Bain Capital Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	EJU	7.000	4.00	-	CCC	PPP	-	-	Hfjlkqtx	3jNs	-	98	3wYk+98	-	279.00000
T-1	QPS	11.800	1.20	-	KK	YY	91.90%	-	Uubvstni	3iMe	-	210	3wJv+210	-	927.00000
W	SBF	35.000	2.30	-	SSS-	FFF-	55.00%	-	Lzfxdfne	3dYm	-	385	3jIo+385	-	884.00000
Z-1	MNG	969.000	2.50	-	PPP	VVV	51.00%	-	Fhsqfuud	3mFd	-	130	3tTq+130	-	189.00000
Q-2	NFZ	53.000	8.10	-	HH	TT	24.80%	-	Rknus	AMO	-	-	5.10%	5.100%	375.00000
N	YWN	44.000	6.80	-	QQ-	ZZ-	3.40%	-	Qsddefrx	3wAi	-	660	3lEu+645	-	79.00000
Y-2	CCK	8.000	6.40	-	EEE	PPP	57.00%	-	Vjyjstyu	3lAh	-	180	3wSv+180	-	349.00000
T	QYF	54.000	26.40	-	J-	W-	4.70%	-	Rbvpapjz	3sIq	-	920	3mRz+837	-	660.00000
Vko	KDK	57.650	-	-	EI	GI	-	-	-	-	-	-	-	-	Retained
K	GTX	76.600	8.50	-	P	V	33.00%	-	Zkklbkkl	3gZn	-	255	3dRs+255	-	830.00000

Tranche Comments

R: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Hrp O; Z-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144N/Rcj W; Y-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144C/Zih E; T-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144B/Ktp W; Q-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144V/Dym T; K: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144U/Zqd U; W: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144R/Quo R; N: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144O/Rwk K; T: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144N/Dfk Q; Vko: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144C/Mys X;

Deal Comments

Gqz-Lxjj Igvuqmw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 16, 2010

Reset

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	GVN	8.700	-	-	PPP	RRR	-	-	Lsqfutfb	3lVf	-	80	3dWe+80	-	-
D	JOI	512.800	-	-	ZZZ	CCC	-	-	Yuzjardb	3dCo	-	130	3nFh+130	-	-
S	XWK	45.500	-	-	ZZ	YY	-	-	Bkukljlx	3mWo	-	190	3vYg+190	-	-
V	PBB	53.500	-	-	R	O	-	-	Jvwqmsls	3qLf	-	225	3kDz+225	-	-
Y	JLJ	23.500	-	-	X-	H-	-	-	Vlvleyij	3tWy	-	863	3dFh+863	-	-
Mzr	QMH	47.800	-	-	AU	GT	-	-	-	-	-	-	-	-	Retained
I	LWQ	21.400	-	-	MMM-	III-	-	-	Ayjrfwkd	3oNn	-	397	3qVv+397	-	-
B	YGK	45.800	-	-	QQ-	MM-	-	-	Mlkryqsl	3zXu	-	677	3qAb+677	-	-

Tranche Comments

D: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144Q/Ybv W; D: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144I/Bax S; S: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144Y/Msw B; V: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144J/Ucu Y; I: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144V/Uqy Y; B: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144C/Xib Z; Y: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144F/Ekk C; Mzr: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144C/Xdz N;

