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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
PRCD
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
G-1
GKE
235.707
3.92
-
KKK
-
-
KKK
30.73%
-
Noohw
Y-Lvgiv
-
200
4.55%
4.408%
55.70060
F-1
ONH
15.361
5.74
-
UUU
-
-
BBB
75.14%
-
Qbfuh
H-Dwqse
-
400
4.98%
6.679%
43.47930
Filings
ABS-15G
Tranche Comments
G-1: First Pay: 2022-06-25; Registration: 144W/Hzd O; F-1: First Pay: 2022-06-25; Registration: 144V/Hvu L;
Pricing Speed
25% GKS fg PSO (4np jtyy)
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