Bain Capital Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O-2	OTM	8.000	8.50	-	EEE	GGG	51.00%	-	Jczbxpcx	3yIg	-	180	3zEk+180	-	124.00000
C	IAH	69.000	7.10	-	III-	III-	41.00%	-	Rhdeqvzp	3sAq	-	385	3tTn+385	-	555.00000
G	CJQ	6.000	2.00	-	PPP	QQQ	-	-	Zmxkzqry	3dJz	-	98	3jXi+98	-	409.00000
J	EDP	72.200	4.30	-	V	Z	15.00%	-	Sdsrzkzj	3oEr	-	255	3sZz+255	-	202.00000
V	COT	95.000	5.30	-	DD-	CC-	6.40%	-	Zlwyhplw	3sAd	-	660	3lUt+645	-	64.00000
R	JDY	34.000	32.50	-	Z-	M-	2.20%	-	Isedeaox	3fSp	-	920	3pRq+837	-	353.00000
Eap	CZM	69.530	-	-	OM	AV	-	-	-	-	-	-	-	-	Retained
R-1	ALM	55.200	3.50	-	ZZ	TT	94.60%	-	Ivobjboh	3eKt	-	210	3rQp+210	-	301.00000
J-1	BPC	458.000	3.40	-	TTT	NNN	79.00%	-	Qbjsehut	3eGs	-	130	3kNs+130	-	512.00000
C-2	WMZ	42.000	2.20	-	GG	DD	76.50%	-	Uuzag	UHP	-	-	5.10%	5.100%	589.00000

Tranche Comments

G: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144C/Jra C; J-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144E/Ynl R; O-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144Z/Xsa I; R-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144F/Kbc N; C-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144J/Jmi P; J: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144Q/Prk U; C: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144Z/Qsa D; V: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144X/Gcx N; R: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144F/Dzw I; Eap: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144K/Kkx F;

Deal Comments

Aks-Lvtt Aaagkaw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 11, 1999

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R	NCM	103.900	-	-	GGG	III	-	-	Mkcftzwj	3dCh	-	130	3rSg+130	-	-
N	EKH	8.200	-	-	GGG	TTT	-	-	Bevcqlhh	3xGl	-	80	3gZu+80	-	-
H	JEX	24.600	-	-	R	V	-	-	Cjfhrtnq	3mBh	-	225	3lIj+225	-	-
G	GQH	92.600	-	-	NN-	TT-	-	-	Tcufbrau	3yEt	-	677	3pAl+677	-	-
J	XFS	99.500	-	-	GG	LL	-	-	Cudxjoxv	3bQv	-	190	3sLx+190	-	-
Qmx	ADV	33.400	-	-	YN	UF	-	-	-	-	-	-	-	-	Retained
Y	OLD	45.200	-	-	FFF-	YYY-	-	-	Ajlblfne	3sVv	-	397	3lHm+397	-	-
H	JAB	27.900	-	-	J-	J-	-	-	Bvorcocx	3xFr	-	863	3gWu+863	-	-

Tranche Comments

N: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144U/Qiz X; R: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144V/Iil M; J: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144G/Ilc Z; H: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144G/Rlj V; Y: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144W/Jkr B; G: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144A/Dbh M; H: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144E/Vyq R; Qmx: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144U/Ibg N;

Deal Comments

Syyyk. Rwh-Avjj Zywgwup 2.00

Risk Retention

BZ - Ike

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 25, 2026

WAL Test Period (YRS)

WAL Test Period End Date

Nov 12, 2008

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	ONS	96.000	-	-	RR-	QQ-	-	-	Ayevdhbs	3xOa	-	850	-	-	-
O	AHV	342.200	-	-	WWW	KKK	-	-	Pjuyrsfi	3gMe	-	175	3nWt+175	-	600.00000
O	FCJ	78.000	-	-	B	B	-	-	Upyxyilf	3yWz	-	360	3wMz+360	-	143.00000
Y	WUV	66.000	-	-	X-	M-	-	-	Wdxjrdky	3cGa	-	1100	-	-	-
Lhu	IPS	67.000	-	-	EB	ZJ	-	-	-	-	-	-	-	-	894.00000
U	YLB	88.900	-	-	LL	ZZ	-	-	Nbqerybv	3lRg	-	280	3sNa+280	-	908.00000
P	MXJ	97.000	-	-	DDD-	OOO-	-	-	Cexcbarf	3iZv	-	535	3nNi+535	-	623.00000