Deal Comments

Sqpqk. Nxt-Oxcc Xqklxsj 2.00

Risk Retention

AC - Neg

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 21, 2018

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 20, 2015

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	GKM	53.600	7.30	-	A	B	46.00%	-	Udwwekph	3cWx	-	250	3iCj+250	-	916.00000
Y	ZJL	26.000	4.00	-	JJJ-	CCC-	52.00%	-	Illvflad	3oHu	-	355	3zJx+355	-	794.00000
D2	LBV	3.000	4.80	-	T-	H-	3.10%	-	Ahrcblsy	3aMk	-	995	3zRr+861	-	51.50000
A	YZJ	6.100	4.70	-	TTT	GGG	-	-	Tmiryxri	3oAc	-	70	3tAu+70	-	991.00000
Y	EQT	61.000	1.40	-	MM-	SS-	5.90%	-	Xuhzaosr	3cKp	-	670	3gVk+666	-	29.69000
Hbweeu	BJT	70.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P	NYQ	335.000	1.30	-	UUU	XXX	39.00%	-	Nmzvvluz	3bDx	-	141	3iWe+141	-	867.00000
T-1	BBA	60.700	1.30	-	RR	CC	62.30%	-	Wlfespqm	3tIx	-	200	3jVr+200	-	884.00000
T1	ZBT	7.000	5.80	-	K+	Q+	7.20%	-	Cewwtfoo	3mRf	-	855	3hTg+804	-	15.00000
V-2	TNW	63.000	8.10	-	HH	BB	11.90%	-	Gppti	JVY	-	-	5.40%	5.400%	406.00000

Tranche Comments

A: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144F/Fno Q; P: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144F/Itm R; T-1: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144Q/Yye B; V-2: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144G/Aod H; O: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144V/Zlk B; Y: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144W/Qaz C; Y: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144Q/Ifv R; T1: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144E/Bxz B; D2: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144Q/Ifi T; Hbweeu: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144X/Hiy T;

Deal Comments

Bey Ltss Fpyqeeo 1.5

Reinvestment Period (YRS)

9.1

Reinvestment Period End Date

Sep 11, 1997

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	AYW	186.000	-	Gpp	-	ZZZ	-	-	Uwbembvj	3eXo	-	148	3hGm+148	-	743.00000
V	TWS	25.000	-	-	C	J	-	-	Iffrbjpz	3aAq	-	290	3bGt+290	-	743.00000
G	MUX	16.000	-	-	AA-	AA-	-	-	Nmcvlctj	3bEy	-	730	3lDb+698	-	57.00000
U	HJK	56.000	-	-	W-	W-	-	-	Kzqrmose	3sDe	-	950	3hAn+830	-	54.00000
Rek	KBS	48.700	-	-	YH	UR	-	-	-	-	-	-	-	-	Retained
V-1	ATX	40.000	-	-	EE	BB	-	-	Reodxuid	3hXs	-	225	3rZs+225	-	933.00000
O	ZCO	4.000	-	-	CCC	DDD	-	-	Mfzvxpnq	3pKb	-	50	3vQe+50	-	589.00000
U-2	LAD	59.000	-	-	II	PP	-	-	Uhnin	EQZ	-	-	5.850%	5.850%	100.00000
V	GKX	85.000	-	-	WWW-	TTT-	-	-	Vusxcvsd	3nZd	-	450	3tIg+450	-	609.00000

Tranche Comments

O: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144Y/Wps R; Z: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144E/Lfn P; V-1: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144A/Dlf G; U-2: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144T/Ocj F; V: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144N/Ekk D; V: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144A/Hfj O; G: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144Y/Lfm S; U: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144O/Ete W; Rek: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144Y/Loa C;

Deal Comments

Xaz Etpp Opcaavf 1.5

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	JFW	59.000	-	-	V	P	-	-	Mqjckadd	3wAe	-	360	3zXj+360	-	145.00000
L	AKJ	38.000	-	-	LL-	II-	-	-	Nwjrczrb	3vUz	-	850	-	-	-
L	XPT	97.000	-	-	B-	Y-	-	-	Ijhmwemc	3aXj	-	1100	-	-	-
Fav	JPC	26.000	-	-	CB	FK	-	-	-	-	-	-	-	-	599.00000
I	ETQ	391.500	-	-	GGG	KKK	-	-	Tsmwobse	3nVi	-	175	3mOn+175	-	991.00000
I	VOV	11.600	-	-	AA	ZZ	-	-	Njoobjrt	3lAo	-	280	3zYj+280	-	461.00000
Y	FQC	78.000	-	-	XXX-	JJJ-	-	-	Zvxzmaxj	3dMq	-	535	3jSr+535	-	582.00000

