FINSIGHT

Atrium CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	MPF	56.100	7.60	-	Z	WG	-	-	-	-	Tzwatwug	3uI	220	225	3dW+225	-	-
G-2	RWV	47.000	7.57	-	NL	WWW	-	-	-	-	Aqryh	Nvqwj	140	-	4.49%	-	-
Ost	ABV	153.320	9.29	-	NX	JJ	-	-	-	-	-	-	-	-	-	-	Retained
K	MAJ	151.000	7.17	-	TT	AY	-	-	-	-	Ykwwldmd	3hA	165-175	175	3sI+175	-	-
V	IYL	49.200	6.25	-	OOO-	VF	-	-	-	-	Iuobcxul	3pL	300x	320	3gC+320	-	-
X	ZPY	2.000	7.33	-	MMM	WL	-	-	-	-	Fwevmwqp	3hR	67	60	3jY+60	-	-
I-1	FHF	241.000	6.66	-	MMM	VVV	-	-	-	-	Vvklayuf	3lE	117	117	3cU+117	-	-
R	EJM	82.000	8.92	-	SS-	CB	-	-	-	-	Jfkpyowi	3gP	555-570	600	3qW+600	-	-

Tranche Comments

X: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144B/Gxy O; I-1: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144V/Uxy O; G-2: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144J/Gyd P; K: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144C/Lrb F; J: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144D/Qyp S; V: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144K/Nxp S; R: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144U/Nqw Z; Ost: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144I/Nly H;

Deal Comments

Wvh Sgss Ijfsvre 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 11, 1993

Refinancing

Yes

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
N	UGC	77.000	7.80	-	P	BC	-	-	-	-	Sywxhtps	3lN	185-195	195	3zZ+195	-	-
Q	GWE	28.000	7.30	-	VV-	UY	-	-	-	-	Nukopwcs	3aT	565	565	3kN+565	-	-
Hnx	CXL	26.000	5.20	-	OS	TG	-	-	-	-	-	-	-	-	-	-	Retained
V	VUH	7.000	5.30	-	DDD	DDD	-	-	-	-	Lxhylewq	3uW	60	60	3bE+60	-	-
U-1	ACB	275.000	2.30	-	TTT	NNN	-	-	-	-	Irrmeeum	3hP	110	110	3dT+110	-	-
P	UWJ	73.000	9.80	-	YYY-	ZZ	-	-	-	-	Whzvdvpl	3xY	295	295	3jG+295	-	-
T-2r	AVX	29.000	2.90	-	HV	DDD	-	-	-	-	Xpxqcxnu	3sH	145	145	3sI+145	-	-
R-2r	UFB	95.000	6.80	-	XT	GGG	-	-	-	-	Aicnj	-	142	-	4.32%	-	-
S	OVI	97.000	9.50	-	HH	XP	-	-	-	-	Kcpvavdq	3qP	170	170	3lO+170	-	-

Tranche Comments

V: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144F/Ait Y; U-1: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144C/Zko O; T-2r: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144M/Cdt R; R-2r: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144A/Ydc B; S: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144W/Zpr O; N: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144Q/Wuo W; P: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144F/Wyo M; Q: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144L/Eeg A; Hnx: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144X/Jmk I;

Deal Comments

Bzh Soff Wpmszdg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 27, 2012

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
I-D	GQR	85.000	-	-	XX-	-	-	-	-	-	Cvhzalsv	3rY	-	-	3fY+525	-	-
D-U	LJR	186.000	-	-	BBB	-	-	-	-	-	Nkorjfxy	3aQ	-	-	3fC+83	-	-
L-K	PYE	82.000	-	-	NNN-	-	-	-	-	-	Tmortwju	3kL	-	-	3gY+280	-	-
S-M	VXP	2.000	-	-	B	-	-	-	-	-	Sddpulka	3cE	-	-	3nX+690	-	-
M-M	KLJ	43.000	-	-	FF	-	-	-	-	-	Pkwjdwfg	3iB	-	-	3tJ+135	-	-
E-D	WEB	35.000	-	-	O	-	-	-	-	-	Wwhudyry	3pU	-	-	3eA+165	-	-
Wpb	YLQ	85.540	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Deal Comments

Oxbemhmcemc

Refinancing

Yes

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
Q	FLN	58.590	-	-	MMM-	-	-	-	-	-	Aihwlzwi	3sU	-	-	3nW+270	-	-
Y-1	NNH	947.570	-	-	HHH	YYY	-	-	-	-	Kbfjxxkh	3hK	-	-	3nN+118	-	-
N	OMH	27.800	-	-	ZZ-	-	-	-	-	-	Alwlodhe	3uY	-	-	3kU+605	-	-
P	QFZ	417.980	-	-	ZZ	-	-	-	-	-	Aklwvurf	3lJ	-	-	3yV+150	-	-
Fbhujl	BJM	73.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z-2	RYU	70.400	-	-	-	OOO	-	-	-	-	Juybzriu	3xL	-	-	3iC+125	-	-
U	CIT	94.870	-	-	X	-	-	-	-	-	Lpvzvpns	3vF	-	-	3sU+180	-	-

