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,USD,TALK USD,CLO WINDR 2018-1A B 23-Sep-25 CLO USD 2,000,000 AA L100H 100.20 TALK AAA 2,000,000 88432VAE4  
CLO,CVR,CVR CLO,USD,CVR USD,CLO WINDR 2018-1A B 23-Sep-25 CLO USD 2,000,000 AA 100.192 100.19 CVR 174 0.95 15-Jul-30 275.06 US BSL CLO 158 | 0.6 First Eagle Investment Management AAA 90.75 57.76 2.01 8.85 236.72 17-Jul-23 3028 -0.09 41 2020-04-15T00:00:00 2,000,000 88432VAE4  
CLO,TALK,TALK CLO,USD,TALK USD,CLO SNDPT 2019-3A DR 23-Sep-25 CLO USD 500,000 BBB M90s 95.00 TALK MH400s A 500,000 83614NAU7  
CLO,TALK,TALK CLO,USD,TALK USD,CLO SNDPT 2019-3A DR 23-Sep-25 CLO USD 500,000 BBB MH90S 97.00 TALK A 500,000 83614NAU7  
CLO,CVR,CVR CLO,USD,CVR USD,CLO SNDPT 2019-3A DR 23-Sep-25 CLO USD 500,000 BBB TRD   CVR A 500,000 83614NAU7  
CLO,TALK,TALK CLO,USD,TALK USD,CLO PLMRS 2021-3A A1R 23-Sep-25 CLO USD 500,000 AAA LM100h 100.35 TALK AAA 10 69688FAN0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO PLMRS 2021-3A A1R 23-Sep-25 CLO USD 500,000 AAA 100H 100.50 TALK AAA 10 69688FAN0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO PLMRS 2021-3A A1R 23-Sep-25 CLO USD 500,000 AAA 100.385 100.39 CVR 127 6.39 15-Oct-38 160.23 US BSL CLO 122/108 | 6.22/1.89 Palmer Square Capital Management LLC AAA 100.00 37.59 0.94 4.26 160.23 15-Oct-30 2801 0.00 87 2027-08-14T00:00:00 10 69688FAN0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO OCT17 2013-1A BR2 23-Sep-25 CLO USD 1,000,000 AA L100H 100.20 TALK AA 1,000,000 67590GBL2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO OCT17 2013-1A BR2 23-Sep-25 CLO USD 1,000,000 AA 100.23 100.23 CVR 153 1.37 27-Jan-31 232.20 US BSL CLO 142 | 1.02 Octagon Credit Investors, LLC AA 90.32 51.42 1.72 5.65 205.85 25-Jan-23 3201 -0.23 54 2019-10-25T00:00:00 1,000,000 67590GBL2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO MP19 2020-3A AR2 23-Sep-25 CLO USD 500,000 AAA LM100H 100.35 TALK NR 500,000 56607KAU8  
CLO,CVR,CVR CLO,USD,CVR USD,CLO MP19 2020-3A AR2 23-Sep-25 CLO USD 500,000 AAA 100.21 100.21 CVR 131 6.57 19-Oct-38 149.88 US BSL CLO 125/116 | 6.35/2.07 Marble Point Credit Management LLC NR 100.00 33.28 0.70 3.06 149.88 21-Oct-30 2821 0.00 84 2027-09-15T00:00:00 500,000 56607KAU8  
CLO,TALK,TALK CLO,USD,TALK USD,CLO MAGNE 2024-42A D1 23-Sep-25 CLO USD 500,000 BBB M100h 100.50 TALK BBB 500,000 55955XAL0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO MAGNE 2024-42A D1 23-Sep-25 CLO USD 500,000 BBB 100H 100.50 TALK BBB 500,000 55955XAL0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO MAGNE 2024-42A D1 23-Sep-25 CLO USD 500,000 BBB 101.061 101.06 CVR 269 8.46 25-Jan-38 286.27 US BSL CLO 264/191 | 8.58/1.23 BlackRock Financial Management BBB 17.32 11.27 0.00 0.30 112.70 25-Jan-30 2743 0.06 78 2026-12-17T00:00:00 500,000 55955XAL0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO JTWN 2018-11A A2 23-Sep-25 CLO USD 1,625,000 AA L100H 100.20 TALK AAA 1,625,000 47049QAC0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO JTWN 2018-11A A2 23-Sep-25 CLO USD 1,625,000 AA 100.254 100.25 CVR 191 2.91 14-Jul-31 264.79 US BSL CLO 184 | 2.15 Investcorp B.S.C. AAA 54.12 33.68 0.45 8.48 150.78 14-Jul-23 3373 -0.08 