Bain Capital Euro CLO DAC (BCCE) 2020-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-2JPK4.900------------Retained
QFNX76.100-Jn3VV--21.70%-Czqhvrhe3dWz700-7507003zHu+650-63.00000
S-2QGG19.000-Iz2BB-21.30%-PgnefQGF2.0%e-2.100%2.100%399.00000
OFYO8.700-MaaVVV---Svyrrbff3pZl50v503tCf+50-296.00000
LJEI5.700-C3N--9.00%-Iprsbmad3nHj900-9509253tTv+803-55.00000
T-1QFS36.200------------Retained
VWHQ392.800-XnnLLL-54.30%-Pkochdin3dLe110b1103kWb+110-655.00000
M-1DNL22.100-On2HH-32.80%-Kuvczyyd3zBu175-1851853lLi+185-882.00000
AHHP42.200-E2N-37.30%-Cmooedzk3pCb270-2853103zRo+310-841.00000
VFYC42.700-Qff3CCC-88.60%-Zeutkhth3vGfQdw 400s4253zQf+425-984.00000
Tranche Comments
O: First Pay: 2021-07-22; Redemption: 2022-01-24; V: First Pay: 2021-07-22; Redemption: 2022-01-24; M-1: First Pay: 2021-07-22; Redemption: 2022-01-24; S-2: First Pay: 2021-07-22; Redemption: 2022-01-24; A: First Pay: 2021-07-22; Redemption: 2022-01-24; V: First Pay: 2021-07-22; Redemption: 2022-01-24; Q: First Pay: 2021-07-22; Redemption: 2022-01-24; L: First Pay: 2021-07-22; Redemption: 2022-01-24; T-1: First Pay: 2021-07-22; Redemption: 2022-01-24; R-2: First Pay: 2021-07-22; Redemption: 2022-01-24;
Deal Comments
Zsm Ltoo Lwqestx 2.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jun 11, 2008
WAL Test Period (YRS)
8.9
WAL Test Period End Date
May 8, 2019