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
WINDR 2018-1A B 23-Sep-25 CLO USD 2,000,000 AA L100H 100.20 TALK AAA 2,000,000 88432VAE4  
WINDR 2018-1A B 23-Sep-25 CLO USD 2,000,000 AA 100.192 100.19 CVR 174 0.95 15-Jul-30 US BSL CLO 158 | 0.6 First Eagle Investment Management AAA 17-Jul-23 3028 2020-04-15T00:00:00 2,000,000 88432VAE4  
WINDR 2018-1A B 24-Mar-25 CLO USD 500,000 AA H99h 99.80 TALK 190s AAA 500,000 88432VAE4  
WINDR 2018-1A B 24-Mar-25 CLO USD 500,000 AA 99.99 99.99 CVR 196 2.8 15-Jul-30 US BSL CLO 192 | 1.51 First Eagle Investment Management AAA 17-Jul-23 2918 2020-04-15T00:00:00 500,000 88432VAE4  
WINDR 2018-1A B 24-Mar-25 CLO USD 500,000 AA 99.99 99.99 TALK 192 AAA 500,000 88432VAE4  
WINDR 2018-1A B 6-Feb-24 CLO USD 2,000,000 AA 100a 100.00 TALK 190a AA 2,000,000 88432VAE4  
WINDR 2018-1A B 6-Feb-24 CLO USD 2,000,000 AA L100h 100.20 TALK AA 2,000,000 88432VAE4  
WINDR 2018-1A B 6-Feb-24 CLO USD 2,000,000 AA 100h 100.50 TALK AA 2,000,000 88432VAE4  
WINDR 2018-1A B 6-Feb-24 CLO USD 2,000,000 AA 99.983 99.98 CVR 199 5.57 17-Oct-06 US BSL CLO 192 | 3.4 First Eagle Investment Management AA 17-Jul-23 2948 2020-04-15T00:00:00 2,000,000 88432VAE4  
WINDR 2018-1A B 5-Feb-24 CLO USD 2,000,000 AA 100a 100.00 TALK 190a AA 2,000,000 88432VAE4  
WINDR 2018-1A B 1-Dec-23 CLO USD 10,000,000 AA LM99h 99.35 TALK L200s AA 10,000,000 88432VAE4  
WINDR 2018-1A B 1-Dec-23 CLO USD 10,000,000 AA L99h 99.20 TALK 215 AA 10,000,000 88432VAE4  
WINDR 2018-1A B 1-Dec-23 CLO USD 10,000,000 AA MH98h 98.70 TALK AA 10,000,000 88432VAE4  
WINDR 2018-1A B 1-Dec-23 CLO USD 10,000,000 AA 99.422 99.42 CVR 211 5.82 17-Oct-06 US BSL CLO 209 | 3.5 First Eagle Investment Management AA 17-Jul-23 2938 2020-04-15T00:00:00 10,000,000 88432VAE4  
WINDR 2018-1A B 15-Dec-22 CLO USD 2,250,000 AA 95.25 95.25 CVR 306 3.89 17-Jul-26 US BSL CLO First Eagle Investment Management AA 17-Jul-23 2837 2020-04-15T00:00:00 2,250,000 88432VAE4  
WINDR 2018-1A B 15-Dec-22 CLO USD 2,250,000 AA 96h 96.50 TALK M-MH200s AA 2,250,000 88432VAE4  
WINDR 2018-1A B 15-Dec-22 CLO USD 2,250,000 AA M96h 96.50 TALK AA 2,250,000 88432VAE4  
WINDR 2018-1A B 15-Dec-22 CLO USD 2,250,000 AA 96h 96.50 TALK M-MH200s AA 2,250,000 88432VAE4  
WINDR 2018-1A B 13-Oct-22 CLO USD 500,000 AA 94h 94.50 TALK 300a AA 500,000 88432VAE4  
WINDR 2018-1A B 13-Oct-22 CLO USD 500,000 AA 95a 95.00 TALK AA 500,000 88432VAE4  
WINDR 2018-1A B 13-Oct-22 CLO USD 500,000 AA NCR   CVR AA 500,000 88432VAE4  
