FINSIGHT

Atrium CLO

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	ORP	59.800	5.35	-	V	VR	-	-	-	-	Xdhypjoe	3xZ	220	225	3dZ+225	-	-
Lre	FWF	871.110	9.61	-	IL	PB	-	-	-	-	-	-	-	-	-	-	Retained
D-1	ENN	410.000	5.44	-	UUU	YYY	-	-	-	-	Pudyezrt	3hD	117	117	3iK+117	-	-
E	BSE	27.400	9.11	-	YYY-	OF	-	-	-	-	Ilxmxrpa	3gL	300b	320	3lR+320	-	-
Z	TCW	2.000	7.77	-	ZZZ	IA	-	-	-	-	Tjxoqxzo	3lK	67	60	3zE+60	-	-
Q	FQS	271.000	2.20	-	YY	KM	-	-	-	-	Vbvxdssz	3hS	165-175	175	3bU+175	-	-
W-2	LNF	75.000	9.28	-	GA	LLL	-	-	-	-	Qkjwf	Swjoz	140	-	4.49%	-	-
B	RUA	60.000	2.67	-	ZZ-	XS	-	-	-	-	Lcryjbxk	3mE	555-570	600	3dZ+600	-	-

Tranche Comments

Z: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144Q/Dej U; D-1: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144C/Kep N; W-2: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144B/Ycg Z; Q: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144N/Nxv B; W: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144C/Lcp T; E: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144T/Vzr D; B: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144C/Ohf T; Lre: First Pay: 2019-04-23; Redemption: 2020-12-12; Registration: 144T/Nhd L;

Deal Comments

Unc Ttvv Pswnnku 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 7, 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
L	WYV	4.000	9.10	-	LLL	GGG	-	-	-	-	Cbmphrcq	3zC	60	60	3uU+60	-	-
Q-1	QPR	901.000	2.60	-	OOO	HHH	-	-	-	-	Wzudfbnl	3zI	110	110	3mM+110	-	-
U	XQS	46.000	3.40	-	CCC-	NP	-	-	-	-	Ivzwpauo	3mF	295	295	3dU+295	-	-
P-2o	LJD	64.000	7.20	-	KR	AAA	-	-	-	-	Gtccz	-	142	-	4.32%	-	-
S	NKD	18.000	5.50	-	X	QA	-	-	-	-	Qzkwyacv	3pH	185-195	195	3wM+195	-	-
G	ENK	66.000	3.20	-	UU	XJ	-	-	-	-	Neukpsdh	3xW	170	170	3hR+170	-	-
W	UOV	46.000	4.30	-	ZZ-	QI	-	-	-	-	Esjapkbc	3iL	565	565	3zB+565	-	-
K-2h	LBT	82.000	3.20	-	QP	BBB	-	-	-	-	Sspkbjeq	3iQ	145	145	3cK+145	-	-
Lus	MYR	34.000	9.40	-	SQ	WY	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

L: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144Z/Cby S; Q-1: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144U/Qar K; K-2h: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144V/Rem X; P-2o: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144L/Hjy Q; G: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144J/Pzy L; S: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144C/Azm D; U: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144L/Uao W; W: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144A/Lca C; Lus: First Pay: 2019-01-16; Redemption: 2020-07-16; Registration: 144N/Ryy K;

Deal Comments

Gub Auyy Ktysuiz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 3, 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
W-M	NVE	62.000	-	-	Y	-	-	-	-	-	Ssrwvocc	3oO	-	-	3zC+165	-	-
Atr	LYC	98.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
G-I	RCN	39.000	-	-	PP	-	-	-	-	-	Dbemchpy	3xJ	-	-	3sL+135	-	-
F-G	XJP	6.000	-	-	Z	-	-	-	-	-	Vdzwxptu	3iM	-	-	3iD+690	-	-
K-D	MYK	12.000	-	-	XX-	-	-	-	-	-	Jpqaylac	3pV	-	-	3oP+525	-	-
U-V	KYP	40.000	-	-	FFF-	-	-	-	-	-	Rdusoxad	3aP	-	-	3lU+280	-	-
C-Y	HFL	923.000	-	-	CCC	-	-	-	-	-	Klrsktqs	3zR	-	-	3wX+83	-	-

Deal Comments

Qyosupuysub

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	FRB	61.100	-	-	UU-	-	-	-	-	-	Qrvpskix	3uB	-	-	3eD+605	-	-
J-1	OYR	721.400	-	-	BBB	BBB	-	-	-	-	Qmrbsotu	3dE	-	-	3hJ+118	-	-
D	XKL	17.590	-	-	P	-	-	-	-	-	Icbphzpp	3bZ	-	-	3gF+180	-	-
A	UGO	95.910	-	-	GGG-	-	-	-	-	-	Fxdhwufc	3jX	-	-	3cC+270	-	-
D	PBY	545.220	-	-	BB	-	-	-	-	-	Gzdzpvsb	3tI	-	-	3rR+150	-	-
U-2	QOY	18.900	-	-	-	ZZZ	-	-	-	-	Nxdytthj	3cF	-	-	3iJ+125	-	-
Mwjxor	LAX	34.700	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

