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,USD,TALK USD,CLO CANYC 2019-2A BR2 23-Sep-25 CLO USD 1,250,000 AA L100H 100.20 TALK AA 1,250,000 13887WAU4  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CANYC 2019-2A BR2 23-Sep-25 CLO USD 1,250,000 AA H99h 99.80 TALK AA 1,250,000 13887WAU4  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CANYC 2019-2A BR2 23-Sep-25 CLO USD 1,250,000 AA LM100H 100.35 TALK AA 1,250,000 13887WAU4  
CLO,CVR,CVR CLO,USD,CVR USD,CLO CANYC 2019-2A BR2 23-Sep-25 CLO USD 1,250,000 AA 100.107 100.11 CVR 151 4.12 16-Oct-34 265.61 US BSL CLO 147/121 | 4.78/0.38 Canyon Capital Advisors LLC AA 33.25 20.73 1.17 4.09 126.15 15-Oct-26 2807 -0.89 81 2026-02-11T00:00:00 1,250,000 13887WAU4  
CLO,CVR,CVR CLO,USD,CVR USD,CLO CANYC 2019-2A BR2 4-Apr-25 CLO USD 6,225,000 AA TRD   CVR     13887WAU4  
CLO,CVR,CVR CLO,USD,CVR USD,CLO CANYC 2019-2A BR2 4-Mar-25 CLO USD 1,000,000 AA DNT   CVR US BSL CLO        
CLO,TALK,TALK CLO,USD,TALK USD,CLO CANYC 2019-2A BR2 4-Mar-25 CLO USD 1,000,000 AA 100a 100.00 TALK 150a     13887WAU4  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CANYC 2019-2A BR2 4-Mar-25 CLO USD 1,000,000 AA M100h 100.50 TALK     13887WAU4  
 
 
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.