Bain Capital Credit CLO (BCC) 2022-2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1USD378.0006.30Aaa-AAA--37.00%-FloatingSOFR-132SOFR+132--
A-2AUSD4.0007.80--AAA--35.00%-FloatingSOFR-160SOFR+160--
A-2BUSD8.0007.80--AAA--35.00%-Fixed--1553.37%--
BUSD66.0008.30--AA--24.00%-FloatingSOFR-195SOFR+195--
CUSD36.0008.90--A--18.00%-FloatingSOFR-250SOFR+250--
D-1USD30.0009.40--BBB--13.00%-FloatingSOFR-365SOFR+365--
D-2USD9.0009.70--BBB---11.50%-FloatingSOFR-535SOFR+535--
EUSD21.0009.90Ba3----8.00%-FloatingSOFR-800SOFR+784--
EquityUSD54.200--------------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
Research
AllReportsSurveillanceOther
SectorNameTypePublisherDate
CLOS
Bain Capital Credit CLO 2022-2: New issue CLO includes rare restriction on gambling creditsScorecardDealscribe
Jul 13, 2022
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