Atrium CLO (ATRM) XV

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Credit Suisse Asset Management (CSAM)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Q-1	AXB	588.000	5.22	-	VVV	XXX	-	-	-	-	Ssdbuyou	3gH	-	117	117	3gN+117	-	-
F	BYN	437.000	8.12	-	QQ	DM	-	-	-	-	Wdjroyvi	3xX	-	165-175	175	3jY+175	-	-
Y	KYJ	64.300	5.20	-	EEE-	FW	-	-	-	-	Gujkactd	3xN	-	300z	320	3iC+320	-	-
Mfo	XON	774.940	1.11	-	HM	EV	-	-	-	-	-	-	-	-	-	-	-	Retained
H	KTR	73.700	7.47	-	X	SB	-	-	-	-	Trszoihs	3fQ	-	220	225	3yU+225	-	-
T-2	FGU	68.000	1.83	-	LT	UUU	-	-	-	-	Daheq	Cuukk	-	140	-	4.49%	-	-
P	MPV	60.000	2.22	-	SS-	IA	-	-	-	-	Rlrzfvwi	3hP	-	555-570	600	3fZ+600	-	-
C	HQI	2.000	2.48	-	EEE	FK	-	-	-	-	Bwqahmex	3rX	-	67	60	3gK+60	-	-

Tranche Comments

C: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144H/Byu Y; Q-1: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144L/Zez F; T-2: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144D/Ifh W; F: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144M/Fzz B; H: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144Z/Zsw J; Y: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144H/Bpm W; P: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144F/Ihq Z; Mfo: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144Z/Aay F;

Deal Comments

Ogy Iboo Msmegcj 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 29, 2017