| 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 31X SUB | 22-Sep-25 | CLO | EUR | 5,660,000 | EQUITY | MH70s | 77.00 | TALK | EQUITY | 5,660,000 | XS2868166492 | |||||||||||||||||||||||||
| AVOCA 31X SUB | 22-Sep-25 | CLO | EUR | 5,660,000 | EQUITY | 79.02 | 79.02 | CVR | 4.78 | 11.91 | 54.81 | EU | BSL CLO | KKR Financial Advisors LLC | EQUITY | 5.02 | -4.14 | 2.00 | 96.02 | 2026-03-05T00:00:00 | 5,660,000 | XS2868166492 |