58 2020-04-14T00:00:00 1,625,000 47049QAC0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CIFC 2020-3A DR 23-Sep-25 CLO USD 500,000 BBB L100h 100.20 TALK BBB 500,000 12560EAU0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CIFC 2020-3A DR 23-Sep-25 CLO USD 500,000 BBB 100H 100.50 TALK BBB 500,000 12560EAU0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO CIFC 2020-3A DR 23-Sep-25 CLO USD 500,000 BBB 100.282 100.28 CVR 334 5.15 20-Oct-34 250.35 US BSL CLO 330 | 5.98 CIFC Asset Management LLC BBB 15.48 9.30 0.64 2.56 110.25 20-Oct-26 2789 -0.07 96 2023-07-20T00:00:00 500,000 12560EAU0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO UPLND 2016-1X DR 23-Sep-25 CLO USD 1,000,000 BB L100H 100.20 TALK A 1,000,000   USG93306AC53
CLO,TALK,TALK CLO,USD,TALK USD,CLO UPLND 2016-1X DR 23-Sep-25 CLO USD 1,000,000 BB H90S 98.00 TALK A 1,000,000   USG93306AC53
CLO,TALK,TALK CLO,USD,TALK USD,CLO SPEAK 2020-8A A1R 23-Sep-25 CLO USD 4,000,000 AAA 100H 100.50 TALK 130A/90S AAA 4,000,000 826937AA2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO SPEAK 2020-8A A1R 23-Sep-25 CLO USD 4,000,000 AAA LM100H 100.35 TALK AAA 4,000,000 826937AA2  
CLO,CVR,CVR CLO,USD,CVR USD,CLO SPEAK 2020-8A A1R 23-Sep-25 CLO USD 4,000,000 AAA TRD   CVR AAA 4,000,000 826937AA2  
CLO,TALK,TALK CLO,USD,TALK USD,CLO SNDPT 2020-1A C1R 23-Sep-25 CLO USD 1,800,000 A L100h 100.20 TALK M200s A 1,800,000 83614XAU5 US83614XAU54
CLO,TALK,TALK CLO,USD,TALK USD,CLO SNDPT 2020-1A C1R 23-Sep-25 CLO USD 1,800,000 A 100H 100.50 TALK A 1,800,000 83614XAU5 US83614XAU54
CLO,TALK,TALK CLO,USD,TALK USD,CLO ROCKT 2022-3A AR 23-Sep-25 CLO USD 4,000,000 AAA 100H 100.50 TALK 130S/90S AAA 4,000,000 77341XAL7  
CLO,TALK,TALK CLO,USD,TALK USD,CLO ROCKT 2022-3A AR 23-Sep-25 CLO USD 4,000,000 AAA LM100h 100.35 TALK AAA 4,000,000 77341XAL7  
CLO,TALK,TALK CLO,USD,TALK USD,CLO ROCKT 2022-3A AR 23-Sep-25 CLO USD 4,000,000 AAA M100H 100.50 TALK AAA 4,000,000 77341XAL7  
CLO,CVR,CVR CLO,USD,CVR USD,CLO ROCKT 2022-3A AR 23-Sep-25 CLO USD 4,000,000 AAA TRD   CVR AAA 4,000,000 77341XAL7  
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO NWEST VII-A A 23-Sep-25 CLO EUR 500,000 AAA MH99H 99.70 TALK 90s AAA 500,000   XS2338166981
CLO,CVR,CVR CLO,USD,CVR USD,CLO MVEW 2024-1A D1 23-Sep-25 CLO USD 4,000,000 BBB TRE   CVR BBB 4,000,000 623908AL4  
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO INVSC 14A D 23-Sep-25 CLO EUR 500,000 BBB M101H 101.50 TALK MH300s / MH200s BBB- 500,000   XS2939410846
CLO,TALK,TALK CLO,USD,TALK USD,CLO GLM 2022-16A ARR 23-Sep-25 CLO USD 25,153,000 AAA H99H 99.80 TALK A 25,153,000 38090AAQ1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO GLM 2022-16A ARR 23-Sep-25 CLO USD 25,153,000 AAA 100A 100.00 TALK A 25,153,000 38090AAQ1  
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CORDA 32A SUB 23-Sep-25 CLO EUR 8,250,000   M70S 75.00 TALK   8,250,000   XS2857242361
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CORDA 32A SUB 23-Sep-25 CLO EUR 8,250,000   TRD   CVR   8,250,000   XS2857242361
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CGMSE 2013-1A CRR 23-Sep-25 CLO EUR 650,000 BBB 100H 100.50 TALK L-LM300s BBB- 650,000   XS3148230959
