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 HAYEM 1X SUB 23-Sep-25 CLO EUR 5,018,000   LM30S 33.50 TALK A 5,018,000   XS1860201976
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO HAYEM 1X SUB 30-Jan-24 CLO EUR 3,000,000 EQUITY L40s 42.00 TALK LM700s / L600s EQUITY 3,000,000   XS1860201976
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO HAYEM 1X SUB 30-Jan-24 CLO EUR 3,000,000 EQUITY M30s 35.00 TALK EQUITY 3,000,000   XS1860201976
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO HAYEM 1X SUB 30-Jan-24 CLO EUR 3,000,000 EQUITY M40s 45.00 TALK EQUITY 3,000,000   XS1860201976
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO HAYEM 1X SUB 30-Jan-24 CLO EUR 3,000,000 EQUITY 42.433 42.43 TALK EQUITY 3,000,000   XS1860201976
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO HAYEM 1X SUB 30-Jan-24 CLO EUR 3,000,000 EQUITY 42.433 42.43 CVR 3.84 19.4 12.14 EU BSL CLO Hayfin Capital Management LLP EQUITY 1.33 -9.63 6.00 91.21 2022-09-25T00:00:00 3,000,000   XS1860201976
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO HAYEM 1X SUB 29-Jan-24 CLO EUR 3,000,000 EQUITY L40s 42.00 TALK LM700s / L600s A 3,000,000   XS1860201976
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO HAYEM 1X SUB 26-Apr-22 CLO EUR 1,500,000 EQUITY LM60s 63.50 TALK   1,500,000   XS1860201976
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO HAYEM 1X SUB 26-Apr-22 CLO EUR 1,500,000 EQUITY TRD   CVR   1,500,000   XS1860201976
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO HAYEM 1X SUB 26-Apr-22 CLO EUR 1,500,000 EQUITY LM60s 63.50 TALK   1,500,000   XS1860201976
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO HAYEM 1X SUB 25-Mar-20 CLO EUR 5,000,000 EQUITY TRD   CVR   5,000,000   XS1860201976
 
 
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.