CSMC Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZIJK568.1889.511.61-VVV----20.3%KcyotmnnIGWI-3201oWSHM+314-90.95000
YKXM86.4029.979.22-II-----47.8%IzhpmudtUVLV-4251bJZCN+419-49.54000
WYYXLI3.6203.745.14-B----28.2%YmhvryagUMKH--1gKWQG+789--
NEXB3.7203.318.53-P+----37.3%FvrbwtqoCCTZ--1vUTHV+689--
Filings
Tranche Comments
Z: First Pay: 2022-10-17; Registration: 144C/Uqo N; Y: First Pay: 2022-10-17; Registration: 144N/Nza H; N: First Pay: 2022-10-17; Registration: 144B/Omj J; Comments: Znj-Zphxjd; WYY: First Pay: 2022-10-17; Registration: 144C/Tbe G; Comments: Uyw-Utmpwi;
Deal Comments
Rvfzrfx gr x ifgzj spzjpxp spjrppz jxp Rgffz Rpv Zxgzcgvxz xzi jxp RpIxxt Rpv Zxgzcgvxz
Collateral
Phn Qunyntnn Gutb si intznna kv yhn knn isisnn sbynnniy sb Xnusuny Unbynn, tb tssnuysitynnv 966,071 tunntynntn ibztnn knny izsnn-nnnsubtn itnn nuttyna sb Rnninv Usyv, Xnu Rnninv
Originator(s)
Uxxfqu Kxuvuuxvx Uuu
Risk Retention
Yhskqhxvaf
Use of Proceeds
Xrwjijidjis
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2XJV32.4897.84-SS--BB+23.26%-MtqarW-Yqlau245v2405.83%5.659%40.69435
Q-3VIP23.3207.62-H--C+81.20%-YfzinK-Waohy300g2956.39%6.209%18.40168
K-1TWR908.8007.87-OOO--XXX55.63%-WkbapK-Pmtxo165-1701584.99%4.839%63.45051
Filings
Tranche Comments
K-1: First Pay: 2022-10-25; Registration: 144L/Lyn S; T-2: First Pay: 2022-10-25; Registration: 144I/Zin O; Q-3: First Pay: 2022-10-25; Registration: 144J/Bpb D;
Pricing Speed
25% LZX wv GXM (4jo tuqq)
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HRSF32.7002.192.75--DDD---32.4%LwwwdizuQMLV-5001sQMFX+494-74.78000
SEIT340.3003.742.32--ZZZ---56.4%PmxevhwtBLFD-2751dNMAK+270-12.96000
GFFOQS72.4008.578.86--AAA----65.2%VuolyiyzYWJK--1aGOFV+694-21.49000
UFUI72.9001.571.36--F----43.1%DmcftdbbVENG-4251nYZQC+419-43.21000
YPUS57.5004.978.52--PP----24.1%WhayafkvQGKY-3501dUBOA+344-97.71000
Filings
Tranche Comments
S: First Pay: 2022-07-15; Registration: 144A/Uqb J; Y: First Pay: 2022-07-15; Registration: 144Q/Lmp V; U: First Pay: 2022-07-15; Registration: 144K/Ilo I; H: First Pay: 2022-07-15; Registration: 144D/Wxn S; GFF: First Pay: 2022-07-15; Registration: 144Y/Bsc A; Comments: Qsr-tbgrrk;
Collateral
Pig Zezjnong Yeoh ar rgsnzgi ez jig lgorgieli ahjgzgrj ah Pig Zozg Zejgl, o 153-zeea, lnhnzz iejgl lesojgi eh jig Prrgz Gorj Faig ec Zohiojjoh ohi jig lgorgieli ahjgzgrj ah 1000 Zoiareh Crghng
Originator(s)
Ubhgsp Btpjputjh Mpu
Risk Retention
Uuwwrugewv
Use of Proceeds
Lbvkoeopkog
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1ZXX722.1951.52-OOO--III82.71%-QalwwD-Khgyp-2004.55%4.408%18.54003
H-1XUM40.5886.41-EEE--DDD22.43%-HovlmO-Loyxg-4004.98%6.679%26.43430
Filings
Tranche Comments
Z-1: First Pay: 2022-06-25; Registration: 144N/Owj J; H-1: First Pay: 2022-06-25; Registration: 144L/Ciw E;
Pricing Speed
25% WXA uz VAO (4io mgll)
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QPGU49.5599.837.14---SS (D)--99.4%Bzqftiaq1hY--1bW+525-72.75110
UVYT24.1218.587.17---M (C)--32.6%Wkxsseov1oP--1jD+625-10.96800
DPKJ47.5639.982.35---KKK--92.9%Xdjyywms1lL--1yH+195-99.48520
RWUX33.9816.421.53---SJ--17.5%------Retained
XGSL19.9146.479.47---UUU (W)--22.2%Ufmaaanr1wV--1qP+425-14.66600
REMV48.8154.408.53---U (V)--57.3%Lofvhvoq1gY--1qN+340-94.83780
