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 2021-2X E 23-Sep-25 CLO EUR 2,800,000 BB 100H 100.50 TALK L600s BB 2,800,000   XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 23-Sep-25 CLO EUR 2,800,000 BB 99.762 99.76 CVR 627 964 6.35 0.07 200.91 EU BSL CLO 627 | 6.28 Bain Capital Credit BB 11.12 5.58 1.65 3.00 105.92 17-Jul-26 2899 -0.56 68 2023-04-17T00:00:00 2,800,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 25-Mar-25 CLO EUR 2,800,000 BB H90s 98.00 TALK M-M600s       XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 25-Mar-25 CLO EUR 2,800,000 BB TRD   CVR       XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 18-Feb-25 CLO EUR 1,500,000 BB DNT   CVR       XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 6-Feb-25 CLO EUR 1,910,000 BB 100A 100.00 TALK LM600s       XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 6-Feb-25 CLO EUR 1,910,000 BB 99.789 99.79 CVR 626 | 6.74       XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 3-Jan-24 CLO EUR 750,000 BB 91.52 91.52 CVR 785 23954 7.51 0.04 187.30 EU BSL CLO 785 | 7.45 Bain Capital Credit BB 10.44 4.87 0.92 6.00 105.12 17-Jul-26 2934 -0.18 63 2023-04-17T00:00:00 750,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 19-Dec-23 CLO EUR 1,500,000 BB L90s 92.00 TALK L800s BB 1,500,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 19-Dec-23 CLO EUR 1,500,000 BB H80s 88.00 TALK BB 1,500,000   XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 19-Dec-23 CLO EUR 1,500,000 BB 91.125 91.13 CVR 792 12558 7.61 0.08 182.28 EU BSL CLO 792 | 7.49 Bain Capital Credit BB 10.19 4.60 0.92 6.00 104.82 17-Jul-26 2934 -0.18 63 2023-04-17T00:00:00 1,500,000   XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 23-Aug-23 CLO EUR 2,000,000 BB 87.233 87.23 CVR 872 10223 8.01 0.15 171.57 Bain Capital Credit BB 9.65 4.03 0.9 7 104.19 17-Jul-26 2894 -0.35 62 2023-04-17T00:00:00 2,000,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 23-Aug-23 CLO EUR 2,000,000 BB 88h 88.50 TALK BB 2,000,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 23-Aug-23 CLO EUR 2,000,000 BB H80s 88.00 TALK M800s BB 2,000,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 23-Aug-23 CLO EUR 2,000,000 BB MH80s 87.00 TALK BB 2,000,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 23-Aug-23 CLO EUR 2,000,000 BB H80s 88.00 TALK M800s BB 2,000,000   XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 2-Aug-23 CLO EUR 1,500,000 BB 87.377 87.38 CVR BB 1,500,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 2-Aug-23 CLO EUR 1,500,000 BB 87h 87.50 TALK BB 1,500,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 2-Aug-23 CLO EUR 1,500,000 BB H80s 88.00 TALK M800s BB 1,500,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 2-Aug-23 CLO EUR 1,500,000 BB MH80s 87.00 TALK BB 1,500,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 2-Aug-23 CLO EUR 1,500,000 BB H80s 88.00 TALK M800s BB 1,500,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 29-Jun-23 CLO EUR 1,000,000 BB M80s 85.00 TALK L900s BB 1,000,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 29-Jun-23 CLO EUR 1,000,000 BB M80s 85.00 TALK L900s BB 1,000,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 8-Jun-23 CLO EUR 1,500,000 BB LM80s 83.50 TALK M900s BB 1,500,000   XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 8-Jun-23 CLO EUR 1,500,000 BB DNT   CVR BB 1,500,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 8-Jun-23 CLO EUR 1,500,000 BB LM80s 83.50 TALK M900s BB 1,500,000   XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 21-Apr-23 CLO EUR 1,500,000 BB 83.922 83.92 CVR 951 8718 7.73 0.24 143.35 Bain Capital Credit BB 8.19 2.48 0.37 8 102.54 17-Jul-26 2898 0.11 62 2023-04-17T00:00:00 1,500,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 21-Apr-23 CLO EUR 1,500,000 BB M80s 85.00 TALK BB 1,500,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 30-Jan-23 CLO EUR 3,000,000 BB M80s 85.00 TALK L900s BB 3,000,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 30-Jan-23 CLO EUR 3,000,000 BB 82h 82.50 TALK BB 3,000,000   XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 30-Jan-23 CLO EUR 3,000,000 BB DNT   CVR BB 3,000,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 30-Jan-23 CLO EUR 3,000,000 BB 82h 82.50 TALK BB 3,000,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 31-Oct-22 CLO EUR 3,000,000 BB M70s 75.00 TALK 1100s BB- 3,000,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 31-Oct-22 CLO EUR 3,000,000 BB LM70s 73.50 TALK BB- 3,000,000   XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 31-Oct-22 CLO EUR 3,000,000 BB DNT   CVR BB- 3,000,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 27-Sep-22 CLO EUR 3,000,000 BB L80s 82.00 TALK M900s BB- 3,000,000   XS2393319046
CLO,CVR,CVR CLO,EUR,CVR EUR,CLO BCCE 2021-2X E 27-Sep-22 CLO EUR 3,000,000 BB TRD   CVR BB- 3,000,000   XS2393319046
CLO,TALK,TALK CLO,EUR,TALK EUR,CLO BCCE 2021-2X E 27-Sep-22 CLO EUR 3,000,000 BB L80s 82.00 TALK M900s BB- 3,000,000   XS2393319046
 
 
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.