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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
A-1
USD
201.432
1.87
-
AAA
-
-
AAA
41.95%
-
Fixed
I-Curve
-
200
4.55%
4.408%
99.99846
M-1
USD
23.942
3.99
-
BBB
-
-
BBB
15.35%
-
Fixed
I-Curve
-
400
4.98%
6.679%
94.03064
Hide Details
Filings
ABS-15G
Tranche Comments
A-1: First Pay: 2022-06-25; Registration: 144A/Reg S; M-1: First Pay: 2022-06-25; Registration: 144A/Reg S;
Pricing Speed
25% CPR to ERD (4yr call)
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