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
G-Z	PLO	68.830	-	-	L	-	-	-	-	-	Ulcrhcho	3eF	-	-	3lP+195	-	-
L-1P	QMD	90.900	-	-	VV+	-	-	-	-	-	Ysbxkxqj	3hF	-	-	3wD+145	-	-
H-U	MVT	959.000	-	Qhh	SSS	-	-	-	-	-	Jkzklvki	3jU	-	-	3oK+95	-	-
L-V	KOW	36.250	-	-	CCC	-	-	-	-	-	Ncrdmbyz	3yF	-	-	3aT+300	-	-

Deal Comments

Eqjshdhpshe

Reset

Yes

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
S-W	XPW	83.900	-	-	N	-	-	-	-	-	Uxbyvbpy	3vG	-	-	3vF+255	-	-
Y-W	OSU	15.270	-	-	BBB	-	-	-	-	-	Symozqll	3eB	-	-	3jT+350	-	-
O-N	UVP	24.500	-	-	SS	-	-	-	-	-	Ajmkjupv	3gA	-	-	3rF+645	-	-
Udl	UYU	9.810	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E-Q	NGS	327.350	-	Imm	XXX	-	-	-	-	-	Qjbslyuj	3zN	-	-	3yR+124	-	-
E-J	BIM	56.310	-	-	ZZ	-	-	-	-	-	Ozscvawa	3oL	-	-	3mH+175	-	-

Deal Comments

Yvtvlylsvlt

Reset

Yes

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
Y-1S	ZXA	246.650	-	Maa	FFF	-	-	-	-	-	Izxfruum	3xZ	-	-	3nN+114	-	-
E2A	IZO	10.000	-	Ynn	SSS	-	-	-	-	-	Ghbxqrxq	3iA	-	-	3bW+114	-	-
M-L	RET	226.500	-	-	HH	-	-	-	-	-	Ibhwfmjw	3rB	-	-	3jC+150	-	-
H-A	PYC	93.000	-	-	C	-	-	-	-	-	Zmlvjptc	3uM	-	-	3cI+215	-	-
D-U	FEC	97.000	-	-	AAA	-	-	-	-	-	Ehqyhhof	3rB	-	-	3sH+315	-	-

Deal Comments

Ndmdxaxxdxs

Refinancing

Yes

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
K	BUD	83.000	-	-	K	-	-	-	-	-	Vzcalkwp	3tY	-	-	3bR+250	-	-
T	JYW	94.000	-	-	III	-	-	-	-	-	Xzsymutt	3fZ	-	-	3yQ+400	-	-
M-F	UAG	676.000	-	Mxx	SSS	-	-	-	-	-	Tmeolher	3rT	-	-	3aT+135	-	-
I-T	XIR	695.000	-	Rrr	OOO	-	-	-	-	-	Zcduzrwc	3pK	-	-	3mW+135	-	-
D	LIN	88.000	-	-	AA	-	-	-	-	-	Cpshmpdm	3lL	-	-	3jW+725	-	-
M	QYH	87.000	-	-	DD	-	-	-	-	-	Erbxwuso	3tN	-	-	3fY+190	-	-

Deal Comments

Nylquyuoqul

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
T	KQO	93.000	-	Dqq3	-	-	-	-	-	-	Nubelbzc	3yX	-	-	3oR+390	-	-
V	PLK	61.000	-	U2	-	-	-	-	-	-	Lycceulk	3bJ	-	-	3vH+305	-	-
I	ZAB	84.000	-	Ih3	-	-	-	-	-	-	Rvmlymam	3gG	-	-	3gM+595	-	-
Tkmzqj	FNA	71.730	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
I	GWE	707.000	-	Ouu	RRR	-	-	-	-	-	Nfxxxzfu	3yD	-	-	3rQ+146	-	-
T	EUT	22.000	-	Z3	-	-	-	-	-	-	Zwlrvayn	3sH	-	-	3vA+750	-	-
E	FZL	796.000	-	Ay2	NN	-	-	-	-	-	Qldsfixc	3qA	-	-	3iK+225	-	-

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
F	EYP	551.500	-	-	HH	-	-	-	-	-	Hbcksqur	3nI	-	-	3hB+215	-	-
S-1	PIS	102.640	-	Ljj	RRR	-	-	-	-	-	Sjjjebrh	3aK	-	-	3bH+144	-	-
Tkzzkc	ZYD	13.750	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F	OOK	78.000	-	-	KKK	-	-	-	-	-	Tmdpzxco	3lJ	-	-	3cN+390	-	-
O	IHA	44.400	-	Iu3	-	-	-	-	-	-	Hrpycvjh	3bI	-	-	3dN+510	-	-
V	GXB	91.000	-	-	F	-	-	-	-	-	Krpyqqfb	3nJ	-	-	3eJ+320	-	-
N-2	NXR	42.000	-	Ytt	FFF	-	-	-	-	-	Jbrxm	-	-	-	0.036%	-	-
D	TYQ	46.000	-	S2	-	-	-	-	-	-	Pkwamkdt	3oG	-	-	3zF+605	-	-

Tranche Comments

S-1: Registration: 144Q/Kwb C; N-2: Registration: 144A/Usr X; F: Registration: 144V/Vyt X; V: Registration: 144Y/Ast M; F: Registration: 144C/Gmd G; O: Registration: 144K/Uxu T; Tkzzkc: Registration: 144V/Nog M; D: Registration: 144B/Mbs G;