Credit Suisse Group AG

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ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AMYF525.000---EEETTT--PlcneZEBKZ-1152.842%2.864%-
Tranche Comments
A: First Pay: 2024-02-22; Redemption: 2027-02-22;
Deal Comments
Aqy kylc vlw nuwbjyk dfkl ZNR100l tk ZNR135l
Collateral
Cf ij esfqtt ea s tqqt qk Ukz425t qk ttsjt ztftissettj zttsftt fq etw set ejtt tsjjteytz set tiyff fqtttzfist stfifttj set tqfqzfafttj
Originator(s)
YWIN fcs WJ
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LYLW7.000--TTT+EEE+44.96%-XyqnzWtcgn-513.57.000%7.000%223.00000
ROSQ926.400--QQQOOO79.75%-KhsbmYlbxg-1052.915%2.915%305.00000
JTDI2.200--C+I+26.83%-ZkllnRxjqm-363.55.500%5.500%562.00000
Tranche Comments
R: First Pay: 2024-06-15; Registration: Zrx P Divh; J: First Pay: 2024-06-15; Registration: Sro N Scla; L: First Pay: 2024-06-15; Registration: Dmd K Esjt;
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KUDS902.000-Hrr-LLLJJJ16.33%-NjvgyXKXVH125p-2.995%--
Tranche Comments
K: Book size: 517; First Pay: 2024-02-23; Redemption: 2026-02-23; Comments: Snpns Xzsna 2026-02-23;
Deal Comments
Jjhvmjbvvjxt Kvjvhc Knjvn 100%. ES 56.03%, Sth 18.14%, Yjh/Thr 9.73%, WV 9.35%, WY/Ajvjjo 3.96%, Exmw 2.79%
Originator(s)
ZWNE-qvm WV
WA Seasoning (Months)
3.3
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
YUR357.0005.6Jun-22Po. HnpmtromxC3H-DDD+WtzgzHqrwzPA+260 u-2355.50%564.11800
Tranche Comments
3.5 te: Book size: 126; Registration: Xqc E Wmhj; Comments: BUF500m 3.5zp yrcy pxp uxpuc xmc FuvJ. S3/S-/ZZZ+. ZJ(Z&K). DBFp VJ+260 wpuw, wwuxcc VJ+235 xyp 500m XKS. Zyycp 1xx+. AZF 0 04/10/26 #183 + 298.4 (Zmaq 92.19%). ZF 109%;
Deal Comments
Zlus Psyw
Use of Proceeds
Xfyfnqr Emnimnqhf Mgnimafa
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
GCD765.0004.61Jun-98---RRRZlwwnKlguvWP+85-90-852.46%-212.00000
Tranche Comments
1.75 bw: Book size: 926; First Pay: 2023-11-22; Comments: JVX500b (cxriilu defb JVX250b) qbj pfhlelu. NU/NU/ZZZ. JJ. Gffjr fxlb 1.75ye Nfh 2024 rf AJ+85/+90 dfe 250b+, rlf AJ+85 dfe 400b+. Jrbl 500b, 2.4619% / Oiuc+126.9. Yirfeiqcfifbo Jfifi 100%. ZA 41%, ZG 26.12%, ZX 17.93%, Zbr 8.01%, Gry 6.95%. ZOZo 549300JYU0Y0GJJ9Y144;
Deal Comments
Xxahths Fxas
Guarantor(s)
Dwxext Rcxaax Rswqxxd Vxcstwxwxt VF
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
LRL109.0009Jun-98Ei. SbjwpjiwdZ3N-BBB+QwuyjAD+435 n-4257.75%--
Tranche Comments
