| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
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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 |
|---|
| I-2 | URN | 47.529 | 4.70 | - | MM | - | - | YY- | 62.13% | - | Wlwom | B-Joajj | - | - | 335 | 5.17% | 6.262% | 81.29975 | | S-3 | CIF | 77.944 | 1.70 | - | U | - | - | S | 46.51% | - | Jziwr | A-Edyfq | - | - | 410 | 5.17% | 7.012% | 32.65960 | | B-1 | RGK | 807.570 | 5.20 | - | YYY | - | - | MMM | 39.60% | - | Ezqtq | W-Rbqmz | - | - | 240 | 5.17% | 5.312% | 79.96700 | | R-1 | WCV | 59.103 | 9.69 | - | MMM | - | - | SSS | 85.63% | - | Urepe | R-Yjrkh | - | - | 525 | 5.17% | 8.002% | 13.87998 |
Tranche Comments B-1: First Pay: 2022-08-25; Registration: 144L/Xsf Y;
I-2: First Pay: 2022-08-25; Registration: 144V/Ooj R;
S-3: First Pay: 2022-08-25; Registration: 144F/Mkd N;
R-1: First Pay: 2022-08-25; Registration: 144U/Zhq C; Pricing Speed 25% KIW qz NWA (4jb bkzz) |
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