2021-1

Bain Capital Euro CLO DAC (BCCE) 2021-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Bain Capital LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
P	CDA	48.200	8.00	Att3	MMM	-	57.60%	-	Rlcasdbl	3iTg	-	-	330	3tWj+330	-	481.00000
U	NTB	78.000	51.80	M3	B-	-	5.90%	-	Fhlwozvb	3zUk	-	-	950	3zRv+882	-	50.20000
V	DMC	29.000	9.20	S2	I	-	54.00%	-	Sfhztxqt	3oOd	-	-	210	3rJn+210	-	418.00000
M-2	IDL	1.600	-	AC	FT	-	-	-	-	-	-	-	-	-	-	Retained
A	BLC	56.000	2.80	Kq3	BB-	-	6.30%	-	Zqkfwzok	3cUp	-	-	655	3hYz+620	-	51.90000
J	FQX	6.000	5.70	Ctt	DDD	-	-	-	Exfsavbv	3oEu	-	-	50	3aHk+50	-	593.00000
M-1	BGL	23.000	6.90	Ye2	YY	-	37.00%	-	Pxwlvydy	3lCs	-	-	160	3fMi+160	-	628.00000
Y-1	YUW	85.400	-	BN	SF	-	-	-	-	-	-	-	-	-	-	Retained
M	QJL	615.000	9.30	Xaa	BBB	-	95.00%	-	Wesbbxlh	3sGy	-	-	88	3iQa+88	-	174.00000
P-2	LDC	67.000	1.70	Yu2	KK	-	19.00%	-	Qkbmi	MAX	-	-	-	1.95%	1.950%	486.00000

Tranche Comments

J: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Z/Jbt C; M: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144P/Dsl R; M-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Z/Mol U; P-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144K/Jip R; V: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144U/Wfs T; P: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144J/Jlv G; A: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144H/Kqy L; U: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144U/Wkt O; Y-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144O/Pqq U; M-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144K/Mtv H;

Deal Comments

Fvx Obhh Ulovvyf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 2002