XIV(R)

Madison Park Euro Funding DAC (MDPKE) XIV(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Credit Suisse Asset Management (CSAM)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
K-V	CAW	62.160	-	Nn3	-	TT-	-	-	Hzkevkbl	3oAi	-	-	650	3jYf+604	-	52.80000
Z-L	GQG	50.470	-	G2	-	L	-	-	Oemepzon	3nZt	-	-	240	3yYs+240	-	409.00000
I-V	YHO	92.300	-	H3	-	R-	-	-	Pesdaaos	3vCj	-	-	950	3vYb+882	-	68.10000
Q-1-O	IVN	190.400	-	Vaa	-	LLL	-	-	Dxrcbzug	3wKo	-	-	80	3cVj+80	-	545.00000
G-1-D	WKP	16.900	-	Ew2	-	MM	-	-	Sbxamyxz	3tHm	-	-	170	3hYu+170	-	186.00000
A-L	AOF	51.000	-	Tuu3	-	CCC-	-	-	Bplprxuu	3rOo	-	-	360	3oAt+360	-	726.00000

Tranche Comments

Q-1-O: First Pay: 2022-01-15; Redemption: 2022-12-21; G-1-D: First Pay: 2022-01-15; Redemption: 2022-12-21; Z-L: First Pay: 2022-01-15; Redemption: 2022-12-21; A-L: First Pay: 2022-01-15; Redemption: 2022-12-21; K-V: First Pay: 2022-01-15; Redemption: 2022-12-21; I-V: First Pay: 2022-01-15; Redemption: 2022-12-21;

Deal Comments

Jbsbtutybtc. Szt Juaa Obhbzoe 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 12, 2011