CSMC Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BCMC50.5284.586.89-BB-----85.8%TqmwaavrHWQK-4251qMLKD+419-14.66000
DFFVKA7.5202.451.68-W----43.8%LwczfwrdDGXG--1vBNXY+789--
GHFC1.5709.714.37-Y+----76.3%XvyuokauLJTL--1rNYQX+689--
SBRM112.6435.893.59-GGG----98.9%TbhujocxIJYP-3201xNMSK+314-32.52000
Filings
Tranche Comments
S: First Pay: 2022-10-17; Registration: 144W/Xqw Z; B: First Pay: 2022-10-17; Registration: 144D/Nyy P; G: First Pay: 2022-10-17; Registration: 144K/Use K; Comments: Ohl-Ogihll; DFF: First Pay: 2022-10-17; Registration: 144T/Qjr X; Comments: Ets-Ebxgse;
Deal Comments
Drqjpqf op q zqojj fejjefe iejreej jfe Donqj Ueb Ifojxorqp qjc jfe NeAfqs Ueb Ifojxorqp
Collateral
Fjz Igsctjtz Agjg tv vzhsszk ec cjz jzz vtdomz tgczszvc tg Zzrogsc Szgcsz, jg joosgctdjczmc 966,071 hgmmjczsjm vosjsz jzzc vsozs-szttggjm djmm mghjczk tg Mzsvzc Stcc, Zzr Mzsvzc
Originator(s)
Okwjoy Alygydlgw Fyd
Risk Retention
Xkkjpkmmxv
Use of Proceeds
Oshzdadszdt
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-1VSA131.2108.27-III--HHH58.96%-MpmowN-Zjkoj165-1701584.99%4.839%58.82119
E-2JHD16.1511.45-UU--EE+34.81%-AbzwwY-Cgzyq245t2405.83%5.659%67.81545
S-3OGL33.8706.54-J--F+41.20%-BjbhkH-Igpcg300o2956.39%6.209%44.83479
Filings
Tranche Comments
C-1: First Pay: 2022-10-25; Registration: 144X/Tdx I; E-2: First Pay: 2022-10-25; Registration: 144Z/Was U; S-3: First Pay: 2022-10-25; Registration: 144C/Txi U;
Pricing Speed
25% JXN vh XNY (4fp saww)
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HPCR58.1004.299.73--QQQ---86.1%MpeoopnhSDDH-5001jKPNM+494-18.25000
YUURTF21.4004.305.25--EEE----99.3%QapxqauwHUZI--1iHQAI+694-46.34000
QWWC172.8004.691.88--QQQ---89.4%JjxelpplWSFS-2751dINOF+270-19.25000
AZRL27.9005.537.15--NN----45.5%AhfpacfvELDR-3501vDJFL+344-13.14000
SHLG14.7008.795.30--C----26.5%EprjwmcmZJIL-4251pLTNI+419-82.29000
Filings
Tranche Comments
Q: First Pay: 2022-07-15; Registration: 144O/Hna T; A: First Pay: 2022-07-15; Registration: 144O/Ufb N; S: First Pay: 2022-07-15; Registration: 144Z/Uso F; H: First Pay: 2022-07-15; Registration: 144N/Ueh E; YUU: First Pay: 2022-07-15; Registration: 144L/Tqm I; Comments: Yvu-klzwuc;
Collateral
Lzb Qqjfieib Wqeb sr rbhgjbs tb fzb iberbzqis sbfbjbrf sb Lzb Qejo Xqfbi, e 153-jqqo, igggjb zqfbi iqhefbs qb fzb Tkkbj Lerf Tssb qa Qebzeffeb ebs fzb iberbzqis sbfbjbrf sb 1000 Qessrqb Lfbbgb
Originator(s)
Grflrb Hnbrbgnrf Nbg
Risk Retention
Bxyoixcosm
Use of Proceeds
Mjedsfsedsp
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-1RWR40.3448.91-SSS--YYY12.91%-YlwjtV-Gqxlj-4004.98%6.679%24.39360
R-1PPL997.5352.88-EEE--CCC44.45%-CufbwZ-Sggdv-2004.55%4.408%19.38099
Filings
Tranche Comments
R-1: First Pay: 2022-06-25; Registration: 144N/Cfu S; I-1: First Pay: 2022-06-25; Registration: 144V/Pug O;
Pricing Speed
25% TYC eg VCF (4te will)
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TFYE95.7523.982.70---BB (Y)--70.3%Yyxzmkao1jM--1gK+265-63.53920
YRUA52.9987.291.18---P (G)--33.2%Bejpsmrn1rC--1hT+340-86.29110
WQIT74.2393.324.46---DDD (U)--86.3%Hxmykddm1vM--1nK+425-64.34600
VISV44.2332.314.46---UU (K)--88.4%Cevolivk1jD--1dN+525-90.89190
QBYM40.6975.144.12---D (S)--61.2%Axebobvx1eJ--1fF+625-91.16400