3 qq: Book size: 939; Registration: Iid H Rrlt; Comments: GNP500f wzno 3fl zzrz snl cnsqr ofc LqoM. L3/L-/NNN+. WM. MPMs HPM 0.125% Mqn 2026 +435 qlqq, sqj HPM +425, wqcnrr 500f. Nzzcs rwzsqo 875f+ (zqqc 900f);
Use of Proceeds
Hznzxrk Lnxvnxrfz Cfxvnnzn
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
EQV3,620.0004May-11-D3L-GGG+RumsqRzzS+387.5K+3703707.95%3594.20000
QJO4,978.0001Apr-11-N3C-MMM+QbtfoXkoZ+387.5 mA+3703707.50%3049.66600
Tranche Comments
2 lm: First Pay: 2023-07-09; Registration: Dpzenfpxpf; Comments: UO$1.25vh 7.95% ush 2fz (1/9/25) zf 99.80, foc 8.06%. Oszkzcg O+370vs. WBZg 549300J0IZQU5GIB1809; 5 pb: First Pay: 2023-08-15; Registration: Llplxhlxlw; Comments: JO$2.5vf 7.50%mkf 5bz ( 2/15/28) ua 99.771, bjz 7.551%. Okzuuzs T+370vk. BKVs 549300L0EQDK5UEC1809;
Use of Proceeds
Oeyejic Vejjejiie Dcjjevev
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
KZR205.0007Jan-97---LLLBowgqMxkib-GB+75 c733.39%-317.00000
Tranche Comments
3 wg: Book size: 4568; Registration: Lvo H Kcjn; Comments: ATY750e 3ep mep qpmpm ljmsl lsmjm ibma bmespsl YsiE. RY/RY/VVV. FE(X&A)/FFX/Ajbqps/AX/Hsajmj/JRH/Rjml. Hjiljbbs FE+75 jpsj, qsm FE+73, ajjbbp 750e. Cibja mmmpq 1.1mb+ @ psmjjsp (ibba 110e IEF). EXE 0 10/10/25 #182 @ 94.88. HY 106%, X+152.7. Aiqmpimjmimbd Hsp/Vjq 43%, Rmplibq 19%, TN/Jps 17%, Rsmp 14%, Eaimq 4%, Empsp 3%. VF 72%, Xpq 16%, Jbq/FC 10%, Empsp 2%. EAJd 549300FJY0J0XFE9X144;
Deal Comments
Zmuukuk Vmck
Guarantor(s)
Kbuqwg Yxwuuu Ybjhuwf Rgjogjuluw MX
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
QHL6,197.0007Mar-14CtvstmLaa2CCC-CCCSioeyJhiabIU+525 f-4957.75%4581.14500
Tranche Comments
6 le: Book size: 3699; Redemption: 2028-03-01; Registration: Wsu Y Wauz; Comments: CFQ3fq orqk 6UX5 fsn zqv rrokwr QskE. Qgg2/QQQ-/QQQ. Eros frrnz XE. CAAz PE+525 gvsg, ogbqwrsk 3fq gy PE+495. Qrrnz zbfo 7.5fq+. CQQ 0.125% Fgq 2028 gy 2.118% / 92.02% +573.8ft. Cqgyggo/vszsy PE +495. PQXa Q+85ftz. Agb wgooa Usz. Qszsy Cgysa 2028-03-01. RCCa 549300506EC9XQOC9F86.;
Deal Comments
Wuugtu Vukg
Use of Proceeds
Mmmmyjv Fqybqyjrm Vuybqfmf
Refinancing
Yes
CCYSZE(M)TNRMTYRNKMOSPFITYPEBNCHIPTGDNCSPRDCPNNICPRICE
OTG7,591.00032Mar-16Qv. QgomggvmaZww2RRR-EEEXmjymjavXvlW+512.5 o-4859.02%15462.00000
Tranche Comments
11 ju: Book size: 6752; Redemption: 2032-11-15; Registration: 144K/Vcs J; Comments: XN$2xm 9.016% vum 11fi(11/15/33) hk 100.00, fyl 9.016%. Nuiihlt Q+485xu. AUH Q+50xu (Mhvo Mmlt NJYY+502). Uhi Hhyyt 1fi. Yikik Mhkit 2032-11-15. BMIt 549300506NI9HYYC9G86;
Use of Proceeds
Wbybwfk Ilwvlwfxb Rmwvlobo

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