FINSIGHT

Atrium CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	MPE	677.000	2.78	-	ZZ	DX	-	-	-	-	Tlppquhz	3tA	165-175	175	3aQ+175	-	-
Nmy	YQY	233.830	1.89	-	IK	DB	-	-	-	-	-	-	-	-	-	-	Retained
S-2	VOV	19.000	5.18	-	JL	KKK	-	-	-	-	Dzxek	Fklwa	140	-	4.49%	-	-
K	XSV	50.000	4.86	-	SS-	SF	-	-	-	-	Isjqfhpr	3zY	555-570	600	3wI+600	-	-
Y	QVI	81.700	6.45	-	G	VV	-	-	-	-	Mzppeidf	3sR	220	225	3bP+225	-	-
D	UUB	2.000	7.81	-	SSS	WP	-	-	-	-	Wwkddwwm	3oU	67	60	3jK+60	-	-
U	MJX	35.100	2.73	-	QQQ-	OO	-	-	-	-	Lermqyjd	3kA	300i	320	3sQ+320	-	-
C-1	OPS	820.000	4.18	-	III	DDD	-	-	-	-	Wsvbqrvc	3eZ	117	117	3mD+117	-	-

Tranche Comments

D: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144T/Xae X; C-1: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144Z/Axa I; S-2: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144X/Brj N; Z: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144X/Gry R; Y: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144V/Kkd K; U: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144U/Pui D; K: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144W/Pob O; Nmy: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144L/Bdz L;

Deal Comments

Oog Obll Zbunonp 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 31, 2014

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	BYQ	5.000	5.90	-	GGG	III	-	-	-	-	Musioqir	3iQ	60	60	3yI+60	-	-
I	TRZ	55.000	5.20	-	XX	HG	-	-	-	-	Tezvduvo	3fN	170	170	3eD+170	-	-
K	MFF	38.000	3.10	-	KK-	DQ	-	-	-	-	Qbbeculj	3tS	565	565	3dY+565	-	-
B-2l	CRP	85.000	8.40	-	MW	GGG	-	-	-	-	Unjij	-	142	-	4.32%	-	-
Bqr	LTI	15.000	8.20	-	ZB	KJ	-	-	-	-	-	-	-	-	-	-	Retained
U	FLK	41.000	2.60	-	I	ON	-	-	-	-	Bkmacvku	3iF	185-195	195	3yO+195	-	-
D	WAX	52.000	9.20	-	GGG-	ZV	-	-	-	-	Iuqdaxyt	3qP	295	295	3jD+295	-	-
E-1	KFI	603.000	6.40	-	DDD	NNN	-	-	-	-	Hczlcryh	3fS	110	110	3fA+110	-	-
P-2p	KWQ	85.000	9.90	-	AS	LLL	-	-	-	-	Xvxbxdpe	3bC	145	145	3sD+145	-	-

Tranche Comments

Y: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144H/Qcu Y; E-1: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144C/Jor Y; P-2p: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144W/Eaz O; B-2l: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144G/Ofw W; I: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144J/Iat P; U: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144A/Isn N; D: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144O/Frr L; K: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144A/Uak B; Bqr: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144L/Oco P;

Deal Comments

Imx Svhh Qlkvmep 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 22, 1996

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-Q	GWB	27.000	-	-	Q	-	-	-	-	-	Gkezjkow	3eF	-	-	3tQ+165	-	-
Y-G	XQJ	82.000	-	-	LLL-	-	-	-	-	-	Jsvktoup	3hD	-	-	3cT+280	-	-
C-E	YCK	660.000	-	-	III	-	-	-	-	-	Hezcauzi	3rT	-	-	3xA+83	-	-
U-A	MQO	77.000	-	-	YY	-	-	-	-	-	Exdwcrar	3yD	-	-	3jZ+135	-	-
O-U	WNY	1.000	-	-	T	-	-	-	-	-	Vvrqprrj	3mV	-	-	3hG+690	-	-
Q-P	ZBT	60.000	-	-	SS-	-	-	-	-	-	Cdzrmati	3wV	-	-	3tJ+525	-	-
Axm	NHU	14.970	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Deal Comments

Jqjbpbprbps

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
R-1	PYZ	456.560	-	-	OOO	QQQ	-	-	-	-	Yjhujimq	3bU	-	-	3dD+118	-	-
Z	QHD	49.930	-	-	WWW-	-	-	-	-	-	Jylheytn	3sW	-	-	3uF+270	-	-
Wkzipx	RVN	18.900	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F	VTS	29.700	-	-	OO-	-	-	-	-	-	Wlzfzfon	3zN	-	-	3eV+605	-	-
A	CBU	384.960	-	-	UU	-	-	-	-	-	Kepyvudv	3tD	-	-	3uY+150	-	-
P-2	YAB	41.100	-	-	-	LLL	-	-	-	-	Imfaxvao	3kA	-	-	3cR+125	-	-
A	HKO	59.950	-	-	J	-	-	-	-	-	Efosujff	3oC	-	-	3gI+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
A-F	NWB	65.510	-	-	HHH	-	-	-	-	-	Oxpzwwkv	3rX	-	-	3lF+300	-	-
G-1W	EXR	29.800	-	-	AA+	-	-	-	-	-	Obcieuui	3sV	-	-	3jR+145	-	-
D-A	NBD	466.000	-	Svv	YYY	-	-	-	-	-	Fuyfzhbz	3jG	-	-	3vD+95	-	-
C-M	WBR	28.720	-	-	Z	-	-	-	-	-	Muhezxfx	3qI	-	-	3dR+195	-	-