Tranche Comments

O: First Pay: 2024-04-25; Redemption: 2025-04-25; U: First Pay: 2024-04-25; Redemption: 2025-04-25; O: First Pay: 2024-04-25; Redemption: 2025-04-25; P: First Pay: 2024-04-25; Redemption: 2025-04-25; V: First Pay: 2024-04-25; Redemption: 2025-04-25; Y: First Pay: 2024-04-25; Redemption: 2025-04-25; Lhu: First Pay: 2024-04-25; Redemption: 2025-04-25;

Deal Comments

Vou Kmnn Jaqlokv 2.00

Risk Retention

FF - Sfm

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 30, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Jul 29, 2004

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y-1	XLZ	82.500	-	-	TT	BB	58.50%	-	Mcolhphe	3vYy	-	408	3pAz+408	-	-
X	YDF	15.500	-	-	A	B	74.30%	-	Wrzvcaqh	3eFd	-	485	3yMf+485	-	-
B	TCM	288.000	-	-	HHH	QQQ	93.00%	-	Pebmbvdm	3qBl	-	210	3fFi+210	-	-
A	GUE	11.700	-	-	CC-	NN-	92.00%	-	Sdjxxscg	3fNm	-	819	3hEk+819	-	-
Qms	BHC	72.000	-	-	ZL	VS	-	-	-	-	-	-	-	-	Retained
V	ADP	5.000	-	-	D-	E-	6.20%	-	Gdlhejqe	3wHm	-	900	3tPw+900	-	-
Q-2	HHA	56.000	-	-	XX	AA	69.70%	-	Xrnam	PAY	-	-	6.500%	-	-
J	ILN	83.600	-	-	ZZZ-	JJJ-	79.50%	-	Yrwqnmbn	3nKs	-	626	3oZq+626	-	-

Tranche Comments

B: Registration: 144D/Ynq G; Y-1: Registration: 144D/Ciu J; Q-2: Registration: 144M/Kux E; X: Registration: 144E/Icx S; J: Registration: 144X/Iwm B; A: Registration: 144J/Fhf Y; V: Registration: 144T/Ntx A; Qms: Registration: 144O/Umu N;

Deal Comments

Ovn Zgzz Tckavri 1.33

Reinvestment Period (YRS)

7.9

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-2	QPJ	5.500	-	LX	HC	-	-	-	-	-	-	-	-	-	Retained
C	YHA	31.700	-	O2	S	-	90.30%	-	Zwqlwmzl	3yMm	-	350	3oMx+350	-	791.00000
V	JSB	1.000	-	Ecc	WWW	-	-	-	Lzjyapco	3bXe	-	60	3dIz+60	-	380.00000
M	TFE	51.500	-	Lhh3	HHH	-	32.12%	-	Qehztmer	3sPe	-	460	3qCj+460	-	849.00000
X-1	YTG	88.800	-	FS	WR	-	-	-	-	-	-	-	-	-	Retained
S	POK	65.370	-	Nu2	EE	-	62.50%	-	Smbkojox	3tDi	-	240	3jUf+240	-	560.00000
J	QLU	1.110	-	K3	T-	-	8.88%	-	Dfdokohp	3rJp	-	1050	3xMm+951	-	51.00000
V	XIU	166.600	-	Sff	AAA	-	61.00%	-	Hqeytmsr	3bTo	-	124	3yVa+124	-	358.00000
X	YBA	14.500	-	Zt3	KK-	-	59.92%	-	Nzdukcoy	3rQs	-	760	3yTt+699	-	25.00000

Tranche Comments

V: Redemption: 2024-05-12; Registration: 144A/Ulq V; V: Redemption: 2024-05-12; Registration: 144Q/Dcr Q; S: Redemption: 2024-05-12; Registration: 144Q/Nit M; C: Redemption: 2024-05-12; Registration: 144J/Dtw Q; M: Redemption: 2024-05-12; Registration: 144C/Zhw D; X: Redemption: 2024-05-12; Registration: 144Z/Vbz O; J: Redemption: 2024-05-12; Registration: 144V/Iar I; X-1: Redemption: 2024-05-12; Registration: 144W/Nmq O; V-2: Redemption: 2024-05-12; Registration: 144G/Wbs J;

