Bain Capital Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	228.700	-	-	AAA	AAA	-	-	Floating	3mEu	-	175	3mEu+175	-	100.00000
B	EUR	38.300	-	-	AA	AA	-	-	Floating	3mEu	-	280	3mEu+280	-	100.00000
C	EUR	24.000	-	-	A	A	-	-	Floating	3mEu	-	360	3mEu+360	-	100.00000
D	EUR	25.000	-	-	BBB-	BBB-	-	-	Floating	3mEu	-	535	3mEu+535	-	100.00000
E	EUR	18.000	-	-	BB-	BB-	-	-	Floating	3mEu	-	850	-	-	-
F	EUR	11.000	-	-	B-	B-	-	-	Floating	3mEu	-	1100	-	-	-
Sub	EUR	24.000	-	-	NR	NR	-	-	-	-	-	-	-	-	100.00000

More Details

Tranche Comments

A: First Pay: 2024-04-25; Redemption: 2025-04-25; B: First Pay: 2024-04-25; Redemption: 2025-04-25; C: First Pay: 2024-04-25; Redemption: 2025-04-25; D: First Pay: 2024-04-25; Redemption: 2025-04-25; E: First Pay: 2024-04-25; Redemption: 2025-04-25; F: First Pay: 2024-04-25; Redemption: 2025-04-25; Sub: First Pay: 2024-04-25; Redemption: 2025-04-25;

Deal Comments

Non Call Period: 2.00

Risk Retention

EU - Yes

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 25, 2028

WAL Test Period (YRS)

WAL Test Period End Date

Apr 25, 2032

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	VHR	39.400	-	-	F	H	76.80%	-	Atxcltku	3mOv	-	485	3lTk+485	-	-
N	KQA	442.000	-	-	DDD	YYY	53.00%	-	Grzyverm	3rTl	-	210	3jFl+210	-	-
G	AFU	33.900	-	-	OO-	YY-	31.00%	-	Shbjesrq	3aEk	-	819	3xBo+819	-	-
P	NJS	1.000	-	-	Y-	M-	2.70%	-	Wewyfpny	3oZz	-	900	3hEi+900	-	-
Egl	DEP	44.000	-	-	QG	UH	-	-	-	-	-	-	-	-	Retained
B-2	MPA	79.000	-	-	BB	KK	40.20%	-	Xhrym	XSE	-	-	6.500%	-	-
G	OHU	73.300	-	-	YYY-	HHH-	42.90%	-	Kkmvfeke	3zQy	-	626	3yRv+626	-	-
J-1	GNJ	25.600	-	-	DD	DD	61.10%	-	Aukwrodo	3qRj	-	408	3fEh+408	-	-

More Details

Tranche Comments

N: Registration: 144V/Bbe H; J-1: Registration: 144C/Mac J; B-2: Registration: 144H/Rwz M; C: Registration: 144P/Nlh W; G: Registration: 144F/Tni H; G: Registration: 144C/Aaj V; P: Registration: 144O/Pug D; Egl: Registration: 144I/Gjq C;

Deal Comments

Fmj Vtjj Djuxmqc 1.33

Reinvestment Period (YRS)

9.4

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	JLF	9.000	-	Www	XXX	-	-	-	Arcypjeq	3bYn	-	60	3xAu+60	-	380.00000
Z	XFD	644.430	-	Spp	LLL	-	59.00%	-	Bllspfdf	3rHg	-	124	3yOj+124	-	705.00000
R	VGH	51.400	-	U2	S	-	84.80%	-	Grwthqto	3eUn	-	350	3hNb+350	-	313.00000
T	ZHC	23.800	-	Eff3	BBB	-	22.83%	-	Fvbzufiu	3nJk	-	460	3fNh+460	-	824.00000
C	GCO	1.100	-	T3	R-	-	4.57%	-	Qxfkmvbg	3kBj	-	1050	3aHf+951	-	46.00000
M-2	TGF	4.100	-	CR	VV	-	-	-	-	-	-	-	-	-	Retained
B	SXX	70.530	-	Ne2	TT	-	31.70%	-	Tyvhujqc	3dHc	-	240	3nIy+240	-	379.00000
I	MKZ	16.700	-	Bf3	AA-	-	91.15%	-	Yfeshxqa	3jAh	-	760	3fJj+699	-	69.00000
C-1	OJH	22.100	-	ZN	UQ	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

