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 % Country Type Dealer DM | WAL Manager Current rtg CPR CDR Loss Severity RPE Warf DM To Worst Current Size CUSIP ISIN
CADOG 12X SUB 22-Sep-25 CLO EUR 2,900,000   LM40S 43.50 TALK A 2,900,000   XS1861233523
CADOG 12X SUB 22-Sep-25 CLO EUR 2,900,000   DNT   CVR A 2,900,000   XS1861233523
CADOG 12X SUB 12-Mar-25 CLO EUR 6,312,000   M40s 45.00 TALK       XS1861233523
CADOG 12X SUB 12-Mar-25 CLO EUR 6,312,000   TRD   CVR       XS1861233523
CADOG 12X SUB 14-Sep-23 CLO EUR 4,000,000 EQUITY 50.061 50.06 CVR 3.49 23.12 Credit Suisse Asset Management A 2020-07-15T00:00:00 4,000,000   XS1861233523
CADOG 12X SUB 14-Sep-23 CLO EUR 4,000,000 EQUITY M50s 55.00 TALK M500s A 4,000,000   XS1861233523
CADOG 12X SUB 14-Sep-23 CLO EUR 4,000,000 EQUITY M40s 45.00 TALK EQUITY 4,000,000   XS1861233523
CADOG 12X SUB 14-Sep-23 CLO EUR 4,000,000 EQUITY L50s 52.00 TALK EQUITY 4,000,000   XS1861233523
CADOG 12X SUB 14-Sep-23 CLO EUR 4,000,000 EQUITY M50s 55.00 TALK M500s A 4,000,000   XS1861233523
CADOG 12X SUB 9-Feb-23 CLO EUR 6,312,000   TRD   CVR A 6,312,000   XS1861233523
CADOG 12X SUB 9-Feb-23 CLO EUR 6,312,000   M40s 45.00 TALK MH100s A 6,312,000   XS1861233523
CADOG 12X SUB 9-Feb-23 CLO EUR 6,312,000   M40s 45.00 TALK MH100s A 6,312,000   XS1861233523
CADOG 12X SUB 29-Nov-22 CLO EUR 5,000,000 EQUITY TRD   CVR EQUITY 5,000,000   XS1861233523
CADOG 12X SUB 29-Nov-22 CLO EUR 5,000,000 EQUITY H30s 38.00 TALK 1300s EQUITY 5,000,000   XS1861233523
CADOG 12X SUB 29-Nov-22 CLO EUR 5,000,000 EQUITY H30s 38.00 TALK 1300s A 5,000,000   XS1861233523
CADOG 12X SUB 23-Sep-21 CLO EUR 16,400,000 EQUITY 74.12 74.12 CVR 4 10.62 Credit Suisse Asset Management EQUITY 2020-07-15T00:00:00 16,400,000   XS1861233523
CADOG 12X SUB 23-Sep-21 CLO EUR 16,400,000 EQUITY L70s 72.00 TALK 140s / 20s EQUITY 16,400,000   XS1861233523
CADOG 12X SUB 23-Sep-21 CLO EUR 16,400,000 EQUITY L70s 72.00 TALK 140s / 20s EQUITY 16,400,000   XS1861233523
CADOG 12X SUB 11-Jun-21 CLO EUR 2,500,000 EQUITY 71.31 71.31 CVR 4.07 12.32 Credit Suisse Asset Management EQUITY 2020-07-15T00:00:00 2,500,000   XS1861233523
CADOG 12X SUB 11-Jun-21 CLO EUR 2,500,000 EQUITY 70a 70.00 TALK EQUITY 2,500,000   XS1861233523
CADOG 12X SUB 27-May-21 CLO EUR 2,000,000 EQUITY H60s 68.00 TALK   2,000,000   XS1861233523
CADOG 12X SUB 27-May-21 CLO EUR 2,000,000 EQUITY 69.01 69.01 CVR 4.12 13.26 Credit Suisse Asset Management   2020-07-15T00:00:00 2,000,000   XS1861233523
CADOG 12X SUB 12-Feb-21 CLO EUR 2,500,000 EQUITY LM/M70s 73.50 TALK   2,500,000   XS1861233523
CADOG 12X SUB 12-Feb-21 CLO EUR 2,500,000 EQUITY MH70s 77.00 TALK   2,500,000   XS1861233523
CADOG 12X SUB 12-Feb-21 CLO EUR 2,500,000 EQUITY DNT   CVR   2,500,000   XS1861233523
CADOG 12X SUB 11-Aug-20 CLO EUR 3,400,000 EQUITY 59.2721 59.27 CVR 4.6 5.2 Credit Suisse Asset Management   2020-10-15T00:00:00 3,400,000   XS1861233523
CADOG 12X SUB 11-Aug-20 CLO EUR 3,400,000 EQUITY M50s 55.00 TALK   3,400,000   XS1861233523
CADOG 12X SUB 11-Aug-20 CLO EUR 3,400,000 EQUITY 59.2721 59.27 TALK   3,400,000   XS1861233523
CADOG 12X SUB 16-Jun-20 CLO EUR 2,500,000 EQUITY 60 60.00 CVR 5.49 1.93 Credit Suisse Asset Management   2020-10-15T00:00:00 2,500,000   XS1861233523
CADOG 12X SUB 16-Jun-20 CLO EUR 2,500,000 EQUITY MH50s 57.00 TALK   2,500,000   XS1861233523
CADOG 12X SUB 24-Mar-20 CLO EUR 5,000,000 EQUITY DNT   CVR   5,000,000   XS1861233523
CADOG 12X SUB 24-Mar-20 CLO EUR 5,000,000 EQUITY 30s 30.00 TALK   5,000,000   XS1861233523
 
test
 
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.