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CFOUR 10A D 23-Sep-25 CLO EUR 650,000 BBB 100H 100.50 TALK L300s BBB- 650,000   XS3140141469
CLO,TALK,TALK CLO,USD,TALK USD,CLO CANYC 2019-2A BR2 23-Sep-25 CLO USD 1,250,000 AA L100H 100.20 TALK AA 1,250,000 13887WAU4  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CANYC 2019-2A BR2 23-Sep-25 CLO USD 1,250,000 AA H99h 99.80 TALK AA 1,250,000 13887WAU4  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CANYC 2019-2A BR2 23-Sep-25 CLO USD 1,250,000 AA LM100H 100.35 TALK AA 1,250,000 13887WAU4  
CLO,CVR,CVR CLO,USD,CVR USD,CLO CANYC 2019-2A BR2 23-Sep-25 CLO USD 1,250,000 AA 100.107 100.11 CVR 151 4.12 16-Oct-34 265.61 US BSL CLO 147/121 | 4.78/0.38 Canyon Capital Advisors LLC AA 33.25 20.73 1.17 4.09 126.15 15-Oct-26 2807 -0.89 81 2026-02-11T00:00:00 1,250,000 13887WAU4  
CLO,TALK,TALK CLO,USD,TALK USD,CLO BSP 2021-25A BR 23-Sep-25 CLO USD 2,000,000 AA H99h 99.80 TALK A 2,000,000 08186YAQ7  
CLO,TALK,TALK CLO,USD,TALK USD,CLO BSP 2021-25A BR 23-Sep-25 CLO USD 2,000,000 AA L100H 100.20 TALK 130A/90S A 2,000,000 08186YAQ7  
CLO,CVR,CVR CLO,USD,CVR USD,CLO BSP 2021-25A BR 23-Sep-25 CLO USD 2,000,000 AA TRD   CVR A 2,000,000 08186YAQ7  
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO AVOCA 29A SUB 23-Sep-25 CLO EUR 7,850,000 EQUITY H90S 98.00 TALK EQUITY 7,850,000   XS2756962184
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO AVOCA 29A SUB 23-Sep-25 CLO EUR 7,850,000 EQUITY 89.51 89.51 CVR 5.12 14.08 65.98 EU BSL CLO KKR Financial Advisors LLC EQUITY 5.14 -2.65 1.00 97.42 2027-03-16T00:00:00 7,850,000   XS2756962184
CLO,TALK,TALK CLO,USD,TALK USD,CLO ARES 2017-44A DRR 23-Sep-25 CLO USD 2,000,000 BB L100H 100.20 TALK Ba3 2,000,000 04016NBT9 US04016NBT90
CLO,TALK,TALK CLO,USD,TALK USD,CLO ARES 2017-44A DRR 23-Sep-25 CLO USD 2,000,000 BB 100a 100.00 TALK Ba3 2,000,000 04016NBT9 US04016NBT90
CLO,TALK,TALK CLO,USD,TALK USD,CLO ARES 2017-44A DRR 23-Sep-25 CLO USD 2,000,000 BB 100H 100.50 TALK Ba3 2,000,000 04016NBT9 US04016NBT90
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO ARBR 3A DRR 23-Sep-25 CLO EUR 500,000 BBB 100A 100.00 TALK L300s BBB 500,000   XS2366713217
CLO,TALK,TALK CLO,USD,TALK USD,CLO APEXC 2020-1X ERR 23-Sep-25 CLO USD 6,517,500 BB H90S 98.00 TALK BB- 6,517,500   USG0477KAE22
CLO,TALK,TALK CLO,USD,TALK USD,CLO ALLEG 2024-4A B 23-Sep-25 CLO USD 4,300,000 AA LM100h 100.35 TALK A 4,300,000 01751NAG3 US01751NAG34
CLO,TALK,TALK CLO,USD,TALK USD,CLO ALLEG 2024-4A B 23-Sep-25 CLO USD 4,300,000 AA 100H 100.50 TALK A 4,300,000 01751NAG3 US01751NAG34
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO VOYE 4X FR 23-Sep-25 CLO EUR 1,300,000 B 100A 100.00 TALK MH800s       XS2401862094
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 TCLO 7X F 23-Sep-25 CLO EUR 2,005,000 B 95H 95.50 TALK M900s       XS2262794741
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO SPAUL 6X F 23-Sep-25 CLO EUR 3,883,000 B 97H 97.50 TALK MH800s       XS2311412519
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO SEGOV 2014-1X SUB 23-Sep-25 CLO EUR 11,000,000   L30S 32.00 TALK   11,000,000   XS1147521691
