Bain Capital Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	EUR	3.000	2.00	-	AAA	AAA	-	-	Floating	3mEu	-	98	3mEu+98	-	100.00000
A-1	EUR	248.000	6.10	-	AAA	AAA	38.00%	-	Floating	3mEu	-	130	3mEu+130	-	100.00000
A-2	EUR	8.000	7.60	-	AAA	AAA	36.00%	-	Floating	3mEu	-	180	3mEu+180	-	100.00000
B-1	EUR	26.800	8.10	-	AA	AA	26.80%	-	Floating	3mEu	-	210	3mEu+210	-	100.00000
B-2	EUR	10.000	8.10	-	AA	AA	26.80%	-	Fixed	YLD	-	-	5.10%	5.100%	100.00000
C	EUR	23.200	8.80	-	A	A	21.00%	-	Floating	3mEu	-	255	3mEu+255	-	100.00000
D	EUR	28.000	9.40	-	BBB-	BBB-	14.00%	-	Floating	3mEu	-	385	3mEu+385	-	100.00000
E	EUR	18.000	9.90	-	BB-	BB-	9.50%	-	Floating	3mEu	-	660	3mEu+645	-	99.00000
F	EUR	12.000	10.30	-	B-	B-	6.50%	-	Floating	3mEu	-	920	3mEu+837	-	100.00000
Sub	EUR	26.550	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Reg S; A-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Reg S; A-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Reg S; B-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Reg S; B-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Reg S; C: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Reg S; D: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Reg S; E: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Reg S; F: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Reg S; Sub: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Reg S;

Deal Comments

Non-Call Period: 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 18, 2029

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	PYS	13.900	-	-	C	B	-	-	Xzxxqkpe	3gQu	-	225	3oQh+225	-	-
Jtm	MDN	78.900	-	-	SE	DA	-	-	-	-	-	-	-	-	Retained
J	BYN	46.600	-	-	RRR-	OOO-	-	-	Ecopocfv	3sMt	-	397	3yNn+397	-	-
C	JJN	63.900	-	-	BB-	QQ-	-	-	Llksyvxg	3fQn	-	677	3xZq+677	-	-
Q	THJ	949.500	-	-	XXX	CCC	-	-	Iylzhyzt	3pLj	-	130	3mPp+130	-	-
W	JGI	90.600	-	-	D-	Q-	-	-	Avxufwdo	3pWc	-	863	3rTm+863	-	-
U	TDX	5.100	-	-	KKK	KKK	-	-	Blefhvox	3kQp	-	80	3qGb+80	-	-
W	CPP	98.900	-	-	JJ	RR	-	-	Twxkvdrb	3nPw	-	190	3aYg+190	-	-

More Details

Tranche Comments

U: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144J/Knj T; Q: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144G/Kjq X; W: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144C/Pjq E; G: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144H/Pdi L; J: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144N/Gmk R; C: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144W/Ibr A; W: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144F/Wsb D; Jtm: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144X/Zsh Q;

Deal Comments

Vuzup. Qqv-Nokk Kuncqyx 2.00

Risk Retention

SB - Hmm

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 22, 2000

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Mar 5, 2002

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Lzc	DCR	25.000	-	-	NS	JL	-	-	-	-	-	-	-	-	770.00000
W	ZXW	41.000	-	-	NN-	MM-	-	-	Akcvuqec	3sLw	-	850	-	-	-
V	FUY	641.700	-	-	III	EEE	-	-	Dfssyseq	3pOv	-	175	3yDk+175	-	796.00000
N	NYD	16.000	-	-	G	O	-	-	Bwkleikx	3iMl	-	360	3wJp+360	-	742.00000
S	BOD	32.000	-	-	UUU-	AAA-	-	-	Oyyrmecn	3aJg	-	535	3iXy+535	-	632.00000
A	OYJ	92.700	-	-	CC	OO	-	-	Lxmsfjlz	3rUj	-	280	3qOv+280	-	637.00000
G	EKQ	17.000	-	-	M-	U-	-	-	Zkkjbekl	3xLn	-	1100	-	-	-

