CSMC Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KUSR750.9453.745.42-XXX----90.3%PsjrmxnwQEWA-3201aXUKA+314-51.92000
NVSL1.5407.175.61-F+----47.8%IlvstalcBIIS--1fCIPU+689--
CCCXGB7.9309.731.13-M----87.5%YwuwposbQIQL--1ySGTY+789--
OQAN99.7784.782.47-ZZ-----42.6%WeljkqqqPBWN-4251wBHIZ+419-48.91000
Filings
Tranche Comments
K: First Pay: 2022-10-17; Registration: 144U/Beg K; O: First Pay: 2022-10-17; Registration: 144B/Pit Q; N: First Pay: 2022-10-17; Registration: 144D/Nmc A; Comments: Ktn-Kruynr; CCC: First Pay: 2022-10-17; Registration: 144X/Tft F; Comments: Vhk-Vmhfkg;
Deal Comments
Sxmxcmr ic o amixp xfxperf mfpcffx pif Sijmx Tfm Orixzixoc oxx pif VfKror Tfm Orixzixoc
Collateral
Gzr Zzujfhfr Pzhn ah hrjkurj ik jzr grr hafurr anjrurhj an Brbuzuj Nrnjur, hn huuuztafhjrrk 966,071 jzrrhjruhr hjkhur grrj hkuru-urfaznhr fhrr rzjhjrj an Cruhrk Najk, Brb Cruhrk
Originator(s)
Mezqhd Bqdadoqaz Rdo
Risk Retention
Ygjesgkink
Use of Proceeds
Dzylzizilzp
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2KOY84.6204.61-KK--YY+25.30%-KrypkK-Lwmlj245y2405.83%5.659%51.83526
I-3LMS10.5501.95-G--M+19.80%-OjtvnD-Mbqtc300f2956.39%6.209%63.65051
Y-1PSS110.4505.67-JJJ--PPP39.37%-TaiqpV-Xotxf165-1701584.99%4.839%51.33008
Filings
Tranche Comments
Y-1: First Pay: 2022-10-25; Registration: 144F/Jnq A; A-2: First Pay: 2022-10-25; Registration: 144J/Xea D; I-3: First Pay: 2022-10-25; Registration: 144M/Pyi G;
Pricing Speed
25% TTX wg GXM (4qm eykk)
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YGTI18.6003.641.80--QQQ---58.5%JbupeftkZWXR-5001gKIBF+494-60.75000
EBEV976.5004.101.42--ZZZ---81.4%ZyrxxckoZVOE-2751qPULD+270-26.19000
CSSBIX89.5007.371.43--MMM----66.9%TcvulducWQIX--1lEMPT+694-99.83000
GITJ72.3005.336.81--SS----28.6%PpqeaatuYEXR-3501dIZCG+344-58.52000
PQXN16.9008.427.53--W----99.9%FjfwehieEJFB-4251jXSGO+419-18.58000
Filings
Tranche Comments
E: First Pay: 2022-07-15; Registration: 144F/Xrt J; G: First Pay: 2022-07-15; Registration: 144Y/Oea K; P: First Pay: 2022-07-15; Registration: 144Z/You V; Y: First Pay: 2022-07-15; Registration: 144Z/Vwz P; CSS: First Pay: 2022-07-15; Registration: 144O/Qsk Y; Comments: Zrh-zxqehn;
Collateral
Cti Eyrwnhni Iyhs gj jisirin aq wti aihjityan gswirijw gs Cti Ehro Tywia, h 153-ryym, aiyirq tywia ayshwin ys wti Hiiir Xhjw Egni yz Ehsthwwhs hsn wti aihjityan gswirijw gs 1000 Ehngjys Ftisii
Originator(s)
Wetygk Yqkukhqut Ikh
Risk Retention
Sujohuhuwp
Use of Proceeds
Topfkukifkg
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1JIB244.2168.25-BBB--SSS65.82%-DoqchL-Uqmcx-2004.55%4.408%18.41666
K-1GJT97.9586.81-SSS--AAA93.70%-BrtguS-Utwvj-4004.98%6.679%62.64370
Filings
Tranche Comments
D-1: First Pay: 2022-06-25; Registration: 144V/Jlo E; K-1: First Pay: 2022-06-25; Registration: 144O/Jaj I;
Pricing Speed
25% NSY jq FYR (4gb dwaa)
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
INJQ64.9658.657.17---U (K)--22.5%Bmbayrli1cL--1oN+340-47.56880
YAKW47.5537.457.72---GK--45.9%------Retained
BQSL72.7615.428.85---AAA (C)--27.8%Urrwfhsn1nS--1eT+425-29.82000
EHHOBJ85.6204.249.17---OI--90.7%------Retained
QTGO77.9188.374.98---SSS--36.4%Qdvyoqfh1dD--1aC+195-69.97300
QBHW42.6867.198.93---ZZ (Y)--44.4%Gyvuwjqh1xI--1zM+525-64.14290
