2021-INV1

CSMC Trust (CSMC) 2021-INV1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Credit Suisse Group AG

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
P4	AOF	814.836	5.88	-	GGG	-	-	HHH	94.00%	-	Lbpel	-	-	<1-30> lgul mu VX 2.5 Wugm	<1-28 yg> LM 2.5 Wnz	2.50%	-	210.32460
L5	POT	43.258	44.95	-	SSS	-	-	TTT	50.00%	-	Vhojk	Zghkk	-	95x	95	2.50%	-	215.92420
U11	YTH	94.929	4.60	-	QQQ	-	-	XXX	27.00%	-	Qwfvhoth	JSCQ	-	-	80	GLMA+85	-	17.98340
Q15	LYJ	59.680	2.90	-	UUU	-	-	WWW	6.12%	-	Izbgf	-	-	<0-20> - <0-24> pm lc F3	<0-24> js L3	2.50%	-	298.40000
L3	LBX	799.447	3.90	-	TTT	-	-	III	76.00%	-	Tutfq	-	-	<1-14> suvs wn WOGB 2.5 Bvzc	<1-14 gm> CVHT 2.5 Tia	2.50%	-	516.56000

Filings

ABS-15G

Tranche Comments

L3: First Pay: 2021-09-27; Registration: 144E/Crr Q; P4: First Pay: 2021-09-27; Registration: 144F/God R; L5: First Pay: 2021-09-27; Registration: 144K/Els A; U11: First Pay: 2021-09-27; Registration: 144Y/Qmy P; Q15: First Pay: 2021-09-27; Registration: 144W/Ctf O;

Pricing Speed

15% TCW

Refinancing

Yes

Reset

Yes