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
CONTE 6X FR 23-Sep-25 CLO EUR 2,000,000 B 100A 100.00 TALK M-MH800s       XS2315799580
CONTE 6X FR 23-Sep-25 CLO EUR 2,000,000 B 99.08 99.08 CVR 885 | 6       XS2315799580
CONTE 6X FR 14-Aug-25 CLO EUR 2,000,000 B 98H 98.50 TALK 900A       XS2315799580
CONTE 6X FR 2-Jul-25 CLO EUR 500,000 B 98h 98.50 TALK A 500,000   XS2315799580
CONTE 6X FR 2-Jul-25 CLO EUR 500,000 B 97A 97.00 TALK LM-M900s A 500,000   XS2315799580
CONTE 6X FR 15-Feb-24 CLO EUR 1,500,000 B MH90s 97.00 TALK LM900s B 1,500,000   XS2315799580
CONTE 6X FR 15-Feb-24 CLO EUR 1,500,000 B 95.259 95.26 CVR 970 3865 6.68 0.17 EU BSL CLO 968 | 6.65 Five Arrows Managers LLP B 15-Jul-25 2950 2022-07-15T00:00:00 1,500,000   XS2315799580
CONTE 6X FR 14-Feb-24 CLO EUR 1,500,000 B MH90s 97.00 TALK LM900s A 1,500,000   XS2315799580
CONTE 6X FR 8-Mar-23 CLO EUR 3,400,000 B 81.771 81.77 CVR 1303 20774 7.11 0.11 1271 | 7.78 Five Arrows Managers LLP A 15-Jul-25 2915 2022-07-15T00:00:00 3,400,000   XS2315799580
CONTE 6X FR 8-Mar-23 CLO EUR 3,400,000 B LM80s 83.50 TALK 1200s A 3,400,000   XS2315799580
CONTE 6X FR 8-Mar-23 CLO EUR 3,400,000 B LM80s 83.50 TALK 1200s A 3,400,000   XS2315799580
CONTE 6X FR 6-Oct-22 CLO EUR 3,400,000 B M70s 75.00 CVR 1464 107264 7.53 0.03 Five Arrows Managers LLP B 15-Jul-25 2912 2022-07-15T00:00:00     XS2315799580
 
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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.