| Pricing Date | Sector | Region | Ticker | Series | CCY | Class | SZE (M) | WAL | MO | SP | FI | DR | KR | MS | FX/FL | BNCH | SPRD | CPN | YLD | Price |
|---|
| Oct 3, 2023 | CLOS | USOA | ABPCI | XV | USD | A-1 | 225.650 | 5.20 | - | AAA | AAA | - | - | - | FL | SOFR | 240 | SOFR+240 | - | | 100.00000 |
| Oct 3, 2023 | CLOS | USOA | ABPCI | XV | USD | A-2 | 20.000 | 5.20 | - | AAA | AAA | - | - | - | FX | SOFR | 240 | 6.87% | 6.870% | | 100.00000 |
| Oct 3, 2023 | CLOS | USOA | ABPCI | XV | USD | B | 39.000 | 6.60 | - | AA | NR | - | - | - | FL | SOFR | 330 | SOFR+330 | - | | 100.00000 |
| Oct 3, 2023 | CLOS | USOA | ABPCI | XV | USD | C | 38.790 | 7.20 | - | A | NR | - | - | - | FL | SOFR | 420 | SOFR+420 | - | | 100.00000 |
| Oct 3, 2023 | CLOS | USOA | ABPCI | XV | USD | D | 30.200 | 7.70 | - | BBB- | NR | - | - | - | FL | SOFR | 640 | SOFR+640 | - | | 100.00000 |
| Oct 3, 2023 | CLOS | USOA | ABPCI | XV | USD | E | 21.550 | 8.20 | - | BB- | NR | - | - | - | FL | SOFR | 900 | SOFR+860 | - | | 98.00000 |
| Oct 3, 2023 | CLOS | USOA | ABPCI | XV | USD | Sub | 57.150 | - | - | NR | NR | - | - | - | - | - | - | - | - | | Retained |
| Oct 2, 2023 | ESOT | USOA | ARIFL | 2023-B | USD | A-1 | 237.800 | 0.39 | - | A-1+ | F1+ | - | - | - | FX | I-Curve | 38 | 5.92% | 5.924% | | 100.00000 |
| Oct 2, 2023 | ESOT | USOA | ARIFL | 2023-B | USD | A-2 | 332.860 | 1.81 | - | AAA | AAA | - | - | - | FX | I-Curve | 95 | 6.05% | 6.128% | | 99.99777 |
| Oct 2, 2023 | ESOT | USOA | ARIFL | 2023-B | USD | A-3 | 88.760 | 3.72 | - | AAA | AAA | - | - | - | FX | I-Curve | 115 | 5.89% | 5.971% | | 99.97304 |
| Oct 2, 2023 | RMBS | USOA | COLT | 2023-3 | USD | A-1 | 254.357 | 2.09 | - | - | AAA | - | - | - | FX | I-Curve | 195 | 7.18% | 7.027% | | 99.99980 |
| Oct 2, 2023 | RMBS | USOA | COLT | 2023-3 | USD | A-2 | 20.863 | 2.09 | - | - | AA | - | - | - | FX | I-Curve | 220 | 7.43% | 7.277% | | 99.99863 |
| Oct 2, 2023 | RMBS | USOA | COLT | 2023-3 | USD | A-3 | 24.688 | 2.09 | - | - | A | - | - | - | FX | I-Curve | 235 | 7.58% | 7.427% | | 99.99953 |
| Oct 2, 2023 | RMBS | USOA | COLT | 2023-3 | USD | B-1 | 8.867 | 3.97 | - | - | BB | - | - | - | WAC | I-Curve | 535 | - | 10.140% | | 92.59378 |
| Oct 2, 2023 | RMBS | USOA | COLT | 2023-3 | USD | M-1 | 13.039 | 3.97 | - | - | BBB | - | - | - | WAC | I-Curve | 385 | - | 8.640% | | 97.25660 |
| Oct 2, 2023 | RMBS | USOA | OBX | 2023-NQM8 | USD | A-1 | 291.577 | 2.06 | - | - | AAA | - | AAA | - | FX | I-Curve | 180 | 7.05% | 6.891% | | 99.99833 |
| Oct 2, 2023 | RMBS | USOA | OBX | 2023-NQM8 | USD | A-2 | 29.686 | 2.06 | - | - | AA | - | AA+ | - | FX | I-Curve | 200 | 7.25% | 7.091% | | 99.99956 |
| Oct 2, 2023 | RMBS | USOA | OBX | 2023-NQM8 | USD | A-3 | 29.280 | 2.06 | - | - | A | - | A+ | - | FX | I-Curve | 215 | 7.40% | 7.241% | | 99.99837 |
| Oct 2, 2023 | RMBS | USOA | OBX | 2023-NQM8 | USD | M-1 | 18.503 | 3.95 | - | - | BBB- | - | BBB+ | - | FX | I-Curve | 305 | 7.78% | 7.847% | | 99.67850 |
| Sep 29, 2023 | CLOS | USOA | ARES | LXX | USD | A-1 | 430.500 | 6.40 | - | AAA | AAA | - | - | - | FL | SOFR | 167.5 | SOFR+167.5 | - | | 100.00000 |
| Sep 29, 2023 | CLOS | USOA | ARES | LXX | USD | A-2 | 24.500 | 8.00 | - | - | AAA | - | - | - | FL | SOFR | 195 | SOFR+195 | - | | 100.00000 |
| Sep 29, 2023 | CLOS | USOA | ARES | LXX | USD | B-1 | 67.000 | 8.60 | - | AA | - | - | - | - | FL | SOFR | 240 | SOFR+240 | - | | 100.00000 |
| Sep 29, 2023 | CLOS | USOA | ARES | LXX | USD | B-2 | 10.000 | 8.60 | - | AA | - | - | - | - | FX | - | 240 | 6.64% | 6.639% | | 100.00000 |
| Sep 29, 2023 | CLOS | USOA | ARES | LXX | USD | D-1 | 32.000 | 9.80 | - | - | BBB- | - | - | - | FL | SOFR | 450 | SOFR+450 | - | | 100.00000 |
| Sep 29, 2023 | CLOS | USOA | ARES | LXX | USD | D-2 | 10.000 | 9.80 | - | - | BBB- | - | - | - | FX | - | 450 | 8.73% | 8.734% | | 100.00000 |