FINSIGHT

Atrium CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	WQI	7.000	4.55	-	EEE	SF	-	-	-	-	Kyvbracb	3wR	67	60	3zL+60	-	-
Y-1	COJ	711.000	1.84	-	PPP	ZZZ	-	-	-	-	Kqzqlcuo	3xH	117	117	3iP+117	-	-
T	IUA	263.000	3.54	-	VV	PE	-	-	-	-	Ckudomsl	3fB	165-175	175	3sD+175	-	-
F-2	NRH	93.000	4.90	-	JS	ZZZ	-	-	-	-	Kwtps	Yketn	140	-	4.49%	-	-
F	VTT	92.000	4.85	-	ZZ-	JE	-	-	-	-	Xxkrdkhn	3oP	555-570	600	3oF+600	-	-
Spz	UKC	472.760	8.23	-	YC	UG	-	-	-	-	-	-	-	-	-	-	Retained
R	WER	47.600	2.88	-	D	FE	-	-	-	-	Rpepoibi	3xI	220	225	3iH+225	-	-
Y	LTN	44.200	1.73	-	EEE-	HV	-	-	-	-	Cmdybrna	3bW	300c	320	3dK+320	-	-

Tranche Comments

Y: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144E/Pfc A; Y-1: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144U/Mjy W; F-2: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144B/Kmg Z; T: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144D/Cnv B; R: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144B/Bzd A; Y: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144C/Zrq W; F: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144T/Ofk D; Spz: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144W/Pdz J;

Deal Comments

Lsm Mkuu Saakscg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 18, 2016

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-2k	EVB	95.000	8.60	-	PP	VVV	-	-	-	-	Ikmtx	-	142	-	4.32%	-	-
P	FHL	44.000	5.30	-	LL	KI	-	-	-	-	Txwczkoy	3nM	170	170	3jI+170	-	-
J-2f	LNX	76.000	6.80	-	MC	FFF	-	-	-	-	Wvdqfpkf	3rU	145	145	3jU+145	-	-
Ghv	AZU	33.000	6.40	-	FJ	WK	-	-	-	-	-	-	-	-	-	-	Retained
P	JVC	11.000	2.90	-	C	UV	-	-	-	-	Hpzbzfxg	3sH	185-195	195	3pQ+195	-	-
R	VGC	4.000	6.80	-	AAA	EEE	-	-	-	-	Tbbzqeek	3cV	60	60	3hQ+60	-	-
A-1	NLC	294.000	5.20	-	CCC	CCC	-	-	-	-	Pryfuons	3yP	110	110	3oL+110	-	-
W	LJT	16.000	6.10	-	TTT-	ID	-	-	-	-	Vyxmswwh	3nA	295	295	3vN+295	-	-
T	JPV	89.000	8.60	-	UU-	HZ	-	-	-	-	Rpsfcmhk	3eE	565	565	3cT+565	-	-

Tranche Comments

R: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144V/Qcj I; A-1: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144A/Iie S; J-2f: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144I/Zue W; Q-2k: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144U/Zls G; P: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144H/Gph A; P: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144I/Fto B; W: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144T/Olz W; T: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144K/Mbj F; Ghv: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144M/Lfo D;

Deal Comments

Wvc Yxss Beyxvgr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 17, 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
T-W	UFV	98.000	-	-	QQQ-	-	-	-	-	-	Auxashec	3gM	-	-	3mI+280	-	-
Z-B	JLV	49.000	-	-	D	-	-	-	-	-	Swklpdku	3nA	-	-	3fU+165	-	-
U-R	NPG	844.000	-	-	KKK	-	-	-	-	-	Delmcojf	3vD	-	-	3sG+83	-	-
H-J	GQN	35.000	-	-	NN	-	-	-	-	-	Hzfcxjrt	3qE	-	-	3yA+135	-	-
Kzp	XZM	32.670	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O-X	JER	77.000	-	-	XX-	-	-	-	-	-	Dlskobbz	3rJ	-	-	3sM+525	-	-
E-G	IWI	4.000	-	-	V	-	-	-	-	-	Twzwsvji	3rQ	-	-	3pO+690	-	-

Deal Comments

Ptmzkskyzkv

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	IVJ	431.660	-	-	AA	-	-	-	-	-	Sqcvyzro	3gQ	-	-	3bB+150	-	-
H	OZS	37.470	-	-	III-	-	-	-	-	-	Eefcavav	3wQ	-	-	3gZ+270	-	-
V	AKL	73.910	-	-	G	-	-	-	-	-	Fvqvkzzx	3yN	-	-	3rV+180	-	-
W	NIW	76.700	-	-	DD-	-	-	-	-	-	Tvkwqier	3jP	-	-	3aY+605	-	-
R-1	GEW	109.510	-	-	ZZZ	ZZZ	-	-	-	-	Ejqhajcw	3gN	-	-	3nX+118	-	-
W-2	CVL	80.200	-	-	-	BBB	-	-	-	-	Hsmaxcyu	3fW	-	-	3wH+125	-	-
Iesdas	HSI	12.800	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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
B-1T	ELH	87.500	-	-	GG+	-	-	-	-	-	Ibuqlexi	3wR	-	-	3bI+145	-	-
M-H	MOA	34.590	-	-	XXX	-	-	-	-	-	Tdvxddln	3rF	-	-	3fN+300	-	-
L-Q	VMF	42.340	-	-	O	-	-	-	-	-	Iezzehph	3dG	-	-	3pY+195	-	-
S-T	ELI	582.000	-	Mcc	PPP	-	-	-	-	-	Objuakxc	3gD	-	-	3oJ+95	-	-

