| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MP19 2020-3A AR2 | 23-Sep-25 | CLO | USD | 500,000 | AAA | LM100H | 100.35 | TALK | NR | 500,000 | 56607KAU8 | |||||||||||||||||||||||||
| MP19 2020-3A AR2 | 23-Sep-25 | CLO | USD | 500,000 | AAA | 100.21 | 100.21 | CVR | 131 | 6.57 | 19-Oct-38 | 149.88 | US | BSL CLO | 125/116 | 6.35/2.07 | Marble Point Credit Management LLC | NR | 100.00 | 33.28 | 0.70 | 3.06 | 149.88 | 21-Oct-30 | 2821 | 0.00 | 84 | 2027-09-15T00:00:00 | 500,000 | 56607KAU8 |
