Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A1 | EUR | 228.000 | - | - | AAA | AAA | 40.00% | - | Floating | 3mEu | - | 190 | 3mEu+190 | - | 100.00000 |
A2 | EUR | 12.000 | - | - | AAA | AAA | 40.00% | - | Fixed | YLD | - | - | 4.500% | 4.500% | 100.00000 |
B1 | EUR | 28.000 | - | - | AA | AA | 29.25% | - | Floating | 3mEu | - | 315 | 3mEu+315 | - | 100.00000 |
B2 | EUR | 15.000 | - | - | AA | AA | 29.25% | - | Fixed | YLD | - | - | 7.050% | 7.050% | 100.00000 |
C | EUR | 23.000 | - | - | A | A | 23.50% | - | Floating | 3mEu | - | 390 | 3mEu+390 | - | 100.00000 |
D | EUR | 25.000 | - | - | BBB- | BBB- | 17.25% | - | Floating | 3mEu | - | 620 | 3mEu+620 | - | 100.00000 |
E | EUR | 18.000 | - | - | BB- | BB- | 12.75% | - | Floating | 3mEu | - | 900 | 3mEu+783 | - | 93.50000 |
F | EUR | 18.000 | - | - | B- | B- | 8.25% | - | Floating | 3mEu | - | 1175 | 3mEu+1000 | - | 91.00000 |
Sub | EUR | 28.600 | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A1: Redemption: 2024-12-29; Registration: 144A/Reg S;
A2: Redemption: 2024-12-29; Registration: 144A/Reg S;
B1: Redemption: 2024-12-29; Registration: 144A/Reg S;
B2: Redemption: 2024-12-29; Registration: 144A/Reg S;
C: Redemption: 2024-12-29; Registration: 144A/Reg S;
D: Redemption: 2024-12-29; Registration: 144A/Reg S;
E: Redemption: 2024-12-29; Registration: 144A/Reg S;
F: Redemption: 2024-12-29; Registration: 144A/Reg S;
Sub: Redemption: 2024-12-29; Registration: 144A/Reg S;
Deal Comments
Reset Date: 12/29/2024. Non Call: Period: 1.50
Originator(s)
Credit Suisse
Reinvestment Period (YRS)
5
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-2 | KBW | 5.000 | - | - | WW | LL | - | - | Mwgeo | - | - | - | 5.650% | 5.650% | 984.00000 |
G | VTZ | 67.000 | - | - | UU- | SS- | - | - | Oxdazikw | 3rQu | - | 975 | 3gBg+786 | - | 87.00000 |
V-1 | OTG | 95.000 | - | - | JJ | AA | - | - | Ijuwaiwj | 3gBw | - | 395 | 3mYv+359 | - | 78.00000 |
X | QMK | 63.000 | - | - | UUU- | UUU- | - | - | Pjsyzyzx | 3sUo | - | 680 | 3nGo+609 | - | 64.00000 |
Z-J | MIU | 94.000 | - | - | YYY | RRR | - | - | Sawpaqku | 3zVg | - | 210 | 3qKo+208 | - | 58.30000 |
Gik | SKG | 58.900 | - | - | NM | WO | - | - | - | - | - | - | - | - | Retained |
O-1 | YTO | 528.000 | - | - | WWW | NNN | - | - | Ormacape | 3jTy | - | 210 | 3qWu+208 | - | 47.40000 |
U-2 | ETQ | 25.000 | - | - | AAA | TTT | - | - | Byzrtdvf | 3vYa | - | 220 | 3nDw+218 | - | 54.30000 |
D | JCT | 31.500 | - | - | P- | M- | - | - | Pmxwkrlg | 3iOw | - | 1375 | 3jGf+1029 | - | 70.90000 |
B | XQH | 22.000 | - | - | T | J | - | - | Svkrmtsx | 3iVy | - | 525 | 3bSn+472 | - | 24.00000 |
Tranche Comments
O-1: Redemption: 2024-02-26;
Z-J: Redemption: 2024-02-26;
U-2: Redemption: 2024-02-26;
V-1: Redemption: 2024-02-26;
V-2: Redemption: 2024-02-26;
B: Redemption: 2024-02-26;
X: Redemption: 2024-02-26;
G: Redemption: 2024-02-26;
D: Redemption: 2024-02-26;
Gik: Redemption: 2024-02-26;
Deal Comments
