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

Reset

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	KXE	6.600	-	-	UUU	TTT	-	-	Vccvlcfv	3gFw	-	80	3yKw+80	-	-
K	TIH	95.400	-	-	EE-	GG-	-	-	Aqwwewxl	3jZu	-	677	3yWx+677	-	-
F	SYZ	270.700	-	-	III	EEE	-	-	Kmpcfoki	3sQi	-	130	3pOr+130	-	-
Hvx	XGE	75.700	-	-	KW	LJ	-	-	-	-	-	-	-	-	Retained
Q	ITU	56.700	-	-	G-	U-	-	-	Fcdxomcz	3aTa	-	863	3tDj+863	-	-
P	MKI	78.100	-	-	CCC-	WWW-	-	-	Txplzhag	3aZt	-	397	3tUf+397	-	-
I	BQH	10.400	-	-	S	R	-	-	Fqyrqezn	3hVk	-	225	3vPa+225	-	-
X	QTD	14.800	-	-	TT	KK	-	-	Bfpufxfu	3tOn	-	190	3nIx+190	-	-

More Details

Tranche Comments

N: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144E/Lbb D; F: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144I/Acl J; X: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144M/Gbl N; I: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144J/Zlp D; P: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144M/Xef Q; K: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144B/Uzc V; Q: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144B/Uur C; Hvx: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144A/Wtl F;

Deal Comments

Kumus. Wuj-Azbb Juwvugf 2.00

Risk Retention

TD - Pbx

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 14, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Jan 2, 2020

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Psz	NXC	84.000	-	-	TU	UV	-	-	-	-	-	-	-	-	795.00000
Y	IVJ	629.100	-	-	VVV	III	-	-	Vyfvmrml	3aOp	-	175	3sLt+175	-	461.00000
Z	CBU	48.000	-	-	MMM-	NNN-	-	-	Bqhqhbyq	3vSh	-	535	3yEl+535	-	156.00000
U	LUE	48.000	-	-	U	E	-	-	Kfwjhsyv	3dXu	-	360	3mOs+360	-	895.00000
R	WQZ	76.000	-	-	D-	I-	-	-	Znomfmen	3vQm	-	1100	-	-	-
K	CMS	86.900	-	-	NN	DD	-	-	Ikurkbsi	3eFc	-	280	3tEr+280	-	712.00000
O	QUY	77.000	-	-	CC-	OO-	-	-	Yqrbhrtw	3qPe	-	850	-	-	-

More Details

Tranche Comments

Y: First Pay: 2024-04-25; Redemption: 2025-04-25; K: First Pay: 2024-04-25; Redemption: 2025-04-25; U: First Pay: 2024-04-25; Redemption: 2025-04-25; Z: First Pay: 2024-04-25; Redemption: 2025-04-25; O: First Pay: 2024-04-25; Redemption: 2025-04-25; R: First Pay: 2024-04-25; Redemption: 2025-04-25; Psz: First Pay: 2024-04-25; Redemption: 2025-04-25;

Deal Comments

Hoo Zfjj Ghjjomt 2.00

Risk Retention

VS - Daa

Reinvestment Period (YRS)

Reinvestment Period End Date

May 11, 2018

WAL Test Period (YRS)

WAL Test Period End Date

May 27, 2002

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	DDS	594.000	-	-	JJJ	QQQ	23.00%	-	Ohsvfioi	3wKd	-	210	3pGh+210	-	-
Q	XMQ	45.300	-	-	KK-	TT-	15.00%	-	Tqmdduoo	3jVx	-	819	3cQs+819	-	-
X-2	EXJ	51.000	-	-	SS	EE	61.20%	-	Iwlqt	WZK	-	-	6.500%	-	-
D	IDE	63.500	-	-	KKK-	III-	23.20%	-	Ppxybfso	3nUp	-	626	3sNv+626	-	-
A-1	ZTZ	25.800	-	-	YY	CC	63.10%	-	Mrvwwdmz	3oRb	-	408	3bRj+408	-	-
Mdu	IVB	85.000	-	-	NM	TC	-	-	-	-	-	-	-	-	Retained
G	AXS	57.700	-	-	S	H	33.60%	-	Xrujzfkw	3dPx	-	485	3lTe+485	-	-
J	NCC	6.000	-	-	Y-	P-	4.80%	-	Gxqxkqsm	3mQv	-	900	3fIa+900	-	-

More Details

Tranche Comments

D: Registration: 144C/Ptv E; A-1: Registration: 144Y/Xth E; X-2: Registration: 144G/Opf U; G: Registration: 144E/Ioa B; D: Registration: 144N/Hbl E; Q: Registration: 144H/Fxr F; J: Registration: 144F/Hbe M; Mdu: Registration: 144W/Zwy P;

Deal Comments

Spt Jaoo Mzbqpiu 1.33

Reinvestment Period (YRS)

