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
APID 2021-38A D 23-Sep-24 CLO USD 4,100,000 BBB LM100h 100.35 TALK BBB- 4,100,000 03769CAJ7  
APID 2021-38A D 23-Sep-24 CLO USD 4,100,000 BBB L100h 100.20 TALK BBB- 4,100,000 03769CAJ7  
APID 2021-38A D 26-Aug-24 CLO USD 8,360,000 BBB 100h 100.50 TALK BBB 8,360,000 03769CAJ7  
APID 2021-38A D 26-Aug-24 CLO USD 8,360,000 BBB L100h 100.20 TALK BBB 8,360,000 03769CAJ7  
APID 2021-38A D 26-Aug-24 CLO USD 8,360,000 BBB 100.301 100.30 CVR 322 6.5 23-Jan-34 US BSL CLO 315 | 6.67 CVC Credit Partners LLC BBB 21-Jan-27 2758 2023-10-23T00:00:00 8,360,000 03769CAJ7  
APID 2021-38A D 13-Aug-24 CLO USD 1,000,000 BBB 99h 99.50 TALK BBB- 1,000,000 03769CAJ7  
APID 2021-38A D 13-Aug-24 CLO USD 1,000,000 BBB 100a 100.00 TALK BBB- 1,000,000 03769CAJ7  
APID 2021-38A D 11-Apr-24 CLO USD 2,010,000 BBB L100h 100.20 TALK L300s BBB 2,010,000 03769CAJ7  
APID 2021-38A D 11-Apr-24 CLO USD 2,010,000 BBB VH90s 99.00 TALK BBB 2,010,000 03769CAJ7  
APID 2021-38A D 11-Apr-24 CLO USD 2,010,000 BBB H90s 98.00 TALK BBB 2,010,000 03769CAJ7  
APID 2021-38A D 11-Apr-24 CLO USD 2,010,000 BBB 100.334 100.33 CVR 322 6.88 21-Dec-30 US BSL CLO 315 | 6.92 CVC Credit Partners LLC BBB 21-Jan-27 2800 2023-10-23T00:00:00 2,010,000 03769CAJ7  
APID 2021-38A D 10-Apr-24 CLO USD 2,010,000 BBB L100h 100.20 TALK L300s BBB- 2,010,000 03769CAJ7  
APID 2021-38A D 31-Jan-24 CLO USD 1,000,000 BBB DNT   CVR     03769CAJ7  
APID 2021-38A D 31-Jan-24 CLO USD 1,000,000 BBB 99h 99.50 TALK     03769CAJ7  
APID 2021-38A D 15-Nov-22 CLO USD 2,500,000 BBB M91h 91.43 CVR 440 8.3 21-Dec-30 US BSL CLO M400s | 8.37 CVC Credit Partners LLC BBB- 21-Jan-27 2748 2023-10-23T00:00:00 2,500,000 03769CAJ7  
APID 2021-38A D 15-Nov-22 CLO USD 2,500,000 BBB L90s 92.00 TALK LM-M400s BBB- 2,500,000 03769CAJ7  
APID 2021-38A D 15-Nov-22 CLO USD 2,500,000 BBB VL90s 91.00 TALK BBB- 2,500,000 03769CAJ7  
APID 2021-38A D 15-Nov-22 CLO USD 2,500,000 BBB L90s 92.00 TALK LM-M400s BBB- 2,500,000 03769CAJ7  
APID 2021-38A D 12-Jul-22 CLO USD 1,300,000 BBB L90s 92.00 TALK LM-M400s BBB- 1,300,000 03769CAJ7  
APID 2021-38A D 12-Jul-22 CLO USD 1,300,000 BBB VH80s 89.00 TALK BBB- 1,300,000 03769CAJ7  
APID 2021-38A D 12-Jul-22 CLO USD 1,300,000 BBB NCR   CVR BBB- 1,300,000 03769CAJ7  
APID 2021-38A D 12-Jul-22 CLO USD 1,300,000 BBB L90s 92.00 TALK LM-M400s BBB- 1,300,000 03769CAJ7  
APID 2021-38A D 23-Jun-22 CLO USD 1,200,000 BBB L90s 92.00 TALK LM400s BBB- 1,200,000 03769CAJ7  
APID 2021-38A D 23-Jun-22 CLO USD 1,200,000 BBB LM92h 92.35 CVR 414 8.71 21-Jan-31 US BSL CLO L400s | 8.74 CVC Credit Partners LLC BBB- 21-Jan-27 3200 2023-10-23T00:00:00 1,200,000 03769CAJ7  
APID 2021-38A D 23-Jun-22 CLO USD 1,200,000 BBB L90s 92.00 TALK LM400s BBB- 1,200,000 03769CAJ7  
APID 2021-38A D 17-Mar-22 CLO USD 320,000 BBB M90s 95.00 TALK BBB 320,000 03769CAJ7  
APID 2021-38A D 17-Mar-22 CLO USD 320,000 BBB TRD   CVR BBB 320,000 03769CAJ7  
 
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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.