| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CSMC 2022-NQM2 (USD 413m) | Credit Suisse Group AG | | USOA | Mar 24, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| S-1S | ALE | 838.170 | 4.29 | - | EEE | - | - | MMM | 48.10% | - | Xasrg | UNGY | - | - | 160 | 4.12% | 4.005% | 93.44171 | | C-2 | PSV | 77.615 | 7.87 | - | SS+ | - | - | MM | 23.40% | - | Raiwi | Guhgr | - | - | 210 | 4.00% | 4.574% | 12.31952 | | M-3 | YQR | 62.194 | 7.87 | - | M | - | - | Q | 74.19% | - | Ihvod | Bnfqz | - | - | 225 | 4.00% | 4.724% | 63.14424 | | K-1H | FEA | 60.806 | 9.66 | - | EEE | - | - | CCC | 27.35% | - | Nbtsj | Xnaku | - | - | 180 | 4.00% | 4.274% | 66.90898 | | K-1 | CMX | 45.112 | 7.72 | - | BBB | - | - | DDD | 6.15% | - | Niver | Ogiom | - | - | 300 | 4.00% | 5.474% | 76.82937 |
Tranche Comments S-1S: First Pay: 2022-04-25; Registration: 144M/Lvm Q;
K-1H: First Pay: 2022-04-25; Registration: 144W/Ivk S;
C-2: First Pay: 2022-04-25; Registration: 144T/Qyu H;
M-3: First Pay: 2022-04-25; Registration: 144E/Jvb G;
K-1: First Pay: 2022-04-25; Registration: 144I/Jfg J; Pricing Speed 20% WTV ne TVK (4qw rsoo) |
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