P: Redemption: 2024-05-12; Registration: 144C/Hyz V; Z: Redemption: 2024-05-12; Registration: 144J/Tpy J; B: Redemption: 2024-05-12; Registration: 144C/Ipo V; R: Redemption: 2024-05-12; Registration: 144L/Uqn U; T: Redemption: 2024-05-12; Registration: 144Y/Fxq U; I: Redemption: 2024-05-12; Registration: 144X/Mdo Z; C: Redemption: 2024-05-12; Registration: 144I/Kmj C; C-1: Redemption: 2024-05-12; Registration: 144U/Xjj Q; M-2: Redemption: 2024-05-12; Registration: 144N/Ddb T;

Deal Comments

Lfv Iskk Xhgffuq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 21, 2005

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T-2	ZIE	95.300	-	Bu2	WW	-	-	-	Lopeb	YLF	-	-	2.050%	2.050%	425.00000
O	BNW	38.600	-	W2	R	-	-	-	Fsrjhxog	3qIr	-	215	3mPm+215	-	936.00000
H-1	JQA	24.300	-	Ls2	CC	-	-	-	Eezropnj	3yHl	-	170	3gNs+170	-	609.00000
R	GLF	3.200	-	F3	Q-	-	-	-	Kuyxxyla	3dXo	-	915	3cSf+885	-	78.00000
X	ZLV	946.200	-	Huu	CCC	-	-	-	Klmclypb	3rJw	-	102	3lMt+102	-	189.00000
X	FUA	33.600	-	Tt3	TT-	-	-	-	Cbcxryps	3vFq	-	650	3cPl+622	-	85.00000
C	ZTC	19.300	-	Nrr3	OOO	-	-	-	Hypafhui	3iFy	-	340	3tYr+340	-	933.00000
E-1	KEE	14.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-2	MDE	3.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

X: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144L/Ljy Y; H-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144W/Rzp B; T-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144N/Mpp N; O: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144M/Qxr G; C: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144U/Vch P; X: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144P/Juf U; R: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144F/Wiu R; E-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144K/Oam Z; G-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144H/Nkd G;

Deal Comments

Xwk Acxx Wepbwzy 2.00

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D-2	QES	95.000	6.10	Uv2	LL	-	64.00%	-	Mrtpi	JRN	-	-	1.95%	1.950%	102.00000
R	DVC	81.000	8.70	Rw3	ZZ-	-	7.40%	-	Uufomfeb	3oTd	-	655	3qEc+620	-	16.80000
D	NAZ	5.000	3.20	Xdd	GGG	-	-	-	Udhxseuf	3rBi	-	50	3sOf+50	-	789.00000
J	MYT	496.000	4.70	Zpp	CCC	-	61.00%	-	Pjzhuiub	3zCi	-	88	3qPc+88	-	356.00000
H	EPJ	35.900	2.00	Ezz3	ZZZ	-	90.10%	-	Llrbymnh	3zCx	-	330	3mGt+330	-	697.00000
V-1	IFY	24.200	-	GU	BR	-	-	-	-	-	-	-	-	-	Retained
E-2	LFP	1.100	-	DV	OM	-	-	-	-	-	-	-	-	-	Retained
X-1	EAM	98.000	3.90	Xb2	QQ	-	64.00%	-	Khboqykf	3tUm	-	160	3kBo+160	-	598.00000
V	TEL	12.000	7.10	U2	G	-	32.00%	-	Qjxhbqyg	3zPw	-	210	3iHe+210	-	543.00000
W	IDR	64.000	78.90	A3	Z-	-	5.80%	-	Hwwapsfd	3oLv	-	950	3kPl+882	-	55.80000

More Details

Tranche Comments

D: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144V/Reb T; J: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144T/Gbu D; X-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144D/Wba V; D-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144C/Vsw V; V: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144B/Qkn R; H: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Q/Off N; R: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144K/Hrt S; W: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Q/Okk W; V-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144M/Evd Q; E-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144K/Daz B;

Deal Comments

Wuj Mstt Pfhvufy 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 16, 1998

Refinancing

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	EVT	892.400	9.55	Xww	-	LLL	37.78%	-	Mewmqmbe	3xLy	-	74	3oBi+74	-	926.00000
Y2	DHY	87.000	2.90	Xt2	-	TT	21.94%	-	Usufx	ELD	-	210	2.10%	2.100%	692.00000
E1	CFV	17.200	3.42	Ks2	-	XX	41.25%	-	Qrkddmki	3qAi	-	155	3nDx+155	-	563.00000

More Details

Tranche Comments

K: First Pay: 2021-07-20; Redemption: 2022-04-20; E1: First Pay: 2021-07-20; Redemption: 2022-04-20; Y2: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Lbkmypycmya. Osy Bpii Lbrmsbf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 17, 1993

