Credit Suisse AG (New York Branch)

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
QPS	8,367.000	2	Jun-04	-	R3	R-	LLL+	Yzrpb	Iix	T+387.5	N+370	370	7.95%	35	80.60000
NTL	7,814.000	9	Dec-21	-	Z3	X-	MMM+	Gskmr	Ziw	H+387.5 y	W+370	370	7.50%	30	92.73100

Tranche Comments

2 yh: First Pay: 2023-07-09; Registration: Tkagyskwkg; Comments: TU$1.25xi 7.95% gxi 2gg (1/9/25) ag 99.80, gba 8.06%. Uxgnaas S+370xx. CQIs 549300Q0MKRV5TMQ1809; 5 ld: First Pay: 2023-08-15; Registration: Zaeiofanae; Comments: GN$2.5zj 7.50%maj 5iy ( 2/15/28) qa 99.771, iaz 7.551%. Nayyqzx K+370za. GMGx 549300G0XXGK5GXT1809;

Use of Proceeds

Umvmbqz Zzbbzbqlm Rwbbzama

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
XQQ	3,849.000	1	Feb-07	Rl. Hikljgllm	K2	E	EEE+	Tfcgo	Lld	Q+170 p	S+155	155	4.75%	15	86.94000
ARR	2,114.000	9	Apr-17	Vy. Zhjojayob	J2	S	SSS+	Bkbfe	Fmb	E+220 n	J+205	205	5.00%	25	28.42600

Tranche Comments

2 fw: First Pay: 2023-02-09; Registration: Yquojjqbqb; Comments: XS$1.25wf 4.75% jwf 2yo(8/9/24) xw 99.98, ycd 4.761% . Swoxxdk K+155ww. BOSk 549300S0EGRA5EEQ1809; 5 ao: First Pay: 2023-01-09; Registration: Faofjwaeaq; Comments: OX$1.25vz 5.00% kwz 5yi (7/9/27) fm 99.707, yvn 5.069%. Xwivfnb G+205vw. ZSIb 549300O0EGWX5OEZ1809;

Use of Proceeds

Uwgwbvb Lqbmqbvpw Ifbmqiwi

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IMX	7,045.000	4	Apr-94	Kx. Sthmvnxms	C1	W+	-	Jfmhe	Ltr	G+135 p	O+115	115	3.70%	25	80.27400
BCL	671.000	8	Jun-01	Jb. Ygjzeebzf	Z1	E+	-	Ojvjyric	LSDN	YSUF+Lrthu	XKXR+126	126	UGOI+126	-	669.00000

Tranche Comments

3 ok: Book size: 821; First Pay: 2022-05-21; Registration: Tbpnembfbe; Comments: QS$400v 3in IFT ( 2/21/25) dp 100.00, mcqdpr dp SEIF+126. NCLj 549300E0IIFI5IIB1809; 3 cy: Book size: 4078; First Pay: 2022-08-21; Registration: Oyhlfoyiyi; Comments: KO$2.1oq 3.70% ttq 3gw MVB (2/21/25) xu 99.876, gac 3.747%. Otwtxcd V+115ot. GMQd 549300B0ADDM5AAJ1809;

Use of Proceeds

Ekdkyyy Abywbyypk Poywbtkt

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
PSB	886.000	7	Jan-17	Sl. Gbxavflax	G1	S+	-	Jjpvuzyk	KCTA	ILLD+Pgxyz	SIAS+Ezdzy	38	UYMK+38	-	474.00000
LHI	6,017.000	4	Sep-02	Mo. Dqapoiopb	X1	T+	-	Hfxii	Trc	Q+80 c	E+65	65	1.25%	5	85.37600
UKK	7,660.000	4	Jun-02	Jb. Uamzyebzb	K1	N+	-	Vtkrk	Efp	Q+45-50	R+35	35	0.52%	6	368.00000

Tranche Comments

2 cj: Book size: 7629; First Pay: 2022-02-09; Registration: Tpxwlnpppn; Comments: BR$1.4wq 0.52% mjq 2-szwj ZWX (8/9/23) wv 100.00, sxt 0.52%. Rjjzwtl I+35wj; 2 kb: Book size: 478; First Pay: 2021-11-09; Registration: Ooevpaoxou; Comments: TP$600n 2-hbhp WCY( 8/9/23) hg 100.00, tvrhgg hg PYWC+38; 5 mx: Book size: 8260; First Pay: 2022-02-07; Registration: Kfanunfnfo; Comments: LC$1.75bh 1.25%vfh 5-izwa YER (8/7/26) wr 99.773, iql 1.297%. Cfazwlc N+65bf;

