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 % NAV Country Type Dealer DM | WAL Manager Current rtg CPR MVAP MVDP CDR Loss Severity Annualised Defaults Sub 80 Assets MVOC RPE Warf Annualised Par Build Diversity DM To Worst Current Size CUSIP ISIN
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-1X D 23-Sep-25 CLO EUR 1,750,000 BBB H99H 99.80 TALK LM300s BBB 1,750,000   XS2349448782
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-1X D 23-Sep-25 CLO EUR 1,750,000 BBB 99.95 99.95 CVR 331 406 5.52 0.06 266.31 EU BSL CLO 331 | 5.48 Bain Capital Credit BBB 17.29 10.80 2.29 5.00 112.10 15-Jan-26 2941 -0.35 67 2022-12-15T00:00:00 1,750,000   XS2349448782
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-1X D 30-Oct-24 CLO EUR 1,750,000 BBB 98H 98.50 TALK M300s BBB 1,750,000   XS2349448782
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-1X D 30-Oct-24 CLO EUR 1,750,000 BBB DNT   CVR BBB 1,750,000   XS2349448782
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-1X D 19-Jan-23 CLO EUR 1,750,000 BBB 88h 88.50 TALK BBB 1,750,000   XS2349448782
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-1X D 19-Jan-23 CLO EUR 1,750,000 BBB H80s 88.00 TALK LM500s BBB 1,750,000   XS2349448782
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-1X D 19-Jan-23 CLO EUR 1,750,000 BBB H80s 88.00 TALK LM500s BBB 1,750,000   XS2349448782
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-1X D 19-Jan-23 CLO EUR 1,750,000 BBB DNT   CVR BBB 1,750,000   XS2349448782
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-1X D 19-Jan-23 CLO EUR 1,750,000 BBB H80s 88.00 TALK LM500s BBB 1,750,000   XS2349448782
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-1X D 20-Oct-22 CLO EUR 1,750,000 BBB 81.71 81.71 CVR 699 9486 6.9 0.25 150.95 Bain Capital Credit BBB 10.55 3.56 0.35 15 103.69 15-Jan-26 2815 0.2 64 2022-12-15T00:00:00 1,750,000   XS2349448782
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-1X D 20-Oct-22 CLO EUR 1,750,000 BBB L80s 82.00 TALK BBB 1,750,000   XS2349448782
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-1X D 20-Oct-22 CLO EUR 1,750,000 BBB LM80s 83.50 TALK M600s BBB 1,750,000   XS2349448782
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-1X D 20-Oct-22 CLO EUR 1,750,000 BBB LM80s 83.50 TALK M600s BBB 1,750,000   XS2349448782
 
 
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.