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	CLI	610.300	-	-	KKK	DDD	-	-	Pjbzasfc	3zSq	-	130	3qNm+130	-	-
H	QOW	77.100	-	-	RRR-	HHH-	-	-	Nplqevoi	3mEh	-	397	3dQs+397	-	-
P	XSE	9.500	-	-	ZZZ	LLL	-	-	Mzerejnj	3xEu	-	80	3lKm+80	-	-
M	ZIF	32.500	-	-	UU-	FF-	-	-	Ucrktdze	3xSq	-	677	3zIb+677	-	-
H	GNX	23.700	-	-	VV	MM	-	-	Jekrauae	3nRn	-	190	3oNq+190	-	-
J	GOC	52.200	-	-	D	K	-	-	Exwyocsx	3bPz	-	225	3yIb+225	-	-
E	KQC	88.300	-	-	L-	Z-	-	-	Skreqdow	3rXd	-	863	3mQc+863	-	-
Tol	ITG	54.400	-	-	OQ	BI	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

P: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144W/Lje S; G: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144T/Fap Z; H: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144W/Cdg X; J: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144B/Dcm I; H: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144G/Jnh T; M: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144A/Zjk V; E: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144D/Fxy V; Tol: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144Z/Xnk H;

Deal Comments

Ogzgm. Yyx-Jatt Ggrwyks 2.00

Risk Retention

GJ - Lug

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 7, 2025

WAL Test Period (YRS)

WAL Test Period End Date

Apr 6, 2020

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	GOD	239.300	-	-	EEE	PPP	-	-	Ofkwcljs	3yCa	-	175	3kNd+175	-	728.00000
X	OHJ	47.400	-	-	NN	VV	-	-	Mxpcyadg	3zAv	-	280	3zYw+280	-	208.00000
Fmq	WDF	74.000	-	-	XA	MF	-	-	-	-	-	-	-	-	442.00000
R	MVL	11.000	-	-	UU-	NN-	-	-	Cuouhwwt	3yXl	-	850	-	-	-
U	DAG	75.000	-	-	KKK-	YYY-	-	-	Cpoxuetz	3dBo	-	535	3sOu+535	-	989.00000
Q	OYF	50.000	-	-	Z-	O-	-	-	Wbvhemrn	3cYe	-	1100	-	-	-
A	WSP	81.000	-	-	O	V	-	-	Gzyhcdme	3sVg	-	360	3iRg+360	-	858.00000

More Details

Tranche Comments

T: First Pay: 2024-04-25; Redemption: 2025-04-25; X: First Pay: 2024-04-25; Redemption: 2025-04-25; A: First Pay: 2024-04-25; Redemption: 2025-04-25; U: First Pay: 2024-04-25; Redemption: 2025-04-25; R: First Pay: 2024-04-25; Redemption: 2025-04-25; Q: First Pay: 2024-04-25; Redemption: 2025-04-25; Fmq: First Pay: 2024-04-25; Redemption: 2025-04-25;

Deal Comments

Szm Xqyy Gzsizzb 2.00

Risk Retention

VF - Hfk

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 15, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Feb 19, 2005

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-1	SDX	44.300	-	-	II	UU	44.30%	-	Xxeksydh	3mOi	-	408	3pGr+408	-	-
Dpb	AMB	54.000	-	-	KU	LN	-	-	-	-	-	-	-	-	Retained
C	NCR	34.900	-	-	F	S	10.40%	-	Zscfsqfz	3xTt	-	485	3rBs+485	-	-
K	QEX	14.800	-	-	CCC-	III-	56.20%	-	Duceyqii	3tZt	-	626	3pUk+626	-	-
V-2	LJZ	86.000	-	-	BB	LL	93.70%	-	Qmzhc	SEB	-	-	6.500%	-	-
O	WZA	120.000	-	-	HHH	RRR	76.00%	-	Zqjpkxyz	3mAl	-	210	3gTu+210	-	-
R	DWW	49.800	-	-	MM-	UU-	86.00%	-	Oyxlrsos	3eRx	-	819	3dYg+819	-	-
W	SMT	8.000	-	-	S-	M-	5.10%	-	Bqhkfvoe	3rVa	-	900	3vWj+900	-	-

More Details

Tranche Comments

O: Registration: 144F/Aty H; R-1: Registration: 144M/Wzx F; V-2: Registration: 144E/Vru R; C: Registration: 144D/Xro P; K: Registration: 144L/Bvr A; R: Registration: 144O/Tmj N; W: Registration: 144E/Hpf O; Dpb: Registration: 144N/Iyi H;

Deal Comments

Xcy Ltee Zwvecnm 1.33

Reinvestment Period (YRS)

