| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A-1 | USD | 378.000 | 6.30 | Aaa | - | AAA | - | - | 37.00% | - | Floating | SOFR | - | 132 | SOFR+132 | - | - |
| A-2A | USD | 4.000 | 7.80 | - | - | AAA | - | - | 35.00% | - | Floating | SOFR | - | 160 | SOFR+160 | - | - |
| A-2B | USD | 8.000 | 7.80 | - | - | AAA | - | - | 35.00% | - | Fixed | - | - | 155 | 3.37% | - | - |
| B | USD | 66.000 | 8.30 | - | - | AA | - | - | 24.00% | - | Floating | SOFR | - | 195 | SOFR+195 | - | - |
| C | USD | 36.000 | 8.90 | - | - | A | - | - | 18.00% | - | Floating | SOFR | - | 250 | SOFR+250 | - | - |
| D-1 | USD | 30.000 | 9.40 | - | - | BBB | - | - | 13.00% | - | Floating | SOFR | - | 365 | SOFR+365 | - | - |
| D-2 | USD | 9.000 | 9.70 | - | - | BBB- | - | - | 11.50% | - | Floating | SOFR | - | 535 | SOFR+535 | - | - |
| E | USD | 21.000 | 9.90 | Ba3 | - | - | - | - | 8.00% | - | Floating | SOFR | - | 800 | SOFR+784 | - | - |
| Equity | USD | 54.200 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A-1: First Pay: 2022-10-22; Redemption: 2024-04-22;
A-2A: First Pay: 2022-10-22; Redemption: 2024-04-22;
A-2B: First Pay: 2022-10-22; Redemption: 2024-04-22;
B: First Pay: 2022-10-22; Redemption: 2024-04-22;
C: First Pay: 2022-10-22; Redemption: 2024-04-22;
D-1: First Pay: 2022-10-22; Redemption: 2024-04-22;
D-2: First Pay: 2022-10-22; Redemption: 2024-04-22;
E: First Pay: 2022-10-22; Redemption: 2024-04-22;
Equity: First Pay: 2022-10-22; Redemption: 2024-04-22;
Deal Comments
Non Call Period: 2.00
Risk Retention
Transaction is structured with the intent to be compliant with EU risk retention
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 22, 2027
AllReportsSurveillanceOther
| Sector | Name | Type | Publisher | Date |
|---|
CLOS | Bain Capital Credit CLO 2022-2: New issue CLO includes rare restriction on gambling credits | Scorecard | Dealscribe | Jul 13, 2022
|