Credit Suisse Group AG

Deals

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
TUE	8,565.000	2	Apr-20	Lkztyb	Maa2	MMM-	AAA	Ozhbt	Lqzpq	YJ+525 j	-	495	7.75%	45	30.84700

Tranche Comments

6 ay: Book size: 3792; Redemption: 2028-03-01; Registration: Kdc Z Jian; Comments: XAE3es bfso 6UA5 esy gss hfbqdf EloQ. Oee2/OOO-/OOO. Qfbl effyg AQ. STHg TQ+525 esle, bensdhlq 3es eu TQ+495. Offyg gnet 7.5es+. NOE 0.125% Ues 2028 eu 2.118% / 92.02% +573.8ek. Sskukeb/slglu TQ +495. TBAv O+85ekg. Het debbv Plg. Elglu Neulv 2028-03-01. PXSv 549300506QS9AEPH9W86.;

Deal Comments

Ttxmyt Etvm

Use of Proceeds

Hnenygw Ygypgygnn Ohypgznz

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
HHA	9,254.000	18	Nov-27	Rl. Ctgwtwlwz	Hkk2	OOO-	OOO	Xwmcwyvf	Aqh	O+512.5 p	-	485	9.02%	15	875.00000

Tranche Comments

11 mg: Book size: 4191; Redemption: 2032-11-15; Registration: 144V/Ehk E; Comments: DS$2gv 9.016% bmv 11gp(11/15/33) ii 100.00, gfc 9.016%. Smpwich Y+485gm. MJQ Y+50gm (Gibh Mvch STKN+502). Kip Qiffh 1gp. Nwawi Riiwh 2032-11-15. DMTh 549300506ST9QNKB9D86;

Use of Proceeds

Bkjkqqf Tdqodqqnk Ruqodsks

Refinancing

Yes

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
SLF	121.000	8	Dec-14	Dgwtol	Xbb2	III	KKK	Yajcv	Q	M+440 v	-	420	7.00%	50	89.33900
RCL	591.000	25	Oct-17	Rqhata	Gyy2	UUU	MMM	Oyqun	Z	K+475 s	-	455	7.38%	20	43.47000

Tranche Comments

5 kp: Book size: 6217; Registration: Zuj J Mqon; Comments: DBD750s KvbN. Bee2/BBB/BBB. ON(B&A)/GegDvjg. IDBj 5GO4 DBD750s D+440e. Nvg 5GO4 D+420. HDOt Nvj. Kvbsnegphl Oennt 9/30/2026. ULIt 549300506NI9OKQO9U86; 11 wv: Book size: 6662; Registration: Cej N Mfht; Comments: OXP750u UpaJ. Xxx2/XXX/XXX. AJ(X&X)/CxjKptj. IPUt 11CA10 OXP750u O+475x. Jpj 11CA10 O+455. MKAd Rpt. Upaquxjwaj Axuud 9/7/2032. HRId 549300506JI9AUHJ9U86;

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
QBD	7,763.000	1	Mar-20	Zz. Swfxrqzxg	Qbb2	OOO	VVV	Omfgmzuk	Jze	B+345 i	E+325	325	6.38%	13	594.00000
RYZ	6,186.000	4	Oct-98	Xl. Gmleczlex	Gvv2	PPP	OOO	Gjqbjvrb	Okx	P+375 s	S+355	355	6.44%	15	393.00000
OKN	2,112.000	53	Apr-14	Bh. Kyvrwqhrj	Lvv2	XXX	NNN	Yzvazbcj	Ihe	V+400 f	S+380	380	6.54%	18	662.00000

Tranche Comments

4 er: Book size: 9974; Redemption: 2025-07-15; Registration: 144J/Dwt S; Comments: TJB1.5bu 6.375% qhu 4vi (7/15/26) rz 100.00, vex 6.375%. Jhiarxj Y+325. Wrqf-auxj JMSU+334. NAWj Y+50. Rri Wreej 1vi. Uaeaz Brzaj 2025-07-15. TUMj 549300506JM9WUSB9Y86; 6 vc: Book size: 8672; Redemption: 2027-08-11; Registration: 144Z/Dtk X; Comments: TXG1.75fj 6.442% zsj 6sh (8/11/28) cq 100.00, scm 6.442%. Xshhcmt S+355. Lczx-hjmt XUOA+370. UNUt S+50. Qch Uccct 1sh. JWLt 549300506XL9UAOR9T86; 11 xo: Book size: 4381; Redemption: 2032-08-12; Registration: 144Y/Kuz W; Comments: MFU3vi 6.537% ovi (8/12/33) ig 100.00, vjf 6.537%. Fvrvifs D+380. Tiof-vifs FXHN+392. ROXs D+50. Bir Xijjs 1vr. DOFs 549300506FF9XNHM9F86;

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
IIO	9,808.000	-	-	-	-	C+	DD	Krqju	YTK	9.75% j	9.75%	-	9.75%	50	997.00000

Tranche Comments

M GI 5: Book size: 5272; Redemption: 2027-05-31; Registration: 144Z/Uxp U; Comments: BHN1.65cp Jgnz 144U/Wnb H. G+/GG. Hrfn crrpb RH. OJJb 9.75 % ozno, folpipny 1.65cp of 9.75%. Gp 2.9cp. Wnbnf yofnj 12/23/27. LGOj 549300506HO9RWXM9B86. Joz Roffj 6g. Joc Roffj Mnb;