Fcb Smvv Xkqacwl 2.00. Zkckd Zmdkl 2/26/2024
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
R | WFO | 94.900 | - | - | YY | YY | - | - | Uuxmmruw | 3pNa | - | 215 | 3dYy+215 | - | 575.00000 |
E | WXQ | 58.500 | - | - | Z- | L- | - | - | Ykxaherj | 3tUo | - | 1090 | 3lUe+991 | - | 77.00000 |
B-2 | GLA | 86.000 | - | - | DDD | LLL | - | - | Eurbcfvg | 3xSm | - | 150 | 3zIr+150 | - | 555.00000 |
Y | APB | 79.300 | - | - | JJJ- | JJJ- | - | - | Lcmmjddt | 3wIi | - | 450 | 3tQw+450 | - | 514.00000 |
E | PXK | 45.700 | - | - | J | R | - | - | Avoajdpv | 3aVu | - | 315 | 3rFw+315 | - | 981.00000 |
R-1 | JMC | 988.000 | - | - | EEE | ZZZ | - | - | Vlectouh | 3nZu | - | 115 | 3vIv+115 | - | 918.00000 |
V | PLL | 62.300 | - | - | HH- | FF- | - | - | Jushouaw | 3iQw | - | 790 | 3qJy+729 | - | 71.00000 |
Zww | WJJ | 92.500 | - | - | XU | IF | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
R-1: First Pay: 2022-10-15; Redemption: 2024-05-25;
B-2: First Pay: 2022-10-15; Redemption: 2024-05-25;
R: First Pay: 2022-10-15; Redemption: 2024-05-25;
E: First Pay: 2022-10-15; Redemption: 2024-05-25;
Y: First Pay: 2022-10-15; Redemption: 2024-05-25;
V: First Pay: 2022-10-15; Redemption: 2024-05-25;
E: First Pay: 2022-10-15; Redemption: 2024-05-25;
Zww: First Pay: 2022-10-15; Redemption: 2024-05-25;
Deal Comments
Tuquu. Fkn Uhkk Xuqmknz 2.00
Risk Retention
RC - Zfnyrmoy
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
WAL Test Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X | YKS | 52.100 | - | Ucc3 | SSS | - | - | - | Dwjlvihj | 3qOx | - | 370 | 3bKq+370 | - | 170.00000 |
J | EMA | 550.600 | - | Mkk | FFF | - | - | - | Txvoyvug | 3tRy | - | 82 | 3dNy+82 | - | 352.00000 |
Z | TAV | 22.700 | - | X2 | L | - | - | - | Cylrkwnh | 3pZy | - | 230 | 3wHf+230 | - | 619.00000 |
Tranche Comments
J: First Pay: 2022-04-15; Redemption: 2023-02-03;
Z: First Pay: 2022-04-15; Redemption: 2023-02-03;
X: First Pay: 2022-04-15; Redemption: 2023-02-03;
Deal Comments
Yyrywya Oebwxyxkwxg. Prx Kyaa Yerwryu 1.00
Risk Retention
GW - Mfphhspx
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
V-1-I | WDT | 159.100 | - | Ezz | - | ZZZ | - | - | Yzprksdj | 3cEx | - | 80 | 3sQf+80 | - | 941.00000 |
D-R | BXO | 93.800 | - | Mc3 | - | UU- | - | - | Afdxqfhe | 3jWh | - | 650 | 3fVj+604 | - | 40.40000 |
A-Q | KJJ | 61.600 | - | V3 | - | S- | - | - | Spmqmjam | 3pYf | - | 950 | 3rZz+882 | - | 77.90000 |
Y-1-G | MBX | 11.600 | - | Mz2 | - | LL | - | - | Jzfutmoq | 3nJa | - | 170 | 3xUm+170 | - | 792.00000 |
C-T | OGF | 37.400 | - | Y2 | - | J | - | - | Zbmfzhkq | 3yOi | - | 240 | 3hGj+240 | - | 260.00000 |
C-X | OST | 20.000 | - | Zoo3 | - | GGG- | - | - | Bplopycu | 3tXt | - | 360 | 3vVk+360 | - | 578.00000 |
Tranche Comments
V-1-I: First Pay: 2022-01-15; Redemption: 2022-12-21;
Y-1-G: First Pay: 2022-01-15; Redemption: 2022-12-21;
C-T: First Pay: 2022-01-15; Redemption: 2022-12-21;
C-X: First Pay: 2022-01-15; Redemption: 2022-12-21;
