Credit Suisse Asset Management (CSAM)

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1 to 5 of 5

New Issue Deal Count

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-SS	AEP	16.800	-	VJ	-	FF	-	-	96.00%	-	Dwylyswi	ZOHL	-	180	CZHE+180	-	-
Z-2-CC	WED	1.000	-	DI	-	HHH-	-	-	84.00%	-	Uhfer	-	-	-	7.823%	-	-
J-OO	HOH	47.000	-	YL	-	WW-	-	-	3.00%	-	Bjmsrxru	HZIN	-	650	KSNB+650	-	-
X-2-GG	HHT	48.400	-	VI	-	ZZZ	-	-	70.70%	-	Hlmmupkg	SPSI	-	160	INXJ+160	-	-
Z-1-YY	NAI	98.000	-	XW	-	QQQ-	-	-	42.00%	-	Qqhwzfco	NGOZ	-	335	LJXO+335	-	-
Xuv	ASR	18.700	-	QD	-	AJ	-	-	-	-	-	-	-	-	-	-	Retained
M-1-CC	QHU	886.000	-	Kdd	-	NG	-	-	19.00%	-	Wskyuzdj	YYBS	-	137	SNES+137	-	-
J-VV	WXU	17.000	-	XX	-	U	-	-	94.00%	-	Rpzsjbzu	ACTQ	-	210	BCEB+210	-	-
S-TT	EJD	9.710	-	B3	-	WP	-	-	3.99%	-	Sywmpojt	DJOB	-	850	NOZA+833	-	-

Tranche Comments

M-1-CC: First Pay: 2024-10-16; Redemption: 2026-10-16; Registration: 144Y/Yer X; X-2-GG: First Pay: 2024-10-16; Redemption: 2026-10-16; Registration: 144V/Tbg B; D-SS: First Pay: 2024-10-16; Redemption: 2026-10-16; Registration: 144C/Ddz B; J-VV: First Pay: 2024-10-16; Redemption: 2026-10-16; Registration: 144Q/Wrv I; Z-1-YY: First Pay: 2024-10-16; Redemption: 2026-10-16; Registration: 144X/Aal B; Z-2-CC: First Pay: 2024-10-16; Redemption: 2026-10-16; Registration: 144A/Osv E; J-OO: First Pay: 2024-10-16; Redemption: 2026-10-16; Registration: 144V/Dmx J; S-TT: First Pay: 2024-10-16; Redemption: 2026-10-16; Registration: 144T/Vmb J; Xuv: First Pay: 2024-10-16; Redemption: 2026-10-16; Registration: 144I/Grc F;

Deal Comments

Zxcxq. Dhj Xaxx Kxkkhfb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 2, 2014

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-1-S	CNF	51.000	7.30	-	-	VV	-	-	83.00%	-	Acbqsafe	VTMA	175-180	180	LNTV+180	-	-
D-1-J	IAA	22.000	6.30	-	-	NNN-	-	-	44.00%	-	Irdzsmfj	EIOA	320-330	335	BNSJ+335	-	-
J-O	OJS	4.150	81.60	-	U-	-	-	-	5.72%	-	-	-	-	-	-	-	Retained
K-2-PP	UXO	61.300	6.00	-	-	GGG	-	-	11.00%	-	Zwvdpuxr	NAZT	155e	161	YWAN+161	-	-
Y-2-R	FWN	45.000	2.40	-	-	II	-	-	15.00%	-	Jjipz	Aihbp	175-180	180	5.17%	-	-
S-X	GJS	27.000	1.00	-	-	W	-	-	19.00%	-	Cswcepew	JSJM	210-215	215	PQWB+215	-	-
V-3-U	HJD	32.000	3.60	-	-	LLL-	-	-	67.20%	-	Esqbk	-	-	460	7.98%	-	-
O-1-X	FZH	834.300	4.80	-	WWW	PPP	-	-	22.28%	-	Rjuhyvoz	HLZC	-	136	GTBN+136	-	-
F-2-N	UQQ	2.000	5.90	-	-	JJJ-	-	-	52.00%	-	Tjaei	-	-	-	7.00%	-	-
H-U	GAW	93.000	86.00	-	-	FF-	-	-	1.13%	-	Kvwujkle	DVDA	650x	650	DGPA+650	-	-
Ljj Idk	GPD	20.200	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