WINDR 2018-1A B 13-Oct-22 CLO USD 500,000 AA 94h 94.50 TALK 300a AA 500,000 88432VAE4  
WINDR 2018-1A B 17-Jun-21 CLO USD 1,000,000 AA 99.8 99.80 CVR 169 5.41 15-Apr-20 US BSL CLO 169 | 5.47 First Eagle Investment Management AA 17-Jul-23 2799 2020-04-15T00:00:00 1,000,000 88432VAE4  
WINDR 2018-1A B 17-Jun-21 CLO USD 1,000,000 AA 100a 100.00 TALK AA 1,000,000 88432VAE4  
WINDR 2018-1A B 17-Jun-21 CLO USD 1,000,000 AA L100h 100.20 TALK 160s AA 1,000,000 88432VAE4  
WINDR 2018-1A B 11-Jun-21 CLO USD 1,000,000 AA NCR   CVR AA 1,000,000 88432VAE4  
WINDR 2018-1A B 29-Mar-21 CLO USD 1,250,000 AA NCR   CVR AA 1,250,000 88432VAE4  
WINDR 2018-1A B 29-Mar-21 CLO USD 1,250,000 AA 100a 100.00 TALK 160s AA 1,250,000 88432VAE4  
WINDR 2018-1A B 7-Jan-21 CLO USD 4,000,000 AA 99.95 99.95 CVR 166 5.85 15-Apr-20 US BSL CLO 166 | 5.62 First Eagle Investment Management AA 17-Jul-23 3203 2020-04-15T00:00:00 4,000,000 88432VAE4  
WINDR 2018-1A B 7-Jan-21 CLO USD 4,000,000 AA 100a 100.00 TALK MH100s AA 4,000,000 88432VAE4  
WINDR 2018-1A B 25-Jun-20 CLO USD 8,000,000 AA 94.77 94.77 CVR 256 6.4 17-Jul-26 US BSL CLO First Eagle Investment Management AA 17-Jul-23 3301 8,000,000 88432VAE4  
WINDR 2018-1A B 24-Jun-20 CLO USD 8,000,000 AA 94.77 94.77 CVR 256 6.4 17-Jul-26 US BSL CLO 258 | 6.06 First Eagle Investment Management AA 17-Jul-23 3301 8,000,000 88432VAE4  
WINDR 2018-1A B 24-Jun-20 CLO USD 8,000,000 AA 96h 96.50 TALK LM-M200s AA 8,000,000 88432VAE4  
WINDR 2018-1A B 24-Jun-20 CLO USD 8,000,000 AA 97h 97.50 TALK AA 8,000,000 88432VAE4  
WINDR 2018-1A B 28-Feb-20 CLO USD 5,000,000 AA 99h 99.50 TALK AA 5,000,000 88432VAE4  
WINDR 2018-1A B 28-Feb-20 CLO USD 5,000,000 AA 98h 98.50 TALK AA 5,000,000 88432VAE4  
WINDR 2018-1A B 28-Feb-20 CLO USD 5,000,000 AA DNT   CVR AA 5,000,000 88432VAE4  
WINDR 2018-1A B 13-Dec-19 CLO USD 2,000,000 AA 98.669 98.67 CVR 187 6.94 6.94 188 | 6.47 AA 2,000,000 88432VAE4  
WINDR 2018-1A B 13-Dec-19 CLO USD 2,000,000 AA 98h 98.00 TALK 180s AA 2,000,000 88432VAE4  
WINDR 2018-1A B 13-Dec-19 CLO USD 2,000,000 AA M98h 98.50 TALK AA 2,000,000 88432VAE4  
WINDR 2018-1A B 3-Dec-19 CLO USD 4,500,000 AA 98.271 98.27 CVR 193 6.97 6.97 193 AA 4,500,000 88432VAE4  
WINDR 2018-1A B 3-Dec-19 CLO USD 4,500,000 AA 98h 98.00 TALK 190a AA 4,500,000 88432VAE4  
 
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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.