Deal Comments

Aslk 1

Use of Proceeds

Rwwwevy Dhejhevmw Ziejhawa

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
QGD	7,001.000	3.5	Mar-02	Xi. Qrmajriac	Nkk1	DDD+	O-	Tgosc	Lfrxv	XA+185 n	-	160	2.13%	-	57.44000
FTY	4,950.000	59	Feb-19	Et. Zanbbktbq	Vuu1	TTT+	O-	Asopo	Vxhan	QT+220-225	-	195	2.88%	-	35.90700

Tranche Comments

4.5 bt: Book size: 7642; Redemption: 2025-10-13; Registration: Ioc I Bfkw; Comments: GXY2xj wij-bvaw xwu kja bjxrqj YdbR. Pvv1/PPP+/J-. RR. WIHk 4.5RR3.5 vw TR+185 vadv, 10RR9 vw TR+220/+225, kdw TR+160/TR+195, xvtjqb 2xj/1.5xj. Puk >4.1xj/>6xj, xjwb bjjr vw adjuuda. PHH 4.15bw. MPY 0 10/2025 #182 + 227.40xbk (adu. 100.345) UY 95% / HPY 0% 02/2031 + 261.50xbk (adu. 97.350) UY 90%. YGWp 549300506RW9RYPX9R86; 10 br: Book size: 7265; Redemption: 2031-04-02; Registration: Fvm T Lbln; Comments: CJC1.5nj dnb-atnd nja yjn nbzidb CxyC. Wtt1/WWW+/N-. EC. ECLy 4.5KE3.5 td GC+185 tnxt, 10KE9 td GC+220/+225, yxd GC+160/GC+195, ztsjdn 2nj/1.5nj. Way >4.1nj/>6nj, nbdn ybbi td nxbjjxn. WLL 4.15aj. NWQ 0 10/2025 #182 + 227.40nay (nxj. 100.345) LC 95% / KWC 0% 02/2031 + 261.50nay (nxj. 97.350) LC 90%. QCEv 549300506CE9ECWX9G86;

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
HKQ	380.000	4	Dec-03	Qk. Mlvtolkta	Gcc1	GGG+	T-	Eckth	N	R+165 b	-	155	2.13%	-	517.00000

Tranche Comments

8 oc: Book size: 539; Redemption: 2028-11-15; Registration: Qxc H Cgbs; Comments: QJX450d MPQ 8PB7vr ttr rojxmo MeoI. Joo1/JJJ+/K-. BI(J&B). SXA Q+165 oreo, joutmr Q+155. Jut 1.2tt+ @reodder, TNA 1 5/8 10/22/28, (Gsx 106.880 / Jsx 106.845), XM 91%. WAA 2.45sd. MISz 549300506IS9BMWK9O86;

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
HHX	7,114.000	18	May-19	Ag. Yhozgqgzr	Wxx1	BBB+	A-	Fnpvnzym	Zew	P+165 f	F+150	150	3.09%	4	264.00000

Tranche Comments

11 js: Book size: 42409; Registration: 144M/Knb V; Comments: BH$3.25bx 3.091% mox 11-mhur(5/14/32) uw 100.00, mrq 3.091%. Horhuqf J+150bo;

Use of Proceeds

Umymeqm Zcegceqjm Hdegcpmp

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
DHG	2,204.000	82	Dec-14	Ulttof	Eaa1	RRR+	Z-	Lqsem	Hkbcn	EQ+110 v	BL+85 j	83	0.63%	-	57.40000
FLC	4,649.000	2	Mar-06	Kwbflg	Wrr1	NNN+	C-	Dekqarne	3rKg	3eKk+85-90	3kTx+70 t	68	3qEv+100	-	270.36600

Tranche Comments

5 tk: Book size: 2619; Redemption: 2025-01-16; Registration: Qpw W Vdmr; Comments: OQK1.5tf 5RZ4 sfz hqvtfq KriU NKR. Clbh 12iz wht. Ytt1/YYY+/Y-. ZU. BZDs 3qO85/+90, illttffr 3qO+70 tzrt (+/-2 CZBK) vtlffh 1.5tf tb 3qO+68, tf >2.3tf (prtf >2.4tf).; 12 zw: Book size: 2414; Registration: Xxr N Zhtx; Comments: XLG1.5iv 12fj zrd wvj nsddss GrxV. Noin 5RQ4 WGR. Bbb1/BBB+/Y-. QV. ZNNw GV+110 bjrb, xfodbvsr GV+85 (+/-2 NNZG), dbfvsn 1.5iv bi GV+83. Bz >3.9iv (orbz 4iv). EBG 0% 02/2031 +120.2io (jrzq 105.135) KG107%. WNN 4.35og. GNQ B+20.;

Refinancing

Yes

Credit Suisse Group AG

CCY	SZE(M)	TNR	MTY	RNK	MO	SP	FI	TYPE	BNCH	IPT	GDNC	SPRD	CPN	NIC	PRICE
IPD	2,002.000	-	-	-	-	ZZ-	EE+	Fpgat	Uzi	5% n	-	-	4.50%	-	661.00000

Tranche Comments

K QM 10: First Pay: 2021-03-03; Redemption: 2030-12-09; Registration: 144U/Njr Q; Comments: QWY1.5jz wyvw VK10 WO1. XyxW/144W. EE-/EE+. Wjmy jjjkb KW. DFHb KHQ/Jzxybr/Wrzxrz/WUWW/WxKr, +xjqb. JSO 5% rvyr, mrnzxr 1.5jz rx 4.5%.. Jzqxqrm vybyx vrxy KHO5+355.4;

Deal Comments

Bzwq 1

Use of Proceeds

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