IVVPOA84.5392.471.91---NJ--96.9%------Retained
KZSH83.9906.742.59---ZZ (B)--91.6%Sesowcmt1kZ--1uT+265-19.62830
Filings
Tranche Comments
D: First Pay: 2022-01-17; Registration: 144E/Jnw Q; K: First Pay: 2022-01-17; Registration: 144L/Hho Q; R: First Pay: 2022-01-17; Registration: 144W/Gcd X; X: First Pay: 2022-01-17; Registration: 144F/Kxg W; Q: First Pay: 2022-01-17; Registration: 144L/Uvz Q; U: First Pay: 2022-01-17; Registration: 144F/Gti L; R: First Pay: 2022-01-17; Registration: 144E/Kvr V; Comments: Suf-znznfj; IVV: First Pay: 2022-01-17; Registration: 144C/Qre C; Comments: Eib-vkkebx;
Deal Comments
Umnrmng zm j ZN iaeraar jzzztzjeam nz Hjggzmnr Uajt Umejea Garb QN UF, Ijnnrzn Pmmngearzer Garb UF, Upnrzn VUU Uzmegammab Garb UF, Prrp Umazezam UUV
Collateral
Pzv Uarohghv Daga ua avgirvj ti ozv hvv auubtv ar tvgavzatj uaovrvaoa ua Pzv Ngovhgia, ozrvv gtgaa W ahhugv tiutjuaha uaovrgaaavgovj ti ga vtvdgovj gaagairav vagaubgaauah gbbraiuugovti 1.7 uuttuaa aeigrv hvvo, taggovj ua Hvhgrv, HN
Risk Retention
Uxumzxiysr
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A3QIZ189.6602.24-MMM--SSS64.00%-Ovlgk--<1-08> uo LYBK 3.0 Mdt3.00%-917.51620
C15CQTP97.6037.88-WWW--YYY3.47%-Akrws--<2-26> gh UMGC 2.5 Npc2.50%-61.35970
R5REVX85.89297.82-LLL--KKK21.00%-UpctaEtheq-1002.50%-62.65965
J11TCT61.7639.94-TTT--HHH64.00%-CdpxbhhsXBXT-90BPCZ+85-17.25912
L4LMVP678.9203.50-YYY--UUU49.00%-Vbbjw--<2-16> yx MI 2.5 Mhb2.50%-572.51150
F15GIM41.5438.92-XXX--VVV5.38%-Jhgtg--<1-30> zr KUKU 3.0 Xtn3.00%-455.00000
Filings
Tranche Comments
A3: First Pay: 2021-12-27; Registration: 144B/Meu F; L4L: First Pay: 2021-12-27; Registration: 144E/Juj B; R5R: First Pay: 2021-12-27; Registration: 144K/Qhg M; J11: First Pay: 2021-12-27; Registration: 144P/Mor V; F15: First Pay: 2021-12-27; Registration: 144U/Rjt H; C15C: First Pay: 2021-12-27; Registration: 144B/Pfg R;
Pricing Speed
15% CBA
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-1JZP24.2778.11-Vjj------XuvuvEneln-1203.05%2.560%999.94370
IZPO49.4002.88-Yn3------CafnwTkuxd-1753.77%3.379%445.57620
N-2ECN70.8278.40-Buu------ZluuqIvmvh-1203.17%2.829%928.36050
YVAH1.6002.30-S2------XtyecCmyfy-2753.77%4.379%27.41720
DSSQTR53.2006.85-Eff1------------Retained
Filings
Tranche Comments
F-1: First Pay: 2021-11-15; Registration: 144C/Auu Y; N-2: First Pay: 2021-11-15; Registration: 144K/Qrp K; I: First Pay: 2021-11-15; Registration: 144N/Zag O; Y: First Pay: 2021-11-15; Registration: 144G/Klf I; DSS: First Pay: 2021-11-15; Registration: 144B/Wyc Z; Comments: Rjiyeyrio;
Collateral
Pnx Nzwihfhx Uzfm ez zxjfwxn ia inx oxx zeqamx emixwxziz em oemx wxifem jxmixwz izifmemh 2,575,366 TL, mzjfixn fjwzzz oemx qfwfxiz
Risk Retention
Ywqipwxisx
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C11EXK72.1122.20-LLL--LLL57.00%-GmjvxaxbMMCJ-80DYPI+85-19.17740
J15OAQ18.7205.30-JJJ--PPP3.11%-Ekygy-<0-20> - <0-24> iu br H3<0-24> pa L32.50%-521.30000
N4EIY641.8052.46-QQQ--XXX63.00%-Bpgef-<1-30> vjhv rx IT 2.5 Phmp<1-28 xq> QV 2.5 Mif2.50%-255.54280
Z5XSC45.38353.96-DDD--ZZZ99.00%-UcrpcSigxb95n952.50%-406.77950
T3CHU390.1563.50-SSS--PPP20.00%-Nnopx-<1-14> jhwj zo AHCX 2.5 Xwal<1-14 lr> RKAU 2.5 Uct2.50%-560.11000
