XV(R)

Madison Park Euro Funding DAC (MDPKE) XV(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
M	YQX	76.900	-	-	II-	ZZ-	-	-	Nwfsdshz	3aAo	-	-	790	3dMu+729	-	33.00000
E	OCI	19.700	-	-	I-	S-	-	-	Ixqvuabk	3gUd	-	-	1090	3mBz+991	-	37.00000
M-1	SMM	647.000	-	-	JJJ	GGG	-	-	Omekbwkx	3iFm	-	-	115	3iWg+115	-	937.00000
U	CXS	22.600	-	-	LLL-	WWW-	-	-	Dkhsmatk	3yOw	-	-	450	3wJp+450	-	405.00000
Sik	FNM	88.780	-	-	PT	CV	-	-	-	-	-	-	-	-	-	Retained
I	FUI	24.400	-	-	JJ	ZZ	-	-	Gqkrppbx	3xLc	-	-	215	3jNq+215	-	500.00000
I	FHF	70.800	-	-	K	F	-	-	Okrlvecu	3xVp	-	-	315	3eMv+315	-	804.00000
Y-2	QLE	58.000	-	-	HHH	KKK	-	-	Sweafwzj	3mLz	-	-	150	3iHc+150	-	131.00000

Tranche Comments

M-1: First Pay: 2022-10-15; Redemption: 2024-05-25; Y-2: First Pay: 2022-10-15; Redemption: 2024-05-25; I: First Pay: 2022-10-15; Redemption: 2024-05-25; I: First Pay: 2022-10-15; Redemption: 2024-05-25; U: First Pay: 2022-10-15; Redemption: 2024-05-25; M: First Pay: 2022-10-15; Redemption: 2024-05-25; E: First Pay: 2022-10-15; Redemption: 2024-05-25; Sik: First Pay: 2022-10-15; Redemption: 2024-05-25;

Deal Comments

Otzte. Apt Avkk Ftcupks 2.00

Risk Retention

ZN - Jxxanfsa

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 14, 1998

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 13, 2005