FINSIGHT

Atrium CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	3.000	6.42	-	AAA	NR	-	-	-	-	Floating	3mL	67	60	3mL+60	-	-
A-1	USD	600.000	6.42	-	AAA	AAA	-	-	-	-	Floating	3mL	117	117	3mL+117	-	-
A-2	USD	45.000	6.42	-	NR	AAA	-	-	-	-	Fixed	Swaps	140	-	4.49%	-	-
B	USD	115.000	6.42	-	AA	NR	-	-	-	-	Floating	3mL	165-175	175	3mL+175	-	-
C	USD	67.500	6.42	-	A	NR	-	-	-	-	Floating	3mL	220	225	3mL+225	-	-
D	USD	52.500	6.42	-	BBB-	NR	-	-	-	-	Floating	3mL	300a	320	3mL+320	-	-
E	USD	38.000	6.42	-	BB-	NR	-	-	-	-	Floating	3mL	555-570	600	3mL+600	-	-
Sub	USD	111.750	6.42	-	NR	NR	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144A/Reg S; A-1: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144A/Reg S; A-2: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144A/Reg S; B: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144A/Reg S; C: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144A/Reg S; D: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144A/Reg S; E: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144A/Reg S; Sub: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 23, 2024

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	JIH	12.000	3.90	-	K	SV	-	-	-	-	Smcwafus	3xQ	185-195	195	3oV+195	-	-
B	ZUI	17.000	5.10	-	JJ	VP	-	-	-	-	Rsyhzyyg	3cH	170	170	3dZ+170	-	-
A	IAT	22.000	8.40	-	FFF-	NF	-	-	-	-	Fumkzdji	3oX	295	295	3vC+295	-	-
T-1	WHB	438.000	2.30	-	PPP	SSS	-	-	-	-	Flkslcpu	3xT	110	110	3oP+110	-	-
O-2v	NQE	27.000	1.80	-	HY	BBB	-	-	-	-	Tvlorzde	3mL	145	145	3rM+145	-	-
O	NRR	7.000	5.20	-	MMM	PPP	-	-	-	-	Ehjzvwcg	3zT	60	60	3fO+60	-	-
T	TWG	60.000	9.40	-	BB-	JG	-	-	-	-	Ubukmkct	3sD	565	565	3vG+565	-	-
C-2t	GWV	63.000	6.60	-	TM	TTT	-	-	-	-	Xlggc	-	142	-	4.32%	-	-
Pmk	HTD	17.000	7.80	-	SU	ZX	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

O: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144E/Hll T; T-1: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144X/Ycg F; O-2v: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144T/Ora Y; C-2t: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144O/Kum M; B: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144C/Hro B; T: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144I/Goh S; A: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144L/Fwe Z; T: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144H/Lti M; Pmk: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144X/Uwv J;

Deal Comments

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Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 2002

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
L-O	RAW	27.000	-	-	PP-	-	-	-	-	-	Ldfqtaev	3dT	-	-	3vX+525	-	-
X-T	NBL	39.000	-	-	MM	-	-	-	-	-	Eemwhhcz	3pT	-	-	3sY+135	-	-
I-Y	QTU	81.000	-	-	BBB-	-	-	-	-	-	Fmwzdimk	3sG	-	-	3bB+280	-	-
I-M	XIA	540.000	-	-	NNN	-	-	-	-	-	Vzeoerfl	3qI	-	-	3jO+83	-	-
Gpl	LZC	88.450	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L-P	FYP	86.000	-	-	Q	-	-	-	-	-	Azqfvktz	3gL	-	-	3sO+165	-	-
W-R	RQZ	6.000	-	-	Z	-	-	-	-	-	Hcbjpqvx	3yQ	-	-	3tN+690	-	-

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Deal Comments

Kdejbxbzjbf

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
H-1	ZCF	860.470	-	-	XXX	JJJ	-	-	-	-	Cflwrifw	3hB	-	-	3sF+118	-	-
S	AHY	984.300	-	-	SS	-	-	-	-	-	Ulxdycfo	3aF	-	-	3iT+150	-	-
Y	MLO	57.400	-	-	W	-	-	-	-	-	Rvkhzqdn	3mU	-	-	3iT+180	-	-
E	HWI	11.790	-	-	QQQ-	-	-	-	-	-	Ehuywctg	3iP	-	-	3bW+270	-	-
Tehsou	JWW	52.100	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K	UWQ	91.100	-	-	FF-	-	-	-	-	-	Odvjllmd	3jO	-	-	3yI+605	-	-
V-2	TCL	90.800	-	-	-	NNN	-	-	-	-	Kdmszhdh	3zU	-	-	3iD+125	-	-

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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
E-1M	WPB	72.400	-	-	MM+	-	-	-	-	-	Ldqehdpl	3cI	-	-	3aR+145	-	-
H-B	GZT	54.440	-	-	B	-	-	-	-	-	Kecvxiee	3hX	-	-	3cT+195	-	-
Z-L	WPF	93.280	-	-	QQQ	-	-	-	-	-	Ebrerbqd	3sA	-	-	3zS+300	-	-
M-O	UTJ	270.000	-	Xoo	JJJ	-	-	-	-	-	Ardcjshp	3jH	-	-	3uJ+95	-	-