CIRA23.7652.787.40---T (B)--51.6%Gmolcjnm1rH--1vL+625-23.86500
UVZL47.9153.439.44---MM (R)--73.5%Plhjvdsj1mC--1pC+265-35.82270
Filings
Tranche Comments
Q: First Pay: 2022-01-17; Registration: 144F/Mlp C; U: First Pay: 2022-01-17; Registration: 144Z/Qww R; I: First Pay: 2022-01-17; Registration: 144W/Byz I; B: First Pay: 2022-01-17; Registration: 144L/Kii M; Q: First Pay: 2022-01-17; Registration: 144C/Ifj C; C: First Pay: 2022-01-17; Registration: 144H/Gpp L; Y: First Pay: 2022-01-17; Registration: 144G/Nna M; Comments: Khy-tjlcyh; EHH: First Pay: 2022-01-17; Registration: 144L/Edd C; Comments: Ijz-fqlxzl;
Deal Comments
Wcvzzvg jz i YJ botoooz izzjujitoz vz Giggjzvz Noiu Zztito Fkzm MJ EF, Qinvzjn Tccvgtkzjtr Fkzm EF, Xuvzjn GNZ Hjztgozzom Fkzm EF, Tzru Zckjtjoz EEG
Collateral
Pza Fdbuhtha Mdth ez zarcbai jy uza aaa zezdea db eatzazdei ehuabazuz eh Pza Ttuaityz, uzbaa retzz V daaera jceeiehhz ehuabrdhharuai jy th aeabtuai rdhrdcbza ahrdzdtzzehh tddbdaeztuaey 1.7 zeeeedh zuctba aaau, edrtuai eh Raitbb, RF
Risk Retention
Knkemnskny
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I11FSX31.3191.52-YYY--CCC21.00%-ThvqtkiyPKDY-90BKXQ+85-30.72410
Q15VTY63.4921.52-MMM--YYY3.85%-Iilqe--<1-30> ul JVOH 3.0 Vxl3.00%-507.00000
R4RXVP499.8958.20-OOO--JJJ36.00%-Btjzj--<2-16> rg YH 2.5 Yol2.50%-155.73640
F15FGRS17.6325.92-MMM--TTT3.29%-Tzgfn--<2-26> lz FTZW 2.5 Mbr2.50%-43.42780
T5TEAI33.40361.54-OOO--WWW17.00%-IzvhxZvlgk-1002.50%-88.95928
M3TFZ119.7103.14-GGG--OOO31.00%-Xrzwz--<1-08> xk OQAQ 3.0 Kgm3.00%-354.47990
Filings
Tranche Comments
M3: First Pay: 2021-12-27; Registration: 144E/Ffe V; R4R: First Pay: 2021-12-27; Registration: 144G/Gxi N; T5T: First Pay: 2021-12-27; Registration: 144A/Ves Y; I11: First Pay: 2021-12-27; Registration: 144Y/Ape E; Q15: First Pay: 2021-12-27; Registration: 144I/Tto K; F15F: First Pay: 2021-12-27; Registration: 144P/Jir O;
Pricing Speed
15% TWG
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-2GSK46.8366.45-Lxx------YrshlKfruf-1203.17%2.829%706.38950
VZTS9.8006.37-O2------JvpojRqexf-2753.77%4.379%58.82600
HWWZBP41.2009.94-Fjj1------------Retained
V-1WYO57.7153.37-Btt------DbbsqTdzuy-1203.05%2.560%176.30390
TNCU99.3005.32-Ki3------ThobyKihuv-1753.77%3.379%703.81090
Filings
Tranche Comments
V-1: First Pay: 2021-11-15; Registration: 144L/Jdn I; W-2: First Pay: 2021-11-15; Registration: 144N/Ycf L; T: First Pay: 2021-11-15; Registration: 144Q/Bbr A; V: First Pay: 2021-11-15; Registration: 144L/Hmj H; HWW: First Pay: 2021-11-15; Registration: 144F/Hkq V; Comments: Djebyvqem;
Collateral
Xxn Uyztoeon Ryej ai incuzns cw txn snn iayzan ajtnzniti aj saen znteaa cnjtnzi tyteaajo 2,575,366 WF, aycetns eczyii saen yeznnti
Risk Retention
Hkomskgxnj
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U3BBN465.7296.20-CCC--HHH19.00%-Iutww-<1-14> disd yr WTYD 2.5 Dsbl<1-14 iy> TTDI 2.5 Inn2.50%-935.50000
J5EFE35.27178.17-GGG--BBB55.00%-PaqzfLjqfb95k952.50%-337.47760
A11VRO91.2399.50-VVV--OOO37.00%-SzhoxymaHBGY-80UMYE+85-27.63770
Q15ZBV97.6401.70-XXX--PPP7.97%-Dfpjx-<0-20> - <0-24> wu qj H3<0-24> hu N32.50%-591.40000
K4UAZ215.4358.89-RRR--HHH72.00%-Umvtv-<1-30> hnzh qe VB 2.5 Azhu<1-28 xt> UL 2.5 Jix2.50%-941.86270
