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 % Country Type Dealer DM | WAL Manager Current rtg CPR CDR Loss Severity RPE Warf DM To Worst Current Size CUSIP ISIN
OCT17 2013-1A BR2 23-Sep-25 CLO USD 1,000,000 AA L100H 100.20 TALK AA 1,000,000 67590GBL2  
OCT17 2013-1A BR2 23-Sep-25 CLO USD 1,000,000 AA 100.23 100.23 CVR 153 1.37 27-Jan-31 US BSL CLO 142 | 1.02 Octagon Credit Investors, LLC AA 25-Jan-23 3201 2019-10-25T00:00:00 1,000,000 67590GBL2  
OCT17 2013-1A BR2 26-Aug-25 CLO USD 810,000 AA L100H 100.20 TALK AA 810,000 67590GBL2  
OCT17 2013-1A BR2 24-Mar-25 CLO USD 600,000 AA H99h 99.80 TALK 170s AA 600,000 67590GBL2  
OCT17 2013-1A BR2 24-Mar-25 CLO USD 600,000 AA 99.93 99.93 CVR 174 2.36 27-Jan-31 US BSL CLO 170 | 1.65 Octagon Credit Investors, LLC AA 25-Jan-23 3229 2019-10-25T00:00:00 600,000 67590GBL2  
OCT17 2013-1A BR2 24-Mar-25 CLO USD 600,000 AA 99.93 99.93 TALK 170 AA 600,000 67590GBL2  
OCT17 2013-1A BR2 14-May-24 CLO USD 750,000 AA L100h 100.20 TALK MH100s AA 750,000 67590GBL2  
OCT17 2013-1A BR2 14-May-24 CLO USD 750,000 AA TRD   CVR AA 750,000 67590GBL2  
OCT17 2013-1A BR2 13-May-24 CLO USD 750,000 AA L100h 100.20 TALK MH100s AA 750,000 67590GBL2  
OCT17 2013-1A BR2 23-Feb-24 CLO USD 2,550,000 AA 99h 99.50 TALK MH100s AA 2,550,000 67590GBL2  
OCT17 2013-1A BR2 23-Feb-24 CLO USD 2,550,000 AA H99h 99.80 TALK AA 2,550,000 67590GBL2  
OCT17 2013-1A BR2 22-Aug-23 CLO USD 1,000,000 AA 98h 98.50 TALK L-LM200s AA 1,000,000 67590GBL2  
OCT17 2013-1A BR2 22-Aug-23 CLO USD 1,000,000 AA H97h 97.80 TALK AA 1,000,000 67590GBL2  
OCT17 2013-1A BR2 22-Aug-23 CLO USD 1,000,000 AA 98h 98.50 TALK L-LM200s AA 1,000,000 67590GBL2  
OCT17 2013-1A BR2 25-May-23 CLO USD 9,860,500 AA M97h 97.50 TALK AA 9,860,500 67590GBL2  
OCT17 2013-1A BR2 25-May-23 CLO USD 9,860,500 AA 95h 95.50 TALK M-MH200s AA 9,860,500 67590GBL2  
OCT17 2013-1A BR2 10-Mar-23 CLO USD 1,000,000 AA 97h 97.50 TALK LM200s AA   67590GBL2  
OCT17 2013-1A BR2 10-Mar-23 CLO USD 1,000,000 AA TRD   CVR AA   67590GBL2  
OCT17 2013-1A BR2 7-Mar-23 CLO USD 4,020,000 AA 97h 97.50 TALK L200s AA 4,020,000 67590GBL2  
OCT17 2013-1A BR2 7-Mar-23 CLO USD 4,020,000 AA 97h 97.50 TALK L200s AA 4,020,000 67590GBL2  
OCT17 2013-1A BR2 11-Oct-22 CLO USD 500,000 AA 94h 94.50 TALK MH-H200s AA 500,000 67590GBL2  
OCT17 2013-1A BR2 12-Jul-22 CLO USD 810,000 AA 94h 94.50 TALK MH200s AA 810,000 67590GBL2  
OCT17 2013-1A BR2 12-Jul-22 CLO USD 810,000 AA L94h 94.20 TALK AA 810,000 67590GBL2  
OCT17 2013-1A BR2 12-Jul-22 CLO USD 810,000 AA NCR   CVR AA 810,000 67590GBL2  
OCT17 2013-1A BR2 12-Jul-22 CLO USD 810,000 AA 94h 94.50 TALK MH200s AA 810,000 67590GBL2  
OCT17 2013-1A BR2 25-May-21 CLO USD 3,300,000 AA 99.83 99.83 CVR 144 4.74 25-Oct-19 US BSL CLO 143 | 5.21 Octagon Credit Investors, LLC AA 25-Jan-23 3005 2019-10-25T00:00:00 3,300,000 67590GBL2  
OCT17 2013-1A BR2 25-May-21 CLO USD 3,300,000 AA H99h 99.80 TALK 140s AA 3,300,000 67590GBL2  
OCT17 2013-1A BR2 25-May-21 CLO USD 3,300,000 AA 99h 99.50 TALK AA 3,300,000 67590GBL2  
OCT17 2013-1A BR2 11-Mar-21 CLO USD 15,170,000 AA 99.62 99.62 CVR 148 4.95 25-Oct-19 US BSL CLO 147 | 5.38 Octagon Credit Investors, LLC AA 25-Jan-23 3014 2019-10-25T00:00:00 15,170,000 67590GBL2  
OCT17 2013-1A BR2 11-Mar-21 CLO USD 15,170,000 AA MH99h 99.70 TALK 140s AA 15,170,000 67590GBL2  