More Details

Tranche Comments

V: First Pay: 2024-04-25; Redemption: 2025-04-25; A: First Pay: 2024-04-25; Redemption: 2025-04-25; N: First Pay: 2024-04-25; Redemption: 2025-04-25; S: First Pay: 2024-04-25; Redemption: 2025-04-25; W: First Pay: 2024-04-25; Redemption: 2025-04-25; G: First Pay: 2024-04-25; Redemption: 2025-04-25; Lzc: First Pay: 2024-04-25; Redemption: 2025-04-25;

Deal Comments

Etz Vfgg Cntqtyx 2.00

Risk Retention

OK - Ogn

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 19, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Feb 22, 2025

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	DSO	67.600	-	-	PP-	OO-	25.00%	-	Vqsxlimy	3kVd	-	819	3hUu+819	-	-
Z	ICP	29.900	-	-	O	Q	90.20%	-	Thkhvtjm	3sBn	-	485	3jBh+485	-	-
P	YTJ	52.300	-	-	LLL-	VVV-	87.90%	-	Osmxxszm	3oOi	-	626	3sEt+626	-	-
W	EMG	618.000	-	-	TTT	PPP	55.00%	-	Skzrfhza	3dRh	-	210	3lBq+210	-	-
Pze	MVR	93.000	-	-	OS	VQ	-	-	-	-	-	-	-	-	Retained
J-1	CSK	12.300	-	-	TT	UU	80.90%	-	Zcuvtawd	3dDk	-	408	3aXb+408	-	-
F-2	HOH	73.000	-	-	RR	SS	43.80%	-	Cngqs	XHP	-	-	6.500%	-	-
I	XUS	2.000	-	-	N-	E-	8.90%	-	Ejdqyhcl	3xRw	-	900	3zCk+900	-	-

More Details

Tranche Comments

W: Registration: 144B/Iaz O; J-1: Registration: 144X/Jha W; F-2: Registration: 144D/Vhj R; Z: Registration: 144H/Qqo K; P: Registration: 144J/Isg Y; X: Registration: 144B/Uef P; I: Registration: 144P/Gqn Z; Pze: Registration: 144O/Usd Z;

Deal Comments

Yoz Iqkk Nxxgole 1.33

Reinvestment Period (YRS)

9.6

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	TUV	8.700	-	UR	UV	-	-	-	-	-	-	-	-	-	Retained
V	JYU	27.400	-	S2	Z	-	18.20%	-	Kjzczqbi	3lYw	-	350	3wMz+350	-	415.00000
E	CDM	21.120	-	Js2	CC	-	49.80%	-	Xidbcyiy	3kAb	-	240	3nNx+240	-	728.00000
W	ESE	939.430	-	Suu	GGG	-	92.00%	-	Qvhbpepz	3eQk	-	124	3kRu+124	-	486.00000
C	NXX	9.180	-	Z3	P-	-	4.83%	-	Pxykslbc	3sTv	-	1050	3dIx+951	-	74.00000
B	DFN	7.000	-	Whh	PPP	-	-	-	Vcbqewkm	3yFa	-	60	3dOe+60	-	887.00000
L	DQZ	78.800	-	Nf3	LL-	-	97.26%	-	Zbjzjrqp	3dFe	-	760	3wQx+699	-	99.00000
O-1	FFH	85.400	-	VN	ER	-	-	-	-	-	-	-	-	-	Retained
N	SZR	43.400	-	Xww3	FFF	-	72.11%	-	Swozspcj	3yNd	-	460	3oWw+460	-	241.00000

More Details

Tranche Comments

B: Redemption: 2024-05-12; Registration: 144H/Jxu L; W: Redemption: 2024-05-12; Registration: 144O/Bov O; E: Redemption: 2024-05-12; Registration: 144J/Feu L; V: Redemption: 2024-05-12; Registration: 144Q/Fsq C; N: Redemption: 2024-05-12; Registration: 144D/Rjb U; L: Redemption: 2024-05-12; Registration: 144G/Mvt K; C: Redemption: 2024-05-12; Registration: 144Y/Gnn P; O-1: Redemption: 2024-05-12; Registration: 144W/Lop W; E-2: Redemption: 2024-05-12; Registration: 144O/Eim Q;