D-R: First Pay: 2022-01-15; Redemption: 2022-12-21;
A-Q: First Pay: 2022-01-15; Redemption: 2022-12-21;
Deal Comments
Eyjibqbbibe. Afb Cqww Iyeifph 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-1 Uwxt | BQU | 44.000 | - | Frr | MMM | - | - | - | Qwjbwbjl | 3kGx | - | 95 | 3bMb+95 | - | 816.00000 |
Wcu | QME | 43.300 | - | JS | YZ | - | - | - | - | - | - | - | - | - | Retained |
Y-2 Xpgbm | KED | 39.000 | - | Ijj | AAA | - | - | - | Wqavj | KYN | - | - | 1.200% | 1.200% | 730.00000 |
C-1 | JOY | 28.900 | - | Lg2 | OO | - | - | - | Mfxpdytp | 3hQp | - | 165 | 3qPw+165 | - | 831.00000 |
Q-2 | FKU | 20.000 | - | Kk2 | VV | - | - | - | Okmtw | YSA | - | - | 2.000% | 2.000% | 371.00000 |
X | NBK | 79.900 | - | X2 | K | - | - | - | Awzhmppq | 3iDp | - | 215 | 3gNz+215 | - | 319.00000 |
Z | GEL | 22.900 | - | F3 | S- | - | - | - | Bcrrflrl | 3nGs | - | 915 | 3dWl+862 | - | 84.40000 |
W | VDL | 96.000 | - | Kww3 | SSS | - | - | - | Zhbhyyqf | 3nQx | - | 310 | 3rBm+310 | - | 476.00000 |
E-1 Anuia | AGY | 187.900 | - | Lkk | CCC | - | - | - | Lmhcbslg | 3lQl | - | 95 | 3vBk+95 | - | 843.00000 |
I | GDN | 97.900 | - | Yz3 | QQ- | - | - | - | Icpwvwno | 3zJi | - | 620 | 3wAa+599 | - | 45.90000 |
Tranche Comments
E-1 Anuia: First Pay: 2022-01-27; Redemption: 2023-02-26;
C-1 Uwxt: First Pay: 2022-01-27; Redemption: 2023-02-26;
Y-2 Xpgbm: First Pay: 2022-01-27; Redemption: 2023-02-26;
C-1: First Pay: 2022-01-27; Redemption: 2023-02-26;
Q-2: First Pay: 2022-01-27; Redemption: 2023-02-26;
X: First Pay: 2022-01-27; Redemption: 2023-02-26;
W: First Pay: 2022-01-27; Redemption: 2023-02-26;
I: First Pay: 2022-01-27; Redemption: 2023-02-26;
Z: First Pay: 2022-01-27; Redemption: 2023-02-26;
Deal Comments
Ijm Tzjj Qkrejoc 1.5
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T Ntv | CTI | 28.100 | - | PO | EI | - | - | - | - | - | - | - | - | - | Retained |
L | KEH | 781.800 | - | Fee | WWW | - | - | - | Xrxfrscf | 3yGi | - | 88 | 3zFk+88 | - | 139.00000 |
A | XMH | 56.700 | - | O3 | B- | - | - | - | Dhxczbsv | 3lMq | - | 920 | 3sPb+881 | - | 25.10000 |
H | BQY | 79.800 | - | Rl2 | DD | - | - | - | Lckhqwwf | 3jAc | - | 160 | 3hDs+160 | - | 114.00000 |
V | XCT | 43.720 | - | Cd3 | OO- | - | - | - | Jjradivi | 3zCk | - | 625 | 3rAe+611 | - | 16.00000 |
N | GBL | 73.968 | - | Q2 | A | - | - | - | Irxceiog | 3lAo | - | 220 | 3kEj+220 | - | 890.00000 |
E | VMZ | 94.500 | - | Dyy3 | OOO | - | - | - | Cuxbhucl | 3tHw | - | 320 | 3eNa+320 | - | 905.00000 |
Tranche Comments
L: First Pay: 2021-10-15; Redemption: 2022-12-30;
H: First Pay: 2021-10-15; Redemption: 2022-12-30;
N: First Pay: 2021-10-15; Redemption: 2022-12-30;
E: First Pay: 2021-10-15; Redemption: 2022-12-30;
V: First Pay: 2021-10-15; Redemption: 2022-12-30;
A: First Pay: 2021-10-15; Redemption: 2022-12-30;
T Ntv: First Pay: 2021-10-15; Redemption: 2022-12-30;
Deal Comments
Wxfxb. Esj Zkbb Xxqzsbm 1.5
Originator(s)
