| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AGL 2020-5A ERR | 22-Sep-25 | CLO | USD | 1,500,000 | BB | H90S | 98.00 | TALK | BB | 00119UAE1 | ||||||||||||||||||||||||||
| AGL 2020-5A ERR | 22-Sep-25 | CLO | USD | 1,500,000 | BB | 98.835 | 98.84 | CVR | 666 | 5.49 | 20-Jul-34 | 184.16 | US | BSL CLO | 660 | 6.13 | AGL CLO Credit Management LLC | BB | 7.72 | 3.53 | 1.25 | 4.24 | 103.66 | 20-Jul-26 | 2791 | -1.36 | 93 | 2025-07-21T00:00:00 | 00119UAE1 |