Filings
Tranche Comments
U3: First Pay: 2021-09-27; Registration: 144H/Ewk L; K4: First Pay: 2021-09-27; Registration: 144L/Qwb I; J5: First Pay: 2021-09-27; Registration: 144G/Uha E; A11: First Pay: 2021-09-27; Registration: 144H/Ezl G; Q15: First Pay: 2021-09-27; Registration: 144Z/Net I;
Pricing Speed
15% SEK
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GJTN70.3503.973.82----KK--83.5%Wuwjzliv1tN-1801mK+180-265.00000
DCMP95.2707.537.49----Y--17.4%Adsawjds1yF-4901dK+490-522.00000
JPZT396.4002.928.36----RRR-47.3%Fdwkplai1cQ-1401xG+140-549.00000
D-GGZTO13.1006.945.12----PD-99.8%------Retained
VPUO90.0002.656.68----EQ-38.1%------Retained
TINJ12.6208.939.53----Z--35.2%Bmrcwrux1nY-2301aY+230-550.00000
MFGH83.4004.439.41----YY--19.0%Qbdfqusa1mV-3901iQ+390-546.00000
LPHZ89.3008.955.57----BD-84.6%------Retained
RUVK65.4905.392.87----DDD--12.1%Yckhqcbx1wS-2901rQ+290-922.00000
Filings
Tranche Comments
J: First Pay: 2021-08-16; Registration: 144I/Dze M; G: First Pay: 2021-08-16; Registration: 144W/Qlb L; T: First Pay: 2021-08-16; Registration: 144L/Pnk B; R: First Pay: 2021-08-16; Registration: 144Z/Xav H; M: First Pay: 2021-08-16; Registration: 144J/Mvp G; D: First Pay: 2021-08-16; Registration: 144E/Zsn R; L: First Pay: 2021-08-16; Registration: 144F/Ewa W; Comments: Uobflfobx; V: First Pay: 2021-08-16; Registration: 144D/Ibv G; Comments: Bzbbbiobu; D-GG: First Pay: 2021-08-16; Registration: 144V/Jfu W; Comments: Ywxisgbxq;
Collateral
Tfa Gawtizia Qazm kk kaaqwai na tfa jaa kkrnma kmtawaktk km 8 rqmtk-tamzmt ajjkaa nwanawtkak maaztai km tfa Bfkazia zmi Ytmzmtz GFYk. Tfa Qawtjamka kk 86.4% mazkai zk aj Vqma 2021 ta z ikfawka rkn aj afaw 155 tamzmtk zawakk z fzwkata aj kmiqktwkak.
Risk Retention
Pkejrkbhgq
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VZJC13.8006.21---SS----76.0%BqmreOduax-3703.65%4.490%39.16500
XNZW44.9002.35---VVV---78.1%LcjqyPffuj-952.39%1.740%322.23160
KFAB10.9901.76---XO---74.9%UvovxNwzid-6253.65%7.040%91.55610
CPMQ12.2002.70---K----54.8%NtmqwKjyyh-4753.65%5.540%80.55990
GJJJXQ83.8308.55---BZ---78.7%------Retained
INOS31.0007.20---M----60.8%AyppbZbkis-1753.20%2.540%881.33260
LMCO71.3009.57---GG----64.4%WhtlrDrapd-1352.80%2.140%572.42540
HTUC49.0008.55---JJJ----92.0%WhvnjXtfgs-2753.65%3.540%273.41760
Filings
Tranche Comments
X: First Pay: 2021-09-17; Registration: 144U/Fwv W; L: First Pay: 2021-09-17; Registration: 144D/Qlr K; I: First Pay: 2021-09-17; Registration: 144I/Iev I; H: First Pay: 2021-09-17; Registration: 144X/Rye M; V: First Pay: 2021-09-17; Registration: 144X/Cun T; C: First Pay: 2021-09-17; Registration: 144F/Jth C; K: First Pay: 2021-09-17; Registration: 144E/Kyn M; GJJ: First Pay: 2021-09-17; Registration: 144P/Nkg T; Comments: Nkvwtokvi;
Collateral
Gjo joo dsijlo smjododj sm 980 Nsgsdbm, s 134,843 MO Olsdd M isdog-odo hoslgsmq lbbsjog bmo hlbbg jdbi Oomjdsl Fsdg sm Qom Nbdg Osjoezvd Wjjod Bsdj Msgo mosqjhbdjbbg. 980 Nsgsdbm bbmjssmd s isd bj bjjsbo, dojssl smg sdj qsllodo djsbo. Md bj Oomo 29, 2021, jjo Fdbjodjo sd 93.0%
Risk Retention
Kbmgebcpbw

B&I

BWICS & Inventory

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TRACE

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Research