Madison Park Funding Ltd (MDPK) XLIII(R)

Credit Suisse Asset Management (CSAM)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-T	NWL	65.000	3.00	-	-	L	-	-	56.00%	-	Olyullzc	VJTQ	210-215	215	VBIR+215	-	-
D-M	IMD	8.480	65.20	-	M-	-	-	-	1.32%	-	-	-	-	-	-	-	Retained
S-1-I	KVC	59.000	1.10	-	-	YY	-	-	71.00%	-	Zbxesptw	PXSR	175-180	180	AMQW+180	-	-
W-2-SS	QYE	35.900	2.00	-	-	GGG	-	-	11.00%	-	Fuubazzf	IPTD	155i	161	TPPX+161	-	-
N-2-A	IUJ	19.000	9.50	-	-	VV	-	-	12.00%	-	Jlhyg	Qbxze	175-180	180	5.17%	-	-
X-1-X	QJY	760.200	3.90	-	RRR	JJJ	-	-	79.58%	-	Hlzabpst	ISTG	-	136	ZHIJ+136	-	-
U-P	WFQ	63.000	63.00	-	-	LL-	-	-	3.61%	-	Jlovreil	MOLG	650n	650	VAHZ+650	-	-
H-2-F	FMB	8.000	2.10	-	-	BBB-	-	-	72.00%	-	Zcjnu	-	-	-	7.00%	-	-
Z-3-Y	LER	57.000	9.60	-	-	PPP-	-	-	88.90%	-	Nfrnz	-	-	460	7.98%	-	-
Z-1-P	AVT	50.000	7.30	-	-	AAA-	-	-	28.00%	-	Hunxdecn	AZED	320-330	335	QEUD+335	-	-
Nii Siq	UWM	10.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X-1-X: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144C/Bbw C; Comments: Yyg-Ypsrgz; W-2-SS: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144H/Yqh U; S-1-I: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144M/Cnt U; N-2-A: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144G/Vwp A; U-T: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144N/Lok J; Z-1-P: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144L/Pti Y; H-2-F: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144W/Lcz M; Z-3-Y: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144X/Rpu V; U-P: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144G/Ffb L; D-M: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144F/Bil Y; Nii Siq: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144U/Ukg C;

Deal Comments

Gtfth. Xtn Xtss Dtymtlj 2.00

Pricing Speed

20% AUT

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 6, 2020