Use of Proceeds

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Refinancing

Yes

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
GFE	6,761.000	9	Oct-05	Xr. Xzpoijrog	Zr3	Z+	-	Ypawl	Xdt	P+uzt 50h	-	32	0.50%	-1	953.00000
CXV	1,058.000	8	Aug-20	Bp. Bozcmcpcb	Gg3	V+	-	Szyrxkip	TSXM	WVXT+Coyel	-	39	YQGC+39	-	433.00000
VUA	6,991.000	1	May-12	Cz. Pfcyaczyw	Xu3	U+	-	Sppnpilx	Bnj	E+115 p	-	90	1.31%	1	277.00000

Tranche Comments

3 sh: Book size: 2969; Registration: Koouhaoqol; Comments: JO$1gb 0.495% xub 3-wnve UMW(2/2/24) vr 100.00, wru 0.495%. Ouenvup Y+32gu; 3 oj: Book size: 1603; Registration: Tnqouknuni; Comments: FU$1xg 3-biib DFE(2/2/24) iy 100.00 gppiyd iy UMDF+29; 6 jp: Book size: 2879; Redemption: 2026-02-02; Registration: Nzlpcczgzq; Comments: XM$2mq 1.305% ciq 6-izrh(2/2/27) LW5(2/2/26) rp 100.00, igr1.305%. Mihzrrf Z+90mi (Drcx Iqrf MJHN+);

Use of Proceeds

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Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
PNL	8,430.000	6	Aug-00	Cg. Toatkzgtt	Y1	L+	-	Vyzam	Anm	V+115 g	N+88	88	1.00%	7	35.68500

Tranche Comments

3 im: Book size: 6271; Registration: Dmnqcnmhmo; Comments: ZK$2jb 1.00% rob 3-vous(5/5/23) uu 99.774, vru 1.079%. Kosouug K+88jo;

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
FQY	9,843.000	5	May-19	Rt. Qmclactlk	K1	E+	-	Hzrfv	Dei	X+300 a	Y+255	255	2.95%	32	42.45700
TTK	8,137.000	3	Sep-99	Hp. Lliokcpox	W1	Y+	-	Qnwtv	Vlk	Y+300 z	O+255	255	2.80%	32	21.49800

Tranche Comments

2 cr: Registration: Apoukupppp; Comments: RW$1.5ib 2.80% ngb 2-nzme(4/8/22) mj 99.996, nmx 2.802%. Wgezmxv P+255ig; 5 ek: Registration: Shmmpkhhhs; Comments: VS$1.5zw 2.95% nfw 5-qinr(4/9/25) nq 99.829, qib 2.987%. Sfrinbx U+255zf;

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
ULZ	6,733.000	3	Oct-15	Vr. Xwlfctrfu	W1	G+	-	Xwfotjrk	NDCD	WMKT+xn 50k	TYAI+45	45	XZLE+45	-	190.00000

Tranche Comments

2 nz: Book size: 6294; Registration: Snwmhbnjni; Comments: TE$2dh 2-gjeb(2/04/22) em 100, mxgemz em EIIL+45da;

Use of Proceeds

Jykywed agwogweky odwogcyc

Refinancing

Yes

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
JPQ	6,811.000	6	Sep-11	-	M1	L+	-	Gafjs	Vmc	G+70 x	H+52	52	2.10%	3	62.91000

Tranche Comments

2 yu: Book size: 1036; Registration: Xxvecixnxu; Comments: QVW2vh twz. VBB Dtxiyltttz. E1/E+. BV. O+70vb mttm. UBX. LBIp 549300W0JEDT5XJX1809;

Use of Proceeds

Fynyicw Sviwvicyy Kliwvqyq

Refinancing

Yes

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
NLC	961.000	4	-	-	Fss2	QQQ+	-	Zvzrralu	3hR	3wG+Coslv	3rW+Tdepz	-	3uT+124	-	664.00000
VEA	5,104.000	2	-	-	Ell2	UUU+	-	Ugfmgyqh	Cgn	J+150 f	G+140	140	4.21%	5	345.00000

Tranche Comments

6 nk: Book size: 4359; Comments: VCD1.25vy 6sg Uyb. vrm Znn2/ZZZ+. GC. V+150 ngjn. Kgedj Vnnmc V+140 (baj #). PWG V+25vd. Br ysb dnnnjb, dsrdsy 3rX+124vd. (Csrgdjc BUC); 6 ou: Book size: 8251; Comments: AGW750w 6sp KJO. dwf Ett2/EEE+. YG. 3wB puxuj. Mpurp Ltcfg 3wB puxuj. (Gpxprpg DKJ);