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 |
MAGNE 2016-17A AR2
|
16-Sep-25
|
CLO
|
USD |
1,100,000 |
AAA |
M100H |
100.50
|
TALK |
|
|
|
|
|
|
|
|
|
|
A |
|
|
|
|
|
|
1,100,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
28-May-25
|
CLO
|
USD |
680,000 |
AAA |
100h |
100.50
|
TALK |
|
|
|
|
|
|
|
|
|
|
A |
|
|
|
|
|
|
680,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
14-Apr-25
|
CLO
|
USD |
740,000 |
AAA |
99.516 |
99.52
|
CVR |
165 |
|
5.67 |
|
20-Apr-37 |
|
US |
BSL CLO |
160 | 5.51 |
BlackRock Financial Management |
AAA |
|
|
|
20-Apr-29 |
2921 |
2026-01-20T00:00:00 |
|
55954EAY5 |
|
MAGNE 2016-17A AR2
|
14-Apr-25
|
CLO
|
USD |
740,000 |
AAA |
99.516 |
99.52
|
TALK |
|
|
|
|
|
|
|
|
160 |
|
AAA |
|
|
|
|
|
|
|
55954EAY5 |
|
MAGNE 2016-17A AR2
|
20-Mar-25
|
CLO
|
USD |
5,000,000 |
AAA |
100h |
100.50
|
TALK |
|
|
|
|
|
|
|
|
140s/130s |
|
AAA |
|
|
|
|
|
|
5,000,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
20-Mar-25
|
CLO
|
USD |
5,000,000 |
AAA |
100.121 |
100.12
|
CVR |
153 |
|
5.83 |
|
20-Apr-37 |
|
US |
BSL CLO |
147/138 | 5.56/1.08 |
BlackRock Financial Management |
AAA |
|
|
|
20-Apr-29 |
2938 |
2026-01-20T00:00:00 |
5,000,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
20-Mar-25
|
CLO
|
USD |
5,000,000 |
AAA |
100.121 |
100.12
|
TALK |
|
|
|
|
|
|
|
|
|
|
AAA |
|
|
|
|
|
|
5,000,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
14-Nov-24
|
CLO
|
USD |
6,400,000 |
AAA |
100.815 |
100.82
|
CVR |
140 |
|
6.15 |
|
20-Apr-37 |
|
US |
BSL CLO |
134/91 | 5.87/1.43 |
BlackRock Financial Management |
AAA |
|
|
|
20-Apr-29 |
2918 |
2026-01-20T00:00:00 |
6,400,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
14-Nov-24
|
CLO
|
USD |
6,400,000 |
AAA |
L100h |
100.20
|
TALK |
|
|
|
|
|
|
|
|
140s/100s |
|
AAA |
|
|
|
|
|
|
6,400,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
30-Oct-24
|
CLO
|
USD |
1,850,000 |
AAA |
M100h |
100.50
|
TALK |
|
|
|
|
|
|
|
|
130s/110s |
|
AAA |
|
|
|
|
|
|
1,850,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
30-Oct-24
|
CLO
|
USD |
1,850,000 |
AAA |
LM100h |
100.35
|
TALK |
|
|
|
|
|
|
|
|
|
|
AAA |
|
|
|
|
|
|
1,850,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
30-Oct-24
|
CLO
|
USD |
1,850,000 |
AAA |
100.589 |
100.59
|
TALK |
|
|
|
|
|
|
|
|
|
|
AAA |
|
|
|
|
|
|
1,850,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
30-Oct-24
|
CLO
|
USD |
1,850,000 |
AAA |
100.589 |
100.59
|
CVR |
145 |
|
6.19 |
|
20-Apr-37 |
|
US |
BSL CLO |
138/108 | 5.91/1.47 |
BlackRock Financial Management |
AAA |
|
|
|
20-Apr-29 |
2918 |
2026-01-20T00:00:00 |
1,850,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
29-Oct-24
|
CLO
|
USD |
1,850,000 |
AAA |
M100h |
100.50
|
TALK |
|
|
|
|
|
|
|
|
130s/110s |
|
A |
|
|
|
|
|
|
1,850,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
24-Oct-24
|
CLO
|
USD |
140,000 |
AAA |
M100h |
100.50
|
TALK |
|
|
|
|
|
|
|
|
130s/110s |
|
A |
|
|
|
|
|
|
140,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
24-Oct-24
|
CLO
|
USD |
140,000 |
AAA |
L100h |
100.20
|
TALK |
|
|
|
|
|
|
|
|
|
|
A |
|
|
|
|
|
|
140,000 |
55954EAY5 |
|
MAGNE 2016-17A AR2
|
23-Oct-24
|
CLO
|
USD |
140,000 |
AAA |
M100h |
100.50
|
TALK |
|
|
|
|
|
|
|
|
130s/110s |
|
A |
|
|
|
|
|
|
140,000 |
55954EAY5 |
|