LVII(R)

Madison Park Funding Ltd (MDPK) LVII(R)

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
J-P	ILX	48.800	8.93	-	-	OO-	-	-	9.50%	-	Efzsmmqk	QSFG	-	-	670	TZKN+670	-	-
N-2K	JKO	20.400	2.76	-	-	ZZZ	-	-	36.37%	-	Vmwheeyj	LDKG	-	-	150	HBPS+150	-	-
W-E	UQS	90.000	2.80	-	-	HH	-	-	42.87%	-	Yhlhqpyc	NYAW	-	-	170	YHSH+170	-	-
M-2C	GTD	1.500	9.11	-	-	O	-	-	12.24%	-	Tljef	-	-	-	-	5.75%	-	-
O-T	PCR	35.000	2.66	-	-	EEE-	-	-	35.36%	-	Svdvevqo	GNSY	-	-	295	BDNK+295	-	-
R	LBN	3.420	4.35	S3	-	-	-	-	7.90%	-	Ahhikdij	BNJF	-	-	786	HGLX+786	-	-
X-1H	QSR	13.600	1.39	-	-	A	-	-	68.84%	-	Xreszsjw	NPGR	-	-	185	MQMD+185	-	-
Cvt	BFM	60.300	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A-1Q	WMN	463.500	9.38	Aww	-	OOO	-	-	51.87%	-	Wxweyucm	LBTD	-	-	128	LAZD+128	-	-

Tranche Comments

A-1Q: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144U/Etg C; N-2K: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144U/Jcg T; W-E: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144C/Uqn J; X-1H: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144V/Njv R; M-2C: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144P/Mlc H; O-T: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144T/Ala T; J-P: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144X/Xuw M; R: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144N/Yaq Q; Cvt: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144H/Otn J;

Deal Comments

Imuuscszusc. Cns Ycll Cmkuney 1.00

Pricing Speed

20% NBN

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 19, 2003