Reconciliation

• CLO Reconciliation

Insight & Reporting

• Reporting integration

Compliance & Reporting

• User defined functions
• Wrapper API for collateral, liability and compliance results
• AG grid implementation for various widgets

Reconciliation

• CLO Reconciliation 1.0

Hypo Trading & Compliance

• Enhanced trade plans
• API support for hypo trading

Views & Reporting

• Platform view
• Enhanced filtering & sorting
• Deal portfolio & ratings overrides
• Customized views & reports
• Multi Currency support

Reconciliation

• Enhanced capabilities

Hypo Trading & Compliance

• Interest coverage tests
• Interest projections
• Determination date reporting

Compliance

• Updated Interest Coverage tests to only include loans and contracts that have been settled for interest projection
• Used day count convention from WSO Con file for interest projects

Deal Override & Snapshot

• Introduced Audit logs for user to track all the fee updates

BPS Report

• Added new field Days > Threshold field for each asset across all tabs

‍Platform View (Beta)

• Provided users with the ability to create, modify and delete views for customized reporting
• Allowed users to auto size column and choose either AND or OR logic for filtering

Test Details

• Updated WAS and WAC tests to include more information such as WAC Cushion (with excess) and WAS Cushion (with excess)
• Renamed Accrued Interest to Purchased Accrued Interest within Principal Coverage Tests

Deal Header

• Added Reinvestment Target Par

Deal Summary

• Created General and Custom presets for Capital Structure which gives users the flexibility to select different fields

European Summary Report
‍Updated below fields to use the total cash from all cash accounts:

• Cash Balance (Traded)
• Aggregate Collateral Balance
• Total Par (including Principal Cash)
• MVOC (B notes only)
• 1 Month LIBOR (% of Total Deal)
• 3 Months LIBOR (% of Total Deal)

U.S. Technicolor Report
‍Updated below fields to use the total cash from all cash accounts:

• Cash Balance (Traded)
• Aggregate Collateral Balance
• Cash Inc. Repayments
• CQT & PPT ACB
• Change in Equity NAV
• Senior Secured
• Non-Senior Secured
• Cov Lite Loans
• Cov Lite Obligations

Platform View Beta

• Introduced new view with AG Grid
• Dynamic grid controls such as filtering, sorting, grouping, freezing panes, charting
• Options for Par Balance, MV
• Aggregate by Asset ID and Issuer

Views and Reports

• ‍‍Added additional generic columns for ratings and outlook
• User overrides and fields for deferred obligations and corporate rescue loans
• Interest Coverage test
  - Template change to show details for fees and expenses
  - Admin Fee input from UI
  - Fee calculations based on Fee Basis and Fee rates
  - Interest Smoothing Amount
  - Fixed interest accrual start dates

Compliance

• Updated deal scripts for deferred obligations and corporate rescue loans
• Added new fields for ratings and outlook
• Added script for interest smoothing
• Deal script updates and bug fixes

Platform View

• ‍‍Added deal information including Rating Agency, Deal Status, Deal Currency and Total to the header
• Added three new columns: Option Adjusted Spread, Ticker and Yield
• Enhanced the filter to increase flexibility to filter based on different criteria

European Summary Report

• Updated the following fields to take collateral overrides into account:
  Fixed, Floating, All in Coupon, Loan, Bond, Bid Price, % Portfolio Priced Below 90, % Portfolio Priced Below 80, Aggregate Principal Balance, Senior Secured, Non Senior Secured and Cov Lite Obligations

Activity Monitor

• Introduced a new page to display status information of each data import and compliance process, providing more transparency expediating issuer support

‍Hypothetical Trading

• ‍‍Updated cash reports under Trade Blotter to show total cash amount in the deal currency
• Updated the asset balance in deal currency for running hypothetical trading and compliance tests
• For multi-currency deals, ensured total cash is taking into account all cash accounts with the proper F/X Rate

Portfolio Holding & Asset

• ‍‍Added the following new columns: Option Adjusted Spread, Ticker, Yield, Recovered Assets and Swap F/X Rate

Deal Override & Snapshot

• ‍‍Added ability to allow users to flag any asset as Recovered Assets, which carry over from day to day.

Deal Summary

• ‍‍Added Recovered Assets to the Collateral Summary widget.