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 CONTE 6X FR 23-Sep-25 CLO EUR 2,000,000 B 100A 100.00 TALK M-MH800s       XS2315799580
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CONTE 6X FR 23-Sep-25 CLO EUR 2,000,000 B 99.08 99.08 CVR 885 | 6       XS2315799580
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CONTE 6X FR 14-Aug-25 CLO EUR 2,000,000 B 98H 98.50 TALK 900A       XS2315799580
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CONTE 6X FR 2-Jul-25 CLO EUR 500,000 B 98h 98.50 TALK A 500,000   XS2315799580
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CONTE 6X FR 2-Jul-25 CLO EUR 500,000 B 97A 97.00 TALK LM-M900s A 500,000   XS2315799580
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CONTE 6X FR 15-Feb-24 CLO EUR 1,500,000 B MH90s 97.00 TALK LM900s B 1,500,000   XS2315799580
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CONTE 6X FR 15-Feb-24 CLO EUR 1,500,000 B 95.259 95.26 CVR 970 3865 6.68 0.17 231.82 EU BSL CLO 968 | 6.65 Five Arrows Managers LLP B 7.15 4.07 0.46 3.00 104.24 15-Jul-25 2950 0.09 62 2022-07-15T00:00:00 1,500,000   XS2315799580
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CONTE 6X FR 14-Feb-24 CLO EUR 1,500,000 B MH90s 97.00 TALK LM900s A 1,500,000   XS2315799580
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CONTE 6X FR 8-Mar-23 CLO EUR 3,400,000 B 81.771 81.77 CVR 1303 20774 7.11 0.11 114.16 1271 | 7.78 Five Arrows Managers LLP A 3.66 0.45 0.56 8 100.46 15-Jul-25 2915 0.11 64 2022-07-15T00:00:00 3,400,000   XS2315799580
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CONTE 6X FR 8-Mar-23 CLO EUR 3,400,000 B LM80s 83.50 TALK 1200s A 3,400,000   XS2315799580
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CONTE 6X FR 8-Mar-23 CLO EUR 3,400,000 B LM80s 83.50 TALK 1200s A 3,400,000   XS2315799580
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CONTE 6X FR 6-Oct-22 CLO EUR 3,400,000 B M70s 75.00 CVR 1464 107264 7.53 0.03 41.31 Five Arrows Managers LLP B 1.35 1.92 0.26 8 98.11 15-Jul-25 2912 0.1 62 2022-07-15T00:00:00     XS2315799580
 
 
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.