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO JUBIL 2014-12X FR3 23-Sep-25 CLO EUR 2,370,000 B 97H 97.50 TALK L900s       XS2916440238
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO HAYEM 1X SUB 23-Sep-25 CLO EUR 5,018,000   LM30S 33.50 TALK A 5,018,000   XS1860201976
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2019-73X E 23-Sep-25 CLO EUR 2,000,000 BB 99H 99.50 TALK L700s       XS2063336429
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2016-48X ER 23-Sep-25 CLO EUR 1,500,000 BB 97H 97.50 TALK M700s       XS2044129877
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO DRYD 2014-35X SUB 23-Sep-25 CLO EUR 16,150,000   MTEENS 16.00 TALK   16,150,000   XS1190700820
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CORDA 10X FR 23-Sep-25 CLO EUR 2,000,000 B 100H 100.50 TALK LM800s       XS2988634569
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CONTE 6X FR 23-Sep-25 CLO EUR 2,000,000 B 100A 100.00 TALK M-MH800s       XS2315799580
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO AVOCA 18X FR 23-Sep-25 CLO EUR 2,500,000 B 100H 100.50 TALK LM800s       XS2954184946
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO ANCHE 6X CR 23-Sep-25 CLO EUR 5,000,000 A L100H 100.20 TALK       XS2715951401
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO OHECP 2016-5X CR 23-Sep-25 CLO EUR 1,750,000 A MH100H 100.70 TALK LM200s A 1,750,000   XS2411139145
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,TALK,TALK CLO,EUR,TALK EUR,CLO HARVT 34X D 23-Sep-25 CLO EUR 2,000,000 BBB L100H 100.20 TALK H200s BBB- 2,000,000   XS2988667064
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO EGLXY 2016-5X DRR 23-Sep-25 CLO EUR 1,750,000 BBB M100H 100.50 TALK M300s BBB 1,750,000   XS2290521017
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 10X E 23-Sep-25 CLO EUR 3,000,000 BB 97H 97.50 TALK L500s BB 3,000,000   XS1725827296
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 10X E 23-Sep-25 CLO EUR 3,000,000 BB TRD   CVR BB 3,000,000   XS1725827296
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 23-Sep-25 CLO EUR 2,800,000 BB 100H 100.50 TALK L600s BB 2,800,000   XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 23-Sep-25 CLO EUR 2,800,000 BB 99.762 99.76 CVR 627 964 6.35 0.07 200.91 EU BSL CLO 627 | 6.28 Bain Capital Credit BB 11.12 5.58 1.65 3.00 105.92 17-Jul-26 2899 -0.56 68 2023-04-17T00:00:00 2,800,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-1X D 23-Sep-25 CLO EUR 1,750,000 BBB H99H 99.80 TALK LM300s BBB 1,750,000   XS2349448782
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-1X D 23-Sep-25 CLO EUR 1,750,000 BBB 99.95 99.95 CVR 331 406 5.52 0.06 266.31 EU BSL CLO 331 | 5.48 Bain Capital Credit BBB 17.29 10.80 2.29 5.00 112.10 15-Jan-26 2941 -0.35 67 2022-12-15T00:00:00 1,750,000   XS2349448782
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO ARMDA 7X D 23-Sep-25 CLO EUR 2,000,000 BBB H100H 100.80 TALK H200s BBB- 2,000,000   XS2978784093
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO ACCUN 4X E 23-Sep-25 CLO EUR 4,500,000 BB 99H 99.50 TALK MH-H500s BB- 4,500,000   XS2106573558
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO ACCUN 4X E 23-Sep-25 CLO EUR 4,500,000 BB TRD   CVR BB- 4,500,000   XS2106573558
