| 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 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
ANCHC 2016-8A BR2
|
22-Sep-25
|
CLO
|
USD |
250,000 |
AA |
L100H |
100.20
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
AA |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
03329KBC6 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
ANCHC 2016-8A BR2
|
22-Sep-25
|
CLO
|
USD |
250,000 |
AA |
100.146 |
100.15
|
CVR |
207 |
|
4.16 |
|
27-Oct-34 |
|
278.05 |
US |
BSL CLO |
203 | 5.09 |
Anchorage Capital Group LLC |
AA |
|
32.92 |
21.08 |
|
|
1.13 |
3.52 |
126.71 |
27-Oct-26 |
2901 |
|
90 |
2023-07-27T00:00:00 |
|
03329KBC6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
ANCHC 2016-8A BR2
|
25-Jul-24
|
CLO
|
USD |
3,090,000 |
AA |
L100h |
100.20
|
TALK |
|
|
|
|
|
|
|
|
|
L200s |
|
AA |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,090,000 |
03329KBC6 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
ANCHC 2016-8A BR2
|
6-Apr-22
|
CLO
|
USD |
12,750,000 |
AA |
VH99h |
99.90
|
CVR |
182 |
|
7.68 |
|
27-Jul-23 |
|
310.68 |
US |
BSL CLO |
L180s | 7.74 |
Anchorage Capital Group LLC |
AA |
|
35.41 |
24.01 |
|
|
0.68 |
2.21 |
131.6 |
27-Oct-26 |
3082 |
|
62 |
2023-07-27T00:00:00 |
12,750,000 |
03329KBC6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
ANCHC 2016-8A BR2
|
6-Apr-22
|
CLO
|
USD |
12,750,000 |
AA |
100a |
100.00
|
TALK |
|
|
|
|
|
|
|
|
|
180a |
|
AA |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,750,000 |
03329KBC6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
ANCHC 2016-8A BR2
|
6-Apr-22
|
CLO
|
USD |
12,750,000 |
AA |
MH99h |
99.70
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
AA |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,750,000 |
03329KBC6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
ANCHC 2016-8A BR2
|
6-Apr-22
|
CLO
|
USD |
12,750,000 |
AA |
100a |
100.00
|
TALK |
|
|
|
|
|
|
|
|
|
180a |
|
AA |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,750,000 |
03329KBC6 |
|
