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 12X SUB 22-Sep-25 CLO EUR 2,900,000   LM40S 43.50 TALK A 2,900,000   XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 22-Sep-25 CLO EUR 2,900,000   DNT   CVR A 2,900,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 12-Mar-25 CLO EUR 6,312,000   M40s 45.00 TALK       XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 12-Mar-25 CLO EUR 6,312,000   TRD   CVR       XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 14-Sep-23 CLO EUR 4,000,000 EQUITY 50.061 50.06 CVR 3.49 23.12 23.67 Credit Suisse Asset Management A 2.23 7.19 6 93.29 2020-07-15T00:00:00 4,000,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 14-Sep-23 CLO EUR 4,000,000 EQUITY M50s 55.00 TALK M500s A 4,000,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 14-Sep-23 CLO EUR 4,000,000 EQUITY M40s 45.00 TALK EQUITY 4,000,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 14-Sep-23 CLO EUR 4,000,000 EQUITY L50s 52.00 TALK EQUITY 4,000,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 14-Sep-23 CLO EUR 4,000,000 EQUITY M50s 55.00 TALK M500s A 4,000,000   XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 9-Feb-23 CLO EUR 6,312,000   TRD   CVR A 6,312,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 9-Feb-23 CLO EUR 6,312,000   M40s 45.00 TALK MH100s A 6,312,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 9-Feb-23 CLO EUR 6,312,000   M40s 45.00 TALK MH100s A 6,312,000   XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 29-Nov-22 CLO EUR 5,000,000 EQUITY TRD   CVR EQUITY 5,000,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 29-Nov-22 CLO EUR 5,000,000 EQUITY H30s 38.00 TALK 1300s EQUITY 5,000,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 29-Nov-22 CLO EUR 5,000,000 EQUITY H30s 38.00 TALK 1300s A 5,000,000   XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 23-Sep-21 CLO EUR 16,400,000 EQUITY 74.12 74.12 CVR 4 10.62 65.49 Credit Suisse Asset Management EQUITY 5.94 -3.13 0 96.97 2020-07-15T00:00:00 16,400,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 23-Sep-21 CLO EUR 16,400,000 EQUITY L70s 72.00 TALK 140s / 20s EQUITY 16,400,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 23-Sep-21 CLO EUR 16,400,000 EQUITY L70s 72.00 TALK 140s / 20s EQUITY 16,400,000   XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 11-Jun-21 CLO EUR 2,500,000 EQUITY 71.31 71.31 CVR 4.07 12.32 61.73 Credit Suisse Asset Management EQUITY 5.62 -3.48 1 96.64 2020-07-15T00:00:00 2,500,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 11-Jun-21 CLO EUR 2,500,000 EQUITY 70a 70.00 TALK EQUITY 2,500,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 27-May-21 CLO EUR 2,000,000 EQUITY H60s 68.00 TALK   2,000,000   XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 27-May-21 CLO EUR 2,000,000 EQUITY 69.01 69.01 CVR 4.12 13.26 60.04 Credit Suisse Asset Management   5.47 3.64 1 96.49 2020-07-15T00:00:00 2,000,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 12-Feb-21 CLO EUR 2,500,000 EQUITY LM/M70s 73.50 TALK   2,500,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 12-Feb-21 CLO EUR 2,500,000 EQUITY MH70s 77.00 TALK   2,500,000   XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 12-Feb-21 CLO EUR 2,500,000 EQUITY DNT   CVR   2,500,000   XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 11-Aug-20 CLO EUR 3,400,000 EQUITY 59.2721 59.27 CVR 4.6 5.2 5.2 Credit Suisse Asset Management   0.5 -9.1 7 91.66 -0.54 2020-10-15T00:00:00 3,400,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 11-Aug-20 CLO EUR 3,400,000 EQUITY M50s 55.00 TALK   3,400,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 11-Aug-20 CLO EUR 3,400,000 EQUITY 59.2721 59.27 TALK   3,400,000   XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 16-Jun-20 CLO EUR 2,500,000 EQUITY 60 60.00 CVR 5.49 1.93 -14 Credit Suisse Asset Management   -1.4 -11.2 10 89.96 -0.2 2020-10-15T00:00:00 2,500,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 16-Jun-20 CLO EUR 2,500,000 EQUITY MH50s 57.00 TALK   2,500,000   XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 24-Mar-20 CLO EUR 5,000,000 EQUITY DNT   CVR   5,000,000   XS1861233523
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 24-Mar-20 CLO EUR 5,000,000 EQUITY 30s 30.00 TALK   5,000,000   XS1861233523
 
 
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.