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO ACCUN 4A E 23-Sep-25 CLO EUR 2,000,000 BB 99H 99.50 TALK MH-H500s BB- 2,000,000   XS2106573806
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO ACCUN 4A E 23-Sep-25 CLO EUR 2,000,000 BB TRD   CVR BB- 2,000,000   XS2106573806
CLO,CVR,CVR CLO,USD,CVR USD,CLO KKR 2024-60A E 22-Sep-25 CLO USD 1,000,000 BB 102.13 102.13 CVR 580 9.2 15-Jan-38 346.32 US BSL CLO 575/439 | 9.04/1.31 KKR Financial Advisors LLC BB 9.67 6.88 0.00 0.96 107.38 15-Jan-30 2746 0.17 82 2026-10-15T00:00:00   49835NAA5  
CLO,CVR,CVR CLO,USD,CVR USD,CLO BSP 2020-21A ER 22-Sep-25 CLO USD 1,000,000 BB 100.631 100.63 CVR 686 5.89 16-Oct-34 269.86 US BSL CLO 682 | 6.14 Franklin Templeton BB 10.93 6.88 0.94 1.64 107.39 15-Oct-26 2781 0.22 85 2023-07-17T00:00:00   08186TAE5  
CLO,TALK,TALK CLO,USD,TALK USD,CLO WELLI 2025-4A A 22-Sep-25 CLO USD 1,000,000 AAA 100A 100.00 TALK AAA   94957LAA7  
CLO,CVR,CVR CLO,USD,CVR USD,CLO WELLI 2025-4A A 22-Sep-25 CLO USD 1,000,000 AAA 99.918 99.92 CVR 121 5.55 19-Apr-38 US BSL CLO 116 | 5.9 Wellington Management Company AAA 0.00 0.00 18-Apr-30 3200 1 2027-03-20T00:00:00   94957LAA7  
CLO,TALK,TALK CLO,USD,TALK USD,CLO KKR 40A ER 22-Sep-25 CLO USD 3,810,000 BB MH90S 97.00 TALK     48254WAC5  
CLO,CVR,CVR CLO,USD,CVR USD,CLO KKR 40A ER 22-Sep-25 CLO USD 3,810,000 BB TRD   CVR     48254WAC5  
CLO,TALK,TALK CLO,USD,TALK USD,CLO EMPWR 2024-1A A1 22-Sep-25 CLO USD 1,000,000 AAA LM100H 100.35 TALK AAA   29244RAA3  
CLO,CVR,CVR CLO,USD,CVR USD,CLO EMPWR 2024-1A A1 22-Sep-25 CLO USD 1,000,000 AAA 100.395 100.40 CVR 156 5.23 27-Apr-37 156.98 US BSL CLO 151/91 | 5.03/0.59 Empower Capital Management LLC AAA 100.00 36.30 0.23 1.70 156.98 25-Apr-29 2468 -0.28 89 2026-01-26T00:00:00   29244RAA3  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CAVU 2021-3A A 22-Sep-25 CLO USD 1,000,000 AAA LM100H 100.35 TALK AAA   89624GAA1  
CLO,CVR,CVR CLO,USD,CVR USD,CLO CAVU 2021-3A A 22-Sep-25 CLO USD 1,000,000 AAA 100.076 100.08 CVR 149 3.07 18-Jan-35 149.53 US BSL CLO 144 | 2.83 Trimaran Advisors LLC AAA 100.00 33.12 0.97 3.21 149.53 19-Jan-27 2720 -0.46 87 2023-12-22T00:00:00   89624GAA1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CAVU 2021-1A ER 22-Sep-25 CLO USD 5,000,000 BB 100H 100.50 TALK BB   89624PAE3  
CLO,CVR,CVR CLO,USD,CVR USD,CLO CAVU 2021-1A ER 22-Sep-25 CLO USD 5,000,000 BB DNT | 100.58 100.58 CVR 694 8.71 23-Jul-37 251.24 US BSL CLO 690/625 | 8.68/0.83 Trimaran Advisors LLC BB 8.40 5.05 0.43 2.51 105.32 23-Jul-29 2739 -0.10 85 2026-04-23T00:00:00   89624PAE3  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CARVL 2024-1A A 22-Sep-25 CLO USD 500,000 AAA LM100H 100.35 TALK AAA   14688HAA0  
CLO,CVR,CVR CLO,USD,CVR USD,CLO CARVL 2024-1A A 22-Sep-25 CLO USD 500,000 AAA 100.332 100.33 CVR 165 5.34 20-Apr-37 153.22 US BSL CLO 161/93 | 5.09/0.45 CarVal CLO Management, LLC AAA 100.00 34.73 0.23 2.02 153.22 20-Apr-29 2678 -0.17 78 2026-03-05T00:00:00   14688HAA0  
CLO,TALK,TALK CLO,USD,TALK USD,CLO BSP 2024-37A A 22-Sep-25 CLO USD 500,000 AAA LM100H 100.35 TALK AAA   08182TAA7  