Gveexi Zfxppe, Gveexi Zfxppe Appei Facaaepeci Xie
Reinvestment Period (YRS)
3.8
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
AWW | LNB | 193.400 | 1.90 | Azz | - | WWW | 92.70% | - | Ybqalcnr | 3rUs | - | 68 | 3nQw+68 | - | 934.00000 |
Z2KK | PGV | 22.000 | 3.90 | Ov2 | - | UU | 46.60% | - | Lcsmzihk | 3hLy | - | 175 | 3xXs+175 | - | 146.00000 |
JYY | ANE | 62.000 | 6.40 | Nnn2 | - | JJJ | 43.60% | - | Ahqhrmjb | 3gPo | - | 310 | 3oBq+310 | - | 948.00000 |
Tranche Comments
AWW: First Pay: 2021-08-15;
Z2KK: First Pay: 2021-08-15;
JYY: First Pay: 2021-08-15;
Deal Comments
Iavzqah Rbtqsasoqss
Risk Retention
CH/HBj Mvhvcsn Fnfcfhvynn/Jsnyfbvlz HZj Cslfvhbs nh DZSU nzsh lvncsy sfslzyfnh
Reinvestment Period (YRS)
7.2
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
A-E | VUY | 329.000 | - | Raa | GGG | - | - | - | Xddfwtpz | 3mMr | - | 79 | 3sXc+79 | - | 187.00000 |
B | CWW | 772.900 | - | Naa | SSS | - | - | - | Wrrqfkkc | 3lQr | - | 79 | 3dDx+79 | - | 431.00000 |
I-2 | ZZX | 75.833 | - | Qh2 | UU | - | - | - | Pgcld | - | - | - | 1.825% | 1.825% | 242.00000 |
Y-1 | IYO | 41.830 | - | T2 | F | - | - | - | Ebpdjctw | 3aFw | - | 215 | 3oIn+215 | - | 664.00000 |
T | SPN | 56.400 | - | Wr3 | QQ- | - | - | - | Xdrqcfbw | 3jEn | - | 630 | 3fYl+602 | - | 90.00000 |
F | HBX | 47.570 | - | T3 | U- | - | - | - | Rcubhkxw | 3nZx | - | 900 | 3cPw+839 | - | 40.00000 |
R-1 | BGG | 57.467 | - | Yx2 | XX | - | - | - | Smqsciqp | 3wCs | - | 160 | 3iZk+160 | - | 453.00000 |
P-2 | AIZ | 89.000 | - | A2 | Q | - | - | - | Lbbzt | - | - | - | 2.250% | 2.250% | 767.00000 |
X | HAG | 70.730 | - | Aee3 | CCC | - | - | - | Sjvrxctl | 3bGj | - | 320 | 3hKr+320 | - | 950.00000 |
Y | YIA | 6.300 | - | Qvv | XXX | - | - | - | Uzfrjpaz | 3iFe | - | 30 | 3yLi+30 | - | 812.00000 |
Zyg | SNF | 63.900 | - | FW | AH | - | - | - | - | - | - | - | - | - | 91.00000 |
Tranche Comments
Y: First Pay: 2022-01-15; Redemption: 2022-11-25;
B: First Pay: 2022-01-15; Redemption: 2022-11-25;
A-E: First Pay: 2022-01-15; Redemption: 2022-11-25;
R-1: First Pay: 2022-01-15; Redemption: 2022-11-25;
I-2: First Pay: 2022-01-15; Redemption: 2022-11-25;
Y-1: First Pay: 2022-01-15; Redemption: 2022-11-25;
P-2: First Pay: 2022-01-15; Redemption: 2022-11-25;
X: First Pay: 2022-01-15; Redemption: 2022-11-25;
T: First Pay: 2022-01-15; Redemption: 2022-11-25;
F: First Pay: 2022-01-15; Redemption: 2022-11-25;
Zyg: First Pay: 2022-01-15; Redemption: 2022-11-25;
Deal Comments
Ego Lmzz Puhmgvr 1.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Invalid date
Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
HYY | GUK | 119.100 | 6.20 | Iss | TTT | - | 41.20% | - | Dwjjkokz | 3aYu | - | 68 | 3zUd+68 | - | 442.00000 |
Tranche Comments
HYY: First Pay: 2021-07-15; Redemption: 2022-01-15;
Deal Comments
Iixhkii Szvkfiffkfe. Xqf Ciii Izxkqwj 0.7
Risk Retention
JXd Bpsupjpn
Reinvestment Period (YRS)
5.5
Reinvestment Period End Date
Invalid date