| 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 |
|---|
| A-1 | ZHF | 41.367 | 1.76 | - | XXX | - | - | LLL | 6.64% | - | Nvbom | Yfbot | - | - | 300 | 4.00% | 5.474% | 22.59345 | | C-1C | ENA | 106.376 | 8.87 | - | OOO | - | - | EEE | 75.29% | - | Yhuis | RUGA | - | - | 160 | 4.12% | 4.005% | 95.48915 | | P-2 | FKJ | 50.858 | 7.46 | - | YY+ | - | - | GG | 49.80% | - | Rkhso | Bzovb | - | - | 210 | 4.00% | 4.574% | 65.26809 | | Z-1Q | CZT | 61.260 | 9.86 | - | LLL | - | - | DDD | 34.52% | - | Talzy | Oxdde | - | - | 180 | 4.00% | 4.274% | 72.33471 | | P-3 | TMY | 53.866 | 2.58 | - | D | - | - | F | 75.41% | - | Aptkv | Yumpm | - | - | 225 | 4.00% | 4.724% | 24.21408 |
Tranche Comments C-1C: First Pay: 2022-04-25; Registration: 144A/Neu P;
Z-1Q: First Pay: 2022-04-25; Registration: 144F/Qbg U;
P-2: First Pay: 2022-04-25; Registration: 144W/Des W;
P-3: First Pay: 2022-04-25; Registration: 144P/Wav G;
A-1: First Pay: 2022-04-25; Registration: 144P/Qdj Q; Pricing Speed 20% LNX kq KXT (4gx kbtt) |
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