Tranche Comments

I: First Pay: 2024-04-25; Redemption: 2025-04-25; I: First Pay: 2024-04-25; Redemption: 2025-04-25; U: First Pay: 2024-04-25; Redemption: 2025-04-25; Y: First Pay: 2024-04-25; Redemption: 2025-04-25; L: First Pay: 2024-04-25; Redemption: 2025-04-25; L: First Pay: 2024-04-25; Redemption: 2025-04-25; Fav: First Pay: 2024-04-25; Redemption: 2025-04-25;

Deal Comments

Dfy Tnhh Nnklfqb 2.00

Risk Retention

LX - Bfw

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 20, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Jul 8, 2017

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	NDZ	53.900	-	-	TT	BB	38.30%	-	Pjzqqiyp	3rLp	-	408	3tAu+408	-	-
H	BMH	7.000	-	-	W-	N-	5.80%	-	Ymxkwxwk	3fNf	-	900	3lYx+900	-	-
J	QUB	211.000	-	-	ZZZ	ZZZ	68.00%	-	Qjommqrq	3fUx	-	210	3sOk+210	-	-
Y-2	EAY	57.000	-	-	PP	XX	36.60%	-	Wgwma	POZ	-	-	6.500%	-	-
U	SFF	74.900	-	-	JJJ-	SSS-	54.10%	-	Wlsjscff	3yQh	-	626	3vVw+626	-	-
Mgp	SPW	15.000	-	-	JV	EK	-	-	-	-	-	-	-	-	Retained
S	SEA	76.700	-	-	D	A	49.20%	-	Ndyjiuic	3dBh	-	485	3gQp+485	-	-
V	XWP	56.900	-	-	GG-	YY-	49.00%	-	Wqxjylkd	3sNe	-	819	3oKr+819	-	-

Tranche Comments

J: Registration: 144O/Jyf S; Y-1: Registration: 144O/Pjj Z; Y-2: Registration: 144A/Vyi B; S: Registration: 144K/Lay Y; U: Registration: 144A/Gam U; V: Registration: 144M/Njx I; H: Registration: 144L/Yqu E; Mgp: Registration: 144W/Vel M;

Deal Comments

Yum Qtnn Thozuvk 1.33

Reinvestment Period (YRS)

1.2

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	ALJ	45.300	-	Nz3	DD-	-	80.68%	-	Uwoumirx	3eIi	-	760	3qTj+699	-	15.00000
F-1	WHO	23.100	-	TH	OS	-	-	-	-	-	-	-	-	-	Retained
E	LVS	98.980	-	Wl2	HH	-	36.70%	-	Byowpmut	3dVr	-	240	3oNt+240	-	143.00000
W	BII	7.000	-	Qrr	SSS	-	-	-	Kdpstzna	3yXj	-	60	3dYo+60	-	653.00000
R	XJP	278.230	-	Rhh	DDD	-	97.00%	-	Iqexbwzu	3pBd	-	124	3gIu+124	-	228.00000
M-2	VFO	7.600	-	SO	EX	-	-	-	-	-	-	-	-	-	Retained
K	DWN	45.800	-	A2	T	-	35.50%	-	Erwbhclk	3yRp	-	350	3rGp+350	-	772.00000
H	XNC	7.430	-	N3	F-	-	1.99%	-	Hwlwczkp	3iKu	-	1050	3hNc+951	-	97.00000
Y	ICB	42.600	-	Cff3	NNN	-	87.67%	-	Vwfwbwem	3xTb	-	460	3tFa+460	-	548.00000

Tranche Comments

W: Redemption: 2024-05-12; Registration: 144F/Lzf W; R: Redemption: 2024-05-12; Registration: 144C/Frs W; E: Redemption: 2024-05-12; Registration: 144C/Bmw P; K: Redemption: 2024-05-12; Registration: 144T/Gji E; Y: Redemption: 2024-05-12; Registration: 144L/Qrh L; X: Redemption: 2024-05-12; Registration: 144U/Xpo D; H: Redemption: 2024-05-12; Registration: 144E/Hhf P; F-1: Redemption: 2024-05-12; Registration: 144K/Rrq J; M-2: Redemption: 2024-05-12; Registration: 144Q/Isc C;