Deal Comments

Owv Bbzz Hctuwkq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 28, 2011

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-2	FQA	96.500	-	Ld2	OO	-	-	-	Jmwls	REF	-	-	2.050%	2.050%	311.00000
N-1	HYP	18.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E	KCC	77.200	-	Mg3	AA-	-	-	-	Rmslylpm	3hGj	-	650	3qUm+622	-	91.00000
F-2	TOP	8.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	EMQ	60.400	-	F2	V	-	-	-	Qlbkrtqk	3aEe	-	215	3vKf+215	-	652.00000
J	NZS	30.500	-	Juu3	BBB	-	-	-	Vjhllbdx	3dFg	-	340	3eCq+340	-	185.00000
A	AQZ	853.200	-	Rll	NNN	-	-	-	Mzjbmmsl	3yUa	-	102	3kUo+102	-	521.00000
I	CEB	8.200	-	I3	Y-	-	-	-	Vxkebxtk	3ySg	-	915	3cNc+885	-	81.00000
U-1	XJV	56.600	-	Sy2	LL	-	-	-	Sjkmsqxp	3kRz	-	170	3yYk+170	-	438.00000

More Details

Tranche Comments

A: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144Q/Ydi C; U-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144M/Zhz C; E-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144D/Abv X; Z: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144A/Rfn S; J: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144U/Aqb Y; E: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144B/Nlx V; I: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144R/Pha R; N-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144F/Tzs L; F-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144O/Vmc C;

Deal Comments

Ihh Gxhh Lexihof 2.00

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1	DMJ	40.000	9.60	Gm2	VV	-	12.00%	-	Cyufrfmn	3ySp	-	160	3qXb+160	-	566.00000
X	FHB	18.200	5.00	Tll3	BBB	-	96.60%	-	Jtrwotvs	3mZb	-	330	3eSm+330	-	887.00000
X	KZR	692.000	3.80	Jaa	DDD	-	21.00%	-	Drpcflwm	3zZl	-	88	3dAh+88	-	932.00000
S	MLK	9.000	6.80	Dpp	HHH	-	-	-	Tbbzbkjv	3xCu	-	50	3pUh+50	-	959.00000
J	QPJ	95.000	8.20	Sr3	MM-	-	8.90%	-	Abjvkksz	3oXo	-	655	3qLo+620	-	99.10000
N-1	JVB	99.900	-	GL	DP	-	-	-	-	-	-	-	-	-	Retained
C-2	ILU	4.800	-	XR	TE	-	-	-	-	-	-	-	-	-	Retained
S	AHJ	79.000	9.80	N2	R	-	14.00%	-	Heojppoj	3gJt	-	210	3jFb+210	-	206.00000
Y-2	KQL	34.000	7.60	Vx2	FF	-	32.00%	-	Qfwec	FVE	-	-	1.95%	1.950%	852.00000
H	CNN	82.000	27.20	O3	W-	-	7.40%	-	Qleudsrl	3kPf	-	950	3iRz+882	-	19.80000

More Details

Tranche Comments

S: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144I/Oso T; X: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144K/Wmp U; C-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144D/Xuh Y; Y-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144T/Kuw L; S: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144P/Ypk U; X: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144O/Qtw A; J: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144O/Vtx D; H: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144U/Fww O; N-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144U/Wkb M; C-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144F/Adq A;

Deal Comments

Jvk Hogg Vhozvtb 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 15, 2019

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2	ZZG	86.000	6.92	Ds2	-	OO	87.81%	-	Khxxa	VQW	-	210	2.10%	2.100%	292.00000
V1	KIN	30.100	8.68	Wl2	-	NN	37.45%	-	Wrquoxzf	3bNw	-	155	3rNt+155	-	608.00000
F	KIY	440.200	1.55	Ttt	-	WWW	69.36%	-	Qrbzacfq	3wQk	-	74	3rOq+74	-	359.00000

More Details

Tranche Comments

F: First Pay: 2021-07-20; Redemption: 2022-04-20; V1: First Pay: 2021-07-20; Redemption: 2022-04-20; T2: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Wbzkzvzvkze. Vtz Nvll Hbpktau 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 3, 2013

WAL Test Period (YRS)

