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 EGLXY 2016-5X DRR 23-Sep-25 CLO EUR 1,750,000 BBB M100H 100.50 TALK M300s BBB 1,750,000   XS2290521017
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO EGLXY 2016-5X DRR 23-Sep-25 CLO EUR 1,750,000 BBB 100.906 100.91 CVR 341 | 4.33 BBB 1,750,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 9-Apr-24 CLO EUR 1,227,000 BBB 100A 100.00 TALK MH300s BBB 1,227,000   XS2290521017
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO EGLXY 2016-5X DRR 9-Apr-24 CLO EUR 1,227,000 BBB 99.232 99.23 CVR 383 1127 5.01 0.1 289.65 EU BSL CLO 383 | 4.9 PineBridge Investments LLC BBB 19.44 12.73 0.30 5.00 114.59 18-Feb-25 2933 0.15 61 2022-02-15T00:00:00 1,227,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 4-Jan-24 CLO EUR 823,000 BBB M-MH90s 96.00 TALK BBB 823,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 4-Jan-24 CLO EUR 823,000 BBB 96h 96.50 TALK BBB 823,000   XS2290521017
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO EGLXY 2016-5X DRR 4-Jan-24 CLO EUR 823,000 BBB 96.225 96.23 CVR 451 3712 5.24 0.12 282.87 EU BSL CLO 452 | 5.13 PineBridge Investments LLC BBB 19.08 12.33 0.14 4.00 114.07 18-Feb-25 2890 0.24 61 2022-02-15T00:00:00 823,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 5-Oct-23 CLO EUR 823,000 BBB LM90s 93.50 TALK BBB 823,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 5-Oct-23 CLO EUR 823,000 BBB M90s 95.00 TALK L500s BBB 823,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 5-Oct-23 CLO EUR 823,000 BBB LM90s 93.50 TALK BBB 823,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 5-Oct-23 CLO EUR 823,000 BBB M90s 95.00 TALK L500s BBB 823,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 5-Oct-23 CLO EUR 823,000 BBB M90s 95.00 TALK L500s BBB 823,000   XS2290521017
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO EGLXY 2016-5X DRR 2-Aug-23 CLO EUR 2,650,000 BBB 96.1 96.10 CVR 450 11444 5.69 0.04 264.85 451 | 5.59 PineBridge Investments LLC BBB 18.08 11.25 0.07 4 112.68 18-Feb-25 2885 0.21 60 2022-02-15T00:00:00 2,650,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 2-Aug-23 CLO EUR 2,650,000 BBB 94a 94.00 TALK BBB 2,650,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 17-May-23 CLO EUR 878,000 BBB LM90s 93.50 TALK LM500s BBB 878,000   XS2290521017
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO EGLXY 2016-5X DRR 17-May-23 CLO EUR 878,000 BBB DNT   CVR BBB 878,000   XS2290521017
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO EGLXY 2016-5X DRR 1-Mar-23 CLO EUR 2,000,000 BBB 92.613 92.61 CVR 523 4232 6.04 0.21 254.15 519 | 6.12 PineBridge Investments LLC BBB 17.48 10.6 0 5 111.86 18-Feb-25 2922 0.28 59 2022-02-15T00:00:00 2,000,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 1-Mar-23 CLO EUR 2,000,000 BBB LM90s 93.50 TALK LM500s BBB 2,000,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 1-Mar-23 CLO EUR 2,000,000 BBB 92h 92.50 TALK BBB 2,000,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 1-Mar-23 CLO EUR 2,000,000 BBB LM90s 93.50 TALK LM500s BBB 2,000,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 27-Jun-22 CLO EUR 3,650,000 BBB VH80s 89.00 TALK BBB 3,650,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 27-Jun-22 CLO EUR 3,650,000 BBB 0   TALK PineBridge BBB 106.17 2950 3,650,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 27-Jun-22 CLO EUR 3,650,000 BBB H80s 88.00 TALK 500s BBB 3,650,000   XS2290521017
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO EGLXY 2016-5X DRR 27-Jun-22 CLO EUR 3,650,000 BBB DNT   CVR BBB 3,650,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 27-Jun-22 CLO EUR 3,650,000 BBB H80s 88.00 TALK 500s BBB 3,650,000   XS2290521017
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO EGLXY 2016-5X DRR 3-Nov-21 CLO EUR 2,500,000 BBB DNT   CVR BBB 2,500,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 3-Nov-21 CLO EUR 2,500,000 BBB MH100h 100.70 TALK MH300s / 300s BBB 2,500,000   XS2290521017
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO EGLXY 2016-5X DRR 3-Nov-21 CLO EUR 2,500,000 BBB DNT   CVR BBB 2,500,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 3-Nov-21 CLO EUR 2,500,000 BBB MH100h 100.70 TALK MH300s / 300s BBB 2,500,000   XS2290521017
 
 
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.