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
SPAUL 6X F 23-Sep-25 CLO EUR 3,883,000 B 97H 97.50 TALK MH800s       XS2311412519
SPAUL 6X F 23-Sep-25 CLO EUR 3,883,000 B 95.77 95.77 CVR 914 | 5.63       XS2311412519
SPAUL 6X F 11-Apr-24 CLO EUR 1,883,000 B M90s 95.00 TALK M900s B 1,883,000   XS2311412519
SPAUL 6X F 11-Apr-24 CLO EUR 1,883,000 B 93.54 93.54 CVR 960 7136 6.4 0.11 EU BSL CLO Intermediate Capital Group plc B 20-May-25 2960 2022-05-20T00:00:00 1,883,000   XS2311412519
SPAUL 6X F 10-Apr-24 CLO EUR 1,883,000 B M90s 95.00 TALK M900s B- 1,883,000   XS2311412519
SPAUL 6X F 21-Mar-24 CLO EUR 1,000,000 B LM90s 93.50 TALK MH900s B 1,000,000   XS2311412519
SPAUL 6X F 21-Mar-24 CLO EUR 1,000,000 B 93.089 93.09 CVR 969 5295 6.53 0.17 EU BSL CLO 967 | 6.51 Intermediate Capital Group plc B 20-May-25 2952 2022-05-20T00:00:00 1,000,000   XS2311412519
SPAUL 6X F 20-Mar-24 CLO EUR 1,000,000 B LM90s 93.50 TALK MH900s B- 1,000,000   XS2311412519
SPAUL 6X F 27-Apr-22 CLO EUR 1,000,000 B H80s 88.00 TALK 900s B- 1,000,000   XS2311412519
SPAUL 6X F 27-Apr-22 CLO EUR 1,000,000 B DNT   CVR B- 1,000,000   XS2311412519
SPAUL 6X F 27-Apr-22 CLO EUR 1,000,000 B H80s 88.00 TALK 900s B- 1,000,000   XS2311412519
SPAUL 6X F 6-Apr-22 CLO EUR 1,883,000 B 90.377 90.38 CVR 1003 3627 7.73 0.38 987 | 8.57 Intermediate Capital Group plc B- 20-May-25 3031 2022-05-20T00:00:00 1,883,000   XS2311412519
SPAUL 6X F 6-Apr-22 CLO EUR 1,883,000 B L90s 92.00 TALK MH900s B- 1,883,000   XS2311412519
SPAUL 6X F 6-Apr-22 CLO EUR 1,883,000 B L90s 92.00 TALK MH900s B- 1,883,000   XS2311412519
 
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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.