| 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 2017-11X E
|
22-Sep-25
|
CLO
|
USD |
1,750,000 |
BB |
80S |
80.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
USG81035AA82 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11X E
|
22-May-24
|
CLO
|
USD |
1,750,000 |
BB |
MH80s |
87.00
|
TALK |
|
|
|
|
|
|
|
|
|
1000s |
|
B |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,750,000 |
|
USG81035AA82 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11X E
|
22-May-24
|
CLO
|
USD |
1,750,000 |
BB |
VH80s |
89.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
B |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,750,000 |
|
USG81035AA82 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11X E
|
22-May-24
|
CLO
|
USD |
1,750,000 |
BB |
H80S |
88.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
B |
|
|
|
|
|
|
|
|
|
|
|
|
|
1,750,000 |
|
USG81035AA82 |
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11X E
|
22-May-24
|
CLO
|
USD |
1,750,000 |
BB |
92.25 |
92.25
|
CVR |
830 |
|
6.32 |
|
15-Nov-05 |
|
120.61 |
US |
BSL CLO |
893 | 4.3 |
Alcentra Inc. |
B |
|
11.08 |
1.89 |
|
|
1.08 |
6.47 |
101.93 |
15-Aug-22 |
3400 |
-0.86 |
66 |
2021-03-05T00:00:00 |
1,750,000 |
|
USG81035AA82 |
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11X E
|
4-Feb-22
|
CLO
|
USD |
3,375,000 |
BB |
92.37 |
92.37
|
CVR |
812 |
|
5.36 |
|
5-Mar-21 |
|
193.17 |
US |
BSL CLO |
794 | 6.12 |
Alcentra Inc. |
B1 |
|
9.04 |
4.36 |
|
|
0.93 |
3.41 |
104.56 |
15-Aug-22 |
2946 |
-1.15 |
86 |
2021-03-05T00:00:00 |
3,375,000 |
|
USG81035AA82 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11X E
|
4-Feb-22
|
CLO
|
USD |
3,375,000 |
BB |
L90s |
92.00
|
TALK |
|
|
|
|
|
|
|
|
|
800a |
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,375,000 |
|
USG81035AA82 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11X E
|
4-Feb-22
|
CLO
|
USD |
3,375,000 |
BB |
MH90s |
97.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,375,000 |
|
USG81035AA82 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11X E
|
4-Feb-22
|
CLO
|
USD |
3,375,000 |
BB |
92h |
92.50
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,375,000 |
|
USG81035AA82 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11X E
|
4-Feb-22
|
CLO
|
USD |
3,375,000 |
BB |
L90s |
92.00
|
TALK |
|
|
|
|
|
|
|
|
|
800a |
|
B1 |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,375,000 |
|
USG81035AA82 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11X E
|
30-Mar-20
|
CLO
|
USD |
12,500,000 |
BB |
L50s |
52.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,500,000 |
|
USG81035AA82 |
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11X E
|
30-Mar-20
|
CLO
|
USD |
12,500,000 |
BB |
DNT |
|
CVR |
|
|
|
|
|
|
|
|
|
|
|
Ba3 |
|
|
|
|
|
|
|
|
|
|
|
|
|
12,500,000 |
|
USG81035AA82 |
| CLO,TALK,TALK
CLO,USD,TALK
USD,CLO
SHACK 2017-11X E
|
19-Mar-20
|
CLO
|
USD |
3,375,000 |
BB |
MH60s |
67.00
|
TALK |
|
|
|
|
|
|
|
|
|
|
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,375,000 |
|
USG81035AA82 |
| CLO,CVR,CVR
CLO,USD,CVR
USD,CLO
SHACK 2017-11X E
|
19-Mar-20
|
CLO
|
USD |
3,375,000 |
BB |
NCR |
|
CVR |
|
|
|
|
|
|
|
|
|
|
|
BB |
|
|
|
|
|
|
|
|
|
|
|
|
|
3,375,000 |
|
USG81035AA82 |