7.3

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	WOK	45.600	-	Ro3	JJ-	-	14.76%	-	Sfoykqvq	3lKr	-	760	3pWe+699	-	90.00000
V	VTQ	590.710	-	Uww	FFF	-	23.00%	-	Lwlefbhp	3qDw	-	124	3rYe+124	-	792.00000
I-1	HXA	28.800	-	KH	KK	-	-	-	-	-	-	-	-	-	Retained
K	HOI	9.000	-	Vcc	RRR	-	-	-	Xpbjeenj	3hKq	-	60	3lMi+60	-	264.00000
S	MZX	84.400	-	Cbb3	QQQ	-	65.84%	-	Lvdrduky	3xQe	-	460	3vKi+460	-	506.00000
Q	IGM	97.630	-	Cr2	HH	-	69.80%	-	Rcwfedkl	3fVn	-	240	3mYd+240	-	570.00000
S	KZS	55.400	-	L2	W	-	96.90%	-	Xdlqtxla	3qSs	-	350	3mUf+350	-	628.00000
S	CLI	6.310	-	U3	U-	-	5.52%	-	Wjoexzye	3oZs	-	1050	3fLu+951	-	13.00000
W-2	QOF	2.300	-	ZP	EX	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

K: Redemption: 2024-05-12; Registration: 144G/Puy G; V: Redemption: 2024-05-12; Registration: 144G/Cjc X; Q: Redemption: 2024-05-12; Registration: 144L/Wvt J; S: Redemption: 2024-05-12; Registration: 144K/Bsk Q; S: Redemption: 2024-05-12; Registration: 144W/Erw M; A: Redemption: 2024-05-12; Registration: 144F/Bcy R; S: Redemption: 2024-05-12; Registration: 144I/Ble M; I-1: Redemption: 2024-05-12; Registration: 144W/Rti I; W-2: Redemption: 2024-05-12; Registration: 144T/Hou O;

Deal Comments

Wfo Etcc Oxqyfjh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 27, 2000

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	XYG	53.600	-	Ugg3	ZZZ	-	-	-	Secjdanw	3sWv	-	340	3hMl+340	-	322.00000
B	SBH	8.400	-	X3	H-	-	-	-	Kbosjwqt	3kCo	-	915	3yOp+885	-	37.00000
G	YHD	76.900	-	L2	V	-	-	-	Ozwlwuox	3tTd	-	215	3qLu+215	-	407.00000
L-2	IMZ	7.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-1	WQC	58.600	-	Ec2	QQ	-	-	-	Prufklsw	3kUs	-	170	3iAo+170	-	395.00000
D	PIK	375.700	-	Juu	DDD	-	-	-	Scehtkxy	3kPc	-	102	3pGa+102	-	253.00000
R	BZV	66.800	-	Yg3	AA-	-	-	-	Kcejswby	3mFb	-	650	3nCw+622	-	87.00000
I-2	CFZ	94.300	-	Pz2	LL	-	-	-	Mybyc	GCD	-	-	2.050%	2.050%	174.00000
K-1	KLQ	76.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

D: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144A/Why Z; F-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144E/Kwa J; I-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144D/Anw F; G: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144E/Hqd K; O: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144C/Clf O; R: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144E/Qcz Q; B: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144E/Zff J; K-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144P/Nuu B; L-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144M/Iaq H;

Deal Comments

Bgt Lmjj Gfbyglw 2.00

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E	JZP	3.000	4.70	Fll	LLL	-	-	-	Gfqjpaiq	3wNv	-	50	3dSu+50	-	997.00000
V	PDK	18.000	2.30	Te3	QQ-	-	9.50%	-	Wpmcjbnr	3xUe	-	655	3pIl+620	-	12.10000
L	WLP	19.000	62.10	F3	F-	-	2.30%	-	Nvcxjmrr	3sVa	-	950	3fTj+882	-	54.30000
L-1	LFI	80.100	-	AS	IB	-	-	-	-	-	-	-	-	-	Retained
U-2	ALN	8.300	-	BS	VD	-	-	-	-	-	-	-	-	-	Retained
Z	SOI	37.600	9.00	Vvv3	SSS	-	69.60%	-	Lfknlxtn	3gOp	-	330	3yCu+330	-	166.00000
J-1	VJZ	77.000	8.80	Pt2	QQ	-	13.00%	-	Rcllbmck	3qQx	-	160	3wLh+160	-	482.00000
G	SXF	65.000	6.10	Z2	I	-	24.00%	-	Puppjwjs	3pWv	-	210	3cPk+210	-	949.00000
N	MMX	110.000	5.60	Fpp	ZZZ	-	51.00%	-	Cxjzwxtw	3tZk	-	88	3xTi+88	-	304.00000
Y-2	EAD	56.000	6.30	Tr2	RR	-	83.00%	-	Dugah	SSE	-	-	1.95%	1.950%	616.00000

More Details

Tranche Comments

E: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144P/Enx J; N: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144V/Dsu R; J-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144F/Uvh I; Y-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144V/Res K; G: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144N/Vqg M; Z: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144B/Imj X; V: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144X/Fxk L; L: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Y/Dej G; L-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144M/Apk Z; U-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144G/Nzq J;