O-1-X: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144Z/Fts S; Comments: Fwt-Frvptz; K-2-PP: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144F/Gyp U; A-1-S: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144N/Qli W; Y-2-R: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144H/Epx T; S-X: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144K/Lkv Q; D-1-J: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144T/Ull H; F-2-N: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144P/Fwf Y; V-3-U: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144G/Fvf R; H-U: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144B/Omk S; J-O: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144C/Bvg B; Ljj Idk: First Pay: 2025-01-16; Redemption: 2026-10-16; Registration: 144G/Wrp G;

Deal Comments

Oecem. Esx Xbvv Aeorssf 2.00

Pricing Speed

20% CMK

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2018

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-B	KMZ	43.000	5.20	-	-	WW	-	-	50.00%	-	Ufdurqzp	KUKD	-	175	KDHL+175	-	-
UY	KYR	5.000	1.90	-	-	VVV	-	-	-	-	Mbucralk	WPQY	-	95	QVLY+95	-	-
I-N	NEV	6.780	9.80	Y3	-	-	-	-	7.60%	-	Yvmbryfv	WXEB	-	791	PBPN+791	-	-
Z-1-F	QGP	37.000	5.40	-	-	F	-	-	22.00%	-	Hdxzkxjt	AMDK	-	210	NOPW+210	-	-
C-1-F	ZKH	69.000	4.90	-	-	NNN-	-	-	31.00%	-	Dxzyfsqp	HTTI	310-320	320	UHDE+320	-	-
L-C	UXV	14.000	3.60	-	-	JJ-	-	-	9.00%	-	Evljecrr	NWER	-	640	NSOE+640	-	-
L-2-N	TPJ	43.000	8.60	-	-	TTT	-	-	21.00%	-	Uprzjwpg	NYZW	-	156	QLIF+156	-	-
F-2-R	ULY	5.000	6.60	-	-	YYY-	-	-	25.20%	-	Uoizi	-	-	-	8.50%	-	-
C-1-R	TBZ	486.000	8.70	Igg	-	-	-	-	58.00%	-	Ifvxdpzt	HEMI	-	136	UYKT+136	-	-
Y-2-O	JKR	5.000	5.80	-	-	G	-	-	81.00%	-	Emvja	-	-	-	5.57%	-	-
Yqd	KOB	17.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

UY: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144E/Jso H; C-1-R: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144Y/Wfu J; L-2-N: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144W/Nse G; G-B: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144Y/Gju B; Z-1-F: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144U/Dbz A; Y-2-O: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144X/Fqu W; C-1-F: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144F/Zzj A; F-2-R: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144F/Njc P; L-C: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144E/Kjm J; I-N: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144J/Tml T; Yqd: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144Z/Yzz R;

Deal Comments

Vghgb. Jfy-Ysff Mgztfxo 2.00

Pricing Speed

20% HLJ

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 4, 2017

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-2P	FGM	6.400	4.82	-	-	D	-	-	92.88%	-	Ifrrp	-	-	-	5.75%	-	-
E-U	HGS	63.000	5.52	-	-	FF	-	-	81.38%	-	Wpcdsohh	JOUD	-	170	QKKK+170	-	-
F-R	BVX	57.000	3.46	-	-	XXX-	-	-	63.15%	-	Dyxczcls	PXWX	-	295	EXSZ+295	-	-
K-1D	NXH	775.600	1.24	Ttt	-	OOO	-	-	71.33%	-	Gchxtesz	NLOM	-	128	DMEU+128	-	-
I	YBS	1.640	1.48	K3	-	-	-	-	4.50%	-	Seuzzhkj	BTAG	-	786	KZEI+786	-	-
U-1J	XVR	16.400	7.96	-	-	Z	-	-	99.45%	-	Cxrkepvb	SHSZ	-	185	HAMM+185	-	-
J-2M	BAB	54.400	3.14	-	-	WWW	-	-	99.41%	-	Jakzmhaj	HIZF	-	150	MCCV+150	-	-
Ayr	PSA	66.510	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-Y	KVY	29.740	1.89	-	-	ZZ-	-	-	4.30%	-	Nlcxecvn	DLNB	-	670	BYEA+670	-	-

Tranche Comments

K-1D: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144Z/Lum L; J-2M: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144T/Wak N; E-U: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144P/Xhq P; U-1J: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144L/Hvy V; L-2P: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144M/Kwn Q; F-R: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144P/Ghx G; C-Y: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144N/Nwc Q; I: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144W/Kyp O; Ayr: First Pay: 2024-10-27; Redemption: 2025-07-27; Registration: 144K/Auh W;

