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 DRYD 2014-35X SUB 23-Sep-25 CLO EUR 16,150,000   MTEENS 16.00 TALK   16,150,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 25-Jul-23 CLO EUR 2,000,000 EQUITY H20s 28.00 TALK   2,000,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 25-Jul-23 CLO EUR 2,000,000 EQUITY MH20s 27.00 TALK EQUITY 2,000,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 25-Jul-23 CLO EUR 2,000,000 EQUITY H20s 28.00 TALK EQUITY 2,000,000   XS1190700820
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2014-35X SUB 25-Jul-23 CLO EUR 2,000,000 EQUITY DNT   CVR EQUITY 2,000,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 25-Jul-23 CLO EUR 2,000,000 EQUITY H20s 28.00 TALK   2,000,000   XS1190700820
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2014-35X SUB 12-May-21 CLO EUR 400,000 EQUITY 60.033 60.03 CVR 4.5 11.08 57.79 PGIM   6.46 -4.72 1 95.5 2021-10-18T00:00:00 400,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 11-Feb-19 CLO EUR 3,500,000 EQUITY L60S 62.00 TALK   3,500,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 11-Feb-19 CLO EUR 3,500,000 EQUITY VH50S 59.00 TALK   3,500,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 11-Feb-19 CLO EUR 3,500,000 EQUITY MH50S 57.00 TALK   3,500,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 11-Feb-19 CLO EUR 3,500,000 EQUITY H50S 58.00 TALK   3,500,000   XS1190700820
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2014-35X SUB 11-Feb-19 CLO EUR 3,500,000 EQUITY DNT   CVR   3,500,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 23-May-18 CLO EUR 1,500,000 EQUITY LM70S 73.50 TALK   1,500,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 23-May-18 CLO EUR 1,500,000 EQUITY M70S 75.00 TALK   1,500,000   XS1190700820
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2014-35X SUB 23-May-18 CLO EUR 1,500,000 EQUITY 80.26 80.26 CVR   1,500,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 23-May-18 CLO EUR 1,500,000 EQUITY LM70S 73.50 TALK   1,500,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 1-Feb-17 CLO EUR 4,000,000 EQUITY LM90S 93.50 TALK       XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 1-Feb-17 CLO EUR 4,000,000 EQUITY L90S/LM90S 92.00 TALK       XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 1-Feb-17 CLO EUR 4,000,000 EQUITY H90S 98.00 TALK       XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 1-Feb-17 CLO EUR 4,000,000 EQUITY H80S 88.00 TALK       XS1190700820
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2014-35X SUB 1-Feb-17 CLO EUR 4,000,000 EQUITY 98.02 98.02 CVR       XS1190700820
CLO,TALK,TALK CLO,,TALK ,CLO DRYD 2014-35X SUB CLO   2,000,000   MH80S 87.00 TALK       XS1190700820
CLO,TALK,TALK CLO,,TALK ,CLO DRYD 2014-35X SUB CLO   2,000,000   M80S 85.00 TALK       XS1190700820
CLO,TALK,TALK CLO,,TALK ,CLO DRYD 2014-35X SUB CLO   2,000,000   LM80S/M80S 83.50 TALK       XS1190700820
CLO,CVR,CVR CLO,,CVR ,CLO DRYD 2014-35X SUB CLO   2,000,000   87H 87.00 CVR       XS1190700820
CLO,CVR,CVR CLO,,CVR ,CLO DRYD 2014-35X SUB CLO   1,000,000   TRD   CVR       XS1190700820
CLO,TALK,TALK CLO,,TALK ,CLO DRYD 2014-35X SUB CLO   1,000,000   M80S 85.00 TALK       XS1190700820
CLO,TALK,TALK CLO,,TALK ,CLO DRYD 2014-35X SUB CLO   1,000,000   LM80S 83.50 TALK       XS1190700820
CLO,TALK,TALK CLO,,TALK ,CLO DRYD 2014-35X SUB CLO   1,000,000   L80S 82.00 TALK       XS1190700820
CLO,CVR,CVR CLO,,CVR ,CLO DRYD 2014-35X SUB CLO   1,000,000   TRD   CVR       XS1190700820
CLO,TALK,TALK CLO,,TALK ,CLO DRYD 2014-35X SUB CLO   1,000,000   H70/L80S 78.00 TALK       XS1190700820
CLO,TALK,TALK CLO,,TALK ,CLO DRYD 2014-35X SUB CLO   1,000,000   L90S 92.00 TALK       XS1190700820
CLO,TALK,TALK CLO,,TALK ,CLO DRYD 2014-35X SUB CLO   1,000,000   L80S 82.00 TALK       XS1190700820
CLO,CVR,CVR CLO,,CVR ,CLO DRYD 2014-35X SUB CLO   1,000,000   DNT   CVR       XS1190700820
CLO,TALK,TALK CLO,,TALK ,CLO DRYD 2014-35X SUB CLO   1,000,000   95 95.00 TALK       XS1190700820
 
 
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.