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 TIKEH 3X SUB 23-Sep-25 CLO EUR 1,875,000   L30S 32.00 TALK   1,875,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 11-Apr-24 CLO EUR 4,500,000 EQUITY LM40s 43.50 TALK M600s   4,500,000   XS1680962914
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO TIKEH 3X SUB 11-Apr-24 CLO EUR 4,500,000 EQUITY TRD   CVR EQUITY 4,500,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 10-Apr-24 CLO EUR 4,500,000   LM40s 43.50 TALK M600s   4,500,000   XS1680962914
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO TIKEH 3X SUB 13-Sep-23 CLO EUR 1,750,000 EQUITY 43.125 43.13 CVR 3.74 24.93 27.99 Tikehau Capital Europe Limited EQUITY 3.2 -8.23 5 92.4 2019-11-09T00:00:00 1,750,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 13-Sep-23 CLO EUR 1,750,000 EQUITY MH30s 37.00 TALK EQUITY 1,750,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 13-Sep-23 CLO EUR 1,750,000 EQUITY 40a 40.00 TALK EQUITY 1,750,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 13-Sep-23 CLO EUR 1,750,000 EQUITY M40s 45.00 TALK EQUITY 1,750,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 13-Sep-23 CLO EUR 1,750,000 EQUITY L40s 42.00 TALK H300s-400a EQUITY 1,750,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 13-Sep-23 CLO EUR 1,750,000 EQUITY L40s 42.00 TALK H300s-400a EQUITY 1,750,000   XS1680962914
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO TIKEH 3X SUB 26-Oct-22 CLO EUR 2,250,000 EQUITY TRD   CVR EQUITY 2,250,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 26-Oct-22 CLO EUR 2,250,000 EQUITY M20s 25.00 TALK EQUITY 2,250,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 26-Oct-22 CLO EUR 2,250,000 EQUITY M20s 25.00 TALK   2,250,000   XS1680962914
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO TIKEH 3X SUB 12-May-21 CLO EUR 500,000 EQUITY TRD   CVR   500,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 11-Mar-21 CLO EUR 4,500,000 EQUITY LM/M50s 53.50 TALK   4,500,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 11-Mar-21 CLO EUR 4,500,000 EQUITY MH50s 57.00 TALK   4,500,000   XS1680962914
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO TIKEH 3X SUB 11-Mar-21 CLO EUR 4,500,000 EQUITY TRD   CVR   4,500,000   XS1680962914
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO TIKEH 3X SUB 25-Jun-20 CLO EUR 1,875,000 EQUITY TRD   CVR   1,875,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 25-Jun-20 CLO EUR 1,875,000 EQUITY L40s 42.00 TALK   1,875,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 7-Feb-19 CLO EUR 2,000,000 EQUITY H60S 68.00 TALK   2,000,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 7-Feb-19 CLO EUR 2,000,000 EQUITY MH60S 67.00 TALK   2,000,000   XS1680962914
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO TIKEH 3X SUB 7-Feb-19 CLO EUR 2,000,000 EQUITY 70.23 70.23
As of trustee report 20 Feb 2019. Distressed assets include SGB SMIT at 74, Anacap at 78. NAV is 48 and attaches at (5.8%) and detaches at 5.3%.
 		CVR 5 10.87 48   5.3 -5.8 2,000,000   XS1680962914
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO TIKEH 3X SUB 10-Jan-19 CLO EUR 750,000 EQUITY LM60S 63.50 TALK   750,000   XS1680962914
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO TIKEH 3X SUB 10-Jan-19 CLO EUR 750,000 EQUITY 68.53 68.53
As of Trustee Report Dec 31st 2018. Last distribution was 3.2 pts in Dec 2018. Distressed assets are SGB-Smit at 81, SLV at 82.31, Garfunkel 3.5% bond at 83, Anacap floater floater at 83 & Garfunkel 4.5% at 84. Attaches at (5.9%), detaches at 5.2%.
 		CVR 4.7 14.88 47   5.2 (5.9) 750,000   XS1680962914
 
 
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.