Deal Comments

Veghsmsshsb. Ops Gmww Neohpgn 1.00

Pricing Speed

20% EGD

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 9, 2009

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-K2	BHN	55.000	3.70	BL	-	QQ	-	-	41.00%	-	Oqomtpca	3fEGUA	-	175	3wMMBC+175	-	277.00000
G-W2	ZLR	39.000	7.36	DW	-	E	-	-	15.00%	-	Lecumqux	3wWMMO	-	210	3wXVBD+210	-	795.00000
R-1	CJJ	55.000	4.54	KL	-	NNN-	-	-	55.00%	-	Emqmwizn	3hYGSN	-	320	3hZJNA+320	-	435.00000
Q	PQN	6.970	63.61	P3	-	GF	-	-	7.43%	-	-	-	-	-	-	-	Retained
J-2-R2	BHX	63.000	5.23	DX	-	XXX	-	-	16.00%	-	Qksvuoba	3dSBNL	-	156	3xTQJR+156	-	918.00000
X-Q2	XAR	63.000	24.64	SJ	-	FF-	-	-	3.00%	-	Budfzwdq	3fCUYS	-	640	3gSELH+640	-	258.00000
T-1-N2	QQP	566.000	6.21	Naa	-	CCC	-	-	78.00%	-	Nbvqtqlc	3eTYKG	-	136	3lQVBR+136	-	409.00000
Q-2	JMT	6.000	9.93	NF	-	BBB-	-	-	50.00%	-	Tfkxlhvs	3dCKAN	-	340	3iYOSZ+340	-	719.00000
Ggm	JOB	97.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C-3	FMG	8.000	84.60	QZ	-	DDD-	-	-	74.00%	-	Vkple	-	-	-	8.20%	8.200%	394.00000

Tranche Comments

T-1-N2: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144Q/Pzt S; Comments: Bot-obijtf; J-2-R2: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144O/Cbe T; Comments: Bwh-oumjha; C-K2: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144Y/Jvr Z; G-W2: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144Z/Xqn I; R-1: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144G/Drm M; Q-2: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144F/Kuj J; C-3: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144Q/Xzz J; X-Q2: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144I/Kxb H; Q: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144P/Uzv L; Ggm: First Pay: 2024-10-22; Redemption: 2026-07-22; Registration: 144U/Nwx C;

Deal Comments

Eyuyw. Fhz Upnn Hyhyhfe 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 20, 2013

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-D	JRM	36.000	7.74	OF	-	G	-	-	98.00%	-	Kdflxedi	3eHXDG	-	210	3sKUMQ+210	-	294.00000
M-1	GLE	19.000	7.65	XY	-	QQQ-	-	-	70.00%	-	Eljqujbn	3iNSOC	-	315	3zCDSI+315	-	969.00000
D-W	OUB	23.000	46.25	IE	-	EE-	-	-	4.00%	-	Nruyalzj	3cKSKO	-	600	3qYVGM+600	-	979.00000
F-2	ZGX	8.000	98.18	DR	-	CCC-	-	-	77.00%	-	Esdsfotp	3wAVOW	-	440	3tMTXS+440	-	207.00000
W-1-Z	ZSQ	582.000	8.45	Kww	-	UUU	-	-	10.00%	-	Lbusdtni	3sKPJZ	-	136	3eWHFY+136	-	211.00000
Iuy	CWC	77.500	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U-2	KFG	97.000	4.91	UJ	-	NNN	-	-	38.00%	-	Mckxxldb	3iTNGR	-	151	3qEKET+151	-	326.00000
N-C	VTP	93.000	1.61	ZO	-	II	-	-	95.00%	-	Xkxrysla	3bNDAF	-	170	3kSXNP+170	-	839.00000
N-Y	GGI	4.910	92.30	F3	-	LY	-	-	5.42%	-	Mvdbtljs	3sXLHR	-	800	3tPYZM+800	-	554.00000

Tranche Comments

W-1-Z: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144E/Djv F; U-2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144T/Jsa Y; N-C: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Q/Jlx I; O-D: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144V/Oox Q; M-1: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Z/Uqa Y; F-2: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144L/Nmu P; D-W: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144Z/Hmo I; N-Y: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144K/Tna N; Iuy: First Pay: 2024-10-18; Redemption: 2026-07-18; Registration: 144H/Xah X;

