| 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 |
|---|
| D-1 | COW | 75.394 | 3.62 | - | RRR | - | - | YYY+ | 8.50% | - | Wjhqh | Qliic | - | 200u | 195 | 3.26% | 3.219% | 32.68426 | | Z-2 | INU | 6.141 | 4.17 | - | H | - | - | T+ | 9.50% | - | WFN | Cifaj | - | 380r | 380 | - | 5.069% | 67.61056 | | M-1 | VTF | 13.431 | 2.11 | - | FF | - | - | WW+ | 4.18% | - | Elbfp | Tbgqb | - | 290e | 290 | 4.21% | 4.169% | 15.41065 | | D-1 | XSU | 635.415 | 1.80 | - | CCC | - | - | HHH | 68.00% | - | Fuzci | Jfzla | - | 95q | 90 | 1.84% | 1.787% | 96.42243 | | P-2 | MJW | 81.309 | 7.60 | - | CC | - | - | MM+ | 31.20% | - | Shkpx | Ynfbd | - | 130-135 | 135 | 2.30% | 2.237% | 17.52511 | | B-3 | YXA | 10.397 | 1.20 | - | Z | - | - | H+ | 77.40% | - | Ijyaf | Aqwpz | - | 140-145 | 145 | 2.40% | 2.337% | 27.68775 |
Tranche Comments D-1: First Pay: 2022-01-25; Registration: 144P/Wuq M;
P-2: First Pay: 2022-01-25; Registration: 144F/Yji N;
B-3: First Pay: 2022-01-25; Registration: 144O/Gjr I;
D-1: First Pay: 2022-01-25; Registration: 144Z/Kef N;
M-1: First Pay: 2022-01-25; Registration: 144I/Zok U;
Z-2: First Pay: 2022-01-25; Registration: 144E/Owz J; Pricing Speed 25% OBS tv 4hv Oyyy (ytga-pa qytg) |
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