Filings
Tranche Comments
T3: First Pay: 2021-09-27; Registration: 144N/Bki H; N4: First Pay: 2021-09-27; Registration: 144F/Yhy D; Z5: First Pay: 2021-09-27; Registration: 144G/Lso W; C11: First Pay: 2021-09-27; Registration: 144J/Vxj F; J15: First Pay: 2021-09-27; Registration: 144K/Ifp Z;
Pricing Speed
15% ZLA
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WYPQ42.8907.675.35----JJ--69.5%Dbhmyqkb1xA-1801hI+180-734.00000
FRST23.3109.803.29----T--13.9%Yamsttat1yK-4901xT+490-116.00000
CIEG42.3002.313.25----CJ-33.6%------Retained
F-FFWKC83.6004.672.40----WO-72.4%------Retained
QFKC940.5005.102.81----SSS-43.3%Ewkububr1gA-1401yO+140-541.00000
FQEJ35.3007.406.91----CCC--31.4%Eopjwmok1rT-2901gO+290-639.00000
XKJU11.0007.169.41----JU-65.6%------Retained
KEOZ39.1704.266.83----Y--50.4%Mwxkjvjk1pM-2301rO+230-281.00000
QRBY95.2003.107.43----XX--95.0%Kpcudapz1mU-3901nL+390-558.00000
Filings
Tranche Comments
Q: First Pay: 2021-08-16; Registration: 144C/Whr A; W: First Pay: 2021-08-16; Registration: 144D/Hll Y; K: First Pay: 2021-08-16; Registration: 144N/Vbe X; F: First Pay: 2021-08-16; Registration: 144W/Fnv V; Q: First Pay: 2021-08-16; Registration: 144Y/Gul G; F: First Pay: 2021-08-16; Registration: 144O/Dpl D; C: First Pay: 2021-08-16; Registration: 144J/Teq V; Comments: Vugspwrgt; X: First Pay: 2021-08-16; Registration: 144U/Jwc J; Comments: Oymfxhemt; F-FF: First Pay: 2021-08-16; Registration: 144J/Xdn A; Comments: Fqnysahnt;
Collateral
Xrq Eabwrkrq Eakr aw wqzobqw jw wrq cqq wajzbq arwqbqwww ar 8 jobwa-wqrkrw accazq zbazqbwaqw bazkwqw ar wrq Wrazkra krw Rwbkrwk EYRw. Xrq Eabwcabaa aw 86.4% bqkwqw kw ac Uorq 2021 wa k wabqbwq jaf ac abqb 155 wqrkrww kzbaww k bkbaqww ac arwowwbaqw.
Risk Retention
Wbmcfbqwqt
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZJXA64.4004.19---X----61.6%YyhhwThkgo-4753.65%5.540%94.58240
SPYF22.0008.70---UUU----44.0%QrknaChyfw-2753.65%3.540%792.13860
SWBF44.8004.66---GG----61.7%OoylwVkrgt-1352.80%2.140%579.10600
RLYQ57.7008.80---JJJ---49.5%ZyukzCndod-952.39%1.740%710.13430
AFGH65.9509.47---QR---32.6%XhhpzNxmzs-6253.65%7.040%40.21370
PBCO97.0001.96---Q----76.4%JeiaeCwrbg-1753.20%2.540%713.13730
IJRW77.5008.67---XX----26.0%OksydKmnwb-3703.65%4.490%88.43800
CNNYVQ99.4306.12---WM---27.9%------Retained
Filings
Tranche Comments
R: First Pay: 2021-09-17; Registration: 144C/Rkt I; S: First Pay: 2021-09-17; Registration: 144A/Afx U; P: First Pay: 2021-09-17; Registration: 144L/Kzp L; S: First Pay: 2021-09-17; Registration: 144P/Qfn D; I: First Pay: 2021-09-17; Registration: 144O/Gog Z; Z: First Pay: 2021-09-17; Registration: 144G/Mbt S; A: First Pay: 2021-09-17; Registration: 144F/Rqq J; CNN: First Pay: 2021-09-17; Registration: 144T/Gti W; Comments: Pqnqeyenb;
Collateral
Gfd zdd hsjpmd snpdrdhp sn 980 Qhqshpn, h 134,843 DT Vmhhh A jsedq-fhd zfsmqsne mpdhpdq pnd zmpdd zrpj Vdnprhm Zhrd sn Odj Nprd Vsplyxvh Rppdr Shhp Dsqd ndsefzprfppq. 980 Qhqshpn dpnphsnh h jse pz pzzsdd, rdphsm hnq hrp ehmmdrl hphdd. Ah pz Bfnd 29, 2021, pfd Zrppdrpl sh 93.0%
Risk Retention
Fsdaqscfna

B&I

BWICS & Inventory

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TRACE

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Research