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
EGLXY 2016-5X DRR 23-Sep-25 CLO EUR 1,750,000 BBB M100H 100.50 TALK M300s BBB 1,750,000   XS2290521017
EGLXY 2016-5X DRR 9-Apr-24 CLO EUR 1,227,000 BBB 100A 100.00 TALK MH300s BBB 1,227,000   XS2290521017
EGLXY 2016-5X DRR 9-Apr-24 CLO EUR 1,227,000 BBB 99.232 99.23 CVR 383 1127 5.01 0.1 EU BSL CLO 383 | 4.9 PineBridge Investments LLC BBB 18-Feb-25 2933 2022-02-15T00:00:00 1,227,000   XS2290521017
EGLXY 2016-5X DRR 4-Jan-24 CLO EUR 823,000 BBB M-MH90s 96.00 TALK BBB 823,000   XS2290521017
EGLXY 2016-5X DRR 4-Jan-24 CLO EUR 823,000 BBB 96h 96.50 TALK BBB 823,000   XS2290521017
EGLXY 2016-5X DRR 4-Jan-24 CLO EUR 823,000 BBB 96.225 96.23 CVR 451 3712 5.24 0.12 EU BSL CLO 452 | 5.13 PineBridge Investments LLC BBB 18-Feb-25 2890 2022-02-15T00:00:00 823,000   XS2290521017
EGLXY 2016-5X DRR 5-Oct-23 CLO EUR 823,000 BBB LM90s 93.50 TALK BBB 823,000   XS2290521017
EGLXY 2016-5X DRR 5-Oct-23 CLO EUR 823,000 BBB M90s 95.00 TALK L500s BBB 823,000   XS2290521017
EGLXY 2016-5X DRR 5-Oct-23 CLO EUR 823,000 BBB LM90s 93.50 TALK BBB 823,000   XS2290521017
EGLXY 2016-5X DRR 5-Oct-23 CLO EUR 823,000 BBB M90s 95.00 TALK L500s BBB 823,000   XS2290521017
EGLXY 2016-5X DRR 5-Oct-23 CLO EUR 823,000 BBB M90s 95.00 TALK L500s BBB 823,000   XS2290521017
EGLXY 2016-5X DRR 2-Aug-23 CLO EUR 2,650,000 BBB 96.1 96.10 CVR 450 11444 5.69 0.04 451 | 5.59 PineBridge Investments LLC BBB 18-Feb-25 2885 2022-02-15T00:00:00 2,650,000   XS2290521017
EGLXY 2016-5X DRR 2-Aug-23 CLO EUR 2,650,000 BBB 94a 94.00 TALK BBB 2,650,000   XS2290521017
EGLXY 2016-5X DRR 17-May-23 CLO EUR 878,000 BBB LM90s 93.50 TALK LM500s BBB 878,000   XS2290521017
EGLXY 2016-5X DRR 17-May-23 CLO EUR 878,000 BBB DNT   CVR BBB 878,000   XS2290521017
EGLXY 2016-5X DRR 1-Mar-23 CLO EUR 2,000,000 BBB 92.613 92.61 CVR 523 4232 6.04 0.21 519 | 6.12 PineBridge Investments LLC BBB 18-Feb-25 2922 2022-02-15T00:00:00 2,000,000   XS2290521017
EGLXY 2016-5X DRR 1-Mar-23 CLO EUR 2,000,000 BBB LM90s 93.50 TALK LM500s BBB 2,000,000   XS2290521017
EGLXY 2016-5X DRR 1-Mar-23 CLO EUR 2,000,000 BBB 92h 92.50 TALK BBB 2,000,000   XS2290521017
EGLXY 2016-5X DRR 1-Mar-23 CLO EUR 2,000,000 BBB LM90s 93.50 TALK LM500s BBB 2,000,000   XS2290521017
EGLXY 2016-5X DRR 27-Jun-22 CLO EUR 3,650,000 BBB VH80s 89.00 TALK BBB 3,650,000   XS2290521017
EGLXY 2016-5X DRR 27-Jun-22 CLO EUR 3,650,000 BBB 0   TALK PineBridge BBB 2950 3,650,000   XS2290521017
EGLXY 2016-5X DRR 27-Jun-22 CLO EUR 3,650,000 BBB H80s 88.00 TALK 500s BBB 3,650,000   XS2290521017
EGLXY 2016-5X DRR 27-Jun-22 CLO EUR 3,650,000 BBB DNT   CVR BBB 3,650,000   XS2290521017
EGLXY 2016-5X DRR 27-Jun-22 CLO EUR 3,650,000 BBB H80s 88.00 TALK 500s BBB 3,650,000   XS2290521017
EGLXY 2016-5X DRR 3-Nov-21 CLO EUR 2,500,000 BBB DNT   CVR BBB 2,500,000   XS2290521017
EGLXY 2016-5X DRR 3-Nov-21 CLO EUR 2,500,000 BBB MH100h 100.70 TALK MH300s / 300s BBB 2,500,000   XS2290521017
EGLXY 2016-5X DRR 3-Nov-21 CLO EUR 2,500,000 BBB DNT   CVR BBB 2,500,000   XS2290521017
EGLXY 2016-5X DRR 3-Nov-21 CLO EUR 2,500,000 BBB MH100h 100.70 TALK MH300s / 300s BBB 2,500,000   XS2290521017
 
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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.