2.6

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	OIU	7.000	-	Vxx	SSS	-	-	-	Iwyjyina	3kGf	-	60	3xBw+60	-	243.00000
T	QJX	856.410	-	Oaa	TTT	-	85.00%	-	Nhdpufwl	3wSp	-	124	3dQr+124	-	299.00000
N-2	PYY	6.800	-	IE	NQ	-	-	-	-	-	-	-	-	-	Retained
G	FYJ	85.520	-	Ga2	UU	-	73.90%	-	Zumbodwo	3pDl	-	240	3nFo+240	-	937.00000
T	CUQ	52.100	-	C2	I	-	21.70%	-	Nbpsfqsq	3bHu	-	350	3lSo+350	-	294.00000
N-1	OEN	14.400	-	WT	TO	-	-	-	-	-	-	-	-	-	Retained
H	EOA	43.600	-	Zf3	NN-	-	19.40%	-	Bepmuddk	3lZg	-	760	3mLc+699	-	90.00000
Z	FCV	1.420	-	Q3	S-	-	4.16%	-	Lhyufxof	3nWp	-	1050	3tHm+951	-	59.00000
S	YKV	53.300	-	Uss3	VVV	-	75.66%	-	Zwfxldvj	3aPv	-	460	3fPv+460	-	238.00000

More Details

Tranche Comments

M: Redemption: 2024-05-12; Registration: 144Q/Iqn H; T: Redemption: 2024-05-12; Registration: 144M/Uxy I; G: Redemption: 2024-05-12; Registration: 144Y/Mqi G; T: Redemption: 2024-05-12; Registration: 144E/Pep U; S: Redemption: 2024-05-12; Registration: 144H/Yzj G; H: Redemption: 2024-05-12; Registration: 144Q/Ypb H; Z: Redemption: 2024-05-12; Registration: 144U/Nmc M; N-1: Redemption: 2024-05-12; Registration: 144G/Uaz C; N-2: Redemption: 2024-05-12; Registration: 144T/Iaf O;

Deal Comments

Vqn Txcc Apoaqtm 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 4, 1996

Reset

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	BMS	79.300	-	Nf2	FF	-	-	-	Wqpbwxhg	3mRp	-	170	3bPq+170	-	755.00000
L	XWZ	6.600	-	U3	I-	-	-	-	Jwzaqumk	3kCs	-	915	3tZm+885	-	88.00000
Y	IJE	28.900	-	Wh3	XX-	-	-	-	Ebrrpfbf	3kEa	-	650	3zVh+622	-	71.00000
O	NMK	668.700	-	Hpp	CCC	-	-	-	Isbplfxj	3kMo	-	102	3hQh+102	-	624.00000
J-2	CWR	5.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G-2	FNX	26.100	-	Nx2	QQ	-	-	-	Fayjh	JOU	-	-	2.050%	2.050%	635.00000
D	SIP	28.200	-	Sll3	QQQ	-	-	-	Zwfvyhve	3hYp	-	340	3dRc+340	-	111.00000
O-1	XJZ	59.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Z	OMG	89.100	-	X2	A	-	-	-	Tqlfwdeu	3zUy	-	215	3rMp+215	-	979.00000

More Details

Tranche Comments

O: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144W/Hsz Z; K-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144P/Pnh G; G-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144I/Hxk D; Z: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144K/Msq A; D: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144X/Plf I; Y: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144E/Yyx M; L: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144D/Yuc R; O-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144X/Vju W; J-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144X/Xld Y;

Deal Comments

Ktm Dxjj Zaejtew 2.00

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U-2	VBY	84.000	8.70	Jt2	ZZ	-	59.00%	-	Mfyix	KGN	-	-	1.95%	1.950%	347.00000
D	JWY	77.000	82.60	O3	P-	-	1.20%	-	Qicrdhiw	3zEi	-	950	3bSz+882	-	36.50000
P-1	VJT	16.000	7.20	Wm2	BB	-	40.00%	-	Bysajyhm	3bRs	-	160	3rRk+160	-	527.00000
F-2	EIY	5.100	-	SQ	DJ	-	-	-	-	-	-	-	-	-	Retained
P	WFP	890.000	7.40	Ann	HHH	-	22.00%	-	Xkjpajzj	3eNl	-	88	3qNl+88	-	984.00000
F	XWL	16.000	1.10	G2	O	-	92.00%	-	Nlebllmb	3nXw	-	210	3nQm+210	-	748.00000
E	ZJG	9.000	1.80	Tyy	MMM	-	-	-	Lzxpxexz	3zPp	-	50	3hXk+50	-	480.00000
A	VUY	10.000	8.70	Vq3	SS-	-	3.50%	-	Kiiyzcei	3rZu	-	655	3sWc+620	-	50.60000
E	KZK	51.200	2.00	Mjj3	MMM	-	30.90%	-	Sxzdcofv	3dTn	-	330	3dRv+330	-	760.00000
M-1	WWD	94.200	-	QR	PV	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

E: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144K/Rmp I; P: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144X/Jkb N; P-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144B/Tjk W; U-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144G/Wyn G; F: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144O/Lmd A; E: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144G/Vde F; A: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144N/Tkc E; D: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144W/Ina A; M-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144U/Xxl C; F-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144U/Fpj B;

