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 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 2021-3A A 22-Jul-25 CLO USD 1,000,000 AAA 100h 100.50 TALK A 1,000,000 89624GAA1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CAVU 2021-3A A 22-Jul-25 CLO USD 1,000,000 AAA LM100H 100.35 TALK A 1,000,000 89624GAA1  
CLO,CVR,CVR CLO,USD,CVR USD,CLO CAVU 2021-3A A 22-Jul-25 CLO USD 1,000,000 AAA DNT   CVR A 1,000,000 89624GAA1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CAVU 2021-3A A 26-Sep-23 CLO USD 3,000,000 AAA MH98h 98.70 TALK 170s-180a A 3,000,000 89624GAA1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CAVU 2021-3A A 26-Sep-23 CLO USD 3,000,000 AAA VL99h 99.10 TALK A 3,000,000 89624GAA1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CAVU 2021-3A A 26-Sep-23 CLO USD 3,000,000 AAA MH98h 98.70 TALK 170s-180a A 3,000,000 89624GAA1  
CLO,CVR,CVR CLO,USD,CVR USD,CLO CAVU 2021-3A A 10-Aug-23 CLO USD 1,500,000 AAA 98.72 98.72 CVR 158 5.13 19-Dec-28 150.72 US BSL CLO 178 | 4.77 Trimaran Advisors LLC AAA 100 33.65 0.23 4.82 150.72 19-Jan-27 2702 -0.12 87 2023-12-22T00:00:00 1,500,000 89624GAA1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CAVU 2021-3A A 10-Aug-23 CLO USD 1,500,000 AAA H98h 98.80 TALK 170s AAA 1,500,000 89624GAA1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CAVU 2021-3A A 10-Aug-23 CLO USD 1,500,000 AAA VL99h 99.10 TALK AAA 1,500,000 89624GAA1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CAVU 2021-3A A 10-Aug-23 CLO USD 1,500,000 AAA H98h 98.80 TALK 170s AAA 1,500,000 89624GAA1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CAVU 2021-3A A 13-Apr-22 CLO USD 39,500,000 AAA LM99h 99.35 TALK 130s Aaa 39,500,000 89624GAA1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO CAVU 2021-3A A 13-Apr-22 CLO USD 39,500,000 AAA LM99h 99.35 TALK 130s Aaa 39,500,000 89624GAA1  
 
 
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.