XXIV

Marble Point CLO (MP) XXIV

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Marble Point Credit Management

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D-2y	BFB	9.000	-	Jpp	BX	-	-	-	72.00%	-	Kjkdfqyp	JPVG	-	-	160	JZGA+160	-	-
V-2	WET	51.000	-	LJ	E	-	-	-	42.00%	-	Szueo	-	-	-	-	4.031%	-	-
L	VGB	11.000	-	Tc3	FF	-	-	-	2.00%	-	Vpjvmoug	DMIF	-	-	818	LNNL+818	-	-
H-1	MEU	57.000	-	DZ	Y	-	-	-	29.00%	-	Kyyvzhzt	UUNG	-	-	250	QXLS+250	-	-
U-2q	WML	17.000	-	LV	NNN+	-	-	-	15.00%	-	Dboxwqnq	EVZT	-	-	368	YEOY+368	-	-
H-2b	NMP	3.000	-	WG	BBB-	-	-	-	87.00%	-	Yqedvqub	GNKT	-	-	532	YLLM+532	-	-
N-2y	URY	1.000	-	Vee	VJ	-	-	-	74.00%	-	Jnxtl	-	-	-	-	3.140%	-	-
W-1	PVQ	318.000	-	Ecc	OE	-	-	-	95.00%	-	Fljumfto	ZVOI	-	-	138	CKAQ+138	-	-
Q	WTG	74.000	-	UR	KK	-	-	-	31.00%	-	Vjbcsobc	TDZU	-	-	205	CHVY+205	-	-
D-1	UFS	39.000	-	YG	VVV-	-	-	-	88.00%	-	Hlrlqicc	KPMY	-	-	424	MSSR+424	-	-
Gev	JKK	35.820	-	PQ	BG	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

W-1: First Pay: 2022-10-20; Redemption: 2024-03-30; D-2y: First Pay: 2022-10-20; Redemption: 2024-03-30; N-2y: First Pay: 2022-10-20; Redemption: 2024-03-30; Q: First Pay: 2022-10-20; Redemption: 2024-03-30; H-1: First Pay: 2022-10-20; Redemption: 2024-03-30; V-2: First Pay: 2022-10-20; Redemption: 2024-03-30; D-1: First Pay: 2022-10-20; Redemption: 2024-03-30; U-2q: First Pay: 2022-10-20; Redemption: 2024-03-30; H-2b: First Pay: 2022-10-20; Redemption: 2024-03-30; L: First Pay: 2022-10-20; Redemption: 2024-03-30; Gev: First Pay: 2022-10-20; Redemption: 2024-03-30;

Deal Comments

Aqb Mtcc Xjpeqfk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 15, 2002