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