| 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
SHACK 2017-11A E
|
22-Sep-25
|
CLO
|
USD |
1,875,000 |
BB |
80S |
80.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
81883FAA6 |
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
7-May-24
|
CLO
|
USD |
4,000,000 |
BB |
LM80s |
83.50
|
TALK |
|
|
|
|
|
|
|
|
|
1200a |
|
B |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
7-May-24
|
CLO
|
USD |
4,000,000 |
BB |
M80s |
85.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
B |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
7-May-24
|
CLO
|
USD |
4,000,000 |
BB |
70S |
70.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
B |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
7-May-24
|
CLO
|
USD |
4,000,000 |
BB |
87.06 |
87.06
|
CVR |
950 |
|
6.36 |
|
15-Nov-05 |
|
109.43 |
US |
BSL CLO |
1063 | 4.35 |
Alcentra Inc. |
B |
|
8.25 |
0.71 |
|
|
1.10 |
4.18 |
100.72 |
15-Aug-22 |
3397 |
-0.86 |
68 |
2021-03-05T00:00:00 |
4,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
30-Nov-23
|
CLO
|
USD |
4,000,000 |
BB |
70s |
70.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
B |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
30-Nov-23
|
CLO
|
USD |
4,000,000 |
BB |
L70s |
72.00
|
TALK |
|
|
|
|
|
|
|
|
|
1550 |
|
B |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
30-Nov-23
|
CLO
|
USD |
4,000,000 |
BB |
LM70s |
73.50
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
B |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
30-Nov-23
|
CLO
|
USD |
4,000,000 |
BB |
M70s |
75.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
B |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
30-Nov-23
|
CLO
|
USD |
4,000,000 |
BB |
71.89 |
71.89
|
CVR |
1304 |
|
6.81 |
|
15-Nov-05 |
|
92.36 |
US |
BSL CLO |
|
Alcentra Inc. |
B |
|
6.31 |
-0.52 |
|
|
1.14 |
7.57 |
99.48 |
15-Aug-22 |
3189 |
-0.86 |
75 |
2021-03-05T00:00:00 |
4,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
18-Oct-23
|
CLO
|
USD |
2,250,000 |
BB |
60s |
60.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
A |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,250,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
18-Oct-23
|
CLO
|
USD |
2,250,000 |
BB |
LM70s |
73.50
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
A |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,250,000 |
81883FAA6 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
18-Oct-23
|
CLO
|
USD |
2,250,000 |
BB |
DNT |
|
CVR |
|
|
|
|
|
|
|
|
|
|
|
A |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,250,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
18-Sep-23
|
CLO
|
USD |
1,000,000 |
BB |
L90s |
92.00
|
TALK |
|
|
|
|
|
|
|
|
|
H800s |
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
18-Sep-23
|
CLO
|
USD |
1,000,000 |
BB |
L70s |
72.00
|
TALK |
|
|
|
|
|
|
|
|
|
1500s |
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
18-Sep-23
|
CLO
|
USD |
1,000,000 |
BB |
L90s |
92.00
|
TALK |
|
|
|
|
|
|
|
|
|
H800s |
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
18-Sep-23
|
CLO
|
USD |
1,000,000 |
BB |
L70s |
72.00
|
TALK |
|
|
|
|
|
|
|
|
|
1500s |
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
81883FAA6 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
11-Jul-23
|
CLO
|
USD |
1,000,000 |
BB |
68.778 |
68.78
|
CVR |
1203 |
|
7.2 |
|
|
|
70.54 |
US |
BSL CLO |
|
Alcentra Inc. |
BB |
|
3.91 |
-1.63 |
|
|
1.11 |
9.5 |
98.39 |
15-Aug-22 |
3101 |
-0.86 |
80 |
2021-03-05T00:00:00 |
1,000,000 |
|
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
11-Jul-23
|
CLO
|
USD |
1,000,000 |
BB |
70a |
70.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
|
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
20-Apr-23
|
CLO
|
USD |
1,000,000 |
BB |
H70s |
78.00
|
TALK |
|
|
|
|
|
|
|
|
|
1200s |
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
|
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
20-Apr-23
|
CLO
|
USD |
1,000,000 |
BB |
70a |
70.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
|
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
20-Apr-23
|
CLO
|
USD |
1,000,000 |
BB |
H70s |
78.00
|
TALK |
|
|
|
|
|
|
|
|
|
1200s |
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
|
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
22-Sep-22
|
CLO
|
USD |
4,500,000 |
BB |
LM70s |
73.50
|
TALK |
|
|
|
|
|
|
|
|
|
1300s |
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,500,000 |
|
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
22-Sep-22
|
CLO
|
USD |
4,500,000 |
BB |
LM70s |
73.50
|
TALK |
|
|
|
|
|
|
|
|
|
1300s |
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,500,000 |
|
US81883FAA66 |
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
7-Jun-22
|
CLO
|
USD |
1,500,000 |
BB |
81.55 |
81.55
|
CVR |
1154 |
|
5.01 |
|
15-May-27 |
|
74.73 |
US |
BSL CLO |
1094 | 5.8 |
Alcentra Inc. |
B1 |
|
3.7 |
-1.25 |
|
|
0.86 |
3.94 |
98.76 |
15-Aug-22 |
2917 |
-0.97 |
82 |
2021-03-05T00:00:00 |
1,500,000 |
|
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
7-Jun-22
|
CLO