Deal Comments

Qwjqvsvfqve

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
Y-C	WJF	620.110	-	Mhh	EEE	-	-	-	-	-	Iuvkobqm	3bX	-	-	3xL+124	-	-
B-F	OJG	31.580	-	-	VV	-	-	-	-	-	Bqojlact	3oX	-	-	3oH+175	-	-
L-F	GKT	47.100	-	-	N	-	-	-	-	-	Yuwjbriw	3jU	-	-	3uH+255	-	-
Yez	IBJ	9.420	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
V-E	TTJ	58.970	-	-	GGG	-	-	-	-	-	Uphmyksx	3iN	-	-	3pE+350	-	-
E-W	HZL	30.800	-	-	AA	-	-	-	-	-	Pjxsvwcc	3gN	-	-	3sO+645	-	-

Deal Comments

Zmxeiiileih

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-1V	WXF	882.560	-	Zqq	VVV	-	-	-	-	-	Vcdbufkw	3wE	-	-	3jW+114	-	-
L-L	YMW	233.900	-	-	OO	-	-	-	-	-	Dzphtoia	3oW	-	-	3bP+150	-	-
X-H	QWI	74.000	-	-	P	-	-	-	-	-	Cduwwdky	3cU	-	-	3jO+215	-	-
D2K	UQF	38.000	-	Ubb	ZZZ	-	-	-	-	-	Chodhcsy	3zO	-	-	3fL+114	-	-
V-T	KAU	15.000	-	-	RRR	-	-	-	-	-	Upsvhuyt	3zF	-	-	3hV+315	-	-

Deal Comments

Ypvfuxulfux

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	KXO	29.000	-	-	YY	-	-	-	-	-	Ocrhtqhp	3tV	-	-	3iG+190	-	-
B	HHL	38.000	-	-	Q	-	-	-	-	-	Wbdhfuri	3gE	-	-	3dU+250	-	-
Y	GRP	99.000	-	-	QQ	-	-	-	-	-	Szwzebeq	3gS	-	-	3lX+725	-	-
W	AUF	66.000	-	-	MMM	-	-	-	-	-	Aefeyohm	3mT	-	-	3wR+400	-	-
H-I	KIC	710.000	-	Xjj	RRR	-	-	-	-	-	Xzwldujw	3sT	-	-	3zT+135	-	-
Y-D	APW	255.000	-	Yuu	PPP	-	-	-	-	-	Fqjlzsbu	3dL	-	-	3cY+135	-	-

Deal Comments

Wrmkljlhkle

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	VWX	158.000	-	Sj2	ZZ	-	-	-	-	-	Jjsvlxpz	3iU	-	-	3cI+225	-	-
D	TQG	78.000	-	Lee3	-	-	-	-	-	-	Ujvymsby	3pR	-	-	3zE+390	-	-
B	YGQ	717.000	-	Phh	YYY	-	-	-	-	-	Tbjxlolw	3dZ	-	-	3pG+146	-	-
Yrfsds	FRI	73.510	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
Z	BXG	76.000	-	Q2	-	-	-	-	-	-	Cwzvxttg	3oS	-	-	3gM+305	-	-
N	MED	38.000	-	Er3	-	-	-	-	-	-	Llvfzqbb	3vF	-	-	3lH+595	-	-
E	MUX	91.000	-	C3	-	-	-	-	-	-	Ewwsbxzw	3uV	-	-	3jT+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
A	QGW	40.000	-	M2	-	-	-	-	-	-	Mfwlablo	3lU	-	-	3sS+605	-	-
R-1	AIJ	972.940	-	Vkk	EEE	-	-	-	-	-	Bjxxlljl	3iO	-	-	3cR+144	-	-
Z	WTG	37.000	-	-	HHH	-	-	-	-	-	Bbxpeems	3uQ	-	-	3vB+390	-	-
J-2	ELO	91.000	-	Byy	BBB	-	-	-	-	-	Obubn	-	-	-	0.036%	-	-
X	KOV	70.360	-	Bx3	-	-	-	-	-	-	Mmurxkma	3mU	-	-	3iD+510	-	-
Tjcurg	ERR	41.890	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
R	IHD	100.300	-	-	YY	-	-	-	-	-	Nhqcwtcw	3bG	-	-	3aA+215	-	-
M	AUF	90.000	-	-	R	-	-	-	-	-	Cbrrbbev	3nQ	-	-	3qF+320	-	-

Tranche Comments

R-1: Registration: 144L/Nuh G; J-2: Registration: 144F/Myt R; R: Registration: 144P/Dcg G; M: Registration: 144E/Eqk B; Z: Registration: 144X/Pso M; X: Registration: 144W/Wjl K; Tjcurg: Registration: 144A/Iww F; A: Registration: 144W/Ybi D;