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 ARBR 3A DRR 23-Sep-25 CLO EUR 500,000 BBB 100A 100.00 TALK L300s BBB 500,000   XS2366713217
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO ARBR 3A DRR 23-Sep-25 CLO EUR 500,000 BBB 100.01 100.01 CVR 310 | 4.95 BBB 500,000   XS2366713217
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO ARBR 3A DRR 10-Oct-24 CLO EUR 5,708,000 BBB M100H 100.50 TALK L300s BBB 5,708,000   XS2366713217
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO ARBR 3A DRR 10-Oct-24 CLO EUR 5,708,000 BBB 100.088 100.09 CVR 308 -324 5.62 0.01 275.80 EU BSL CLO 308 | 5.66 OakTree Capital Management LLC BBB 20.00 12.75 0.43 5.00 114.61 30-Jan-26 2936 -0.19 62 2023-07-31T00:00:00 5,708,000   XS2366713217
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO ARBR 3A DRR 9-Oct-24 CLO EUR 5,708,000 BBB M100H 100.50 TALK L300s BBB 5,708,000   XS2366713217
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO ARBR 3A DRR 10-Jan-24 CLO EUR 292,000 BBB M90s 95.00 TALK L400s BBB 292,000   XS2366713217
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO ARBR 3A DRR 10-Jan-24 CLO EUR 292,000 BBB 95h 95.50 TALK BBB 292,000   XS2366713217
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO ARBR 3A DRR 10-Jan-24 CLO EUR 292,000 BBB 94.76 94.76 CVR 417 32934 6.01 0.02 258.83 EU BSL CLO 414 | 6.09 OakTree Capital Management LLC BBB 19.00 11.66 0.13 4.00 113.20 30-Jan-26 2913 0.09 59 2023-07-31T00:00:00 292,000   XS2366713217
 
 
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.