|
USD |
1,500,000 |
BB |
M80s |
85.00
|
TALK |
|
|
|
|
|
|
|
|
|
1000a |
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,500,000 |
|
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
7-Jun-22
|
CLO
|
USD |
1,500,000 |
BB |
LM80s |
83.50
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,500,000 |
|
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
7-Jun-22
|
CLO
|
USD |
1,500,000 |
BB |
M80s |
85.00
|
TALK |
|
|
|
|
|
|
|
|
|
1000a |
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,500,000 |
|
US81883FAA66 |
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
30-Nov-21
|
CLO
|
USD |
2,000,000 |
BB |
TRD |
|
CVR |
|
|
|
|
|
|
|
|
|
|
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
30-Nov-21
|
CLO
|
USD |
2,000,000 |
BB |
LM90s |
93.50
|
TALK |
|
|
|
|
|
|
|
|
|
MH-H700s |
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,000,000 |
81883FAA6 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
10-Feb-21
|
CLO
|
USD |
1,000,000 |
BB |
TRD |
|
CVR |
|
|
|
|
|
|
|
|
|
|
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
10-Feb-21
|
CLO
|
USD |
1,000,000 |
BB |
L90s |
92.00
|
TALK |
|
|
|
|
|
|
|
|
|
800a |
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
10-Feb-21
|
CLO
|
USD |
1,000,000 |
BB |
l90s |
92.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
6-Nov-20
|
CLO
|
USD |
3,000,000 |
BB |
L80s |
82.00
|
TALK |
|
|
|
|
|
|
|
|
|
1000a |
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
6-Nov-20
|
CLO
|
USD |
3,000,000 |
BB |
L80s | DNT |
82.00
|
CVR |
964 |
|
7.25 |
|
5-Mar-21 |
|
111.7 |
US |
BSL CLO |
|
Alcentra Inc. |
B1 |
|
5.43 |
0.57 |
|
|
0.9 |
6.65 |
100.57 |
15-Aug-22 |
3365 |
-2.38 |
79 |
|
3,000,000 |
81883FAA6 |
US81883FAA66 |
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
10-Sep-20
|
CLO
|
USD |
3,000,000 |
BB |
81.07 |
81.07
|
CVR |
1015 |
|
6.46 |
|
5-Mar-21 |
|
86.68 |
US |
BSL CLO |
|
Alcentra Inc. |
BB |
|
4.27 |
-0.66 |
|
|
0.94 |
7.15 |
99.35 |
15-Aug-22 |
3380 |
-2.45 |
79 |
|
3,000,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
10-Sep-20
|
CLO
|
USD |
3,000,000 |
BB |
H70s |
78.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
9-May-19
|
CLO
|
USD |
3,000,000 |
BB |
98H |
98.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
9-May-19
|
CLO
|
USD |
3,000,000 |
BB |
MH90S |
97.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
9-May-19
|
CLO
|
USD |
3,000,000 |
BB |
97.34 |
97.34
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
9-May-19
|
CLO
|
USD |
3,000,000 |
BB |
97H |
97.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
81883FAA6 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
9-May-19
|
CLO
|
USD |
3,000,000 |
BB |
97.105 |
97.11
|
CVR |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,000,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
15-Mar-19
|
CLO
|
USD |
4,625,000 |
BB |
95H |
95.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,625,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
15-Mar-19
|
CLO
|
USD |
4,625,000 |
BB |
94-95A |
94.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,625,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
15-Mar-19
|
CLO
|
USD |
4,625,000 |
BB |
MH90S |
97.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,625,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
15-Mar-19
|
CLO
|
USD |
4,625,000 |
BB |
M90S |
95.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,625,000 |
81883FAA6 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
15-Mar-19
|
CLO
|
USD |
4,625,000 |
BB |
DNT |
|
CVR |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
4,625,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
2-Mar-18
|
CLO
|
USD |
3,875,000 |
BB |
102H |
102.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,875,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
2-Mar-18
|
CLO
|
USD |
3,875,000 |
BB |
100H |
100.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,875,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
2-Mar-18
|
CLO
|
USD |
3,875,000 |
BB |
102A |
102.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,875,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
2-Mar-18
|
CLO
|
USD |
3,875,000 |
BB |
101H |
101.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,875,000 |
81883FAA6 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
2-Mar-18
|
CLO
|
USD |
3,875,000 |
BB |
101H |
101.00
|
CVR |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,875,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
8-Feb-18
|
CLO
|
USD |
2,500,000 |
BB |
102H |
102.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,500,000 |
81883FAA6 |
|
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11A E
|
8-Feb-18
|
CLO
|
USD |
2,500,000 |
BB |
101.861 |
101.86
|
CVR |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,500,000 |
81883FAA6 |
|
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11A E
|
8-Feb-18
|
CLO
|
USD |
2,500,000 |
BB |
102H |
102.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
2,500,000 |
81883FAA6 |
|
