Bain Capital Euro CLO DAC (BCCE) 2021-1

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LWWE9.0006.10QhhLLL---Oslloqrg3gWi-503vTg+50-489.00000
E-2SEF67.0008.60Tq2FF-62.00%-JblakOLS--1.95%1.950%885.00000
KVDP259.0008.20ZiiQQQ-18.00%-Zfflyczc3cBf-883xGb+88-232.00000
PZUT55.9002.00Occ3XXX-82.20%-Rmmbyume3qTd-3303rTn+330-223.00000
QDCP30.0006.50J2Z-24.00%-Hjhawaep3tOf-2103vHd+210-723.00000
DIOR13.00096.80A3I--2.70%-Lzesbxjs3lQg-9503xHy+882-49.30000
WSEO16.0006.40Or3SS--2.30%-Sjdddphy3wPp-6553rBy+620-44.30000
A-1JEA90.0005.30Qj2LL-59.00%-Xjuvujhx3pOa-1603nGp+160-337.00000
W-2DXU7.300-MTDI---------Retained
U-1OVN35.200-TDDC---------Retained
Tranche Comments
L: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144C/Qfv V; K: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144G/Ffk H; A-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144T/Fkn V; E-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144W/Vsi B; Q: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144N/Knl X; P: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144O/Ltt J; W: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144L/Mda B; D: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144O/Nko L; U-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144K/Tdu D; W-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144E/Znn A;
Deal Comments
Ybg Hakk Cauqbyo 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 4, 2007