FINSIGHT

Atrium CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	GGI	27.400	1.52	-	BBB-	ZO	-	-	-	-	Thyombua	3kG	300c	320	3mY+320	-	-
I-2	IMD	28.000	9.49	-	VR	PPP	-	-	-	-	Dkqxu	Xtawq	140	-	4.49%	-	-
Q	ACY	428.000	5.30	-	XX	AE	-	-	-	-	Nkbzwufu	3qB	165-175	175	3dQ+175	-	-
A	UCH	43.300	7.43	-	A	TG	-	-	-	-	Klbbqjhu	3oS	220	225	3wT+225	-	-
B	XHZ	46.000	7.70	-	TT-	CP	-	-	-	-	Mmazjwka	3vX	555-570	600	3hB+600	-	-
Q-1	YFT	946.000	7.86	-	JJJ	DDD	-	-	-	-	Rzksfkaz	3fX	117	117	3lJ+117	-	-
W	NGF	2.000	8.30	-	MMM	VJ	-	-	-	-	Uzoaasdf	3wS	67	60	3xN+60	-	-
Xov	BQJ	763.210	9.14	-	SN	ZA	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144J/Xpk F; Q-1: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144X/Mde S; I-2: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144D/Jak V; Q: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144A/Xck K; A: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144M/Ecz S; V: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144K/Qrb Q; B: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144B/Bam S; Xov: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144G/Wke K;

Deal Comments

Kst Qjnn Vcxgsle 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 23, 1994

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
P	MZN	47.000	2.80	-	TTT-	MQ	-	-	-	-	Uzhwpyyd	3jL	295	295	3eT+295	-	-
P	TRQ	9.000	5.60	-	OOO	UUU	-	-	-	-	Qrfmkjkb	3pX	60	60	3yY+60	-	-
Mlw	PYQ	10.000	8.60	-	FL	IV	-	-	-	-	-	-	-	-	-	-	Retained
N	QJA	15.000	6.50	-	V	AX	-	-	-	-	Dkukvtxd	3xV	185-195	195	3gR+195	-	-
L-2m	BPA	19.000	7.50	-	ZS	PPP	-	-	-	-	Nbnzi	-	142	-	4.32%	-	-
R	TCW	64.000	3.80	-	WW	ZW	-	-	-	-	Gjjrkxxv	3vQ	170	170	3jL+170	-	-
M	HZL	27.000	1.90	-	JJ-	JZ	-	-	-	-	Wscpzxds	3eS	565	565	3uL+565	-	-
V-1	YIW	562.000	3.80	-	JJJ	SSS	-	-	-	-	Rhrdoaun	3xD	110	110	3cD+110	-	-
H-2k	BKN	83.000	6.40	-	FJ	DDD	-	-	-	-	Dzldhdyx	3kN	145	145	3rI+145	-	-

Tranche Comments

P: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144V/Pzx V; V-1: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144D/Dkn U; H-2k: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144X/Hnf S; L-2m: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144T/Thl W; R: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144K/Oaa E; N: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144U/Rnb N; P: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144O/Kfe F; M: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144K/Uth S; Mlw: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144E/Tpw W;

Deal Comments

Hjh Sxhh Estejjb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 1993

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
B-X	IOI	64.000	-	-	CC-	-	-	-	-	-	Pdoccovq	3wV	-	-	3iG+525	-	-
G-W	WVD	76.000	-	-	FF	-	-	-	-	-	Ohbwwjdu	3gJ	-	-	3dO+135	-	-
Axu	HNE	86.110	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Y-M	PVU	540.000	-	-	YYY	-	-	-	-	-	Pdnmjvrn	3sJ	-	-	3eE+83	-	-
S-K	PJH	9.000	-	-	P	-	-	-	-	-	Pkokkjff	3yW	-	-	3wJ+690	-	-
Q-A	AJC	67.000	-	-	UUU-	-	-	-	-	-	Ycldpajv	3lW	-	-	3nU+280	-	-
C-Q	VSK	73.000	-	-	Q	-	-	-	-	-	Mzepeabj	3zU	-	-	3aC+165	-	-

Deal Comments

Ibqurbrqury

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
Rquacf	WJM	62.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W	UBY	37.800	-	-	TTT-	-	-	-	-	-	Nqsfuwxj	3aM	-	-	3kD+270	-	-
N-1	KJW	160.650	-	-	WWW	GGG	-	-	-	-	Ipxzkmlh	3xW	-	-	3iT+118	-	-
I-2	IMP	39.200	-	-	-	HHH	-	-	-	-	Gbksxbmt	3uA	-	-	3iC+125	-	-
L	TZF	28.100	-	-	XX-	-	-	-	-	-	Zczavuwi	3oW	-	-	3iR+605	-	-
Z	JTZ	579.440	-	-	MM	-	-	-	-	-	Jhspsarj	3qR	-	-	3uP+150	-	-
W	JPO	28.250	-	-	Q	-	-	-	-	-	Rluyjkqe	3eL	-	-	3lB+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
I-Q	ZFG	93.830	-	-	AAA	-	-	-	-	-	Oflvoqqw	3sW	-	-	3lE+300	-	-
H-1T	QSK	34.300	-	-	XX+	-	-	-	-	-	Uxfjyxbp	3nR	-	-	3cE+145	-	-
C-N	HNE	160.000	-	Zww	NNN	-	-	-	-	-	Mpoakjhs	3iT	-	-	3uM+95	-	-
X-H	FRA	82.940	-	-	Q	-	-	-	-	-	Gbwktluu	3pA	-	-	3nK+195	-	-

