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