| 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 |
|---|
| G-1 | MUC | 92.258 | 6.72 | - | FFF | - | - | WWW | 13.46% | - | Djzcb | B-Cpnuw | - | - | 525 | 5.17% | 8.002% | 47.55299 | | P-1 | PTY | 908.859 | 3.80 | - | PPP | - | - | MMM | 93.50% | - | Iwgyg | H-Flbuq | - | - | 240 | 5.17% | 5.312% | 81.70340 | | W-2 | VHB | 75.696 | 4.40 | - | HH | - | - | QQ- | 21.20% | - | Tomtv | O-Sohrs | - | - | 335 | 5.17% | 6.262% | 63.26775 | | Y-3 | CFW | 39.411 | 8.40 | - | E | - | - | I | 92.34% | - | Whknd | L-Fxcua | - | - | 410 | 5.17% | 7.012% | 45.85922 |
Tranche Comments P-1: First Pay: 2022-08-25; Registration: 144V/Gar C;
W-2: First Pay: 2022-08-25; Registration: 144L/Uzk X;
Y-3: First Pay: 2022-08-25; Registration: 144V/Ryq P;
G-1: First Pay: 2022-08-25; Registration: 144B/Ohk J; Pricing Speed 25% ZUZ qk CZX (4gq egxx) |
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