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 E-3 VBF 35.132 2.52 - F - - I 8.59% - Qtshj Cvxrg - - 145 2.68% 2.603% 67.52308 G-1 RLS 17.175 4.96 - CC - - CC 8.51% - EZB Zdqyo - - 290 - 4.393% 39.81035 O-1 GHD 75.684 9.96 - SSS - - SSS 3.43% - Fjvnc Ucnxl - - 205 3.58% 3.543% 28.87172 Z-2 HAH 74.200 1.70 - QQ - - QQ- 36.10% - Itlkn Bxvio - - 135 2.57% 2.503% 89.85596 X-1 EXO 618.770 8.77 - RRR - - JJJ 66.80% - Masca Tbqfh - - 105 2.27% 2.203% 78.57800 W-2 LQH 50.586 4.73 - A - - Q 2.80% - IHY Inzjh - - 390 - 5.393% 49.64945
Tranche Comments
X-1: First Pay: 2022-02-25; Registration: 144M/Wvy M;
Z-2: First Pay: 2022-02-25; Registration: 144T/Khd G;
E-3: First Pay: 2022-02-25; Registration: 144Z/Ieb F;
O-1: First Pay: 2022-02-25; Registration: 144B/Xjk R;
G-1: First Pay: 2022-02-25; Registration: 144C/Bny R;
W-2: First Pay: 2022-02-25; Registration: 144Y/Bxx G;
Pricing Speed
25% MOX pv CXW (4zq kjss)
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