| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CSMC 2022-NQM3 (USD 498m) | Credit Suisse Group AG | | USOA | Apr 27, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| W-1 | XBR | 86.362 | 3.71 | - | HHH | - | - | OOO | 75.81% | - | Mcrtx | P-Sjpvg | - | - | 305 | 4.26% | 5.832% | 82.14910 | | V-2 | PUE | 40.107 | 1.68 | - | SS | - | - | CC | 80.30% | - | Ogltl | D-Qinow | - | - | 255 | 4.26% | 5.332% | 59.91470 | | A-1U | EPH | 69.783 | 5.38 | - | TTT | - | - | QQQ | 37.10% | - | Vhuke | X-Ulawj | - | - | 190 | 4.26% | 4.680% | 68.93580 | | O-3 | HXE | 64.453 | 4.29 | - | N | - | - | D | 67.60% | - | Rgxrp | V-Blsqg | - | - | 270 | 4.26% | 5.482% | 34.25424 | | L-1L | VMC | 748.892 | 1.57 | - | PPP | - | - | EEE | 44.50% | - | Cwmcp | R-Jpftt | - | - | 165 | 4.12% | 3.974% | 53.85260 |
Tranche Comments L-1L: First Pay: 2022-05-25; Registration: 144X/Fdw W;
A-1U: First Pay: 2022-05-25; Registration: 144B/Iui G;
V-2: First Pay: 2022-05-25; Registration: 144D/Ofr T;
O-3: First Pay: 2022-05-25; Registration: 144M/Qkq X;
W-1: First Pay: 2022-05-25; Registration: 144P/Tst J; Pricing Speed 20% BGK qe ZKV (4si nutt) |
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