| 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 % |
NAV |
Country |
Type |
Dealer DM | WAL |
Manager |
Current rtg |
CPR |
MVAP |
MVDP |
CDR |
Loss Severity |
Annualised Defaults |
Sub 80 Assets |
MVOC |
RPE |
Warf |
Annualised Par Build |
Diversity |
DM To Worst |
Current Size |
CUSIP |
ISIN |
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
BSP 2020-21A ER
|
22-Sep-25
|
CLO
|
USD |
1,000,000 |
BB |
100.631 |
100.63
|
CVR |
686 |
|
5.89 |
|
16-Oct-34 |
|
269.86 |
US |
BSL CLO |
682 | 6.14 |
Franklin Templeton |
BB |
|
10.93 |
6.88 |
|
|
0.94 |
1.64 |
107.39 |
15-Oct-26 |
2781 |
0.22 |
85 |
2023-07-17T00:00:00 |
|
08186TAE5 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
BSP 2020-21A ER
|
17-Jul-25
|
CLO
|
USD |
1,000,000 |
BB |
100H |
100.50
|
TALK |
|
|
|
|
|
|
|
|
|
H600S |
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
08186TAE5 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
BSP 2020-21A ER
|
17-Jul-25
|
CLO
|
USD |
1,000,000 |
BB |
100.676 |
100.68
|
CVR |
686 |
|
6.08 |
|
16-Oct-34 |
|
262.77 |
US |
BSL CLO |
681 | 6.18 |
Franklin Templeton |
BB |
|
10.67 |
6.61 |
|
|
0.93 |
2.45 |
107.08 |
15-Oct-26 |
2783 |
0.23 |
86 |
2023-07-17T00:00:00 |
1,000,000 |
08186TAE5 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
BSP 2020-21A ER
|
12-Apr-23
|
CLO
|
USD |
5,000,000 |
BB |
92.09 |
92.09
|
CVR |
820 |
|
8.38 |
|
15-Jun-31 |
|
174.78 |
US |
BSL CLO |
822 | 8.15 |
Benefit Street Partners LLC |
BB |
|
7.36 |
3.15 |
|
|
0.22 |
5.48 |
103.25 |
15-Oct-26 |
2731 |
0.46 |
84 |
2023-07-17T00:00:00 |
|
08186TAE5 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
BSP 2020-21A ER
|
12-Jan-23
|
CLO
|
USD |
250,000 |
BB |
H80s |
88.00
|
TALK |
|
|
|
|
|
|
|
|
|
L900s |
|
BB- |
|
|
|
|
|
|
|
|
|
|
|
|
|
250,000 |
08186TAE5 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
BSP 2020-21A ER
|
12-Jan-23
|
CLO
|
USD |
250,000 |
BB |
90a |
90.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
BB- |
|
|
|
|
|
|
|
|
|
|
|
|
|
250,000 |
08186TAE5 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
BSP 2020-21A ER
|
12-Jan-23
|
CLO
|
USD |
250,000 |
BB |
TRD |
|
CVR |
|
|
|
|
|
|
|
|
|
|
|
BB- |
|
|
|
|
|
|
|
|
|
|
|
|
|
250,000 |
08186TAE5 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
BSP 2020-21A ER
|
19-Oct-22
|
CLO
|
USD |
3,000,000 |
BB |
TRD |
|
CVR |
|
|
|
|
|
|
|
|
|
|
|
BB- |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
08186TAE5 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
BSP 2020-21A ER
|
19-Oct-22
|
CLO
|
USD |
3,000,000 |
BB |
M80s |
85.00
|
TALK |
|
|
|
|
|
|
|
|
|
MH900s |
|
BB- |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
08186TAE5 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
BSP 2020-21A ER
|
19-Oct-22
|
CLO
|
USD |
3,000,000 |
BB |
M80s |
85.00
|
TALK |
|
|
|
|
|
|
|
|
|
MH900s |
|
BB- |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
08186TAE5 |
|
