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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
RWG
827.436
3.12
-
JJJ
-
-
TTT
32.10%
-
Yutcr
S-Cbpwu
-
200
4.55%
4.408%
74.15437
Z-1
OST
13.723
7.61
-
BBB
-
-
JJJ
51.30%
-
Wrmym
U-Yondr
-
400
4.98%
6.679%
58.37770
Filings
ABS-15G
Tranche Comments
J-1: First Pay: 2022-06-25; Registration: 144V/Imt G; Z-1: First Pay: 2022-06-25; Registration: 144N/Uso I;
Pricing Speed
25% JZN yp CNS (4ox eyuu)
B&I
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