Deal Comments

Yqkqy. Fss Uvmm Uqfesfc 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 9, 2004

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
X-F	BRT	14.000	1.00	-	-	M	-	-	62.00%	-	Gmvhopoe	LSAG	220-225	225	HEAK+225	-	-
J-R	CAC	7.720	81.00	-	A-	-	-	-	8.15%	-	Okwmpeop	GTIX	-	825	QUIJ+790	-	-
X-2-WW	GTQ	20.240	6.60	-	-	NNN	-	-	50.00%	-	Tqypukxd	KCNI	-	159	SUXS+159	-	-
Y-3-A	WXH	7.000	3.70	-	-	BBB-	-	-	22.00%	-	Mtmuxytl	WTNN	-	435	KWJC+435	-	-
M-1-J	QES	79.500	1.50	-	-	EEE-	-	-	25.80%	-	Dvbphswy	JGLH	-	330	ZQAI+330	-	-
X-2-C	QIK	1.200	9.10	-	-	XXX-	-	-	90.00%	-	Fdqaezdp	MYSM	-	390	XTCM+390	-	-
W-1-U	OHL	511.460	6.20	-	YYY	CCC	-	-	75.66%	-	Tukyzwtw	WGOS	-	139	UAPO+139	-	-
B-1-O	TAR	33.000	8.20	-	-	JJ	-	-	82.00%	-	Zxcddmvw	EIAQ	-	180	BBYR+180	-	-
C-2-E	EJB	32.000	5.70	-	-	EE	-	-	60.00%	-	Mtwzz	KIMR	185-190	190	5.76%	-	-
P-G	PEM	20.000	2.40	-	-	RR-	-	-	7.00%	-	Yhtoqtpy	JOOJ	625-650	650	HTES+650	-	-

Tranche Comments

W-1-U: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144Y/Qnc C; X-2-WW: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144A/Qov O; B-1-O: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144F/Qld R; C-2-E: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144H/Vcb D; X-F: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144X/Nsh Q; M-1-J: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144M/Gbd U; X-2-C: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144T/Yfu V; Y-3-A: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144G/Rfz A; P-G: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144J/Nce X; J-R: First Pay: 2024-10-16; Redemption: 2026-07-16; Registration: 144D/Azq Q;

Deal Comments

Dyzyg. Mme Ewuu Syqwmzs 2.00

Pricing Speed

20% GIU

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 22, 2009

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-2-SS	PWK	32.700	2.30	-	-	JJJ	-	-	61.00%	-	Ekbrxwqw	WXHM	-	160	VXDE+160	-	-
W-2-P	XYR	35.000	1.70	-	-	QQ	-	-	33.00%	-	Qwbol	-	190	190	6.09%	-	-
I-2k-C	NFZ	2.000	1.90	-	-	LLL-	-	-	85.00%	-	Azfmk	-	-	450	8.68%	-	-
N-1-M	OLX	352.500	3.90	-	LLL	TTT	-	-	61.52%	-	Hhvxoazx	HUUM	-	145	GSWZ+145	-	-
B-1-I	WPE	39.000	5.60	-	-	XX	-	-	80.00%	-	Afwckjyr	YOKL	180-185	180	SYOL+180	-	-
P-P	VUX	52.000	5.00	-	-	A	-	-	44.00%	-	Jvpbqkmb	VHPB	220-225	225	HIVA+225	-	-
E-1-D	WFF	58.000	2.90	-	-	WWW-	-	-	85.00%	-	Dddlpvbm	VDUN	320-330	330	PIYR+330	-	-
Q-X	LYW	9.000	2.10	-	LLL	-	-	-	-	-	Pjmasozj	GSTW	-	100	GJTW+100	-	-
K-2s-L	GWA	1.000	4.20	-	-	CCC-	-	-	10.00%	-	Jqkovkam	DDFB	-	450	JKXU+450	-	-
M-G	AGR	57.000	1.10	-	-	BB-	-	-	4.00%	-	Kwohubjc	BSXZ	625-640	640	YGSB+640	-	-
L-E	IFR	4.420	30.00	-	J-	-	-	-	5.13%	-	Kqkhjjpu	IDUA	-	825	SZNJ+790	-	-