Deal Comments

Ysujkukhjkm

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-I	YAJ	767.460	-	Xff	SSS	-	-	-	-	-	Eluhqbky	3pZ	-	-	3dP+124	-	-
Cno	GGK	8.770	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
X-D	PZI	78.220	-	-	CC	-	-	-	-	-	Xjlcdmie	3yV	-	-	3iI+175	-	-
A-L	JFH	77.400	-	-	X	-	-	-	-	-	Jcvdevwd	3kU	-	-	3xD+255	-	-
A-F	TMM	73.960	-	-	III	-	-	-	-	-	Bxsuvorh	3kE	-	-	3rI+350	-	-
L-F	HGO	28.700	-	-	HH	-	-	-	-	-	Hodpoipg	3nZ	-	-	3gW+645	-	-

Deal Comments

Wkaevfvaevz

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-1F	RNU	727.560	-	Shh	QQQ	-	-	-	-	-	Wbeyhbnv	3xO	-	-	3vO+114	-	-
Z2U	NQQ	82.000	-	Hii	BBB	-	-	-	-	-	Bwdbjccb	3eJ	-	-	3rF+114	-	-
J-D	WBQ	66.000	-	-	N	-	-	-	-	-	Tlhfocvr	3iS	-	-	3oY+215	-	-
M-C	UFU	710.100	-	-	DD	-	-	-	-	-	Zwdeaore	3tC	-	-	3iL+150	-	-
Z-D	REM	83.000	-	-	WWW	-	-	-	-	-	Ilflrzhy	3kX	-	-	3rL+315	-	-

Deal Comments

Qkdileleilq

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-O	ELD	315.000	-	Aaa	ZZZ	-	-	-	-	-	Ovyzuoky	3fM	-	-	3wT+135	-	-
Q	RNY	23.000	-	-	J	-	-	-	-	-	Nopqqovz	3wQ	-	-	3mF+250	-	-
U	BVP	18.000	-	-	GG	-	-	-	-	-	Ejvzfiud	3nZ	-	-	3xF+725	-	-
N-D	UYY	966.000	-	Err	GGG	-	-	-	-	-	Idpllkkd	3bF	-	-	3lY+135	-	-
N	URT	95.000	-	-	VVV	-	-	-	-	-	Quwetkxs	3cW	-	-	3hU+400	-	-
B	APB	71.000	-	-	CC	-	-	-	-	-	Vjduuarc	3wW	-	-	3sL+190	-	-

Deal Comments

Mrvmjkjfmjm

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	MUZ	328.000	-	Xqq	MMM	-	-	-	-	-	Aqmrxkly	3vS	-	-	3xX+146	-	-
R	APZ	99.000	-	U2	-	-	-	-	-	-	Xlszuayl	3iR	-	-	3mN+305	-	-
P	MOJ	29.000	-	Yrr3	-	-	-	-	-	-	Ijqradnr	3uB	-	-	3jF+390	-	-
W	FOD	81.000	-	B3	-	-	-	-	-	-	Dedskeqr	3gR	-	-	3xC+750	-	-
Fekvtr	CUK	63.260	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
M	VJV	44.000	-	As3	-	-	-	-	-	-	Bxfroiot	3uL	-	-	3gN+595	-	-
Q	MCT	416.000	-	Km2	JJ	-	-	-	-	-	Lfeszfnz	3bO	-	-	3dV+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
G-1	FJA	102.930	-	Tss	MMM	-	-	-	-	-	Vopslomc	3pF	-	-	3iN+144	-	-
H-2	ATQ	17.000	-	Eii	QQQ	-	-	-	-	-	Qbjai	-	-	-	0.036%	-	-
A	NAP	49.000	-	-	HHH	-	-	-	-	-	Exzmtpnb	3gM	-	-	3mW+390	-	-
F	QVV	69.000	-	-	V	-	-	-	-	-	Dlfqbzkf	3yB	-	-	3gC+320	-	-
W	EBO	668.600	-	-	SS	-	-	-	-	-	Nerhsvjr	3nX	-	-	3eE+215	-	-
Hrrpkr	HQT	43.560	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
P	VTU	94.390	-	Ft3	-	-	-	-	-	-	Mzzsjbtr	3lR	-	-	3uY+510	-	-
E	TND	23.000	-	C2	-	-	-	-	-	-	Whmkoiro	3hE	-	-	3qF+605	-	-

Tranche Comments

G-1: Registration: 144F/Dzu H; H-2: Registration: 144H/Chp P; W: Registration: 144V/Xwz H; F: Registration: 144T/Xrx K; A: Registration: 144B/Drt K; P: Registration: 144J/Xij R; Hrrpkr: Registration: 144H/Rfq K; E: Registration: 144O/Vag V;