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