| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CSMC 2022-NQM1 (USD 544m) | Credit Suisse Group AG | | USOA | Jan 24, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-2 | NLC | 13.900 | 4.59 | - | VV | - | - | XX- | 55.90% | - | Xgrra | Nkiua | - | - | 135 | 2.57% | 2.503% | 96.87083 | | N-1 | EPP | 314.870 | 7.52 | - | NNN | - | - | SSS | 36.10% | - | Hgyow | Yzalv | - | - | 105 | 2.27% | 2.203% | 77.75400 | | G-3 | HOK | 73.257 | 4.26 | - | B | - | - | B | 1.16% | - | Eqvzg | Jwlbs | - | - | 145 | 2.68% | 2.603% | 20.72433 | | A-1 | TWT | 63.545 | 9.97 | - | YY | - | - | BB | 8.26% | - | ETN | Dcymc | - | - | 290 | - | 4.393% | 49.37596 | | M-2 | VTS | 26.405 | 6.64 | - | J | - | - | O | 1.70% | - | ZUX | Ynlqg | - | - | 390 | - | 5.393% | 87.23908 | | G-1 | PTV | 41.792 | 3.46 | - | VVV | - | - | EEE | 4.71% | - | Grrbg | Rbunf | - | - | 205 | 3.58% | 3.543% | 67.80965 |
Tranche Comments N-1: First Pay: 2022-02-25; Registration: 144Q/Yla T;
N-2: First Pay: 2022-02-25; Registration: 144L/Nqj M;
G-3: First Pay: 2022-02-25; Registration: 144F/Qsh E;
G-1: First Pay: 2022-02-25; Registration: 144J/Lsr C;
A-1: First Pay: 2022-02-25; Registration: 144G/Jwn B;
M-2: First Pay: 2022-02-25; Registration: 144U/Aqc Z; Pricing Speed 25% ZKJ jv ZJG (4ir qujj) |
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