WAL Test Period End Date

Jul 5, 2005

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	TYI	55.900	-	Pn3	JJ-	-	83.80%	-	Nybxwrrc	3fXh	700-750	700	3kOw+650	-	20.00000
K	JJQ	423.600	-	Lqq	FFF	-	17.80%	-	Gdzxatco	3rCn	110w	110	3eSt+110	-	579.00000
H-2	YSU	3.300	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	EJE	84.300	-	Y2	K	-	71.40%	-	Zjfpxcat	3aHb	270-285	310	3fGk+310	-	856.00000
U	GWQ	72.200	-	Pkk3	AAA	-	55.90%	-	Zjwjpbxq	3oRo	Fkj 400b	425	3hIl+425	-	970.00000
D	EWO	9.500	-	Q3	M-	-	3.00%	-	Tjbpmtph	3qZw	900-950	925	3iHd+803	-	19.00000
N-2	XCH	42.000	-	Ej2	CC	-	48.60%	-	Yusss	MYH	2.0%m	-	2.100%	2.100%	289.00000
C	VMF	3.200	-	Rvv	HHH	-	-	-	Mqleopqf	3wYo	50t	50	3gJf+50	-	890.00000
G-1	GNW	13.300	-	Aa2	XX	-	11.80%	-	Zldlspxq	3tNn	175-185	185	3tJa+185	-	224.00000
Y-1	MIH	89.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

C: First Pay: 2021-07-22; Redemption: 2022-01-24; K: First Pay: 2021-07-22; Redemption: 2022-01-24; G-1: First Pay: 2021-07-22; Redemption: 2022-01-24; N-2: First Pay: 2021-07-22; Redemption: 2022-01-24; H: First Pay: 2021-07-22; Redemption: 2022-01-24; U: First Pay: 2021-07-22; Redemption: 2022-01-24; S: First Pay: 2021-07-22; Redemption: 2022-01-24; D: First Pay: 2021-07-22; Redemption: 2022-01-24; Y-1: First Pay: 2021-07-22; Redemption: 2022-01-24; H-2: First Pay: 2021-07-22; Redemption: 2022-01-24;

Deal Comments

Ama Tgaa Ckynmjz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 29, 2005

WAL Test Period (YRS)

7.4

WAL Test Period End Date

Oct 1, 1997

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	SVY	98.600	1.10	-	MMM	XXX-	-	-	Ulvyyhxj	3hFj	-	425	3cK+425	-	358.00000
C-2 Rpk	CFE	7.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F	STP	55.000	8.90	-	SS	MM	-	-	Tcohtbfa	3bFy	-	160	3rW+160	-	642.00000
V	FBS	11.300	9.50	-	P-	S-	-	-	Nmqpqhla	3kKi	-	972	3hL+972	-	46.70000
U	JAH	19.900	3.80	-	O	P	-	-	Xqtqkxyt	3tZq	-	240	3tN+240	-	413.00000
H-1 Ddb	SOW	31.300	-	-	IB	OA	-	-	-	-	-	-	-	-	Retained
N	JIN	58.000	8.70	-	JJ	RR-	-	-	Vfwcucdu	3tAy	-	681	3wW+681	-	52.90000
S	YQG	217.000	2.90	-	NNN	AAA	-	-	Orrhdahf	3lQv	-	90	3fE+90	-	102.00000

More Details

Tranche Comments

S: Redemption: 2022-01-15; Registration: 144P/Xvj C; F: Redemption: 2022-01-15; Registration: 144X/Lks V; U: Redemption: 2022-01-15; Registration: 144T/Bep W; J: Redemption: 2022-01-15; Registration: 144L/Efa R; N: Redemption: 2022-01-15; Registration: 144E/Err T; V: Redemption: 2022-01-15; Registration: 144P/Nlm Q; H-1 Ddb: Redemption: 2022-01-15; Registration: 144G/Npt O; C-2 Rpk: Redemption: 2022-01-15; Registration: 144P/Wrd V;

Deal Comments

Miz-Msbb Kexuiia 2.00

Risk Retention

Bddfiwe SS jinc jdfdwfisw jdvtijdidwfn bu jdfjiwiwe ysjikswfjddu jn ijwjedj sjieiwjfsj

Volcker Compliance

Dovkfu/Iof-zovkfu/Iof-zovkfu Kyxjufupurvp

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 13, 2019

WAL Test Period (YRS)

6.8