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 OHECP 2016-5X ARR 23-Sep-25 CLO EUR 5,000,000 AAA L100H 100.20 TALK 90s A 5,000,000   XS2411137289
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO OHECP 2016-5X ARR 23-Sep-25 CLO EUR 5,000,000 AAA 100 100.00 CVR 98 | 2.24 A 5,000,000   XS2411137289
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO OHECP 2016-5X ARR 1-Sep-25 CLO EUR 800,000 AAA 100.028 100.03 CVR 97 77 2.44 0.14 160.63 EU BSL CLO 97 | 2.29 Oak Hill Advisors LP AAA 100.00 37.74 1.39 2.00 160.63 9-Jun-26 2851 -0.09 58 2023-12-10T00:00:00     XS2411137289
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO OHECP 2016-5X ARR 9-Jan-24 CLO EUR 2,000,000 AAA 98h 98.50 TALK AAA 2,000,000   XS2411137289
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO OHECP 2016-5X ARR 9-Jan-24 CLO EUR 2,000,000 AAA M98H 98.50 TALK 140s AAA 2,000,000   XS2411137289
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO OHECP 2016-5X ARR 9-Jan-24 CLO EUR 2,000,000 AAA L98h 98.20 TALK AAA 2,000,000   XS2411137289
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO OHECP 2016-5X ARR 9-Jan-24 CLO EUR 2,000,000 AAA 98.446 98.45 CVR 145 4424 3.6 0.04 158.81 EU BSL CLO 144 | 3.63 Oak Hill Advisors LP AAA 100.00 37.03 1.37 1.00 158.81 9-Jun-26 2811 -0.36 56 2023-12-10T00:00:00 2,000,000   XS2411137289
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO OHECP 2016-5X ARR 10-Aug-23 CLO EUR 2,000,000 AAA L98H 98.20 TALK M100s A 2,000,000   XS2411137289
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO OHECP 2016-5X ARR 10-Aug-23 CLO EUR 2,000,000 AAA L98H 98.20 TALK M100s A 2,000,000   XS2411137289
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO OHECP 2016-5X ARR 20-Mar-23 CLO EUR 2,000,000 AAA 95.789 95.79 CVR 203 614 4.49 0.86 154.86 Oak Hill Advisors LP AAA 100 35.42 1.27 4 154.86 9-Jun-26 2865 0.02 55 2023-12-10T00:00:00 2,000,000   XS2411137289
 
 
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.