| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | CSMC 2022-NQM5 (USD 349m) | Credit Suisse Group AG | | USOA | Aug 1, 2022 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| N-3 | QMS | 15.104 | 2.90 | - | T | - | - | H | 94.22% | - | Lnyhz | E-Hgqdp | - | - | 410 | 5.17% | 7.012% | 82.31803 | | V-1 | ZOO | 85.754 | 6.26 | - | WWW | - | - | DDD | 34.39% | - | Embjh | O-Jcjwp | - | - | 525 | 5.17% | 8.002% | 41.67550 | | M-1 | AFW | 841.967 | 3.70 | - | JJJ | - | - | RRR | 12.10% | - | Okbco | A-Bdiut | - | - | 240 | 5.17% | 5.312% | 17.45610 | | O-2 | QBU | 38.106 | 8.10 | - | CC | - | - | CC- | 17.78% | - | Qinpo | M-Odple | - | - | 335 | 5.17% | 6.262% | 15.66177 |
Tranche Comments M-1: First Pay: 2022-08-25; Registration: 144T/Yob P;
O-2: First Pay: 2022-08-25; Registration: 144T/Jfk A;
N-3: First Pay: 2022-08-25; Registration: 144L/Dhn D;
V-1: First Pay: 2022-08-25; Registration: 144H/Atn Q; Pricing Speed 25% FGI hm YIS (4th yvdd) |
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