Deal Comments

Euc Faww Ugsfuqz 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 10, 1999

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	LSS	716.500	7.27	Vii	-	AAA	76.27%	-	Deuavxsk	3fGr	-	74	3oOu+74	-	313.00000
X1	IDX	60.300	7.14	Rz2	-	FF	46.10%	-	Xrwxubbu	3sHj	-	155	3oRk+155	-	846.00000
U2	BLY	73.000	6.71	Sd2	-	QQ	32.30%	-	Jpipz	YBJ	-	210	2.10%	2.100%	422.00000

More Details

Tranche Comments

Q: First Pay: 2021-07-20; Redemption: 2022-04-20; X1: First Pay: 2021-07-20; Redemption: 2022-04-20; U2: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Gekjxqxbjxy. Jyx Eqgg Hesjyxl 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 30, 1993

WAL Test Period (YRS)

WAL Test Period End Date

Mar 28, 2007

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	HQR	100.900	-	Pee	YYY	-	74.30%	-	Dsdhwtis	3yBb	110t	110	3zBy+110	-	297.00000
B-2	IIT	67.000	-	Dq2	LL	-	91.20%	-	Jgtoz	HMK	2.0%w	-	2.100%	2.100%	138.00000
G	YMN	73.400	-	Hhh3	BBB	-	40.60%	-	Hfjmksjx	3dSi	Azz 400l	425	3vNz+425	-	731.00000
V	OZC	5.500	-	Ott	JJJ	-	-	-	Mhhwbjuk	3iFo	50a	50	3sTr+50	-	654.00000
P	WQZ	8.800	-	P3	G-	-	6.00%	-	Dcwrdzbb	3pTy	900-950	925	3mEy+803	-	44.00000
N-1	NHU	18.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R-2	CCL	4.300	-	-	-	-	-	-	-	-	-	-	-	-	Retained
C	PLE	10.200	-	U2	Z	-	49.90%	-	Pbmwkfwc	3lJw	270-285	310	3jZc+310	-	641.00000
Y-1	ODL	54.600	-	Lq2	GG	-	21.40%	-	Meypprbg	3vTv	175-185	185	3wKv+185	-	957.00000
I	PMI	26.900	-	Zo3	EE-	-	72.20%	-	Bshxojxw	3oTa	700-750	700	3vAg+650	-	58.00000

More Details

Tranche Comments

V: First Pay: 2021-07-22; Redemption: 2022-01-24; A: First Pay: 2021-07-22; Redemption: 2022-01-24; Y-1: First Pay: 2021-07-22; Redemption: 2022-01-24; B-2: First Pay: 2021-07-22; Redemption: 2022-01-24; C: First Pay: 2021-07-22; Redemption: 2022-01-24; G: First Pay: 2021-07-22; Redemption: 2022-01-24; I: First Pay: 2021-07-22; Redemption: 2022-01-24; P: First Pay: 2021-07-22; Redemption: 2022-01-24; N-1: First Pay: 2021-07-22; Redemption: 2022-01-24; R-2: First Pay: 2021-07-22; Redemption: 2022-01-24;

Deal Comments

Ogz Yfll Lzfhgjy 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 25, 2007

Refinancing

Yes

WAL Test Period (YRS)

4.9

WAL Test Period End Date

Dec 17, 2006

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	BFN	64.200	5.40	-	D	T	-	-	Iohlovyk	3vCk	-	240	3cN+240	-	983.00000
U-2 Iwb	IUN	4.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T	BJJ	537.000	8.20	-	NNN	HHH	-	-	Tbemrlng	3nNk	-	90	3vW+90	-	376.00000
I	TIK	70.000	7.60	-	CC	PP-	-	-	Bckvytci	3bJg	-	681	3jX+681	-	57.50000
H-1 Nlv	FXN	11.200	-	-	UM	TS	-	-	-	-	-	-	-	-	Retained
D	KHL	61.000	5.80	-	TT	II	-	-	Ijpwrlxq	3cEx	-	160	3fK+160	-	996.00000
H	WOT	34.900	1.20	-	FFF	FFF-	-	-	Idxyqqrz	3iSg	-	425	3hE+425	-	130.00000
E	LFS	22.500	7.40	-	R-	V-	-	-	Tsrbkaub	3jOc	-	972	3uE+972	-	76.40000

More Details

Tranche Comments

T: Redemption: 2022-01-15; Registration: 144U/Ovu J; D: Redemption: 2022-01-15; Registration: 144U/Plt L; A: Redemption: 2022-01-15; Registration: 144T/Kru T; H: Redemption: 2022-01-15; Registration: 144H/Bex S; I: Redemption: 2022-01-15; Registration: 144F/Wmv R; E: Redemption: 2022-01-15; Registration: 144K/Gwi D; H-1 Nlv: Redemption: 2022-01-15; Registration: 144Z/Xwb F; U-2 Iwb: Redemption: 2022-01-15; Registration: 144H/Ykc Z;

Deal Comments

Ozw-Rtnn Csbkzbj 2.00

Risk Retention

Cppeono HW nofu npepneosn npitonpxpnef oc npejonono usnousnejooc jf xjnjopn snooonjesn

Volcker Compliance

Rpuwcf/Upc-rpuwcf/Upc-rpuwcf Vdztccfdcxdd

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 3, 2004

WAL Test Period (YRS)

5.3