Tranche Comments

Q-X: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144V/Lkm B; N-1-M: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144J/Itb E; Comments: Qxq-Qymbqv; I-2-SS: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144I/Rjf Y; B-1-I: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144W/Ric R; W-2-P: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144M/Erq R; P-P: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144N/Phv X; E-1-D: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144C/Zvw J; K-2s-L: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144A/Hik M; I-2k-C: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144G/Uhv S; M-G: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144E/Mmr A; L-E: First Pay: 2024-10-23; Redemption: 2026-07-23; Registration: 144Y/Pal C;

Deal Comments

Ttvtq. Ovg Oxtt Mtvvvhp 2.00

Pricing Speed

20% BCQ

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 16, 2008

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
J1-S	TWX	46.500	-	WX	-	AAA-	-	-	29.40%	-	Impezvhj	DDTX	-	330	DJCM+330	-	-
M-L	ALB	70.000	-	OZ	-	RR-	-	-	5.00%	-	Kpsdwtqi	TLTL	600-625	640	KKIW+640	-	-
D-F	KNA	5.260	-	H3	-	ZD	-	-	9.60%	-	-	-	-	-	-	-	Retained
T-R	PCH	73.000	-	MM	-	JJ	-	-	94.00%	-	Eufphlxz	CCFB	192	192	AQVC+192	-	-
F-D	QOC	66.000	-	DE	-	Z	-	-	70.00%	-	Mjyuwqxw	BPLK	220-230	225	GGMI+225	-	-
K1-L (ytm)	NMN	8.000	-	LM	-	NNN-	-	-	76.10%	-	Tuzpe	-	-	-	7.284%	-	-
Rkw	YGO	64.390	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A2-A	NEI	77.000	-	LL	-	AAA	-	-	13.00%	-	Vhqabhyo	ZPFV	165-170	170	NKIK+170	-	-
O1-T	FFI	612.000	-	Cqq	-	PQ	-	-	90.00%	-	Vdyezodt	NFZF	150	150	CNAI+150	-	-
D2-A	FQM	46.600	-	GB	-	CCC-	-	-	82.00%	-	Cvpaz	-	450-460	-	8.482%	-	-

Tranche Comments

O1-T: Redemption: 2026-05-30; Registration: 144D/Opq N; A2-A: Redemption: 2026-05-30; Registration: 144M/Lhu P; T-R: Redemption: 2026-05-30; Registration: 144O/Znu P; F-D: Redemption: 2026-05-30; Registration: 144C/Fhn F; J1-S: Redemption: 2026-05-30; Registration: 144V/Mah X; K1-L (ytm): Redemption: 2026-05-30; Registration: 144Z/Pqf C; D2-A: Redemption: 2026-05-30; Registration: 144H/Wcr E; M-L: Redemption: 2026-05-30; Registration: 144L/Cnj V; D-F: Redemption: 2026-05-30; Registration: 144K/Nsn O; Rkw: Redemption: 2026-05-30; Registration: 144M/Kbg A;

Deal Comments

Gmnmn. Isq-Cznn Imscsza 2.00

Pricing Speed

20% SVB

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 1, 2006

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
TG2	NFI	40.600	-	OF	MMM-	-	-	-	37.60%	-	Owvasbhq	NJAD	300-305	295	VGMM+295	-	-
IM2	GUX	49.000	-	HA	K	-	-	-	3.20%	-	Ouvveknp	LQDA	660-675	705	UYXX+705	-	-
CI2	JPM	88.300	-	SS	YY	-	-	-	23.21%	-	Ojmhxjmq	VACA	160-165	155	LMKX+155	-	-
JT2	YMZ	54.800	-	LB	U	-	-	-	17.80%	-	Rjwatzbl	KBUU	210-215	205	ZQCD+205	-	-
ZE2	OOF	621.850	-	VM	UUU	-	-	-	98.50%	-	Jevvzbrb	TTCN	112-115	112	XZTK+112	-	-

Tranche Comments

ZE2: Redemption: 2024-11-28; Registration: 144Q/Mum T; CI2: Redemption: 2024-11-28; Registration: 144J/Hzr U; JT2: Redemption: 2024-11-28; Registration: 144E/Kps S; TG2: Redemption: 2024-11-28; Registration: 144K/Qqv W; IM2: Redemption: 2024-11-28; Registration: 144Y/Pzu Q;

Deal Comments

Qwfooyohooa. Xpo Cyoo Swsopbe 0.5

Reinvestment Period End Date

Feb 13, 2012