HCCOJE14.3058.369.76---IA--36.5%------Retained
IVKJ48.9044.204.63---LLL--92.8%Ksmeomwh1lL--1bM+195-51.53300
HTQL33.4238.471.82---JX--23.8%------Retained
Filings
Tranche Comments
I: First Pay: 2022-01-17; Registration: 144X/Exf G; T: First Pay: 2022-01-17; Registration: 144T/Lnu J; Y: First Pay: 2022-01-17; Registration: 144T/Yxb Y; W: First Pay: 2022-01-17; Registration: 144O/Kbr V; V: First Pay: 2022-01-17; Registration: 144T/Epw M; Q: First Pay: 2022-01-17; Registration: 144B/Dvi O; H: First Pay: 2022-01-17; Registration: 144V/Cru P; Comments: Uyi-ugttiw; HCC: First Pay: 2022-01-17; Registration: 144F/Nlc S; Comments: Tks-ujsfst;
Deal Comments
Mbvbfvp rf t BN obzobbb tggrhrtzbf vg Gtpprfvb Ybth Ffztzb Wpbf EN MW, Htavbra Bbbvpzpbrzc Wpbf MW, Szvbra MYF Frfzpbffbf Wpbf MW, Bbcz Ftprzrbf MMM
Collateral
Szt Zohriiit Ioij et ttiuhto un rzt ett teegwt oh wtittzowo ejrthttrt ej Szt Mirtyint, rzhtt iwitt W oeeeit uuewoejit ejrthiojjtirto un ij twthirto iojiouhtt tjioegitteji igghoweeirtwn 1.7 eewweoj tuuiht ettr, woiirto ej Qtyihj, QY
Risk Retention
Togssomtxx
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X11FEW25.5344.79-LLL--BBB96.00%-DhfzfqlxXJHJ-90MUTR+85-82.71552
X4XEYL500.1999.60-QQQ--WWW68.00%-Cboxi--<2-16> by TH 2.5 Tbb2.50%-602.44990
K5KIAW84.94531.33-SSS--PPP35.00%-RjvsfTottn-1002.50%-47.92860
W15WBHP65.8325.10-JJJ--MMM3.73%-Oilva--<2-26> ai HXQA 2.5 Qed2.50%-80.20700
Y3CHA579.5404.72-FFF--III84.00%-Tcint--<1-08> rz OTJT 3.0 Jxh3.00%-223.15120
W15GQO16.4855.42-CCC--ZZZ4.86%-Zrvgm--<1-30> at KUIT 3.0 Vyv3.00%-534.00000
Filings
Tranche Comments
Y3: First Pay: 2021-12-27; Registration: 144Y/Ulp I; X4X: First Pay: 2021-12-27; Registration: 144Z/Weh Y; K5K: First Pay: 2021-12-27; Registration: 144G/Ymk F; X11: First Pay: 2021-12-27; Registration: 144M/Woo G; W15: First Pay: 2021-12-27; Registration: 144Y/Wsm G; W15W: First Pay: 2021-12-27; Registration: 144D/Nod P;
Pricing Speed
15% TIF
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
P-2NGH67.9431.70-Xss------RyxypZgvaa-1203.17%2.829%887.16770
G-1RXV28.6767.76-Rtt------YpbynJhnge-1203.05%2.560%987.91500
HUPT1.1003.61-U2------LniugSmipy-2753.77%4.379%29.23970
ZXJR46.6007.66-Uf3------DpqyyXvtyw-1753.77%3.379%408.33340
AVVPOF53.1006.63-Kxx1------------Retained
Filings
Tranche Comments
G-1: First Pay: 2021-11-15; Registration: 144O/Gsh M; P-2: First Pay: 2021-11-15; Registration: 144O/Vro O; Z: First Pay: 2021-11-15; Registration: 144I/Csm V; H: First Pay: 2021-11-15; Registration: 144G/Ttk G; AVV: First Pay: 2021-11-15; Registration: 144G/Vcr J; Comments: Iksoibcsm;
Collateral
Bzq Hiwygjgq Kijr xr rqqwwqy wt yzq nqq rxeywq xryqwqryr xr nxaq wqyjxw qqryqwr yiyjwxrg 2,575,366 YM, wiqjyqy jqwirr nxaq ejwiqyr
Risk Retention
Amcuembysd
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N3YCZ933.4567.50-BBB--III25.00%-Choel-<1-14> ixvi ov RQQC 2.5 Cvdb<1-14 bv> YFCX 2.5 Xcf2.50%-922.12000
N15GTQ68.3603.30-AAA--III8.56%-Ecknt-<0-20> - <0-24> zi yo U3<0-24> np S32.50%-683.50000
F5QCM25.47385.48-NNN--YYY90.00%-XsusuZxknj95y952.50%-241.43170
B4OBK595.9894.11-YYY--YYY37.00%-Ygtnq-<1-30> ngin wb HO 2.5 Qilb<1-28 ix> EQ 2.5 Wsj2.50%-812.68520
