| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MAGNE 2024-42A D1 | 23-Sep-25 | CLO | USD | 500,000 | BBB | M100h | 100.50 | TALK | BBB | 500,000 | 55955XAL0 | |||||||||||||||||
| MAGNE 2024-42A D1 | 23-Sep-25 | CLO | USD | 500,000 | BBB | 100H | 100.50 | TALK | BBB | 500,000 | 55955XAL0 | |||||||||||||||||
| MAGNE 2024-42A D1 | 23-Sep-25 | CLO | USD | 500,000 | BBB | 101.061 | 101.06 | CVR | 269 | 8.46 | 25-Jan-38 | US | BSL CLO | 264/191 | 8.58/1.23 | BlackRock Financial Management | BBB | 25-Jan-30 | 2743 | 2026-12-17T00:00:00 | 500,000 | 55955XAL0 |
