2019-3(R)

Bain Capital Credit CLO (BCC) 2019-3(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	USD	5.000	-	-	-	-	-	-	-	-	Floating	3mL	85a	90	3mL+90	-	100.00000
A-R	USD	310.000	-	Aaa	-	-	-	-	38.20%	-	Floating	3mL	116	116	3mL+116	-	100.00000
B-1-R	USD	43.800	-	Aa2	-	-	-	-	25.20%	-	Floating	3mL	-	100	3mL+100	-	100.00000
B-2-R	USD	21.500	-	Aa2	-	-	-	-	25.20%	-	Floating	3mL	160-165	170	3mL+170	-	100.00000
C-1-R	USD	29.915	-	A3	-	-	-	-	18.50%	-	Floating	3mL	-	225	3mL+225	-	100.00000
C-2-R	USD	3.585	-	A3	-	-	-	-	18.50%	-	Fixed	YLD	-	-	3.433%	3.433%	100.00000
D-R	USD	22.500	-	Baa3	-	-	-	-	14.00%	-	Floating	3mL	300-310	310	3mL+310	-	100.00000
E-R	USD	30.000	-	Ba3	-	-	-	-	8.00%	-	Floating	3mL	700	725	3mL+710	-	99.00000
Sub	USD	50.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

X: First Pay: 2022-01-21; Redemption: 2023-10-21; Registration: 144A Only; A-R: First Pay: 2022-01-21; Redemption: 2023-10-21; Registration: 144A Only; B-1-R: First Pay: 2022-01-21; Redemption: 2023-10-21; Registration: 144A Only; B-2-R: First Pay: 2022-01-21; Redemption: 2023-10-21; Registration: 144A Only; C-1-R: First Pay: 2022-01-21; Redemption: 2023-10-21; Registration: 144A Only; C-2-R: First Pay: 2022-01-21; Redemption: 2023-10-21; Registration: 144A Only; D-R: First Pay: 2022-01-21; Redemption: 2023-10-21; Registration: 144A Only; E-R: First Pay: 2022-01-21; Redemption: 2023-10-21; Registration: 144A Only; Sub: First Pay: 2022-01-21; Redemption: 2023-10-21; Registration: 144A Only;

Deal Comments

Reset. Non Call Period: 2.00

Risk Retention

Transaction is intended to remain structured as compliant with European Risk Retention rules

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 21, 2026

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 21, 2030