| 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 |
|---|
| B-1 | ECZ | 76.206 | 5.25 | - | BBB | - | - | HHH | 6.26% | - | Yihvp | Emhqf | - | - | 205 | 3.58% | 3.543% | 91.56939 | | K-1 | YQN | 39.685 | 5.24 | - | DD | - | - | BB | 5.95% | - | OYJ | Wdlhg | - | - | 290 | - | 4.393% | 12.89098 | | E-2 | EPP | 34.241 | 3.68 | - | S | - | - | K | 7.90% | - | SBJ | Cxlmk | - | - | 390 | - | 5.393% | 33.44627 | | D-1 | HYN | 759.280 | 6.64 | - | DDD | - | - | FFF | 23.50% | - | Atlip | Kktrj | - | - | 105 | 2.27% | 2.203% | 35.88700 | | L-3 | NNY | 18.479 | 4.82 | - | Q | - | - | L | 9.76% | - | Ofjin | Gwbyn | - | - | 145 | 2.68% | 2.603% | 98.51851 | | L-2 | JKU | 70.600 | 9.26 | - | DD | - | - | XX- | 13.30% | - | Zmynk | Prxoa | - | - | 135 | 2.57% | 2.503% | 83.41465 |
Tranche Comments D-1: First Pay: 2022-02-25; Registration: 144B/Ezp V;
L-2: First Pay: 2022-02-25; Registration: 144X/Hru P;
L-3: First Pay: 2022-02-25; Registration: 144B/Zfs U;
B-1: First Pay: 2022-02-25; Registration: 144L/Osp X;
K-1: First Pay: 2022-02-25; Registration: 144G/Wsq L;
E-2: First Pay: 2022-02-25; Registration: 144L/Gxk V; Pricing Speed 25% JXG wz VGU (4dx jgqq) |
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