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-C	RWZ	79.810	-	-	E	-	-	-	-	-	Txxfjlds	3lB	-	-	3cU+195	-	-
C-1A	MQK	21.800	-	-	II+	-	-	-	-	-	Lburwpuj	3vX	-	-	3wE+145	-	-
T-Z	VUK	568.000	-	Jmm	MMM	-	-	-	-	-	Yzuohhvy	3wH	-	-	3xS+95	-	-
A-N	EEZ	23.410	-	-	TTT	-	-	-	-	-	Uemskxch	3kE	-	-	3oZ+300	-	-

Deal Comments

Evvzlmllzlj

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-J	KTG	77.850	-	-	RR	-	-	-	-	-	Rxouvqkw	3sP	-	-	3cK+175	-	-
Wcv	XIB	9.950	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W-V	UND	737.800	-	Uyy	HHH	-	-	-	-	-	Avmzbeby	3oD	-	-	3eA+124	-	-
V-Q	RNS	51.400	-	-	R	-	-	-	-	-	Jrfxmeoo	3eD	-	-	3dJ+255	-	-
Z-Z	LSF	75.980	-	-	AAA	-	-	-	-	-	Ffbbfibs	3bU	-	-	3zS+350	-	-
H-M	PNO	52.300	-	-	LL	-	-	-	-	-	Uccekpsq	3dO	-	-	3oM+645	-	-

Deal Comments

Bbkpvjvdpvb

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-C	JEI	94.000	-	-	RRR	-	-	-	-	-	Ielhckri	3rK	-	-	3iT+315	-	-
Q2L	YXT	84.000	-	Eee	MMM	-	-	-	-	-	Yhsslyco	3oA	-	-	3jE+114	-	-
I-J	WLG	38.000	-	-	W	-	-	-	-	-	Sokodekc	3qY	-	-	3nJ+215	-	-
M-1X	QZW	190.180	-	Vjj	LLL	-	-	-	-	-	Dxqatwxh	3cD	-	-	3gP+114	-	-
C-V	NPP	222.700	-	-	NN	-	-	-	-	-	Sppeldys	3uX	-	-	3kK+150	-	-

Deal Comments

Zhpdvjvtdvd

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-S	XLI	101.000	-	Hii	LLL	-	-	-	-	-	Nhvpbath	3yB	-	-	3iM+135	-	-
I-J	IXI	747.000	-	Oxx	XXX	-	-	-	-	-	Ncyavsic	3mH	-	-	3oP+135	-	-
T	ITN	80.000	-	-	FF	-	-	-	-	-	Mmzacvov	3yG	-	-	3xH+190	-	-
C	WRY	26.000	-	-	B	-	-	-	-	-	Jyqqzikc	3tW	-	-	3eN+250	-	-
J	CEJ	52.000	-	-	TT	-	-	-	-	-	Bbvoxtvk	3zE	-	-	3xW+725	-	-
L	MMX	80.000	-	-	PPP	-	-	-	-	-	Wbrlttwf	3qM	-	-	3cB+400	-	-

Deal Comments

Atpwzjzjwzj

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
Oqlxpr	OBY	90.490	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W	LQM	501.000	-	Dee	YYY	-	-	-	-	-	Rsffbjwn	3zR	-	-	3hF+146	-	-
W	JPP	25.000	-	Fh3	-	-	-	-	-	-	Iuveybbt	3mX	-	-	3qF+595	-	-
Y	ZMG	16.000	-	Fnn3	-	-	-	-	-	-	Kmckwqql	3cG	-	-	3wK+390	-	-
A	LJS	81.000	-	L3	-	-	-	-	-	-	Ufedkcfz	3mB	-	-	3yD+750	-	-
X	GYN	39.000	-	K2	-	-	-	-	-	-	Xvwzxsry	3gT	-	-	3vW+305	-	-
W	YUD	297.000	-	Yi2	CC	-	-	-	-	-	Mcmpusjy	3yM	-	-	3eC+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
Y	HYB	74.000	-	X2	-	-	-	-	-	-	Hwqhplsl	3iB	-	-	3mL+605	-	-
Hnqxcq	CTC	62.190	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
K	MOI	802.800	-	-	AA	-	-	-	-	-	Ccrlftir	3wI	-	-	3tE+215	-	-
N	ZGP	20.000	-	-	I	-	-	-	-	-	Cjsstfwp	3qG	-	-	3vH+320	-	-
M	FEH	17.230	-	Du3	-	-	-	-	-	-	Yfxfebkb	3kD	-	-	3xH+510	-	-
T-1	EWB	742.800	-	Wqq	GGG	-	-	-	-	-	Axcbrfxe	3dM	-	-	3hA+144	-	-
I-2	YJF	78.000	-	Igg	AAA	-	-	-	-	-	Estax	-	-	-	0.036%	-	-
L	NGY	66.000	-	-	OOO	-	-	-	-	-	Yruqbihu	3pD	-	-	3rX+390	-	-

Tranche Comments

T-1: Registration: 144Q/Byp A; I-2: Registration: 144X/Vcy Y; K: Registration: 144E/Yew L; N: Registration: 144U/Dwd G; L: Registration: 144H/Qhh J; M: Registration: 144K/Jqh F; Hnqxcq: Registration: 144K/Uep A; Y: Registration: 144J/Gpd R;