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,TALK,TALK CLO,USD,TALK USD,CLO BSP 2024-37A A 22-Sep-25 CLO USD 500,000 AAA LM100H 100.35 TALK AAA   08182TAA7  
CLO,CVR,CVR CLO,USD,CVR USD,CLO BSP 2024-37A A 22-Sep-25 CLO USD 500,000 AAA 100.308 100.31 CVR 134 6.03 25-Jan-38 154.66 US BSL CLO 129/109 | 5.75/1.22 Franklin Templeton AAA 100.00 35.34 0.00 0.44 154.66 25-Jan-30 2670 0.25 83 2026-12-13T00:00:00   08182TAA7  
CLO,TALK,TALK CLO,USD,TALK USD,CLO BSP 2024-37A A 12-Aug-25 CLO USD 1,500,000 AAA LM100h 100.35 TALK 120s/110s AAA 1,500,000 08182TAA7  
CLO,CVR,CVR CLO,USD,CVR USD,CLO BSP 2024-37A A 12-Aug-25 CLO USD 1,500,000 AAA 100.38 100.38 CVR 133 6.14 25-Jan-38 154.81 US BSL CLO 128/106 | 5.85/1.33 Franklin Templeton AAA 100.00 35.40 0.00 0.04 154.81 25-Jan-30 2672 0.20 83 2026-12-13T00:00:00 1,500,000 08182TAA7  
CLO,TALK,TALK CLO,USD,TALK USD,CLO BSP 2024-37A A 29-Jul-25 CLO USD 500,000 AAA LM100h 100.35 TALK 120s/110a AAA 500,000 08182TAA7  
CLO,CVR,CVR CLO,USD,CVR USD,CLO BSP 2024-37A A 29-Jul-25 CLO USD 500,000 AAA 100.19 100.19 CVR 136 6.18 25-Jan-38 154.87 US BSL CLO 131/121 | 5.89/1.37 Benefit Street Partners LLC AAA 100.00 35.43 0.00 0.44 154.87 25-Jan-30 2659 0.18 83 2026-12-13T00:00:00 500,000 08182TAA7  
 
 
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.