Example portfolio

A common example used throughout these guides.

The portfolio

PORTFOLIO COMPOSITION

Face value by fit

Illustrative example · USD

$4.0BTotal face value

Within stated criteria$2.4B 60%

Conditional$1.0B 25%

Outside stated criteria$0.6B 15%

$2.4B + $1.0B + $0.6B = $4.0B. Example values; actual portfolios vary.

Portfolio view	Example face value	Share
Within the stated criteria	$2.4 billion	60%
Conditional	$1.0 billion	25%
Outside the stated criteria	$0.6 billion	15%
Total portfolio	$4.0 billion	100%

The buyer

Example Credit Fund is a fictional buyer label. It does not represent a named institution, actual fund mandate, or available capital. The portfolio split illustrates how a user can inspect groups and choose a package.

The selected package

Assume the user explicitly selects the $2.4 billion group. The selected package is $2.4 billion, even while the visible supply view shows the full $4.0 billion. Inspecting another group does not change that selection.

Example economics

Input or result	Illustrative value
Selected face value	$2.400 billion
Purchase price	98% of face
Discount	$48 million
Reserve for this example package	$0
Estimated cash	$2.352 billion
Face-weighted tenor	60 days
Price-only annualized return	12.41%
Assumed comparison benchmark	10.00%
Difference	+2.41 percentage points

How the example is calculated

Discount is 2% of selected face. Estimated cash is face minus discount and the stated reserve. Price-only annualized return is (2 / 98) × (365 / 60) × 100. It excludes losses and costs. A different tenor, price, reserve, or selected package changes the outputs.

Use in the product

The application calculates from its active source and terms. Do not expect this example to match the current workspace. Check the source, selected package, and calculation basis shown with each result.

Figure files

Download the vector chart: dark SVG · light SVG. The files contain the same illustrative values and basis.