OCT17 2013-1A BR2 11-Mar-21 CLO USD 15,170,000 AA 99h 99.50 TALK AA 15,170,000 67590GBL2  
OCT17 2013-1A BR2 27-Jan-21 CLO USD 1,000,000 AA MH99h 99.70 CVR 146 5.07 25-Oct-19 US BSL CLO 140s | 5.45 Octagon Credit Investors, LLC AA 25-Jan-23 3009 2019-10-25T00:00:00 1,000,000 67590GBL2  
OCT17 2013-1A BR2 27-Jan-21 CLO USD 1,000,000 AA 99H 99.50 TALK 140s AA 1,000,000 67590GBL2  
OCT17 2013-1A BR2 27-Jan-21 CLO USD 1,000,000 AA H99h 99.80 TALK AA 1,000,000 67590GBL2  
OCT17 2013-1A BR2 27-Jan-21 CLO USD 1,000,000 AA 100h 100.50 TALK AA 1,000,000 67590GBL2  
OCT17 2013-1A BR2 28-Sep-20 CLO USD 12,687,500 AA L97h 97.20 CVR 195 5.41 25-Oct-19 US BSL CLO 190s | 5.74 Octagon Credit Investors, LLC AA 25-Jan-23 3005 12,687,500 67590GBL2  
OCT17 2013-1A BR2 28-Sep-20 CLO USD 12,687,500 AA 97h 97.50 TALK H100s AA 12,687,500 67590GBL2  
OCT17 2013-1A BR2 16-Jun-20 CLO USD 1,600,000 AA MH90s 97.00 TALK L200s AA 1,600,000 67590GBL2  
OCT17 2013-1A BR2 16-Jun-20 CLO USD 1,600,000 AA 96h 96.50 TALK AA 1,600,000 67590GBL2  
OCT17 2013-1A BR2 16-Jun-20 CLO USD 1,600,000 AA TRD   CVR AA 1,600,000 67590GBL2  
OCT17 2013-1A BR2 13-May-20 CLO USD 20,000,000 AA 95h 95.50 TALK L-LM200s AA 20,000,000 67590GBL2  
OCT17 2013-1A BR2 13-May-20 CLO USD 20,000,000 AA DNT   CVR AA 20,000,000 67590GBL2  
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA H97h 97.80 CVR 184 5.66 5.66 AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 97h 97.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98h 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98a 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98.16 98.16 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 97h 97.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98h 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98a 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98.16 98.16 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 97h 97.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98h 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98a 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98.16 98.16 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 97h 97.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98h 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98a 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98.16 98.16 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 97h 97.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98h 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98a 98.00 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 2-Jul-19 CLO USD 1,900,000 AA 98.16 98.16 TALK AA 1,900,000 67590GBL2 USG67105AT69
OCT17 2013-1A BR2 24-Jun-19 CLO USD 1,250,000 AA TRD   CVR     67590GBL2  
OCT17 2013-1A BR2 4-Jun-18 CLO USD 2,900,000 AA VH90S 99.00 TALK AA 2,900,000 67590GBL2  
OCT17 2013-1A BR2 4-Jun-18 CLO USD 2,900,000 AA 99H 99.00 TALK AA 2,900,000 67590GBL2  
OCT17 2013-1A BR2 4-Jun-18 CLO USD 2,900,000 AA DNT   CVR AA 2,900,000 67590GBL2  
OCT17 2013-1A BR2 4-Jun-18 CLO USD 2,900,000 AA M99H 99.50 TALK AA 2,900,000 67590GBL2  
 
test
 
Note: Currency and Rating details have been collected since September 2016, they are extracted directly from secondary market messages and SCI does not verify the accuracy of this information.