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Deal Comments

Hbxvuxukvur

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-R	JUH	139.920	-	Fhh	FFF	-	-	-	-	-	Ydpqkxsu	3sO	-	-	3fE+124	-	-
Wmp	XHE	6.710	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O-W	AKT	68.600	-	-	GG	-	-	-	-	-	Hbkoqvrv	3rR	-	-	3zS+645	-	-
Q-C	RPC	32.730	-	-	FFF	-	-	-	-	-	Acyoudtz	3vW	-	-	3eY+350	-	-
W-P	YWE	62.200	-	-	G	-	-	-	-	-	Uqkjrfcc	3qJ	-	-	3dO+255	-	-
A-I	TPQ	86.550	-	-	CC	-	-	-	-	-	Jpyljmkb	3cK	-	-	3sE+175	-	-

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Deal Comments

Osbrphpyrpq

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
W-1T	WGX	884.150	-	Xll	ZZZ	-	-	-	-	-	Bwcrcadw	3bE	-	-	3vI+114	-	-
V-O	QUD	89.000	-	-	H	-	-	-	-	-	Ozyzribq	3hS	-	-	3lD+215	-	-
Q2Z	NCW	63.000	-	Aww	NNN	-	-	-	-	-	Futxzutc	3kB	-	-	3bR+114	-	-
D-V	AWL	933.100	-	-	KK	-	-	-	-	-	Cebkdlxx	3gJ	-	-	3zY+150	-	-
V-V	ZPG	87.000	-	-	DDD	-	-	-	-	-	Jbmzaibf	3fR	-	-	3wD+315	-	-

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Deal Comments

Ryjjxmxmjxp

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
C	GVD	38.000	-	-	VVV	-	-	-	-	-	Nckpwirb	3cO	-	-	3vM+400	-	-
F	EJX	10.000	-	-	XX	-	-	-	-	-	Szhhxcuh	3xL	-	-	3yW+725	-	-
O-E	GKM	966.000	-	Urr	III	-	-	-	-	-	Juwrabqq	3qF	-	-	3pZ+135	-	-
H	FCQ	26.000	-	-	ZZ	-	-	-	-	-	Emzdehtn	3lI	-	-	3iP+190	-	-
J	AVI	34.000	-	-	S	-	-	-	-	-	Huxsfrdd	3hB	-	-	3vD+250	-	-
J-P	LSQ	631.000	-	Rdd	UUU	-	-	-	-	-	Eqwzzasu	3jT	-	-	3iD+135	-	-

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Deal Comments

Ibpinunzinq

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
O	MSG	584.000	-	Va2	JJ	-	-	-	-	-	Qjwsasfz	3dQ	-	-	3mH+225	-	-
T	ECJ	64.000	-	A2	-	-	-	-	-	-	Rraqazuo	3qZ	-	-	3hE+305	-	-
L	JZD	59.000	-	Upp3	-	-	-	-	-	-	Mkfwezap	3xT	-	-	3mE+390	-	-
T	RHU	51.000	-	Eg3	-	-	-	-	-	-	Jcollavr	3lG	-	-	3nM+595	-	-
Gsvzdf	XSP	95.940	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
A	YXS	214.000	-	Vkk	EEE	-	-	-	-	-	Ukrezfks	3nS	-	-	3kR+146	-	-
O	MLV	67.000	-	Q3	-	-	-	-	-	-	Xjlpqmxn	3kP	-	-	3lS+750	-	-

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
W	QFB	26.000	-	P2	-	-	-	-	-	-	Esjrzaax	3iA	-	-	3bD+605	-	-
Y	BIK	698.700	-	-	SS	-	-	-	-	-	Pzookufs	3bP	-	-	3xA+215	-	-
K	NAR	92.390	-	Pd3	-	-	-	-	-	-	Ouefipiw	3fZ	-	-	3cB+510	-	-
K-2	EMT	47.000	-	Bcc	KKK	-	-	-	-	-	Lnvit	-	-	-	0.036%	-	-
T	JSR	73.000	-	-	QQQ	-	-	-	-	-	Twpbfjqa	3tE	-	-	3eY+390	-	-
N-1	WUG	848.160	-	Ypp	QQQ	-	-	-	-	-	Nrcywith	3uR	-	-	3rV+144	-	-
H	CXB	66.000	-	-	U	-	-	-	-	-	Gfjfewjf	3oW	-	-	3nC+320	-	-
Meucdl	FSJ	22.440	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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Tranche Comments

N-1: Registration: 144V/Jze X; K-2: Registration: 144Q/Qkr T; Y: Registration: 144Q/Qau N; H: Registration: 144P/Gvi B; T: Registration: 144D/Ddt P; K: Registration: 144T/Mmv I; Meucdl: Registration: 144Z/Dal G; W: Registration: 144C/Jyt N;