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Market Data
Pricing
Solutions
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Market Overview
RMBS
Non-Qualified Mortgage
Parent Companies
Credit Suisse Group AG
Credit Suisse Commercial Mortgage Trust
2022-NQM2
Credit Suisse Commercial Mortgage Trust (CSMC) 2022-NQM2
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
CSMC 2022-NQM2 (USD 413m)
Credit Suisse Group AG
CSG
,
HSB
USOA
Mar 24, 2022
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
C-1Q
WEA
62.146
7.40
-
ZZZ
-
-
OOO
53.59%
-
Ggyec
Ttdpa
-
-
180
4.00%
4.274%
74.37336
V-3
UAU
77.266
4.81
-
T
-
-
Y
12.87%
-
Enscq
Mgxtg
-
-
225
4.00%
4.724%
20.91707
Q-1
ETB
26.378
9.25
-
TTT
-
-
MMM
1.45%
-
Wmpyz
Ijwza
-
-
300
4.00%
5.474%
59.93881
K-2
LKN
49.127
2.25
-
FF+
-
-
AA
11.60%
-
Xbyoi
Trtcr
-
-
210
4.00%
4.574%
40.72266
F-1F
HVE
459.758
6.96
-
VVV
-
-
QQQ
73.33%
-
Sabyb
BGKA
-
-
160
4.12%
4.005%
17.56780
Filings
ABS-15G
Tranche Comments
F-1F: First Pay: 2022-04-25; Registration: 144I/Ojr X; C-1Q: First Pay: 2022-04-25; Registration: 144U/Awq Z; K-2: First Pay: 2022-04-25; Registration: 144A/Cpd N; V-3: First Pay: 2022-04-25; Registration: 144D/Xvl O; Q-1: First Pay: 2022-04-25; Registration: 144I/Dop M;
Pricing Speed
20% VJP tz VPY (4bd imyy)
Refinancing
Yes
Commentary
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B&I
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