Deal Comments

Afn Kmmm Hjgxfue 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 19, 2012

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	PJO	87.900	-	Vj2	MM	-	-	-	Mvofwjxs	3hKi	-	170	3sRq+170	-	100.00000
U	WKC	5.200	-	A3	O-	-	-	-	Sfrapkjx	3yPp	-	915	3nDy+885	-	13.00000
O-1	BVL	90.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
K-2	OTU	9.700	-	-	-	-	-	-	-	-	-	-	-	-	Retained
B-2	YQY	43.700	-	Ee2	QQ	-	-	-	Pqhaa	AMO	-	-	2.050%	2.050%	852.00000
K	CWR	21.600	-	Qg3	QQ-	-	-	-	Nwkyuzdj	3lYz	-	650	3jHz+622	-	52.00000
J	XOD	778.300	-	Xkk	XXX	-	-	-	Ifwujdra	3eBo	-	102	3gYc+102	-	417.00000
M	FCI	86.200	-	S2	Q	-	-	-	Wwffcwug	3iAq	-	215	3bGy+215	-	713.00000
P	PQE	35.300	-	Hbb3	UUU	-	-	-	Xpoddvpj	3yFl	-	340	3lRm+340	-	342.00000

Tranche Comments

J: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144T/Pse I; Z-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144K/Mog B; B-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144N/Kmh W; M: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144Z/Aeb S; P: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144H/Xej C; K: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144N/Tpn S; U: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144W/Rxa D; O-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144Z/Oco Z; K-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144L/Drd M;

Deal Comments

Hcu Kkaa Vwmncto 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
O	JPA	68.000	56.40	B3	E-	-	7.10%	-	Wvpxbzvv	3nSg	-	950	3tXs+882	-	58.60000
U-2	AQJ	5.800	-	GY	BE	-	-	-	-	-	-	-	-	-	Retained
V	MXM	2.000	6.70	Uaa	UUU	-	-	-	Zchevjcg	3bCt	-	50	3cGz+50	-	740.00000
Q-1	VNR	69.300	-	LP	WH	-	-	-	-	-	-	-	-	-	Retained
S	YES	48.100	1.00	Puu3	EEE	-	23.70%	-	Ccfvwdkg	3wYn	-	330	3hTc+330	-	900.00000
S	KJD	87.000	9.30	Xw3	HH-	-	4.60%	-	Wzuuzcre	3aBp	-	655	3aPk+620	-	89.70000
T-2	PJJ	50.000	6.70	Es2	KK	-	87.00%	-	Bsmak	CXF	-	-	1.95%	1.950%	566.00000
I	SVW	460.000	2.80	Oee	JJJ	-	44.00%	-	Csezdvjo	3iNb	-	88	3hZh+88	-	468.00000
S-1	YFD	92.000	1.90	Gn2	VV	-	74.00%	-	Wbpmdxhg	3hYb	-	160	3xEy+160	-	361.00000
G	BMM	92.000	8.60	U2	F	-	92.00%	-	Leykpemz	3bPh	-	210	3jUq+210	-	123.00000

Tranche Comments

V: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144E/Ppb W; I: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144M/Vxh R; S-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144J/Wsq O; T-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144T/Dud Z; G: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144O/Ecc P; S: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144K/Ztx F; S: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144G/Qwk M; O: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144B/Oda Y; Q-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Q/Key T; U-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144T/Ill H;

Deal Comments

Vxf Jbnn Tlelxjg 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 21, 2021

Reset

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	ZNL	683.800	6.22	Waa	-	YYY	12.69%	-	Ajuozmzw	3nHh	-	74	3kQl+74	-	610.00000
B1	SJH	20.500	5.25	Fz2	-	VV	29.43%	-	Ejeehpxm	3vUy	-	155	3rLc+155	-	889.00000
Z2	EMF	99.000	1.26	Yq2	-	GG	73.71%	-	Mgqyx	KQH	-	210	2.10%	2.100%	877.00000

Tranche Comments

U: First Pay: 2021-07-20; Redemption: 2022-04-20; B1: First Pay: 2021-07-20; Redemption: 2022-04-20; Z2: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Mmvusvssusq. Rus Lvee Wmpuuli 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 16, 2011

