| 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
KKR 2024-60A E
|
22-Sep-25
|
CLO
|
USD |
1,000,000 |
BB |
102.13 |
102.13
|
CVR |
580 |
|
9.2 |
|
15-Jan-38 |
|
346.32 |
US |
BSL CLO |
575/439 | 9.04/1.31 |
KKR Financial Advisors LLC |
BB |
|
9.67 |
6.88 |
|
|
0.00 |
0.96 |
107.38 |
15-Jan-30 |
2746 |
0.17 |
82 |
2026-10-15T00:00:00 |
|
49835NAA5 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
KKR 2024-60A E
|
10-Jul-25
|
CLO
|
USD |
1,000,000 |
BB |
101A |
101.00
|
TALK |
|
|
|
|
|
|
|
|
|
L400S |
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
49835NAA5 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
KKR 2024-60A E
|
10-Jul-25
|
CLO
|
USD |
1,000,000 |
BB |
H90s |
98.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
49835NAA5 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
KKR 2024-60A E
|
10-Jul-25
|
CLO
|
USD |
1,000,000 |
BB |
101H |
101.50
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
49835NAA5 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
KKR 2024-60A E
|
10-Jul-25
|
CLO
|
USD |
1,000,000 |
BB |
101.105 |
101.11
|
CVR |
597 |
|
9.4 |
|
15-Jan-38 |
|
337.12 |
US |
BSL CLO |
592/532 | 9.27/1.51 |
KKR Financial Advisors LLC |
BB |
|
9.43 |
6.64 |
|
|
0.00 |
1.20 |
107.11 |
15-Jan-30 |
2668 |
0.20 |
82 |
2026-10-15T00:00:00 |
1,000,000 |
49835NAA5 |
|
