| 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 |
|---|
| J-1 | BCS | 48.833 | 4.48 | - | PPP | - | - | YYY | 18.41% | - | Sbyih | R-Wkxug | - | - | 525 | 5.17% | 8.002% | 67.41005 | | L-1 | IFR | 441.683 | 9.80 | - | HHH | - | - | DDD | 80.30% | - | Tpttb | J-Fncph | - | - | 240 | 5.17% | 5.312% | 75.44450 | | Y-2 | ETM | 93.715 | 2.50 | - | GG | - | - | YY- | 96.26% | - | Ajiwt | W-Yuids | - | - | 335 | 5.17% | 6.262% | 68.56489 | | A-3 | YEZ | 78.879 | 5.80 | - | A | - | - | O | 98.69% | - | Sinmj | D-Ogiwx | - | - | 410 | 5.17% | 7.012% | 91.38961 |
Tranche Comments L-1: First Pay: 2022-08-25; Registration: 144N/Avh V;
Y-2: First Pay: 2022-08-25; Registration: 144J/Vby O;
A-3: First Pay: 2022-08-25; Registration: 144C/Nwe X;
J-1: First Pay: 2022-08-25; Registration: 144P/Oio U; Pricing Speed 25% LFW qt SWX (4xf etxx) |
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