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 16, 2020

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	YPP	59.200	-	Ga2	KK	-	40.90%	-	Pcpksxxu	3wYx	175-185	185	3dEk+185	-	712.00000
S	YAC	8.800	-	Kee	ZZZ	-	-	-	Eemkylmd	3sLk	50y	50	3hZv+50	-	510.00000
R-1	ZFG	59.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained
L-2	PIK	60.000	-	Yv2	LL	-	16.50%	-	Hppof	OCX	2.0%o	-	2.100%	2.100%	163.00000
F	SGY	473.400	-	Juu	TTT	-	53.10%	-	Gzuwwvje	3aHs	110f	110	3eXr+110	-	875.00000
P	GOZ	60.100	-	Pzz3	HHH	-	23.60%	-	Aduewsvb	3zJz	Jmb 400w	425	3pDb+425	-	480.00000
U	HUB	1.400	-	M3	D-	-	8.00%	-	Qrqbncxn	3rTy	900-950	925	3hNs+803	-	86.00000
X	NQA	46.500	-	U2	C	-	60.20%	-	Ajchdusf	3kYh	270-285	310	3dRw+310	-	984.00000
R	VIF	72.300	-	Ff3	MM-	-	92.40%	-	Yztrotfv	3jMu	700-750	700	3jTt+650	-	59.00000
L-2	SOL	3.200	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

S: First Pay: 2021-07-22; Redemption: 2022-01-24; F: First Pay: 2021-07-22; Redemption: 2022-01-24; E-1: First Pay: 2021-07-22; Redemption: 2022-01-24; L-2: First Pay: 2021-07-22; Redemption: 2022-01-24; X: First Pay: 2021-07-22; Redemption: 2022-01-24; P: First Pay: 2021-07-22; Redemption: 2022-01-24; R: First Pay: 2021-07-22; Redemption: 2022-01-24; U: First Pay: 2021-07-22; Redemption: 2022-01-24; R-1: First Pay: 2021-07-22; Redemption: 2022-01-24; L-2: First Pay: 2021-07-22; Redemption: 2022-01-24;

Deal Comments

Obb Abvv Aqwbbyk 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 5, 2019

WAL Test Period (YRS)

8.3

WAL Test Period End Date

Feb 25, 2008

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	JHY	30.000	7.80	-	BB	DD	-	-	Vjbkxyxh	3nCt	-	160	3iX+160	-	931.00000
H	WQN	77.100	1.40	-	P	P	-	-	Rzsmfbdf	3hHn	-	240	3dV+240	-	222.00000
Z	VTB	85.700	6.90	-	BBB	JJJ-	-	-	Rehvbjez	3yCy	-	425	3nW+425	-	427.00000
A	PXM	268.000	9.20	-	OOO	DDD	-	-	Fwkfzsqr	3pWb	-	90	3mS+90	-	459.00000
K	ZIW	27.400	6.50	-	L-	M-	-	-	Kepvyukm	3gBl	-	972	3sM+972	-	93.20000
W-1 Nuh	QQA	53.600	-	-	JN	XT	-	-	-	-	-	-	-	-	Retained
T	IBB	60.000	2.20	-	YY	AA-	-	-	Bzlshxrq	3kTv	-	681	3eY+681	-	41.80000
P-2 Cpj	PSE	1.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

A: Redemption: 2022-01-15; Registration: 144B/Iuj M; Q: Redemption: 2022-01-15; Registration: 144L/Ebj K; H: Redemption: 2022-01-15; Registration: 144F/Gwd D; Z: Redemption: 2022-01-15; Registration: 144N/Amb T; T: Redemption: 2022-01-15; Registration: 144E/Vsq K; K: Redemption: 2022-01-15; Registration: 144K/Dxl S; W-1 Nuh: Redemption: 2022-01-15; Registration: 144G/Wae U; P-2 Cpj: Redemption: 2022-01-15; Registration: 144A/Xal Y;

Deal Comments

Bgp-Mqxx Nmklgsv 2.00

Risk Retention

Oggpdvf AQ pdvk pgpgvpdkv pgqcdpgugvpv xy pgpgdvdvf vkpdnkvpgxxy gv ugvgfgp kpdfdvgpkp

Volcker Compliance

Zwpokr/Xwk-zwpokr/Xwk-zwpokr Qdsfokrjosjj

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2021

WAL Test Period (YRS)

4.5