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 % Country Type Dealer DM | WAL Manager Current rtg CPR CDR Loss Severity RPE Warf DM To Worst Current Size CUSIP ISIN
DRYD 2019-73X E 23-Sep-25 CLO EUR 2,000,000 BB 99H 99.50 TALK L700s       XS2063336429
DRYD 2019-73X E 23-Sep-25 CLO EUR 2,000,000 BB 99.51 99.51 CVR 695 | 4.37       XS2063336429
DRYD 2019-73X E 4-Sep-25 CLO EUR 1,560,000 BB 99H 99.50 TALK H600s BB     XS2063336429
DRYD 2019-73X E 4-Sep-25 CLO EUR 1,560,000 BB 99.19 99.19 CVR 703 1386 4.87 0.11 EU BSL CLO 704 | 4.42 PGIM BB 15-Jul-24 3031 2021-12-11T00:00:00     XS2063336429
DRYD 2019-73X E 21-Aug-25 CLO EUR 2,340,000 BB 99.16 99.16 CVR 703 1231 4.9 0.15 EU BSL CLO 704 | 4.46 PGIM BB 15-Jul-24 3031 2021-12-11T00:00:00     XS2063336429
DRYD 2019-73X E 16-Jul-25 CLO EUR 1,560,000 BB 99H 99.50 TALK H600s BB- 1,560,000   XS2063336429
DRYD 2019-73X E 16-Jul-25 CLO EUR 1,560,000 BB DNT   CVR BB- 1,560,000   XS2063336429
DRYD 2019-73X E 19-Feb-25 CLO EUR 2,560,000 BB LM101H 101.35 TALK M600s       XS2063336429
DRYD 2019-73X E 19-Feb-25 CLO EUR 2,560,000 BB 101.025 101.03 CVR       XS2063336429
DRYD 2019-73X E 3-Jul-24 CLO EUR 2,560,000 BB H90s 98.00 TALK LM700s BB 2,560,000   XS2063336429
DRYD 2019-73X E 3-Jul-24 CLO EUR 2,560,000 BB 97.48 | DNT 97.48 CVR 743 8255 5.43 0.03 EU BSL CLO PGIM BB 15-Jul-24 2997 2021-12-11T00:00:00 2,560,000   XS2063336429
DRYD 2019-73X E 8-May-24 CLO EUR 2,000,000 BB MH90s 97.00 TALK M700s BB 2,000,000   XS2063336429
DRYD 2019-73X E 8-May-24 CLO EUR 2,000,000 BB 96 96.00 CVR 778 2909 5.54 0.19 EU BSL CLO 781 | 5.23 PGIM BB 15-Jul-24 3037 2021-12-11T00:00:00 2,000,000   XS2063336429
DRYD 2019-73X E 7-May-24 CLO EUR 2,000,000 BB MH90s 97.00 TALK M700s BB- 2,000,000   XS2063336429
DRYD 2019-73X E 18-Apr-24 CLO EUR 2,000,000 BB MH90s 97.00 TALK M700s BB 2,000,000   XS2063336429
DRYD 2019-73X E 18-Apr-24 CLO EUR 2,000,000 BB 95.95 95.95 CVR 779 2451 5.6 0.24 EU BSL CLO PGIM BB 15-Jul-24 3037 2021-12-11T00:00:00 2,000,000   XS2063336429
DRYD 2019-73X E 17-Apr-24 CLO EUR 2,000,000 BB MH90s 97.00 TALK M700s BB- 2,000,000   XS2063336429
DRYD 2019-73X E 25-May-23 CLO EUR 2,000,000 BB M-MH80s 86.00 TALK BB- 2,000,000   XS2063336429
DRYD 2019-73X E 10-Dec-20 CLO EUR 1,890,000 BB 98.25 98.25 CVR 753 904 7.84 1.12 748 | 8.6 PGIM BB- 15-Jul-24 2021-12-11T00:00:00 1,890,000   XS2063336429
DRYD 2019-73X E 10-Dec-20 CLO EUR 1,890,000 BB 100a 100.00 TALK BB- 1,890,000   XS2063336429
DRYD 2019-73X E 10-Dec-20 CLO EUR 1,890,000 BB H90s 98.00 TALK LM700s BB- 1,890,000   XS2063336429
DRYD 2019-73X E 25-Sep-20 CLO EUR 2,600,000 BB DNT   CVR BB- 2,600,000   XS2063336429
DRYD 2019-73X E 10-Feb-20 CLO EUR 4,000,000 BB 101.536 101.54 CVR 680 640 8.06 1.96 681/638 | 9.4/1.9 PGIM BB- 4,000,000   XS2063336429
 
test
 
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.