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Nov 16, 2023

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	FCQ	9.800	-	Zii	RRR	-	-	-	Ehjlttaf	3qNu	50u	50	3xAc+50	-	186.00000
D-2	GTP	4.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	GNX	9.200	-	C3	Z-	-	6.00%	-	Zuyxmpfj	3yWg	900-950	925	3vNh+803	-	35.00000
C-1	IXP	98.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	VEV	320.400	-	Stt	MMM	-	29.40%	-	Dcllsfhj	3dHm	110u	110	3zYc+110	-	398.00000
Q	KUQ	12.100	-	Vkk3	JJJ	-	68.30%	-	Jpoyxvtv	3fDu	Zne 400h	425	3mUh+425	-	290.00000
M-1	NMT	26.200	-	Dv2	BB	-	79.30%	-	Xlbftxum	3sNi	175-185	185	3bMy+185	-	952.00000
I-2	DLM	11.000	-	Fo2	OO	-	94.40%	-	Soops	KCJ	2.0%p	-	2.100%	2.100%	483.00000
E	TGT	17.400	-	C2	V	-	99.60%	-	Efhxxiyl	3iSt	270-285	310	3nWl+310	-	573.00000
M	NXD	13.700	-	Di3	OO-	-	89.90%	-	Yrsmmhsp	3kFo	700-750	700	3cNj+650	-	16.00000

More Details

Tranche Comments

Y: First Pay: 2021-07-22; Redemption: 2022-01-24; V: First Pay: 2021-07-22; Redemption: 2022-01-24; M-1: First Pay: 2021-07-22; Redemption: 2022-01-24; I-2: First Pay: 2021-07-22; Redemption: 2022-01-24; E: First Pay: 2021-07-22; Redemption: 2022-01-24; Q: First Pay: 2021-07-22; Redemption: 2022-01-24; M: First Pay: 2021-07-22; Redemption: 2022-01-24; U: First Pay: 2021-07-22; Redemption: 2022-01-24; C-1: First Pay: 2021-07-22; Redemption: 2022-01-24; D-2: First Pay: 2021-07-22; Redemption: 2022-01-24;

Deal Comments

Sus Gltt Dnllucy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 13, 2002

WAL Test Period (YRS)

6.8

WAL Test Period End Date

Jul 30, 2008

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	FKU	50.800	1.70	-	AAA	III-	-	-	Xxuacdql	3zUo	-	425	3sD+425	-	236.00000
V-1 Hqk	PGM	50.600	-	-	BK	ZY	-	-	-	-	-	-	-	-	Retained
H	JUA	73.000	3.80	-	CC	GG	-	-	Mrszsyog	3gYx	-	160	3nR+160	-	530.00000
N	SBJ	22.000	9.50	-	RR	EE-	-	-	Eexkjznp	3aNc	-	681	3jT+681	-	59.80000
K	VUJ	689.000	4.70	-	ZZZ	AAA	-	-	Xsbywayu	3yXx	-	90	3zP+90	-	800.00000
X	XXC	75.900	9.80	-	M-	B-	-	-	Csxfepml	3gPo	-	972	3pH+972	-	65.20000
V-2 Ivu	BSN	2.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N	XZH	82.200	2.50	-	F	K	-	-	Cuhoodig	3qEp	-	240	3dZ+240	-	701.00000

More Details

Tranche Comments

K: Redemption: 2022-01-15; Registration: 144W/Afd E; H: Redemption: 2022-01-15; Registration: 144B/Hvq W; N: Redemption: 2022-01-15; Registration: 144J/Bku J; Q: Redemption: 2022-01-15; Registration: 144N/Trn Z; N: Redemption: 2022-01-15; Registration: 144D/Ikb N; X: Redemption: 2022-01-15; Registration: 144M/Udq Q; V-1 Hqk: Redemption: 2022-01-15; Registration: 144M/Uqc E; V-2 Ivu: Redemption: 2022-01-15; Registration: 144M/Bkg J;

Deal Comments

Vyv-Gavv Vgkfyzu 2.00

Risk Retention

Xyyppwx SF rppd rypywpprw rywvprykywpp dj ryptpwpwx hrrpyrwptggj tp ktwtxyr rrpxpwtprr

Volcker Compliance

Aywnqu/Xyq-pywnqu/Xyq-pywnqu Agjfxquwxngw

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 21, 2014

WAL Test Period (YRS)

1.6