| 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-1 | CGH | 379.490 | 1.80 | - | RRR | - | - | XXX | 69.40% | - | Jliku | Giyba | - | - | 105 | 2.27% | 2.203% | 10.18500 | | J-3 | JAP | 57.399 | 2.10 | - | V | - | - | N | 4.24% | - | Briyz | Ltuew | - | - | 145 | 2.68% | 2.603% | 41.28055 | | G-2 | IAT | 86.900 | 8.71 | - | LL | - | - | SS- | 86.50% | - | Honkc | Tvvdl | - | - | 135 | 2.57% | 2.503% | 59.66186 | | I-2 | ESL | 42.556 | 1.63 | - | F | - | - | H | 7.90% | - | LQF | Nnnzz | - | - | 390 | - | 5.393% | 29.10129 | | I-1 | LUW | 71.412 | 7.57 | - | GG | - | - | PP | 4.11% | - | SGC | Ggurz | - | - | 290 | - | 4.393% | 30.92058 | | O-1 | XPT | 98.213 | 7.16 | - | FFF | - | - | QQQ | 7.11% | - | Hiutx | Sozvx | - | - | 205 | 3.58% | 3.543% | 34.67588 |
Tranche Comments N-1: First Pay: 2022-02-25; Registration: 144M/Ntc J;
G-2: First Pay: 2022-02-25; Registration: 144F/Xcm G;
J-3: First Pay: 2022-02-25; Registration: 144E/Dql N;
O-1: First Pay: 2022-02-25; Registration: 144Q/Hbz W;
I-1: First Pay: 2022-02-25; Registration: 144D/Uuc I;
I-2: First Pay: 2022-02-25; Registration: 144K/Zlo X; Pricing Speed 25% MHT dt ETI (4of duoo) |
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