% - Omuzc Gckvy - - 185 3.05% 3.010% 12.67470 R-3 NYK 33.957 1.23 - - J - Q+ 65.50% - Npjxc Krney - - 125 2.06% 2.006% 91.77495 Z-2 HML 8.423 4.45 - - A - R+ 1.70% - IMT Ngdli - - 375 - 4.910% 21.56715 J-2 GVW 3.213 8.46 - - BB - DD+ 19.50% - Qkklt Oqvai - - 115 1.96% 1.906% 25.32452
Tranche Comments
P-1: First Pay: 2021-11-25; Registration: 144N/Psu F;
J-2: First Pay: 2021-11-25; Registration: 144P/Doa V;
R-3: First Pay: 2021-11-25; Registration: 144H/Rbl Z;
U-1: First Pay: 2021-11-25; Registration: 144W/Vsi Y;
H-1: First Pay: 2021-11-25; Registration: 144I/Rfg O;
Z-2: First Pay: 2021-11-25; Registration: 144X/Jsz U;
Pricing Speed
25% EWM sv 30% odll
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