| 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 |
|---|
| H-1 | LMZ | 876.163 | 5.40 | - | DDD | - | - | KKK | 52.00% | - | Mokgv | Evhwb | - | 95m | 90 | 1.84% | 1.787% | 31.89846 | | Q-2 | KHB | 16.191 | 5.30 | - | YY | - | - | CC+ | 93.40% | - | Hjjli | Dedxs | - | 130-135 | 135 | 2.30% | 2.237% | 14.43498 | | F-1 | QFZ | 70.395 | 9.73 | - | VVV | - | - | RRR+ | 9.40% | - | Lrmxq | Vwvvr | - | 200a | 195 | 3.26% | 3.219% | 29.54430 | | T-1 | HUJ | 76.111 | 5.72 | - | JJ | - | - | GG+ | 2.20% | - | Mkjhs | Biykv | - | 290n | 290 | 4.21% | 4.169% | 98.91574 | | R-3 | UQU | 84.815 | 5.30 | - | X | - | - | H+ | 10.30% | - | Ttkwn | Byiag | - | 140-145 | 145 | 2.40% | 2.337% | 34.90763 | | C-2 | TTC | 7.781 | 8.74 | - | J | - | - | B+ | 3.80% | - | UIM | Kkzbw | - | 380f | 380 | - | 5.069% | 50.72174 |
Tranche Comments H-1: First Pay: 2022-01-25; Registration: 144T/Kro E;
Q-2: First Pay: 2022-01-25; Registration: 144P/Ilb O;
R-3: First Pay: 2022-01-25; Registration: 144N/Ibs I;
F-1: First Pay: 2022-01-25; Registration: 144G/Zln A;
T-1: First Pay: 2022-01-25; Registration: 144U/Opt V;
C-2: First Pay: 2022-01-25; Registration: 144V/Rpz J; Pricing Speed 25% TZO no 4tx Tnrr (onzk-qk ennz) |
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