Name Due Date Deal type CCY Original size Original rtg Price received Decimal price Price type DM To Mat DM To Call WAL|Mat WAL|Call Call Date Yield % NAV Country Type Dealer DM | WAL Manager Current rtg CPR MVAP MVDP CDR Loss Severity Annualised Defaults Sub 80 Assets MVOC RPE Warf Annualised Par Build Diversity DM To Worst Current Size CUSIP ISIN
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 10X E 23-Sep-25 CLO EUR 3,000,000 BB 97H 97.50 TALK L500s BB 3,000,000   XS1725827296
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 10X E 23-Sep-25 CLO EUR 3,000,000 BB TRD   CVR BB 3,000,000   XS1725827296
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 10X E 11-Mar-25 CLO EUR 3,000,000 BB L98H 98.20 TALK H400s       XS1725827296
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 10X E 11-Mar-25 CLO EUR 3,000,000 BB DNT   CVR       XS1725827296
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 10X E 16-Sep-21 CLO EUR 3,000,000 BB 96h 96.50 CVR 540 3833 5.71 0.11 250.01 LM-M500s | 6.2 Credit Suisse Asset Management BB 14.03 8.4 1.25 1 109.17 25-Jul-22 3175 -0.22 62 2019-10-25T00:00:00 3,000,000   XS1725827296
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 10X E 16-Sep-21 CLO EUR 3,000,000 BB MH90s 97.00 TALK LM-M500s BB 3,000,000   XS1725827296
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 10X E 1-Jul-20 CLO EUR 3,000,000 BB LM80s 83.50 TALK L800s BB 3,000,000   XS1725827296
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 10X E 1-Jul-20 CLO EUR 3,000,000 BB DNT   CVR BB 3,000,000   XS1725827296
 
 
Note: Currency and Rating details have been collected since September 2016, they are extracted directly from secondary market messages and SCI does not verify the accuracy of this information.