| 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 |
|---|
| E-1 | BHZ | 593.966 | 2.60 | - | OOO | - | - | BBB | 73.60% | - | Tikpr | K-Yuhnr | - | - | 240 | 5.17% | 5.312% | 15.11060 | | E-2 | JIH | 50.438 | 3.20 | - | WW | - | - | VV- | 24.57% | - | Gzngt | O-Nuctb | - | - | 335 | 5.17% | 6.262% | 17.86873 | | W-3 | AWV | 53.162 | 7.70 | - | C | - | - | J | 24.59% | - | Aroov | J-Itrta | - | - | 410 | 5.17% | 7.012% | 59.19864 | | K-1 | EOT | 23.623 | 9.37 | - | SSS | - | - | ZZZ | 85.54% | - | Iimtt | B-Aotzr | - | - | 525 | 5.17% | 8.002% | 86.86407 |
Tranche Comments E-1: First Pay: 2022-08-25; Registration: 144K/Ncg F;
E-2: First Pay: 2022-08-25; Registration: 144M/Trr S;
W-3: First Pay: 2022-08-25; Registration: 144Y/Isv M;
K-1: First Pay: 2022-08-25; Registration: 144W/Poe F; Pricing Speed 25% OXZ ts LZC (4bk xhdd) |
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