| 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 |
|---|
| R-2 | NZY | 48.612 | 7.60 | - | EE | - | - | SS- | 94.65% | - | Nujlx | T-Inmjw | - | - | 335 | 5.17% | 6.262% | 90.40808 | | V-1 | IXH | 62.725 | 5.74 | - | UUU | - | - | TTT | 32.17% | - | Qkbml | F-Jhbpl | - | - | 525 | 5.17% | 8.002% | 50.82972 | | B-3 | NCZ | 62.743 | 7.80 | - | C | - | - | Z | 23.42% | - | Owmqb | X-Jonlm | - | - | 410 | 5.17% | 7.012% | 95.62016 | | O-1 | GGH | 728.873 | 9.80 | - | AAA | - | - | YYY | 41.60% | - | Qujwp | Q-Kizcp | - | - | 240 | 5.17% | 5.312% | 58.11070 |
Tranche Comments O-1: First Pay: 2022-08-25; Registration: 144G/Hvj K;
R-2: First Pay: 2022-08-25; Registration: 144Q/Qtz F;
B-3: First Pay: 2022-08-25; Registration: 144W/Kpf N;
V-1: First Pay: 2022-08-25; Registration: 144V/Ute A; Pricing Speed 25% XXN qv YNQ (4qk khhh) |
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