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 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,USD,TALK USD,CLO GLM 2022-16A ARR 9-Jul-25 CLO USD 7,000,000 AAA H99H 99.80 TALK 150S/100S AAA 7,000,000 38090AAQ1  
CLO,CVR,CVR CLO,USD,CVR USD,CLO GLM 2022-16A ARR 9-Jul-25 CLO USD 7,000,000 AAA 99.905 99.91 CVR 119 6.19 20-Jan-38 151.70 US BSL CLO 114 | 5.91 GoldenTree Asset Management LP AAA 100.00 34.08 0.45 2.65 151.70 22-Jan-30 2873 0.03 76 2026-10-20T00:00:00 7,000,000 38090AAQ1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO GLM 2022-16A ARR 8-May-25 CLO USD 2,500,000 AAA M99h 99.50 TALK A 2,500,000 38090AAQ1  
CLO,CVR,CVR CLO,USD,CVR USD,CLO GLM 2022-16A ARR 8-May-25 CLO USD 2,500,000 AAA TRD   CVR A 2,500,000 38090AAQ1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO GLM 2022-16A ARR 5-May-25 CLO USD 8,500,000 AAA M99H 99.50 TALK LM400S/300S AAA 8,500,000 38090AAQ1  
CLO,CVR,CVR CLO,USD,CVR USD,CLO GLM 2022-16A ARR 5-May-25 CLO USD 8,500,000 AAA 99.533 99.53 CVR 125 6.24 20-Jan-38 149.65 US BSL CLO 121 | 6.07 GoldenTree Asset Management LP AAA 100.00 33.18 0.48 2.57 149.65 22-Jan-30 2899 77 2026-10-20T00:00:00 8,500,000 38090AAQ1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO GLM 2022-16A ARR 4-Mar-25 CLO USD 3,000,000 AAA L100h 100.20 TALK 110s/100s AAA 1,880,000   US38090AAQ13
CLO,TALK,TALK CLO,USD,TALK USD,CLO GLM 2022-16A ARR 4-Mar-25 CLO USD 3,000,000 AAA LM100h 100.35 TALK AAA 1,880,000   US38090AAQ13
CLO,CVR,CVR CLO,USD,CVR USD,CLO GLM 2022-16A ARR 4-Mar-25 CLO USD 3,000,000 AAA 100 100.00 CVR 112 | 2022 AAA 1,880,000   US38090AAQ13
CLO,TALK,TALK CLO,USD,TALK USD,CLO GLM 2022-16A ARR 27-Feb-25 CLO USD 25,000,000 AAA 100h 100.50 TALK LM600s AAA   38090AAQ1  
CLO,TALK,TALK CLO,USD,TALK USD,CLO GLM 2022-16A ARR 27-Feb-25 CLO USD 25,000,000 AAA LM100h 100.35 TALK AAA   38090AAQ1  
 
 
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.