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 OCT17 2013-1A BR2 23-Sep-25 CLO USD 1,000,000 AA L100H 100.20 TALK AA 1,000,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 23-Sep-25 CLO USD 1,000,000 AA 100.23 100.23 CVR 153 1.37 27-Jan-31 232.20 US BSL CLO 142 | 1.02 Octagon Credit Investors, LLC AA 90.32 51.42 1.72 5.65 205.85 25-Jan-23 3201 -0.23 54 2019-10-25T00:00:00 1,000,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 26-Aug-25 CLO USD 810,000 AA L100H 100.20 TALK AA 810,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 24-Mar-25 CLO USD 600,000 AA H99h 99.80 TALK 170s AA 600,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 24-Mar-25 CLO USD 600,000 AA 99.93 99.93 CVR 174 2.36 27-Jan-31 237.06 US BSL CLO 170 | 1.65 Octagon Credit Investors, LLC AA 69.96 40.45 1.64 7.02 167.92 25-Jan-23 3229 -0.23 58 2019-10-25T00:00:00 600,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 24-Mar-25 CLO USD 600,000 AA 99.93 99.93 TALK 170 AA 600,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 14-May-24 CLO USD 750,000 AA L100h 100.20 TALK MH100s AA 750,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 14-May-24 CLO USD 750,000 AA TRD   CVR AA 750,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 13-May-24 CLO USD 750,000 AA L100h 100.20 TALK MH100s AA 750,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 23-Feb-24 CLO USD 2,550,000 AA 99h 99.50 TALK MH100s AA 2,550,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 23-Feb-24 CLO USD 2,550,000 AA H99h 99.80 TALK AA 2,550,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 22-Aug-23 CLO USD 1,000,000 AA 98h 98.50 TALK L-LM200s AA 1,000,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 22-Aug-23 CLO USD 1,000,000 AA H97h 97.80 TALK AA 1,000,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 22-Aug-23 CLO USD 1,000,000 AA 98h 98.50 TALK L-LM200s AA 1,000,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 25-May-23 CLO USD 9,860,500 AA M97h 97.50 TALK AA 9,860,500 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 25-May-23 CLO USD 9,860,500 AA 95h 95.50 TALK M-MH200s AA 9,860,500 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 10-Mar-23 CLO USD 1,000,000 AA 97h 97.50 TALK LM200s AA   67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 10-Mar-23 CLO USD 1,000,000 AA TRD   CVR AA   67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 7-Mar-23 CLO USD 4,020,000 AA 97h 97.50 TALK L200s AA 4,020,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 7-Mar-23 CLO USD 4,020,000 AA 97h 97.50 TALK L200s AA 4,020,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 11-Oct-22 CLO USD 500,000 AA 94h 94.50 TALK MH-H200s AA 500,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 12-Jul-22 CLO USD 810,000 AA 94h 94.50 TALK MH200s AA 810,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 12-Jul-22 CLO USD 810,000 AA L94h 94.20 TALK AA 810,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 12-Jul-22 CLO USD 810,000 AA NCR   CVR AA 810,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 12-Jul-22 CLO USD 810,000 AA 94h 94.50 TALK MH200s AA 810,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 25-May-21 CLO USD 3,300,000 AA 99.83 99.83 CVR 144 4.74 25-Oct-19 260.81 US BSL CLO 143 | 5.21 Octagon Credit Investors, LLC AA 34.7 21.4 1.12 1.32 127.22 25-Jan-23 3005 -0.21 89 2019-10-25T00:00:00 3,300,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 25-May-21 CLO USD 3,300,000 AA H99h 99.80 TALK 140s AA 3,300,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 25-May-21 CLO USD 3,300,000 AA 99h 99.50 TALK AA 3,300,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 11-Mar-21 CLO USD 15,170,000 AA 99.62 99.62 CVR 148 4.95 25-Oct-19 262.11 US BSL CLO 147 | 5.38 Octagon Credit Investors, LLC AA 34.82 21.53 1.15 1.72 127.44 25-Jan-23 3014 -0.25 90 2019-10-25T00:00:00 15,170,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 11-Mar-21 CLO USD 15,170,000 AA MH99h 99.70 TALK 140s AA 15,170,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 11-Mar-21 CLO USD 15,170,000 AA 99h 99.50 TALK AA 15,170,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 27-Jan-21 CLO USD 1,000,000 AA MH99h 99.70 CVR 146 5.07 25-Oct-19 262.61 US BSL CLO 140s | 5.45 Octagon Credit Investors, LLC AA 34.86 21.58 1.17 1.25 127.53 25-Jan-23 3009 -0.27 90 2019-10-25T00:00:00 1,000,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 27-Jan-21 CLO USD 1,000,000 AA 99H 99.50 TALK 140s AA 1,000,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 27-Jan-21 CLO USD 1,000,000 AA H99h 99.80 TALK AA 1,000,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 27-Jan-21 CLO USD 1,000,000 AA 100h 100.50 TALK AA 1,000,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 28-Sep-20 CLO USD 12,687,500 AA L97h 97.20 CVR 195 5.41 25-Oct-19 242.23 US BSL CLO 190s | 5.74 Octagon Credit Investors, LLC AA 33.05 19.41 1.23 5.34 124.08 25-Jan-23 3005 -0.48 87 12,687,500 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 28-Sep-20 CLO USD 12,687,500 AA 97h 97.50 TALK H100s AA 12,687,500 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 16-Jun-20 CLO USD 1,600,000 AA MH90s 97.00 TALK L200s AA 1,600,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 16-Jun-20 CLO USD 1,600,000 AA 96h 96.50 TALK AA 1,600,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 16-Jun-20 CLO USD 1,600,000 AA TRD   CVR AA 1,600,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 13-May-20 CLO USD 20,000,000 AA 95h 95.50 TALK L-LM200s AA 20,000,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 13-May-20 CLO USD 20,000,000 AA DNT   CVR AA 20,000,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA H97h 97.80 CVR 184 5.66 5.66 AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 97h 97.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98h 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98a 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98.16 98.16 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 97h 97.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98h 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98a 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98.16 98.16 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 97h 97.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98h 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98a 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98.16 98.16 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 97h 97.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98h 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98a 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98.16 98.16 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 97h 97.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98h 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98a 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98.16 98.16 TALK AA 1,900,000 67590GBL2 USG67105AT69
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 24-Jun-19 CLO USD 1,250,000 AA TRD   CVR     67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 4-Jun-18 CLO USD 2,900,000 AA VH90S 99.00 TALK AA 2,900,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 4-Jun-18 CLO USD 2,900,000 AA 99H 99.00 TALK AA 2,900,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 4-Jun-18 CLO USD 2,900,000 AA DNT   CVR AA 2,900,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 4-Jun-18 CLO USD 2,900,000 AA M99H 99.50 TALK AA 2,900,000 67590GBL2  
 
 
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.