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Deal Name: Credit Suisse Mortgage Securities Corp.

FINAL PRICING: $3.4Bln Credit Suise Mortgage Securities Corp., 2007-C1

  ClassAmt$mlnSubLevel%AvgLife (yrs)RatingFitchRatingMoody'sFinalPricing (bp)BnchmarkA-140.0030.002.6AAAAaa+11swapsA-1A1,324.7330.008.2AAAAaaNAswapsA-2139.0030.004.6AAAAaa+19swapsA-AB98.3030.002.92AAAAaaNAswapsA-3758.0030.009.6AAAAaa+26swapsA-MFX237.1520.009.8AAAAaa+29swapsA-MFL125.020.009.8AAAAaa+19LiborA-J286.5811.509.9AAAAaa+33swapsB25.2910.759.9AA+Aa1+36swapsC37.939.6259.9AAAa2+39swapsD33.728.6259.9AA-Aa3+42swapsE21.078.009.9A+A1+45swapsF29.507.1259.9AA2+47swapsG33.726.1259.9A-A3+50swapsH37.935.009.9BBB+Baa1+80swapsJ33.714.009.9BBBBaa2+90swapsK37.932.8759.9BBB-Baa3+110swapsL8.432.6259.9BB+Ba1NAswapsM12.642.259.9BBBa2NAswapsN8.432.009.9BB-Ba3NAswapsO8.431.759.9B+B1NAswapsP8.431.5010.0BB2NAswapsQ8.431.2510.0B-B3NAswapsS12.640.87510.0CCCCaa2NAswapsT29.500.010.5NRNRNATreasA-SPNANANAAAAAaaNATreasA-X3,371.48*NA8.8AAAAaaNATreas*Notional amount, interest onlyCollateral balance: $3,371.48 millionBookrunner(s): Credit SuisseLead Managers: Credit SuisseCo-managers: Capmark Securities, Finacorp Securities, RBS Greenwich Capital Markets, Wachovia Capital MarketsB-piece Buyer: Anthracite CapitalMaster Servicer: Capmark FinanceSpecial Servicer: Midland Loan ServicesTrustee: Wells Fargo BankOriginators: Column ...

FINAL PRICING: $3.4Bln Credit Suisse Mortgage Securities Corp., 2006-C5

  ClassAmt$mlnSubLevel%AvgLife (yrs)RatingS&PRatingMoody'sFinalPricing (bp)BnchmarkA-151.0030.002.80AAAAaa+16swapsA-1A780.6430.008.50AAAAaaNAswapsA-2220.0030.004.90AAAAaa+19swapsA-AB151.3930.007.40AAAAaa+26swapsA-31,200.0030.009.7AAAAaa+24swapsA-MFL100.0020.009.9AAAAaa+19LiborA-M243.2920.009.9AAAAaa+27swapsA-J287.5111.6259.9AAAAaa+30swapsB12.8611.2510.0AA+Aa1+37.5swapsC60.029.5010.0AAAa2+40swapsD38.598.37510.0AA-Aa3+42swapsE38.597.2510.0AA2+47swapsF34.306.2510.0A-A3+50swapsG42.875.0010.0BBB+Baa1+68swapsH34.304.0010.0BBBBaa2+75swapsJ42.872.7510.0BBB-Baa3+90swapsK4.292.625NABB+Ba1NAswapsL12.872.25NABBBa2NAswapsM12.871.875NABB-Ba3NAswapsN8.581.625NAB+B1NAswapsO4.291.50NABB2NAswapsP12.871.125NAB-B3NAswapsQ38.620.00NANRNRNAswapsA-SP3,252.98*NA5.7AAAAaa+80TreasA-X3,429.77*NA8.6AAAAaa+130Treas*Notional amount, interest onlyCollateral balance: $3,429.77 millionBookrunner(s): Credit SuisseLead Managers: Credit Suisse, CitigroupCo-managers: Banc of America Securities, RBS Greenwich Capital, Keybanc Capital MarketsB-piece Buyer: LNR Property Co.Master Servicer: KeyCorpSpecial Servicer: LNR PartnersTrustee: Wells FargoOriginators: Column Financial (89.4 ...

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