CLO,CVR,CVR CLO,USD,CVR USD,CLO BSP 2024-37A A 22-Sep-25 CLO USD 500,000 AAA 100.308 100.31 CVR 134 6.03 25-Jan-38 154.66 US BSL CLO 129/109 | 5.75/1.22 Franklin Templeton AAA 100.00 35.34 0.00 0.44 154.66 25-Jan-30 2670 0.25 83 2026-12-13T00:00:00   08182TAA7  
CLO,TALK,TALK CLO,USD,TALK USD,CLO BRDGS 2020-1A A1R 22-Sep-25 CLO USD 2,000,000 AAA M100H 100.50 TALK AAA   10805YAL5  
CLO,CVR,CVR CLO,USD,CVR USD,CLO BRDGS 2020-1A A1R 22-Sep-25 CLO USD 2,000,000 AAA 100.396 100.40 CVR 151 5.46 20-Jul-37 151.80 US BSL CLO 147/101 | 5.31/0.74 Franklin Square Holdings, LP AAA 100.00 34.12 0.69 2.83 151.80 20-Jul-29 2792 0.00 82 2026-06-21T00:00:00   10805YAL5  
CLO,TALK,TALK CLO,USD,TALK USD,CLO BLUEM 2021-28A ER 22-Sep-25 CLO USD 5,000,000 BB H90S 98.00 TALK     09630TAE5  
CLO,CVR,CVR CLO,USD,CVR USD,CLO BLUEM 2021-28A ER 22-Sep-25 CLO USD 5,000,000 BB DNT | 99.263 99.26 CVR 722 | 9.52     09630TAE5  
CLO,TALK,TALK CLO,USD,TALK USD,CLO BCC 2019-3A ERR 22-Sep-25 CLO USD 5,000,000 BB H90S 98.00 TALK BB   05683UAG1  
CLO,CVR,CVR CLO,USD,CVR USD,CLO BCC 2019-3A ERR 22-Sep-25 CLO USD 5,000,000 BB DNT | 98.761 98.76 CVR 718 5.91 23-Oct-34 145.01 US BSL CLO 712 | 6.23 Bain Capital Credit BB 9.15 2.84 1.17 1.52 102.92 21-Oct-26 2776 -1.98 98 2025-07-21T00:00:00   05683UAG1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO ANCHC 2016-8A BR2 22-Sep-25 CLO USD 250,000 AA L100H 100.20 TALK AA   03329KBC6  
CLO,CVR,CVR CLO,USD,CVR USD,CLO ANCHC 2016-8A BR2 22-Sep-25 CLO USD 250,000 AA 100.146 100.15 CVR 207 4.16 27-Oct-34 278.05 US BSL CLO 203 | 5.09 Anchorage Capital Group LLC AA 32.92 21.08 1.13 3.52 126.71 27-Oct-26 2901 90 2023-07-27T00:00:00   03329KBC6  
CLO,TALK,TALK CLO,USD,TALK USD,CLO AGL 2020-5A ERR 22-Sep-25 CLO USD 1,500,000 BB H90S 98.00 TALK BB   00119UAE1  
CLO,CVR,CVR CLO,USD,CVR USD,CLO AGL 2020-5A ERR 22-Sep-25 CLO USD 1,500,000 BB 98.835 98.84 CVR 666 5.49 20-Jul-34 184.16 US BSL CLO 660 | 6.13 AGL CLO Credit Management LLC BB 7.72 3.53 1.25 4.24 103.66 20-Jul-26 2791 -1.36 93 2025-07-21T00:00:00   00119UAE1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO REG30 2024-4A B 22-Sep-25 CLO USD 3,300,000 AA M100H 100.50 TALK     75903UAE3  
CLO,TALK,TALK CLO,USD,TALK USD,CLO MAGNE 2025-50A A1 22-Sep-25 CLO USD 4,600,000 AAA LM100H 100.35 TALK     55956MAA7  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CGMS 2017-3A A1R2 22-Sep-25 CLO USD 3,000,000 AAA M100H 100.50 TALK     14314FAY4  
CLO,TALK,TALK CLO,USD,TALK USD,CLO ARES 2017-44A A3R3 22-Sep-25 CLO USD 5,000,000 AA L100H 100.20 TALK     04016NBM4  
CLO,TALK,TALK CLO,USD,TALK USD,CLO SHACK 2017-11X E 22-Sep-25 CLO USD 1,750,000 BB 80S 80.00 TALK       USG81035AA82
CLO,TALK,TALK CLO,USD,TALK USD,CLO SHACK 2017-11A E 22-Sep-25 CLO USD 1,875,000 BB 80S 80.00 TALK     81883FAA6 US81883FAA66
