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 2019-73X E 23-Sep-25 CLO EUR 2,000,000 BB 99H 99.50 TALK L700s       XS2063336429
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2019-73X E 23-Sep-25 CLO EUR 2,000,000 BB 99.51 99.51 CVR 695 | 4.37       XS2063336429
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2019-73X E 4-Sep-25 CLO EUR 1,560,000 BB 99H 99.50 TALK H600s BB     XS2063336429
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2019-73X E 4-Sep-25 CLO EUR 1,560,000 BB 99.19 99.19 CVR 703 1386 4.87 0.11 173.41 EU BSL CLO 704 | 4.42 PGIM BB 10.97 4.64 1.23 7.00 104.87 15-Jul-24 3031 -0.06 52 2021-12-11T00:00:00     XS2063336429
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2019-73X E 21-Aug-25 CLO EUR 2,340,000 BB 99.16 99.16 CVR 703 1231 4.9 0.15 175.69 EU BSL CLO 704 | 4.46 PGIM BB 11.09 4.78 1.23 7.00 105.02 15-Jul-24 3031 -0.06 52 2021-12-11T00:00:00     XS2063336429
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2019-73X E 16-Jul-25 CLO EUR 1,560,000 BB 99H 99.50 TALK H600s BB- 1,560,000   XS2063336429
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2019-73X E 16-Jul-25 CLO EUR 1,560,000 BB DNT   CVR BB- 1,560,000   XS2063336429
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2019-73X E 19-Feb-25 CLO EUR 2,560,000 BB LM101H 101.35 TALK M600s       XS2063336429
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2019-73X E 19-Feb-25 CLO EUR 2,560,000 BB 101.025 101.03 CVR       XS2063336429
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2019-73X E 3-Jul-24 CLO EUR 2,560,000 BB H90s 98.00 TALK LM700s BB 2,560,000   XS2063336429
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2019-73X E 3-Jul-24 CLO EUR 2,560,000 BB 97.48 | DNT 97.48 CVR 743 8255 5.43 0.03 174.34 EU BSL CLO PGIM BB 11.02 4.70 1.55 9.00 104.93 15-Jul-24 2997 -0.08 56 2021-12-11T00:00:00 2,560,000   XS2063336429
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2019-73X E 8-May-24 CLO EUR 2,000,000 BB MH90s 97.00 TALK M700s BB 2,000,000   XS2063336429
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2019-73X E 8-May-24 CLO EUR 2,000,000 BB 96 96.00 CVR 778 2909 5.54 0.19 168.71 EU BSL CLO 781 | 5.23 PGIM BB 10.70 4.36 1.61 7.00 104.56 15-Jul-24 3037 -0.18 57 2021-12-11T00:00:00 2,000,000   XS2063336429
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2019-73X E 7-May-24 CLO EUR 2,000,000 BB MH90s 97.00 TALK M700s BB- 2,000,000   XS2063336429
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2019-73X E 18-Apr-24 CLO EUR 2,000,000 BB MH90s 97.00 TALK M700s BB 2,000,000   XS2063336429
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2019-73X E 18-Apr-24 CLO EUR 2,000,000 BB 95.95 95.95 CVR 779 2451 5.6 0.24 167.51 EU BSL CLO PGIM BB 10.63 4.28 1.61 8.00 104.48 15-Jul-24 3037 -0.18 57 2021-12-11T00:00:00 2,000,000   XS2063336429
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2019-73X E 17-Apr-24 CLO EUR 2,000,000 BB MH90s 97.00 TALK M700s BB- 2,000,000   XS2063336429
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2019-73X E 25-May-23 CLO EUR 2,000,000 BB M-MH80s 86.00 TALK BB- 2,000,000   XS2063336429
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2019-73X E 10-Dec-20 CLO EUR 1,890,000 BB 98.25 98.25 CVR 753 904 7.84 1.12 242.67 748 | 8.6 PGIM BB- 14.7 8.64 1.36 1 109.46 15-Jul-24 0.47 2021-12-11T00:00:00 1,890,000   XS2063336429
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2019-73X E 10-Dec-20 CLO EUR 1,890,000 BB 100a 100.00 TALK BB- 1,890,000   XS2063336429
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2019-73X E 10-Dec-20 CLO EUR 1,890,000 BB H90s 98.00 TALK LM700s BB- 1,890,000   XS2063336429
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2019-73X E 25-Sep-20 CLO EUR 2,600,000 BB DNT   CVR BB- 2,600,000   XS2063336429
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO DRYD 2019-73X E 10-Feb-20 CLO EUR 4,000,000 BB 101.536 101.54 CVR 680 640 8.06 1.96 681/638 | 9.4/1.9 PGIM BB- 4,000,000   XS2063336429
 
 
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.