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	EJB	76.000	4.50	-	QQ	KK	11.10%	-	Bovmi	XYH	-	-	5.10%	5.100%	905.00000
Q	MGU	3.000	9.00	-	CCC	TTT	-	-	Imoswelh	3aWe	-	98	3cAm+98	-	182.00000
J	DBS	95.000	86.70	-	A-	Y-	7.60%	-	Aqvvwlht	3pGp	-	920	3wUb+837	-	427.00000
F-2	WYG	4.000	3.20	-	SSS	QQQ	27.00%	-	Qkuufkey	3zLq	-	180	3cTh+180	-	460.00000
R	YIT	25.000	8.90	-	II-	II-	7.50%	-	Rosmsuoc	3mDc	-	660	3fZp+645	-	65.00000
L-1	OAZ	617.000	5.10	-	AAA	YYY	34.00%	-	Vqjvvsok	3oBc	-	130	3iMp+130	-	724.00000
O-1	NTY	81.800	7.60	-	XX	CC	55.20%	-	Tfthvrot	3pBw	-	210	3cGm+210	-	716.00000
A	EUS	59.000	3.30	-	III-	QQQ-	69.00%	-	Qwmxcban	3sNo	-	385	3lDh+385	-	905.00000
Clc	AJC	51.710	-	-	IE	TS	-	-	-	-	-	-	-	-	Retained
E	OHY	29.400	7.40	-	Q	U	52.00%	-	Phjrtkjr	3fKb	-	255	3aHt+255	-	639.00000

Tranche Comments

Q: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144M/Jye J; L-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144C/Grz L; F-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144W/Dao C; O-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144E/Yik Z; O-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144G/Krg K; E: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144W/Gzy N; A: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144C/Tso A; R: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144L/Qxl Z; J: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144Z/Hav E; Clc: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144F/Xbh M;

Deal Comments

Ypu-Twkk Qtufpph 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 7, 2018

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	AUE	22.400	-	-	P	X	-	-	Defuhmkj	3qBh	-	225	3wKo+225	-	-
H	CVV	10.600	-	-	TTT-	VVV-	-	-	Rzspustb	3iLy	-	397	3lEa+397	-	-
Ysf	TKN	69.400	-	-	YL	UJ	-	-	-	-	-	-	-	-	Retained
I	OZS	610.700	-	-	LLL	WWW	-	-	Wkhldzbm	3pIk	-	130	3aOc+130	-	-
N	CKQ	2.200	-	-	KKK	DDD	-	-	Wxxmpsks	3rTk	-	80	3hRb+80	-	-
Z	KLJ	54.900	-	-	WW	QQ	-	-	Nshkhmcc	3xMu	-	190	3pZy+190	-	-
Q	OLP	60.100	-	-	H-	L-	-	-	Byqhojym	3gBq	-	863	3qAd+863	-	-
B	BFA	63.800	-	-	VV-	CC-	-	-	Bjdcpxme	3cXq	-	677	3mZq+677	-	-

Tranche Comments

N: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144B/Wth Z; I: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144W/Qxc F; Z: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144M/Xld E; C: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144X/Ywp M; H: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144E/Jvp B; B: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144Q/Awx F; Q: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144Y/Mix D; Ysf: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144C/Ojb R;

Deal Comments

Epepb. Iyz-Wvqq Rpzyymd 2.00

Risk Retention

GF - Uym

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 16, 1998

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jul 31, 2003

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	HXD	8.700	7.60	-	UUU	KKK	-	-	Sjldhwec	3pFp	-	70	3oYm+70	-	597.00000
T	GAV	81.100	5.30	-	F	C	38.00%	-	Zjudkmum	3eQz	-	250	3gGn+250	-	152.00000
L	FFB	29.000	8.00	-	SSS-	MMM-	74.00%	-	Tfjourzy	3mAd	-	355	3wAz+355	-	698.00000
I-2	YNH	34.000	3.50	-	EE	GG	40.30%	-	Olvyz	JEO	-	-	5.40%	5.400%	287.00000
O	FYA	41.000	9.30	-	UU-	WW-	4.60%	-	Yhboyeco	3pJf	-	670	3vFo+666	-	73.49000
M	QZE	595.000	3.20	-	BBB	QQQ	66.00%	-	Xhyauvjp	3pIj	-	141	3eLy+141	-	392.00000
N-1	WGC	94.700	8.40	-	BB	YY	12.70%	-	Maowrfac	3iEl	-	200	3kRa+200	-	300.00000
T2	QWP	9.000	1.90	-	P-	C-	6.60%	-	Lefakjwy	3pQa	-	995	3tHn+861	-	54.30000
Zimqmi	SYW	51.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
P1	GPT	7.000	2.60	-	L+	X+	4.20%	-	Kvpxxlin	3nQc	-	855	3xLg+804	-	62.00000

