| 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 |
|---|
| V-1 | JIZ | 310.861 | 1.50 | - | MMM | - | - | MMM | 70.80% | - | Ivxof | B-Cbwyg | - | - | 240 | 5.17% | 5.312% | 82.34730 | | I-1 | GFP | 77.463 | 8.98 | - | WWW | - | - | QQQ | 88.45% | - | Joqho | J-Csmgw | - | - | 525 | 5.17% | 8.002% | 84.34655 | | M-2 | TJF | 36.664 | 1.50 | - | UU | - | - | VV- | 85.60% | - | Hncsm | U-Ombdt | - | - | 335 | 5.17% | 6.262% | 11.57996 | | V-3 | IQH | 47.249 | 6.80 | - | F | - | - | O | 75.92% | - | Aqski | J-Qqccx | - | - | 410 | 5.17% | 7.012% | 62.45660 |
Tranche Comments V-1: First Pay: 2022-08-25; Registration: 144F/Bkc J;
M-2: First Pay: 2022-08-25; Registration: 144P/Kia G;
V-3: First Pay: 2022-08-25; Registration: 144M/Lrx I;
I-1: First Pay: 2022-08-25; Registration: 144Y/Lei S; Pricing Speed 25% LII nm AIK (4pz hwvv) |
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