| 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
CARVL 2024-1A A
|
22-Sep-25
|
CLO
|
USD |
500,000 |
AAA |
LM100H |
100.35
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14688HAA0 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
CARVL 2024-1A A
|
22-Sep-25
|
CLO
|
USD |
500,000 |
AAA |
100.332 |
100.33
|
CVR |
165 |
|
5.34 |
|
20-Apr-37 |
|
153.22 |
US |
BSL CLO |
161/93 | 5.09/0.45 |
CarVal CLO Management, LLC |
AAA |
|
100.00 |
34.73 |
|
|
0.23 |
2.02 |
153.22 |
20-Apr-29 |
2678 |
-0.17 |
78 |
2026-03-05T00:00:00 |
|
14688HAA0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CARVL 2024-1A A
|
19-Feb-25
|
CLO
|
USD |
6,000,000 |
AAA |
H100h |
100.80
|
TALK |
|
|
|
|
|
|
|
|
|
150s/90s |
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14688HAA0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CARVL 2024-1A A
|
19-Feb-25
|
CLO
|
USD |
6,000,000 |
AAA |
MH100h |
100.70
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14688HAA0 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
CARVL 2024-1A A
|
19-Feb-25
|
CLO
|
USD |
6,000,000 |
AAA |
TRD |
|
CVR |
|
|
|
|
|
|
|
|
|
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14688HAA0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CARVL 2024-1A A
|
28-Jan-25
|
CLO
|
USD |
5,700,000 |
AAA |
101a |
101.00
|
TALK |
|
|
|
|
|
|
|
|
|
140s/80s |
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
14688HAA0 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
CARVL 2024-1A A
|
28-Jan-25
|
CLO
|
USD |
5,700,000 |
AAA |
101.022 |
101.02
|
CVR |
153 |
|
5.96 |
|
20-Apr-37 |
|
155.19 |
US |
BSL CLO |
147/73 | 5.66/1.10 |
CarVal CLO Management, LLC |
AAA |
|
100.00 |
35.56 |
|
|
0.00 |
1.40 |
155.19 |
20-Apr-29 |
2699 |
0.08 |
71 |
2026-03-05T00:00:00 |
|
14688HAA0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CARVL 2024-1A A
|
16-May-24
|
CLO
|
USD |
4,000,000 |
AAA |
101a |
101.00
|
TALK |
|
|
|
|
|
|
|
|
|
150s/110s |
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000,000 |
14688HAA0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CARVL 2024-1A A
|
16-May-24
|
CLO
|
USD |
4,000,000 |
AAA |
H100h |
100.80
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000,000 |
14688HAA0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CARVL 2024-1A A
|
16-May-24
|
CLO
|
USD |
4,000,000 |
AAA |
M100h |
100.50
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000,000 |
14688HAA0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CARVL 2024-1A A
|
15-May-24
|
CLO
|
USD |
4,000,000 |
AAA |
101a |
101.00
|
TALK |
|
|
|
|
|
|
|
|
|
150s/110s |
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000,000 |
14688HAA0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CARVL 2024-1A A
|
13-May-24
|
CLO
|
USD |
3,750,000 |
AAA |
L100h |
100.20
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,750,000 |
14688HAA0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CARVL 2024-1A A
|
3-May-24
|
CLO
|
USD |
500,000 |
AAA |
M100h |
100.50
|
TALK |
|
|
|
|
|
|
|
|
|
160s/130s |
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
500,000 |
14688HAA0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CARVL 2024-1A A
|
3-May-24
|
CLO
|
USD |
500,000 |
AAA |
L100h |
100.20
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
500,000 |
14688HAA0 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
CARVL 2024-1A A
|
3-May-24
|
CLO
|
USD |
500,000 |
AAA |
100.603 |
100.60
|
CVR |
164 |
|
6.6 |
|
20-Mar-31 |
|
154.87 |
US |
BSL CLO |
156/132 | 6.38/1.83 |
CarVal CLO Management, LLC |
AAA |
|
100.00 |
35.43 |
|
|
0.00 |
0.00 |
154.87 |
20-Apr-29 |
2630 |
|
65 |
2026-03-05T00:00:00 |
500,000 |
14688HAA0 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
CARVL 2024-1A A
|
2-May-24
|
CLO
|
USD |
500,000 |
AAA |
M100h |
100.50
|
TALK |
|
|
|
|
|
|
|
|
|
160s/130s |
|
AAA |
|
|
|
|
|
|
|
|
|
|
|
|
|
500,000 |
14688HAA0 |
|