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS TWRBG 2022-1X B 22-Sep-25 ABS EUR 378,000   100.146 100.15 CVR | 0.50        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS TWIN 2021-1 B 22-Sep-25 ABS EUR 1,310,000   100.307 100.31 CVR | 0.47        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS TRINI 2021-1X AR 22-Sep-25 ABS EUR 2,283,000   100.288 100.29 CVR | 1.22        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS TOGET 2024-1ST2X A 22-Sep-25 ABS EUR 1,000,000   100.7 100.70 CVR | 1.61        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS TOGET 2021-1ST1 B 22-Sep-25 ABS EUR 156,000   100.032 100.03 CVR | 0.05        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS SCGC 2020-1 C 22-Sep-25 ABS EUR 5,000,000   100.472 100.47 CVR | 0.45        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS PCLF 2023-1 B 22-Sep-25 ABS EUR 1,055,000   100.992 100.99 CVR | 0.64        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS NDFT 2025-2X A 22-Sep-25 ABS EUR 2,392,000   100.352 100.35 CVR | 2.81        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS NDFT 2024-1X A 22-Sep-25 ABS EUR 1,828,000   100.777 100.78 CVR | 1.48        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS HOPSH 5 A 22-Sep-25 ABS EUR 1,440,000   100.236 100.24 CVR | 2.92        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS HFHL 2021-1 B 22-Sep-25 ABS EUR 600,000   100.237 100.24 CVR | 0.68        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS GMG 2021-1X B 22-Sep-25 ABS EUR 668,000   100.265 100.27 CVR | 0.23        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS FMSL 2025-1 B 22-Sep-25 ABS EUR 500,000   100.25 100.25 CVR | 3.28        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS EXMR 2025-1 A 22-Sep-25 ABS EUR 1,603,000   100.323 100.32 CVR | 3.06        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS EXMR 2024-1 A 22-Sep-25 ABS EUR 1,380,000   100.45 100.45 CVR | 2.13        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS ECAR 2025-1 B 22-Sep-25 ABS EUR 900,000   100.471 100.47 CVR | 2.02        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS CTADL 2024-1 A 22-Sep-25 ABS EUR 2,626,000   100.44 100.44 CVR | 1.35        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS CSF 2021-2 B 22-Sep-25 ABS EUR 382,000   100.188 100.19 CVR | 0.23        
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CADOG 12X SUB 22-Sep-25 CLO EUR 2,900,000   LM40S 43.50 TALK A 2,900,000   XS1861233523
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO CADOG 12X SUB 22-Sep-25 CLO EUR 2,900,000   DNT   CVR A 2,900,000   XS1861233523
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS BARLH 2 B 22-Sep-25 ABS EUR 695,000   100.241 100.24 CVR | 0.23        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS AFUND 2022-1 B 22-Sep-25 ABS EUR 3,092,000   100.458 100.46 CVR | 0.42        
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
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS SATUS 2024-1 E 22-Sep-25 ABS EUR 1,600,000   DNT   CVR | 1.65        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS PMBRK 3 A 22-Sep-25 ABS EUR 3,500,000   100.277 100.28 CVR | 1.40        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS PLRS 2024-1 X 22-Sep-25 ABS EUR 1,750,000   DNT   CVR | 0.04        
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO OCPE 2024-11X SUB 22-Sep-25 CLO EUR 6,000,000   L70S 72.00 TALK   6,000,000   XS2919743505
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO OCPE 2024-11X SUB 22-Sep-25 CLO EUR 6,000,000   TRD   CVR   6,000,000   XS2919743505
