| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ARBR 3A DRR | 23-Sep-25 | CLO | EUR | 500,000 | BBB | 100A | 100.00 | TALK | L300s | BBB | 500,000 | XS2366713217 | ||||||||||||||||
| ARBR 3A DRR | 10-Oct-24 | CLO | EUR | 5,708,000 | BBB | M100H | 100.50 | TALK | L300s | BBB | 5,708,000 | XS2366713217 | ||||||||||||||||
| ARBR 3A DRR | 10-Oct-24 | CLO | EUR | 5,708,000 | BBB | 100.088 | 100.09 | CVR | 308 | -324 | 5.62 | 0.01 | EU | BSL CLO | 308 | 5.66 | OakTree Capital Management LLC | BBB | 30-Jan-26 | 2936 | 2023-07-31T00:00:00 | 5,708,000 | XS2366713217 | ||||||
| ARBR 3A DRR | 9-Oct-24 | CLO | EUR | 5,708,000 | BBB | M100H | 100.50 | TALK | L300s | BBB | 5,708,000 | XS2366713217 | ||||||||||||||||
| ARBR 3A DRR | 10-Jan-24 | CLO | EUR | 292,000 | BBB | M90s | 95.00 | TALK | L400s | BBB | 292,000 | XS2366713217 | ||||||||||||||||
| ARBR 3A DRR | 10-Jan-24 | CLO | EUR | 292,000 | BBB | 95h | 95.50 | TALK | BBB | 292,000 | XS2366713217 | |||||||||||||||||
| ARBR 3A DRR | 10-Jan-24 | CLO | EUR | 292,000 | BBB | 94.76 | 94.76 | CVR | 417 | 32934 | 6.01 | 0.02 | EU | BSL CLO | 414 | 6.09 | OakTree Capital Management LLC | BBB | 30-Jan-26 | 2913 | 2023-07-31T00:00:00 | 292,000 | XS2366713217 |
