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 % Country Type Dealer DM | WAL Manager Current rtg CPR CDR Loss Severity RPE Warf DM To Worst Current Size CUSIP ISIN
BALLY 2024-26A A1A 4-Sep-25 CLO USD 30,000,000 AAA MH100H 100.70 TALK AAA 30,000,000 05876NAA7  
BALLY 2024-26A A1A 4-Sep-25 CLO USD 30,000,000 AAA TRD   CVR AAA 30,000,000 05876NAA7  
BALLY 2024-26A A1A 25-Aug-25 CLO USD 2,000,000 AAA LM100h 100.35 TALK AAA   05876NAA7  
BALLY 2024-26A A1A 8-Apr-25 CLO USD 5,100,000 AAA DNT   CVR     05876NAA7  
BALLY 2024-26A A1A 19-Mar-25 CLO USD 2,150,000 AAA 100.011 100.01 CVR 156 6.06 27-Jul-37 US BSL CLO 151/150 | 5.78/1.35 Fidelity Management & Research AAA 25-Jul-29 2582 2026-04-27T00:00:00   05876NAA7  
BALLY 2024-26A A1A 17-Mar-25 CLO USD 20,000,000 AAA 100h 100.50 TALK AAA   05876NAA7  
BALLY 2024-26A A1A 17-Mar-25 CLO USD 20,000,000 AAA TRD   CVR AAA   05876NAA7  
 
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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.