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS MCCPF 2025-1 A 22-Sep-25 ABS EUR 5,000,000   100.321 100.32 CVR | 2.60        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS LDN 2 F 22-Sep-25 ABS EUR 2,000,000   TRD   CVR | 1.52        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS LDN 1 F 22-Sep-25 ABS EUR 2,000,000   TRD   CVR        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS LAN 2023-1X 1A 22-Sep-25 ABS EUR 1,280,000   100.301 100.30 CVR | 2.70        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS HRMTG 2025-1 A 22-Sep-25 ABS EUR 5,000,000   100.421 100.42 CVR | 2.16        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS FORTA 2025-2 A 22-Sep-25 ABS EUR 5,400,000   TRD   CVR | 2.36        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS DWSON 2024-1 F 22-Sep-25 ABS EUR 3,000,000   DNT   CVR | 1.66        
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CORDA 27X SUB 22-Sep-25 CLO EUR 2,500,000   MH80S 87.00 TALK   2,500,000   XS2610238813
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO CORDA 10X M1 22-Sep-25 CLO EUR 3,672,000   MH40S 47.00 TALK   3,672,000   XS1730940357
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS AZURE 3 F 22-Sep-25 ABS EUR 3,700,000   DNT   CVR | 0.74        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS AZURE 3 E 22-Sep-25 ABS EUR 3,250,000   TRD   CVR | 0.74        
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO AVOCA 31X SUB 22-Sep-25 CLO EUR 5,660,000 EQUITY MH70s 77.00 TALK EQUITY 5,660,000   XS2868166492
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO AVOCA 31X SUB 22-Sep-25 CLO EUR 5,660,000 EQUITY 79.02 79.02 CVR 4.78 11.91 54.81 EU BSL CLO KKR Financial Advisors LLC EQUITY 5.02 -4.14 2.00 96.02 2026-03-05T00:00:00 5,660,000   XS2868166492
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS ASIMI 2024-1 F 22-Sep-25 ABS EUR 3,000,000   TRD   CVR        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS AFUND 2024-1 A 22-Sep-25 ABS EUR 1,800,000   100.541 100.54 CVR | 2.43        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS TWRBG 2024-3X A 22-Sep-25 ABS EUR 2,410,000   100.222 100.22 CVR | 0.87        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS TWRBG 2024-2X A 22-Sep-25 ABS EUR 2,480,000   100.333 100.33 CVR | 1.03        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS STRA 2024-2X A 22-Sep-25 ABS EUR 3,000,000   100.102 100.10 CVR | 0.24        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS SATUS 2024-1 A 22-Sep-25 ABS EUR 4,180,000   100.16 100.16 CVR | 0.44        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS RMACS 2006-NS3X A2A 22-Sep-25 ABS EUR 1,500,000   98.51 98.51 CVR | 3.50        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS FMSL 2025-1 A 22-Sep-25 ABS EUR 200,000   100.265 100.27 CVR | 1.37        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS BUMP 2025-NL1 A 22-Sep-25 ABS EUR 5,400,000   100.19 100.19 CVR | 2.32        
ABS,CVR,CVR ABS,EUR,CVR EUR,ABS BBVCA 2025-1 A 22-Sep-25 ABS EUR 200,000   100.081 100.08 CVR | 3.00        
 
 
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.