| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CSMC 2021-NQM8 (USD 409m) | Credit Suisse Group AG | | USOA | Dec 10, 2021 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| O-3 | GZY | 26.737 | 7.90 | - | C | - | - | L+ | 39.10% | - | Jyqur | Fqgwt | - | 140-145 | 145 | 2.40% | 2.337% | 23.75883 | | C-1 | KKC | 771.270 | 6.50 | - | SSS | - | - | ZZZ | 46.00% | - | Fcngo | Fbeiv | - | 95w | 90 | 1.84% | 1.787% | 62.79662 | | T-1 | EZQ | 45.748 | 5.11 | - | QQQ | - | - | AAA+ | 6.90% | - | Pfbxx | Vxoei | - | 200i | 195 | 3.26% | 3.219% | 66.98655 | | Y-2 | IEU | 41.324 | 9.50 | - | DD | - | - | YY+ | 16.70% | - | Chrwj | Wbqtu | - | 130-135 | 135 | 2.30% | 2.237% | 78.24445 | | T-1 | ZFN | 86.836 | 8.66 | - | II | - | - | PP+ | 5.25% | - | Iyqhf | Rqrzo | - | 290i | 290 | 4.21% | 4.169% | 22.78358 | | L-2 | PRO | 6.108 | 1.47 | - | J | - | - | O+ | 6.40% | - | JSU | Qdwlz | - | 380u | 380 | - | 5.069% | 18.83070 |
Tranche Comments C-1: First Pay: 2022-01-25; Registration: 144V/Bor K;
Y-2: First Pay: 2022-01-25; Registration: 144J/Cuc T;
O-3: First Pay: 2022-01-25; Registration: 144E/Hja C;
T-1: First Pay: 2022-01-25; Registration: 144V/Ihw Z;
T-1: First Pay: 2022-01-25; Registration: 144F/Uwn U;
L-2: First Pay: 2022-01-25; Registration: 144D/Hvu V; Pricing Speed 25% QHY hn 4qz Qtqq (nhqz-xz othq) |
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