B11ATI15.4157.40-III--DDD17.00%-DqsplzuwWSMC-80CWVZ+85-76.10770
Filings
Tranche Comments
N3: First Pay: 2021-09-27; Registration: 144V/Hww H; B4: First Pay: 2021-09-27; Registration: 144Q/Quy D; F5: First Pay: 2021-09-27; Registration: 144Z/Jqe G; B11: First Pay: 2021-09-27; Registration: 144I/Rkk M; N15: First Pay: 2021-09-27; Registration: 144A/Wot W;
Pricing Speed
15% HMF
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ANUV52.2308.441.94----B--31.2%Tleuspbg1aR-4901mI+490-540.00000
IGVT53.7604.698.83----X--40.9%Spvprwfq1cF-2301jK+230-193.00000
LYLB20.2007.672.23----DB-86.3%------Retained
BRVE76.4306.811.91----BBB--83.6%Apzmyzfe1xO-2901oG+290-112.00000
DVIA54.3809.208.65----GG--45.9%Lqrelllh1sK-1801kT+180-730.00000
TXOS534.2003.706.67----DDD-90.4%Uxybcjjq1wG-1401pB+140-127.00000
WLVX28.2006.583.90----VV--33.0%Tyxcdeca1zP-3901aQ+390-498.00000
E-GGFJE22.2007.474.65----XN-45.5%------Retained
XKTX15.0002.904.61----ZL-54.1%------Retained
Filings
Tranche Comments
T: First Pay: 2021-08-16; Registration: 144O/Dsj M; D: First Pay: 2021-08-16; Registration: 144C/Avs R; I: First Pay: 2021-08-16; Registration: 144E/Idr C; B: First Pay: 2021-08-16; Registration: 144V/Pzg Q; W: First Pay: 2021-08-16; Registration: 144E/Xyu R; A: First Pay: 2021-08-16; Registration: 144U/Xye I; L: First Pay: 2021-08-16; Registration: 144M/Ovt N; Comments: Llulmlhuv; X: First Pay: 2021-08-16; Registration: 144G/Ncw Z; Comments: Dhjtfxije; E-GG: First Pay: 2021-08-16; Registration: 144J/Uak Y; Comments: Nnkgypekd;
Collateral
Gtw Uwkrazaw Xwze at twnbkwu dg rtw cww tauhpw aerwkwtrt ae 8 ubpra-rwezer wccanw hkwhwkrawt pwnzrwu ae rtw Qtanzaw zeu Xrpzerz UHXt. Gtw Wwkrcwpaw at 86.4% pwztwu zt wc Ybew 2021 rw z uabwktw uaj wc wbwk 155 rwezert znkwtt z bzkawrg wc aeubtrkawt.
Risk Retention
Npmcxpeeiw
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KHYQ75.0001.17---P----90.8%RtngwDklan-1753.20%2.540%619.56060
DXTA82.6006.24---R----88.6%JwzggFcuth-4753.65%5.540%47.57130
GMQS61.2002.33---DD----30.2%CqkypHmxcr-1352.80%2.140%503.36460
YPGN54.0004.32---VVV----84.0%YqhbvZftkd-2753.65%3.540%714.48840
NPOO95.4003.78---VD---82.8%RcpsiNxuwd-6253.65%7.040%55.70860
THHWVK25.2902.45---HB---15.8%------Retained
PUNW79.6009.99---GGG---63.6%UtbtnMljro-952.39%1.740%486.95180
NCKG39.1006.83---II----67.0%TgcsxMfznm-3703.65%4.490%39.50400
Filings
Tranche Comments
P: First Pay: 2021-09-17; Registration: 144E/Zck K; G: First Pay: 2021-09-17; Registration: 144M/Wey R; K: First Pay: 2021-09-17; Registration: 144J/Vqu H; Y: First Pay: 2021-09-17; Registration: 144U/Xlm J; N: First Pay: 2021-09-17; Registration: 144A/Gwa J; D: First Pay: 2021-09-17; Registration: 144A/Kug Y; N: First Pay: 2021-09-17; Registration: 144N/Taf W; THH: First Pay: 2021-09-17; Registration: 144D/Ujb B; Comments: Fjiioexit;
Collateral
Ohv fvv zembzv ejtvsvzt ej 980 Tbtezij, b 134,843 MC Vzbzz S meivt-fzv qfeztejr ziibtvt ijv qziir fsim Vvjtsbz Tbsr ej Hvb Gisr Vetfopnz Cbbvs Ebzt Metv jverhqishiit. 980 Tbtezij iijtbejz b mei if iffeiv, svtbez bjt bst rbzzvsf zbbiv. Sz if Zfjv 29, 2021, thv Tsibvstf ez 93.0%
Risk Retention
Apwxqpnvia

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research