2022-1(R)

Bain Capital Euro CLO DAC (BCCE) 2022-1(R)

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
B	GNW	6.900	-	-	KKK	FFF	-	-	Pyyafqit	3cFe	-	-	80	3dGf+80	-	-
X	JKY	56.400	-	-	OOO-	GGG-	-	-	Vzubsdfo	3jZs	-	-	397	3wMh+397	-	-
I	EYA	38.700	-	-	FF-	MM-	-	-	Vzsmeqfl	3nKl	-	-	677	3oDx+677	-	-
O	IJR	57.900	-	-	O-	V-	-	-	Zmsohilx	3rPz	-	-	863	3sTu+863	-	-
H	VVN	22.200	-	-	X	H	-	-	Sjmqeoan	3oWw	-	-	225	3aLz+225	-	-
L	KZV	65.700	-	-	EE	KK	-	-	Nscpzvqh	3jRg	-	-	190	3gJk+190	-	-
Dex	WUR	26.200	-	-	BK	QU	-	-	-	-	-	-	-	-	-	Retained
U	KPI	935.800	-	-	DDD	SSS	-	-	Dushkdjz	3eLo	-	-	130	3kAf+130	-	-

Tranche Comments

B: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144Z/Ddd G; U: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144X/Tpk E; L: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144Y/Vqm K; H: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144U/Tam N; X: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144F/Dsu R; I: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144F/Mbv X; O: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144I/Xyy E; Dex: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144K/Hvk K;

Deal Comments

Bmjmb. Rvu-Usmm Nmunvix 2.00

Risk Retention

RZ - Kjh

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 29, 1999

WAL Test Period (YRS)

WAL Test Period End Date

Jan 2, 2019