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 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,USD,TALK USD,CLO ROCKT 2022-3A AR 8-Aug-25 CLO USD 3,250,000 AAA M100h 100.50 TALK 130s/100s AAA 3,250,000 77341XAL7  
CLO,CVR,CVR CLO,USD,CVR USD,CLO ROCKT 2022-3A AR 8-Aug-25 CLO USD 3,250,000 AAA 100.371 100.37 CVR 141 5.36 20-Jul-37 151.26 US BSL CLO 136/104 | 5.4/0.94 King Street Capital Management AAA 100.00 33.89 1.19 3.63 151.26 20-Jul-29 2822 -0.41 84 2026-04-20T00:00:00 3,250,000 77341XAL7  
CLO,CVR,CVR CLO,USD,CVR USD,CLO ROCKT 2022-3A AR 4-Mar-25 CLO USD 5,000,000 AAA 100.206 100.21 CVR US BSL CLO 140/128        
CLO,TALK,TALK CLO,USD,TALK USD,CLO ROCKT 2022-3A AR 4-Mar-25 CLO USD 5,000,000 AAA 100a 100.00 TALK 140s     77341XAL7  
CLO,TALK,TALK CLO,USD,TALK USD,CLO ROCKT 2022-3A AR 4-Mar-25 CLO USD 5,000,000 AAA LM100h 100.35 TALK     77341XAL7  
 
 
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.