| 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 |
|---|
| I-1P | TVU | 46.187 | 6.92 | - | WWW | - | - | NNN | 61.60% | - | Wmfqp | Q-Bdiaq | - | - | 190 | 4.26% | 4.680% | 41.40896 | | H-3 | BPA | 47.825 | 7.88 | - | V | - | - | A | 20.90% | - | Fnynu | V-Klpka | - | - | 270 | 4.26% | 5.482% | 63.31143 | | X-1 | WGN | 24.544 | 2.22 | - | III | - | - | VVV | 96.10% | - | Bzrqq | V-Kokyf | - | - | 305 | 4.26% | 5.832% | 28.12620 | | R-2 | VWY | 44.155 | 5.76 | - | LL | - | - | DD | 83.70% | - | Nznec | M-Ylygn | - | - | 255 | 4.26% | 5.332% | 36.16490 | | T-1T | ESX | 587.276 | 3.76 | - | QQQ | - | - | NNN | 39.30% | - | Jgszu | L-Axzwz | - | - | 165 | 4.12% | 3.974% | 71.71670 |
Tranche Comments T-1T: First Pay: 2022-05-25; Registration: 144Z/Yva L;
I-1P: First Pay: 2022-05-25; Registration: 144M/Nls E;
R-2: First Pay: 2022-05-25; Registration: 144O/Eck K;
H-3: First Pay: 2022-05-25; Registration: 144I/Jpj R;
X-1: First Pay: 2022-05-25; Registration: 144Z/Wev V; Pricing Speed 20% FBV hv PVD (4wq oncc) |
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