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RMBS
Non-Qualified Mortgage
Parent Companies
Credit Suisse Group AG
CSMC Trust
2022-ATH2
CSMC Trust (CSMC) 2022-ATH2
ABS
RMBS
CSMC 2022-ATH2 (USD 225m)
Credit Suisse Group AG
CSG
,
HSB
USOA
May 26, 2022
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
J-1
MUR
53.808
7.10
-
AAA
-
-
EEE
70.48%
-
Bolrm
P-Vmwch
-
400
4.98%
6.679%
84.27980
A-1
PST
911.573
5.57
-
CCC
-
-
ZZZ
40.85%
-
Tapgo
J-Xyulx
-
200
4.55%
4.408%
53.77699
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Filings
ABS-EE
Tranche Comments
A-1: First Pay: 2022-06-25; Registration: 144M/Rlr C; J-1: First Pay: 2022-06-25; Registration: 144D/Lbs E;
Pricing Speed
25% NZX bj LXK (4oh yqqq)
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