| 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 |
|---|
| A-3 | KQV | 88.960 | 2.60 | - | P | - | - | Z | 99.92% | - | Wmzwg | J-Dhupb | - | - | 410 | 5.17% | 7.012% | 59.79338 | | B-2 | IQU | 85.949 | 8.10 | - | LL | - | - | DD- | 97.19% | - | Pzbwy | E-Lqjhp | - | - | 335 | 5.17% | 6.262% | 68.18472 | | F-1 | QNR | 99.563 | 7.94 | - | VVV | - | - | XXX | 68.82% | - | Yiytb | W-Afokk | - | - | 525 | 5.17% | 8.002% | 94.97695 | | N-1 | QGG | 789.416 | 6.90 | - | KKK | - | - | CCC | 61.70% | - | Whaqo | D-Pmrrq | - | - | 240 | 5.17% | 5.312% | 10.90130 |
Tranche Comments N-1: First Pay: 2022-08-25; Registration: 144D/Joa U;
B-2: First Pay: 2022-08-25; Registration: 144N/Mlx Q;
A-3: First Pay: 2022-08-25; Registration: 144W/Yua B;
F-1: First Pay: 2022-08-25; Registration: 144P/Mrx Y; Pricing Speed 25% NOM fh KMN (4bm jgaa) |
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