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
SHACK 2017-11A E 22-Sep-25 CLO USD 1,875,000 BB 80S 80.00 TALK     81883FAA6 US81883FAA66
SHACK 2017-11A E 7-May-24 CLO USD 4,000,000 BB LM80s 83.50 TALK 1200a B 4,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 7-May-24 CLO USD 4,000,000 BB M80s 85.00 TALK B 4,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 7-May-24 CLO USD 4,000,000 BB 70S 70.00 TALK B 4,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 7-May-24 CLO USD 4,000,000 BB 87.06 87.06 CVR 950 6.36 15-Nov-05 US BSL CLO 1063 | 4.35 Alcentra Inc. B 15-Aug-22 3397 2021-03-05T00:00:00 4,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 30-Nov-23 CLO USD 4,000,000 BB 70s 70.00 TALK B 4,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 30-Nov-23 CLO USD 4,000,000 BB L70s 72.00 TALK 1550 B 4,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 30-Nov-23 CLO USD 4,000,000 BB LM70s 73.50 TALK B 4,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 30-Nov-23 CLO USD 4,000,000 BB M70s 75.00 TALK B 4,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 30-Nov-23 CLO USD 4,000,000 BB 71.89 71.89 CVR 1304 6.81 15-Nov-05 US BSL CLO Alcentra Inc. B 15-Aug-22 3189 2021-03-05T00:00:00 4,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 18-Oct-23 CLO USD 2,250,000 BB 60s 60.00 TALK A 2,250,000 81883FAA6  
SHACK 2017-11A E 18-Oct-23 CLO USD 2,250,000 BB LM70s 73.50 TALK A 2,250,000 81883FAA6  
SHACK 2017-11A E 18-Oct-23 CLO USD 2,250,000 BB DNT   CVR A 2,250,000 81883FAA6  
SHACK 2017-11A E 18-Sep-23 CLO USD 1,000,000 BB L90s 92.00 TALK H800s BB 1,000,000 81883FAA6  
SHACK 2017-11A E 18-Sep-23 CLO USD 1,000,000 BB L70s 72.00 TALK 1500s BB 1,000,000 81883FAA6  
SHACK 2017-11A E 18-Sep-23 CLO USD 1,000,000 BB L90s 92.00 TALK H800s BB 1,000,000 81883FAA6  
SHACK 2017-11A E 18-Sep-23 CLO USD 1,000,000 BB L70s 72.00 TALK 1500s BB 1,000,000 81883FAA6  
SHACK 2017-11A E 11-Jul-23 CLO USD 1,000,000 BB 68.778 68.78 CVR 1203 7.2 US BSL CLO Alcentra Inc. BB 15-Aug-22 3101 2021-03-05T00:00:00 1,000,000   US81883FAA66
SHACK 2017-11A E 11-Jul-23 CLO USD 1,000,000 BB 70a 70.00 TALK BB 1,000,000   US81883FAA66
SHACK 2017-11A E 20-Apr-23 CLO USD 1,000,000 BB H70s 78.00 TALK 1200s BB 1,000,000   US81883FAA66
SHACK 2017-11A E 20-Apr-23 CLO USD 1,000,000 BB 70a 70.00 TALK BB 1,000,000   US81883FAA66
SHACK 2017-11A E 20-Apr-23 CLO USD 1,000,000 BB H70s 78.00 TALK 1200s BB 1,000,000   US81883FAA66
SHACK 2017-11A E 22-Sep-22 CLO USD 4,500,000 BB LM70s 73.50 TALK 1300s BB 4,500,000   US81883FAA66
SHACK 2017-11A E 22-Sep-22 CLO USD 4,500,000 BB LM70s 73.50 TALK 1300s BB 4,500,000   US81883FAA66
SHACK 2017-11A E 7-Jun-22 CLO USD 1,500,000 BB 81.55 81.55 CVR 1154 5.01 15-May-27 US BSL CLO 1094 | 5.8 Alcentra Inc. B1 15-Aug-22 2917 2021-03-05T00:00:00 1,500,000   US81883FAA66
SHACK 2017-11A E 7-Jun-22 CLO USD 1,500,000 BB M80s 85.00 TALK 1000a B1 1,500,000   US81883FAA66
