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 VOYE 1X SUB 22-Sep-25 CLO EUR 2,500,000   M50S 55.00 TALK   2,500,000   XS1800191543
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO VOYE 1X SUB 12-Feb-25 CLO EUR 5,356,000 EQUITY 60.62 60.62 CVR 4.78 13.13 49.03 EU BSL CLO Voya Alternative Asset Management EQUITY 5.44 -5.66 0.00 94.65 2026-01-15T00:00:00     XS1800191543
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO VOYE 1X SUB 4-Feb-25 CLO EUR 367,000 EQUITY TRE   CVR EQUITY     XS1800191543
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 1X SUB 6-Feb-24 CLO EUR 5,395,000 EQUITY M50s 55.00 TALK 140s EQUITY 5,395,000   XS1800191543
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 1X SUB 6-Feb-24 CLO EUR 5,395,000 EQUITY MH50s 57.00 TALK EQUITY 5,395,000   XS1800191543
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 1X SUB 6-Feb-24 CLO EUR 5,395,000 EQUITY 56.689 56.69 TALK EQUITY 5,395,000   XS1800191543
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO VOYE 1X SUB 6-Feb-24 CLO EUR 5,395,000 EQUITY 56.689 56.69 CVR 3.53 18.79 51.35 EU BSL CLO Voya Alternative Asset Management EQUITY 5.50 -5.21 4.00 95.05 2020-01-15T00:00:00 5,395,000   XS1800191543
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 1X SUB 5-Feb-24 CLO EUR 5,395,000   M50s 55.00 TALK 140s A 5,395,000   XS1800191543
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 1X SUB 18-Jan-24 CLO EUR 1,800,000 EQUITY L50s 52.00 TALK 130s EQUITY 1,800,000   XS1800191543
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 1X SUB 18-Jan-24 CLO EUR 1,800,000 EQUITY MH50s 57.00 TALK EQUITY 1,800,000   XS1800191543
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO VOYE 1X SUB 18-Jan-24 CLO EUR 1,800,000 EQUITY 55.177 55.18 CVR 3.61 18.59 45.66 EU BSL CLO 1306 | 5.79 Voya Alternative Asset Management EQUITY 4.92 -5.86 5.00 94.47 2020-01-15T00:00:00 1,800,000   XS1800191543
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO VOYE 1X SUB 8-Feb-22 CLO EUR 5,065,000 EQUITY 70.681 70.68 CVR 4.6 12.74 72.33 Voya Alternative Asset Management   6.58 -2.48 0 97.58 2020-01-15T00:00:00 5,065,000   XS1800191543
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 1X SUB 8-Feb-22 CLO EUR 5,065,000 EQUITY M70s 75.00 TALK   5,065,000   XS1800191543
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 1X SUB 8-Feb-22 CLO EUR 5,065,000 EQUITY M70s 75.00 TALK   5,065,000   XS1800191543
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO VOYE 1X SUB 8-Dec-21 CLO EUR 626,000 EQUITY 75.2 75.20 CVR 4.51 11.61 74.13 Voya Investment Management (ING)   6.73 -2.32 0 97.74 2020-01-15T00:00:00 626,000   XS1800191543
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO VOYE 1X SUB 5-Aug-20 CLO EUR 2,840,000 EQUITY 63.58 63.58 CVR 5.55 4.4 15 Voya Investment Management (ING)   1.5 -8.1 4 92.51 0.11 2020-04-15T00:00:00 2,840,000   XS1800191543
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 1X SUB 5-Aug-20 CLO EUR 2,840,000 EQUITY LM60s 63.50 TALK L200s   2,840,000   XS1800191543
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 1X SUB 14-Feb-19 CLO EUR 844,000 EQUITY M/MH80S 85.00 TALK   844,000   XS1800191543
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 1X SUB 14-Feb-19 CLO EUR 844,000 EQUITY MH80S 87.00 TALK   844,000   XS1800191543
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 1X SUB 14-Feb-19 CLO EUR 844,000 EQUITY LM80S 83.50 TALK   844,000   XS1800191543
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO VOYE 1X SUB 14-Feb-19 CLO EUR 844,000 EQUITY 85.88 85.88
As of trustee report 11 Feb 2019. Deal contains SGB-SMIT at 77 and Beauty Holding, Hilding Anders. NAV is 65. Attaches at (3.2%) and detaches at 5.9%.
 		CVR 4.7 15.96 65   5.9 -3.2 844,000   XS1800191543
 
 
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.