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 2016-48X ER 23-Sep-25 CLO EUR 1,500,000 BB 97H 97.50 TALK M700s       XS2044129877
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2016-48X ER 23-Sep-25 CLO EUR 1,500,000 BB 97.69 97.69 CVR 731 | 4.35       XS2044129877
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2016-48X ER 21-Aug-25 CLO EUR 2,640,000 BB DNT | 97.089 97.09 CVR 742 2629 4.87 0.15 163.63 EU BSL CLO PGIM B 10.43 4.06 1.10 5.00 104.23 15-Apr-24 3183 -0.19 50 2021-07-15T00:00:00     XS2044129877
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2016-48X ER 30-Apr-25 CLO EUR 1,500,000 BB M90s 95.00 TALK H700s B 1,500,000   XS2044129877
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2016-48X ER 30-Apr-25 CLO EUR 1,500,000 BB 94.59 94.59 CVR 804 3413 5.06 0.21 136.80 EU BSL CLO PGIM B 8.84 2.38 1.14 5.00 102.43 15-Apr-24 3126 -0.19 54 2021-07-15T00:00:00 1,500,000   XS2044129877
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2016-48X ER 3-Nov-22 CLO EUR 2,640,000 BB H70s 78.00 TALK 1100s B 2,640,000   XS2044129877
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2016-48X ER 3-Nov-22 CLO EUR 2,640,000 BB TRD   CVR B 2,640,000   XS2044129877
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2016-48X ER 3-Nov-22 CLO EUR 2,640,000 BB H70s 78.00 TALK 1100s B 2,640,000   XS2044129877
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2016-48X ER 2-Nov-22 CLO EUR 2,640,000 BB L80s 82.00 TALK B 2,640,000   XS2044129877
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2016-48X ER 15-Dec-20 CLO EUR 1,500,000 BB H90s 98.00 TALK L700s B 1,500,000   XS2044129877
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2016-48X ER 15-Dec-20 CLO EUR 1,500,000 BB TRD   CVR B 1,500,000   XS2044129877
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2016-48X ER 13-Jul-20 CLO EUR 1,140,000 BB M80s 85.00 TALK M900s BB- 1,140,000   XS2044129877
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2016-48X ER 13-Jul-20 CLO EUR 1,140,000 BB TRD   CVR BB- 1,140,000   XS2044129877
 
 
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.