SHACK 2017-11A E 7-Jun-22 CLO USD 1,500,000 BB LM80s 83.50 TALK B1 1,500,000   US81883FAA66
SHACK 2017-11A E 7-Jun-22 CLO USD 1,500,000 BB M80s 85.00 TALK 1000a B1 1,500,000   US81883FAA66
SHACK 2017-11A E 30-Nov-21 CLO USD 2,000,000 BB TRD   CVR B1 2,000,000 81883FAA6  
SHACK 2017-11A E 30-Nov-21 CLO USD 2,000,000 BB LM90s 93.50 TALK MH-H700s B1 2,000,000 81883FAA6  
SHACK 2017-11A E 10-Feb-21 CLO USD 1,000,000 BB TRD   CVR B1 1,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 10-Feb-21 CLO USD 1,000,000 BB L90s 92.00 TALK 800a B1 1,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 10-Feb-21 CLO USD 1,000,000 BB l90s 92.00 TALK B1 1,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 6-Nov-20 CLO USD 3,000,000 BB L80s 82.00 TALK 1000a B1 3,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 6-Nov-20 CLO USD 3,000,000 BB L80s | DNT 82.00 CVR 964 7.25 5-Mar-21 US BSL CLO Alcentra Inc. B1 15-Aug-22 3365 3,000,000 81883FAA6 US81883FAA66
SHACK 2017-11A E 10-Sep-20 CLO USD 3,000,000 BB 81.07 81.07 CVR 1015 6.46 5-Mar-21 US BSL CLO Alcentra Inc. BB 15-Aug-22 3380 3,000,000 81883FAA6  
SHACK 2017-11A E 10-Sep-20 CLO USD 3,000,000 BB H70s 78.00 TALK BB 3,000,000 81883FAA6  
SHACK 2017-11A E 9-May-19 CLO USD 3,000,000 BB 98H 98.00 TALK Ba3 3,000,000 81883FAA6  
SHACK 2017-11A E 9-May-19 CLO USD 3,000,000 BB MH90S 97.00 TALK Ba3 3,000,000 81883FAA6  
SHACK 2017-11A E 9-May-19 CLO USD 3,000,000 BB 97.34 97.34 TALK Ba3 3,000,000 81883FAA6  
SHACK 2017-11A E 9-May-19 CLO USD 3,000,000 BB 97H 97.00 TALK Ba3 3,000,000 81883FAA6  
SHACK 2017-11A E 9-May-19 CLO USD 3,000,000 BB 97.105 97.11 CVR Ba3 3,000,000 81883FAA6  
SHACK 2017-11A E 15-Mar-19 CLO USD 4,625,000 BB 95H 95.00 TALK Ba3 4,625,000 81883FAA6  
SHACK 2017-11A E 15-Mar-19 CLO USD 4,625,000 BB 94-95A 94.00 TALK Ba3 4,625,000 81883FAA6  
SHACK 2017-11A E 15-Mar-19 CLO USD 4,625,000 BB MH90S 97.00 TALK Ba3 4,625,000 81883FAA6  
SHACK 2017-11A E 15-Mar-19 CLO USD 4,625,000 BB M90S 95.00 TALK Ba3 4,625,000 81883FAA6  
SHACK 2017-11A E 15-Mar-19 CLO USD 4,625,000 BB DNT   CVR Ba3 4,625,000 81883FAA6  
SHACK 2017-11A E 2-Mar-18 CLO USD 3,875,000 BB 102H 102.00 TALK Ba3 3,875,000 81883FAA6  
SHACK 2017-11A E 2-Mar-18 CLO USD 3,875,000 BB 100H 100.00 TALK Ba3 3,875,000 81883FAA6  
SHACK 2017-11A E 2-Mar-18 CLO USD 3,875,000 BB 102A 102.00 TALK Ba3 3,875,000 81883FAA6  
SHACK 2017-11A E 2-Mar-18 CLO USD 3,875,000 BB 101H 101.00 TALK Ba3 3,875,000 81883FAA6  
SHACK 2017-11A E 2-Mar-18 CLO USD 3,875,000 BB 101H 101.00 CVR Ba3 3,875,000 81883FAA6  
SHACK 2017-11A E 8-Feb-18 CLO USD 2,500,000 BB 102H 102.00 TALK Ba3 2,500,000 81883FAA6  
SHACK 2017-11A E 8-Feb-18 CLO USD 2,500,000 BB 101.861 101.86 CVR Ba3 2,500,000 81883FAA6  
SHACK 2017-11A E 8-Feb-18 CLO USD 2,500,000 BB 102H 102.00 TALK Ba3 2,500,000 81883FAA6  
 
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.