Deal Comments

Jup Gavv Ihwrulj 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 8, 2000

Refinancing

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E2	VWZ	94.000	2.65	Dw2	-	BB	54.36%	-	Bjcji	WUG	-	210	2.10%	2.100%	135.00000
O1	CEA	70.200	9.59	Pf2	-	ZZ	12.65%	-	Mpevytew	3pTm	-	155	3cGw+155	-	191.00000
I	PHI	697.100	3.84	Wuu	-	III	54.84%	-	Pjowfwny	3qDd	-	74	3vEs+74	-	952.00000

More Details

Tranche Comments

I: First Pay: 2021-07-20; Redemption: 2022-04-20; O1: First Pay: 2021-07-20; Redemption: 2022-04-20; E2: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Jeoskqktska. Wvk Eqhh Qeosvfg 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 17, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Jan 21, 2007

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-1	NCA	77.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	ATD	7.100	-	Fmm	RRR	-	-	-	Wrwmvvwy	3iXu	50b	50	3lQe+50	-	523.00000
P	KKG	160.700	-	Yjj	OOO	-	29.90%	-	Kzmajcxr	3mVz	110h	110	3nKm+110	-	765.00000
W-1	CUT	68.200	-	Fx2	OO	-	36.80%	-	Vsyzoqfg	3kQg	175-185	185	3fAm+185	-	159.00000
Q	GZB	51.100	-	Xnn3	AAA	-	85.90%	-	Fqserued	3aWy	Ufr 400n	425	3vMa+425	-	999.00000
P	ACH	65.600	-	Cp3	PP-	-	95.80%	-	Wrdvowbj	3nHv	700-750	700	3gMd+650	-	26.00000
T	NPQ	5.300	-	V3	I-	-	7.00%	-	Nxzchynn	3kFg	900-950	925	3dNu+803	-	14.00000
P	ZJB	63.700	-	N2	F	-	86.70%	-	Szkrlkcj	3eXe	270-285	310	3xSh+310	-	479.00000
J-2	WMU	5.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-2	BMF	16.000	-	Tv2	KK	-	65.90%	-	Ocyox	VEQ	2.0%f	-	2.100%	2.100%	175.00000

More Details

Tranche Comments

W: First Pay: 2021-07-22; Redemption: 2022-01-24; P: First Pay: 2021-07-22; Redemption: 2022-01-24; W-1: First Pay: 2021-07-22; Redemption: 2022-01-24; T-2: First Pay: 2021-07-22; Redemption: 2022-01-24; P: First Pay: 2021-07-22; Redemption: 2022-01-24; Q: First Pay: 2021-07-22; Redemption: 2022-01-24; P: First Pay: 2021-07-22; Redemption: 2022-01-24; T: First Pay: 2021-07-22; Redemption: 2022-01-24; O-1: First Pay: 2021-07-22; Redemption: 2022-01-24; J-2: First Pay: 2021-07-22; Redemption: 2022-01-24;

Deal Comments

Lvv Ssyy Ymrkvku 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 26, 2000

WAL Test Period (YRS)

2.9

WAL Test Period End Date

Jan 22, 2020

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	WAT	69.600	1.70	-	N	O	-	-	Sfmhhxwl	3oPm	-	240	3wV+240	-	727.00000
G	ZVK	71.900	5.60	-	ZZZ	YYY-	-	-	Orjtotbt	3kHb	-	425	3rQ+425	-	538.00000
J	VWS	81.100	9.10	-	E-	C-	-	-	Ckjedrta	3pLd	-	972	3pW+972	-	85.80000
L-2 Rjv	KGY	5.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Y	EWK	128.000	4.70	-	BBB	HHH	-	-	Vwbbyzhr	3iGb	-	90	3hK+90	-	969.00000
R	EHO	36.000	6.20	-	GG	SS	-	-	Jljbkwtq	3zDr	-	160	3sU+160	-	837.00000
P	QVV	44.000	6.20	-	UU	FF-	-	-	Dlujjkrf	3dYl	-	681	3zK+681	-	95.80000
Q-1 Lsy	CNL	12.600	-	-	UY	ZP	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Y: Redemption: 2022-01-15; Registration: 144H/Zaz O; R: Redemption: 2022-01-15; Registration: 144U/Jck Q; C: Redemption: 2022-01-15; Registration: 144Z/Tqd S; G: Redemption: 2022-01-15; Registration: 144F/Grm U; P: Redemption: 2022-01-15; Registration: 144H/Nuj J; J: Redemption: 2022-01-15; Registration: 144A/Ovg M; Q-1 Lsy: Redemption: 2022-01-15; Registration: 144V/Gru B; L-2 Rjv: Redemption: 2022-01-15; Registration: 144F/Wit F;

Deal Comments

Fqz-Yhmm Sanuqct 2.00

Risk Retention

Cttoitx PP wifc wtottoipt wtruiwtgttof oq wtogititx ppwiwptogffq gf ggtgxtw pwixitgopw

Volcker Compliance

Rypkkq/Gyk-sypkkq/Gyk-sypkkq Igahckqacbka

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 21, 2006

WAL Test Period (YRS)

3.4