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,USD,TALK USD,CLO JTWN 2018-11A A2 23-Sep-25 CLO USD 1,625,000 AA L100H 100.20 TALK AAA 1,625,000 47049QAC0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO JTWN 2018-11A A2 23-Sep-25 CLO USD 1,625,000 AA 100.254 100.25 CVR 191 2.91 14-Jul-31 264.79 US BSL CLO 184 | 2.15 Investcorp B.S.C. AAA 54.12 33.68 0.45 8.48 150.78 14-Jul-23 3373 -0.08 58 2020-04-14T00:00:00 1,625,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 16-Nov-23 CLO USD 7,375,000 AA 98h 98.50 TALK LM-M200s Aa1 7,375,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 16-Nov-23 CLO USD 7,375,000 AA H98h 98.80 TALK 234 Aa1 7,375,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 16-Nov-23 CLO USD 7,375,000 AA M98h 98.50 TALK Aa1 7,375,000 47049QAC0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO JTWN 2018-11A A2 16-Nov-23 CLO USD 7,375,000 AA DNT   CVR Aa1 7,375,000 47049QAC0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO JTWN 2018-11A A2 21-Oct-20 CLO USD 1,000,000 AA 97.666 97.67 CVR 213 5.81 14-Apr-20 268.34 US BSL CLO Investcorp B.S.C. Aa2 31.23 19.59 0.88 5.79 124.37 14-Jul-23 3223 -0.56 80 1,000,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 21-Oct-20 CLO USD 1,000,000 AA LM97h 97.35 TALK LM200s Aa2 1,000,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 21-Oct-20 CLO USD 1,000,000 AA H97h 97.80 TALK Aa2 1,000,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 18-Aug-20 CLO USD 4,000,000 AA L98h 98.20 TALK Aa2 4,000,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 18-Aug-20 CLO USD 4,000,000 AA 98h 98.50 TALK 190s Aa2 4,000,000 47049QAC0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO JTWN 2018-11A A2 18-Aug-20 CLO USD 4,000,000 AA TRD   CVR Aa2 4,000,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 12-Jun-20 CLO USD 7,375,000 AA 98a 98.00 TALK Aa2 7,375,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 12-Jun-20 CLO USD 7,375,000 AA 96-97a 96.00 TALK LM200s Aa2 7,375,000 47049QAC0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO JTWN 2018-11A A2 12-Jun-20 CLO USD 7,375,000 AA TRD   CVR Aa2 7,375,000 47049QAC0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO JTWN 2018-11A A2 23-Apr-20 CLO USD 5,000,000 AA TRD   CVR AA 5,000,000 47049QAC0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO JTWN 2018-11A A2 23-Jan-20 CLO USD 4,250,000 AA 99.771 99.77 CVR 174 6.57 6.57 174 | 6.47 Aa2 33.8 22.59 4,250,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 23-Jan-20 CLO USD 4,250,000 AA 100h 100.00 TALK 160s / 130s Aa2 4,250,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 23-Jan-20 CLO USD 4,250,000 AA 100a 100.00 TALK Aa2 4,250,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 23-Jan-20 CLO USD 4,250,000 AA 99h 99.50 TALK Aa2 4,250,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 23-Jan-20 CLO USD 4,250,000 AA 99.771 99.77 TALK Aa2 4,250,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 13-Jan-20 CLO USD 7,375,000 AA H99h 99.80 TALK Aa2 7,375,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 13-Jan-20 CLO USD 7,375,000 AA 99h 99.00 TALK 180a Aa2 7,375,000 47049QAC0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO JTWN 2018-11A A2 13-Jan-20 CLO USD 7,375,000 AA TRD   CVR Aa2 7,375,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 21-Nov-19 CLO USD 7,375,000 AA H90s 98.00 TALK Aa2 7,375,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 21-Nov-19 CLO USD 7,375,000 AA 98a 98.00 TALK 200a Aa2 7,375,000 47049QAC0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO JTWN 2018-11A A2 21-Nov-19 CLO USD 7,375,000 AA TRD   CVR Aa2 7,375,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 16-Oct-19 CLO USD 24,000,000 AA 98h 98.00 TALK 200a Aa2 24,000,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 16-Oct-19 CLO USD 24,000,000 AA H90s 98.00 TALK Aa2 24,000,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 16-Oct-19 CLO USD 24,000,000 AA 126.2% 126.20 TALK Aa2 24,000,000 47049QAC0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO JTWN 2018-11A A2 16-Oct-19 CLO USD 24,000,000 AA TRD   CVR Aa2 24,000,000 47049QAC0  
 
 
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.