| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AVOCA 29A SUB | 23-Sep-25 | CLO | EUR | 7,850,000 | EQUITY | H90S | 98.00 | TALK | EQUITY | 7,850,000 | XS2756962184 | |||||||||||||||||||||||||
| AVOCA 29A SUB | 23-Sep-25 | CLO | EUR | 7,850,000 | EQUITY | 89.51 | 89.51 | CVR | 5.12 | 14.08 | 65.98 | EU | BSL CLO | KKR Financial Advisors LLC | EQUITY | 5.14 | -2.65 | 1.00 | 97.42 | 2027-03-16T00:00:00 | 7,850,000 | XS2756962184 |