Deal Comments

Azt Mqnn Jkeazes 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 31, 2015

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	QQS	39.400	-	Qj3	FF-	-	-	-	Ejowhprm	3kKp	-	650	3bYr+622	-	26.00000
G	LWU	531.700	-	Sii	FFF	-	-	-	Grosbzfh	3oDd	-	102	3fPq+102	-	820.00000
S	OQL	12.600	-	U2	Q	-	-	-	Yvsrymin	3iPv	-	215	3oIs+215	-	101.00000
L	ZTZ	1.400	-	E3	U-	-	-	-	Tequztxu	3lVx	-	915	3tYg+885	-	84.00000
Z	KEY	98.400	-	Eee3	MMM	-	-	-	Nemeqwdu	3lVt	-	340	3pVf+340	-	526.00000
E-2	ASK	5.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
X-2	YAT	52.900	-	Qb2	RR	-	-	-	Gtgqk	AAU	-	-	2.050%	2.050%	283.00000
I-1	PDH	38.400	-	Iv2	XX	-	-	-	Udzsjprh	3vJp	-	170	3jWl+170	-	660.00000
E-1	LXC	29.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144A/Clg Y; I-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144Y/Zvu S; X-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144Y/Mfy C; S: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144A/Cju B; Z: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144C/Win E; A: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144E/Aau A; L: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144X/Aoc S; E-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144H/Rbx Y; E-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144Q/Aun N;

Deal Comments

Dwg Ruzz Bspywge 2.00

Reset

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	VLV	155.000	6.10	Wii	OOO	-	88.00%	-	Lbrfpcah	3pMh	-	88	3eTp+88	-	337.00000
I	HVI	55.000	90.20	A3	J-	-	7.50%	-	Jjppuwpq	3xVc	-	950	3lRu+882	-	83.80000
X	ALD	72.000	5.40	Xi3	GG-	-	2.90%	-	Kfxltdic	3wMc	-	655	3dEg+620	-	72.30000
T-2	SUN	89.000	2.20	Ip2	RR	-	57.00%	-	Fhzig	HQS	-	-	1.95%	1.950%	681.00000
L-1	GGQ	21.600	-	SW	DJ	-	-	-	-	-	-	-	-	-	Retained
B-2	ZGE	9.700	-	CO	OO	-	-	-	-	-	-	-	-	-	Retained
G	XFS	70.000	9.40	L2	N	-	22.00%	-	Aqrawjhl	3sVp	-	210	3dLm+210	-	239.00000
J	GOB	28.300	9.00	Krr3	RRR	-	73.60%	-	Eeqovidt	3xOh	-	330	3jWz+330	-	321.00000
E	JWD	8.000	2.40	Ycc	XXX	-	-	-	Bklebkbm	3aGp	-	50	3mDt+50	-	770.00000
I-1	DWK	88.000	4.80	Si2	VV	-	66.00%	-	Tkqpwcfy	3fJi	-	160	3mMq+160	-	266.00000

Tranche Comments

E: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144P/Lji G; A: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144W/Ahu N; I-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144H/Jli O; T-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144L/Adf R; G: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Z/Bjj X; J: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144B/Jvm F; X: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144P/Wsw U; I: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144L/Cee A; L-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144C/Okm R; B-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144T/Aqe T;

Deal Comments

Qow Ztjj Tuvkofs 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

May 12, 2008

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C2	XWV	78.000	3.77	Zr2	-	NN	50.23%	-	Erngh	HKS	-	210	2.10%	2.100%	741.00000
Z	BCY	520.800	3.54	Bpp	-	JJJ	71.92%	-	Iqrcedtr	3qNj	-	74	3kDe+74	-	208.00000
H1	LJN	27.500	2.24	Sd2	-	FF	47.16%	-	Hmususrq	3jVw	-	155	3nKp+155	-	963.00000

Tranche Comments

Z: First Pay: 2021-07-20; Redemption: 2022-04-20; H1: First Pay: 2021-07-20; Redemption: 2022-04-20; C2: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Wlpebpbjebv. Xwb Qphh Hllewiu 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 1, 2014

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 22, 2022