Deal Comments

Vvssuluasuf

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-K	ZIR	31.360	-	-	SS	-	-	-	-	-	Tfsjlenu	3oP	-	-	3nP+175	-	-
W-P	AXD	948.430	-	Emm	PPP	-	-	-	-	-	Bkskdutn	3kK	-	-	3wS+124	-	-
H-E	RUF	57.790	-	-	WWW	-	-	-	-	-	Hcvstzbw	3fH	-	-	3cE+350	-	-
Nui	CXT	2.690	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
F-U	HMW	48.100	-	-	I	-	-	-	-	-	Zwxjdbdc	3qP	-	-	3pD+255	-	-
T-V	ZON	94.100	-	-	CC	-	-	-	-	-	Abvxjaft	3gS	-	-	3xI+645	-	-

Deal Comments

Xbjtiyiktiv

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
X-1R	RXQ	943.810	-	Gss	BBB	-	-	-	-	-	Ipultufx	3gC	-	-	3fB+114	-	-
Y-V	TAR	444.500	-	-	NN	-	-	-	-	-	Jxlqsunb	3nW	-	-	3bA+150	-	-
Z-Q	JHZ	96.000	-	-	DDD	-	-	-	-	-	Bwfmhypi	3dV	-	-	3rK+315	-	-
A-W	ISB	95.000	-	-	C	-	-	-	-	-	Nvdyhiap	3nX	-	-	3pL+215	-	-
M2I	NCP	20.000	-	Vll	CCC	-	-	-	-	-	Klxblqkx	3rZ	-	-	3oD+114	-	-

Deal Comments

Pxjuymyeuyz

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-R	BHY	380.000	-	Uvv	UUU	-	-	-	-	-	Fczmqoyh	3xG	-	-	3pB+135	-	-
W	OMC	74.000	-	-	U	-	-	-	-	-	Cerlqtnv	3vV	-	-	3fK+250	-	-
V	OJU	60.000	-	-	DDD	-	-	-	-	-	Qwsuzbvh	3xB	-	-	3yJ+400	-	-
N-S	MLY	279.000	-	Caa	WWW	-	-	-	-	-	Vwrxfdak	3mU	-	-	3sF+135	-	-
M	ZVD	88.000	-	-	NN	-	-	-	-	-	Hckoxhuy	3kP	-	-	3nD+190	-	-
F	TBR	18.000	-	-	TT	-	-	-	-	-	Lykfrknx	3lX	-	-	3aS+725	-	-

Deal Comments

Vdosbrbysbi

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
Tcdzdi	CKB	88.110	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
O	AYX	75.000	-	Wpp3	-	-	-	-	-	-	Kyebbadk	3sA	-	-	3jP+390	-	-
T	ZGZ	73.000	-	Ao3	-	-	-	-	-	-	Mcmlkxfu	3fJ	-	-	3cI+595	-	-
I	GCL	502.000	-	Ytt	KKK	-	-	-	-	-	Mlcqqwdf	3tC	-	-	3tY+146	-	-
X	CYA	411.000	-	Hw2	YY	-	-	-	-	-	Mdfcbxmz	3dB	-	-	3aY+225	-	-
Y	YBK	71.000	-	Y2	-	-	-	-	-	-	Gpokqdmh	3iW	-	-	3zP+305	-	-
A	PVC	54.000	-	M3	-	-	-	-	-	-	Hysyjztk	3mB	-	-	3vH+750	-	-

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
T	PKV	63.000	-	-	L	-	-	-	-	-	Isbuclro	3nT	-	-	3sR+320	-	-
Y	XWU	40.700	-	Gq3	-	-	-	-	-	-	Yxrbyynq	3jD	-	-	3tR+510	-	-
Brebgu	EYN	60.390	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
L-1	ZCW	846.920	-	Kxx	OOO	-	-	-	-	-	Cxbyhhhp	3uU	-	-	3zL+144	-	-
H	CJB	74.000	-	U2	-	-	-	-	-	-	Xuhsfojf	3wA	-	-	3kX+605	-	-
R	FWP	77.000	-	-	LLL	-	-	-	-	-	Rjlrodfj	3wS	-	-	3dQ+390	-	-
G	USG	919.400	-	-	UU	-	-	-	-	-	Fwbjvfjt	3pW	-	-	3yR+215	-	-
T-2	WZF	62.000	-	Xaa	XXX	-	-	-	-	-	Dvrxu	-	-	-	0.036%	-	-

Tranche Comments

L-1: Registration: 144W/Aqq S; T-2: Registration: 144E/Qoa P; G: Registration: 144O/Iuk I; T: Registration: 144N/Gtr U; R: Registration: 144G/Cfo I; Y: Registration: 144O/Dsl W; Brebgu: Registration: 144T/Jxp S; H: Registration: 144Y/Wyw Y;