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EUR MEZZ/EQUITY CLO
BWICs resume after Barcelona. ARBR 12X B1 traded at 233 dm, in line with pre-Barcelona levels.
TRNTE 1X SUB traded at its NAV of 59.21.
| Name | WAL|Call | CCY | CUSIP | Type | Price type | ISIN | Original size | Current size | Price received | Decimal price | DM To Mat | Curr rtg | Due date | Date received | Margin | WAL|Mat | Warf | Country | Dealer DM | WAL | DM To Call | Yield % | CDR | Loss Severity | CPR | Call Date | Manager | NC Date | RPE |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ARBR 12X B1 | 0.08 | EUR | BSL CLO | CVR | XS2688507081 | 1,000,000 | 100.126 | 100.13 | 233 | AA | 16-Jun-25 | 16-Jun-25 | 235 | 6.3 | 2976 | EU | 233/155 | 6.1/0.16 | 76 | OakTree Capital Management LLC | 19-May-25 | 17-May-28 | |||||||
| CANYC 2023-1A D | USD | 138927AJ7 | BSL CLO | CVR | 1,250,000 | 1,250,000 | 100.8 | 100.80 | 490 | BBB | 16-Jun-25 | 16-Jun-25 | 500 | 7.44 | 2683 | US | 485/142 | 7.39/0.22 | 15-Oct-36 | Canyon Capital Advisors LLC | 7-Sep-25 | 7-Sep-28 | |||||||
| BGCLO 2023-7A D | USD | 09077RAJ8 | BSL CLO | CVR | 1,100,000 | 1,100,000 | 101.3 | 101.30 | 531 | BBB | 16-Jun-25 | 16-Jun-25 | 550 | 7.45 | 2748 | US | 526/167 | 7.68/0.34 | 20-Oct-36 | Birch Grove Capital LP | 21-Jul-25 | 20-Oct-28 | |||||||
| CYGPK 2020-1A ER | USD | 149790AJ6 | BSL CLO | CVR | 1,250,000 | 1,250,000 | 100.279 | 100.28 | 624 | BB | 16-Jun-25 | 16-Jun-25 | 600 | 5.92 | 2867 | US | 620 | 6.16 | 17-Jul-34 | Blackstone Inc. | 17-Apr-23 | 17-Jul-26 | |||||||
| TRNTS 2021-16A E | USD | 89642EAA4 | BSL CLO | CVR | 3,000,000 | 3,000,000 | 97.123 | 97.12 | 797 | BB | 16-Jun-25 | 16-Jun-25 | 700 | 5.93 | 2902 | US | 791 | 6.19 | 20-Jul-34 | Trinitas Capital Management LLC | 20-Apr-23 | 20-Jul-26 | |||||||
| TKO 2021-1A E | USD | 88676JAA4 | BSL CLO | CVR | 4,700,000 | 4,700,000 | 89.18 | 89.18 | 960 | BB | 16-Jun-25 | 16-Jun-25 | 691 | 5.71 | 2963 | US | 964 | 6.55 | 18-Jan-35 | Tikehau Capital Europe Limited | 18-Oct-23 | 19-Jan-27 | |||||||
| PPMC 2020-4A ER | USD | 69356BAE0 | BSL CLO | CVR | 1,664,860 | 1,664,860 | 93.215 | 93.22 | 834 | BB | 16-Jun-25 | 16-Jun-25 | 650 | 6.18 | 2701 | US | 827 | 6.43 | 18-Oct-34 | PPM America Inc. | 18-Jul-23 | 19-Oct-26 | |||||||
| OCT41 2019-2A ER | USD | 67592GAE7 | BSL CLO | CVR | 1,440,000 | 1,440,000 | 97.35 | 97.35 | 804 | BB | 16-Jun-25 | 16-Jun-25 | 713 | 6.17 | 2849 | US | 797 | 6.44 | 17-Oct-33 | Octagon Credit Investors, LLC | 28-Dec-25 | 15-Oct-26 | |||||||
| CGMS 2021-1A DR | USD | 14317LAG7 | BSL CLO | CVR | 1,000,000 | 1,000,000 | 102.35 | 102.35 | 695 | BB | 16-Jun-25 | 16-Jun-25 | 730 | 9.47 | 2713 | US | 690/549 | 9.26/1.39 | 17-Jan-40 | Carlyle Investment Management LLC | 6-Nov-26 | 15-Jan-30 | |||||||
| AMMC 2022-27A ER | USD | 00173YAE6 | BSL CLO | CVR | 1,000,000 | 1,000,000 | 99.23 | 99.23 | 534 | BB | 16-Jun-25 | 16-Jun-25 | 515 | 7.45 | 2743 | US | 529 | 7.12 | 20-Jan-37 | American Money Management Corporation | 20-Oct-25 | 20-Jan-28 | |||||||
| TRNTE 1X SUB | EUR | BSL CLO | CVR | XS2010041106 | 3,000,000 | 59.212 | 59.21 | 16-Jun-25 | 16-Jun-25 | 3.87 | EU | 4.56 | Trinitas Capital Management LLC | 20-Jul-21 |