| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TCLO 7X F | 23-Sep-25 | CLO | EUR | 2,005,000 | B | 95H | 95.50 | TALK | M900s | XS2262794741 | ||||||||||||||||||
| TCLO 7X F | 23-Sep-25 | CLO | EUR | 2,005,000 | B | 94.88 | 94.88 | CVR | 962 | 5.11 | XS2262794741 | ||||||||||||||||||
| TCLO 7X F | 20-Aug-25 | CLO | EUR | 2,200,000 | B | TRD | CVR | XS2262794741 | ||||||||||||||||||||
| TCLO 7X F | 8-Feb-24 | CLO | EUR | 2,781,000 | B | L90s | 92.00 | TALK | B- | 2,781,000 | XS2262794741 | |||||||||||||||||
| TCLO 7X F | 19-Oct-23 | CLO | EUR | 3,124,000 | B | M70s | 75.00 | TALK | M1500s | B- | 3,124,000 | XS2262794741 | ||||||||||||||||
| TCLO 7X F | 19-Oct-23 | CLO | EUR | 3,124,000 | B | MH70s | 77.00 | TALK | B- | 3,124,000 | XS2262794741 | |||||||||||||||||
| TCLO 7X F | 19-Oct-23 | CLO | EUR | 3,124,000 | B | H70s/L80s | 78.00 | TALK | B- | 3,124,000 | XS2262794741 | |||||||||||||||||
| TCLO 7X F | 19-Oct-23 | CLO | EUR | 3,124,000 | B | H70s | 78.00 | TALK | B- | 3,124,000 | XS2262794741 | |||||||||||||||||
| TCLO 7X F | 19-Oct-23 | CLO | EUR | 3,124,000 | B | TRD | CVR | B- | 3,124,000 | XS2262794741 | ||||||||||||||||||
| TCLO 7X F | 18-Oct-23 | CLO | EUR | 3,124,000 | B | M70s | 75.00 | TALK | M1500s | B- | 3,124,000 | XS2262794741 |