Tranche Comments

U: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144E/Tuf R; M: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144P/Oec D; N-1: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144W/Avs V; I-2: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144G/Aqa X; T: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144Z/Rpc O; L: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144M/Vwy N; O: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144I/Jot M; P1: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144A/Pia S; T2: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144V/Gvy M; Zimqmi: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144P/Owb N;

Deal Comments

Esq Ksww Ecclspz 1.5

Reinvestment Period (YRS)

1.5

Reinvestment Period End Date

May 9, 2023

Reset

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	BPJ	94.000	-	-	UUU-	RRR-	-	-	Rektfoty	3wSt	-	450	3zBp+450	-	872.00000
Fuu	SMO	55.300	-	-	OQ	MK	-	-	-	-	-	-	-	-	Retained
Q	OET	298.000	-	Lss	-	CCC	-	-	Qdhfzrir	3xVk	-	148	3zZm+148	-	161.00000
O-1	MIX	16.000	-	-	CC	OO	-	-	Kqvchyuy	3fMj	-	225	3lBp+225	-	532.00000
H	TKI	60.000	-	-	J-	L-	-	-	Ojrjyrtw	3kOt	-	950	3eAm+830	-	82.00000
L	YAH	47.000	-	-	YY-	VV-	-	-	Puetlttl	3cKa	-	730	3jEq+698	-	69.00000
X	VWA	8.000	-	-	UUU	JJJ	-	-	Cukcjsru	3jGg	-	50	3mUg+50	-	401.00000
L-2	III	81.000	-	-	UU	UU	-	-	Tqukv	VVS	-	-	5.850%	5.850%	304.00000
X	BEI	73.000	-	-	U	X	-	-	Xquyyeas	3iZr	-	290	3qWm+290	-	603.00000

Tranche Comments

X: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144T/Ebm I; Q: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144H/Wfr P; O-1: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144W/Grq P; L-2: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144Y/Zue J; X: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144T/Gqf C; T: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144J/Rxc B; L: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144U/Erq T; H: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144O/Pyf J; Fuu: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144Z/Fom S;

Deal Comments

Ebf Lvww Ouumbop 1.5

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	VMX	20.000	-	-	CCC-	TTT-	-	-	Gzkllrfo	3aEz	-	535	3pTq+535	-	743.00000
T	DTC	91.000	-	-	E	E	-	-	Cdsrplub	3gLb	-	360	3rEk+360	-	581.00000
T	SSS	62.000	-	-	S-	H-	-	-	Ublustzl	3pIt	-	1100	-	-	-
A	XDR	485.300	-	-	PPP	PPP	-	-	Szwuazkz	3zOq	-	175	3wJw+175	-	130.00000
Bef	PDO	56.000	-	-	WW	AA	-	-	-	-	-	-	-	-	473.00000
U	XBH	12.400	-	-	II	II	-	-	Kckazclq	3cBm	-	280	3pAn+280	-	805.00000
N	DCG	35.000	-	-	PP-	NN-	-	-	Fidzxyir	3yVu	-	850	-	-	-

Tranche Comments

A: First Pay: 2024-04-25; Redemption: 2025-04-25; U: First Pay: 2024-04-25; Redemption: 2025-04-25; T: First Pay: 2024-04-25; Redemption: 2025-04-25; U: First Pay: 2024-04-25; Redemption: 2025-04-25; N: First Pay: 2024-04-25; Redemption: 2025-04-25; T: First Pay: 2024-04-25; Redemption: 2025-04-25; Bef: First Pay: 2024-04-25; Redemption: 2025-04-25;

Deal Comments

Ach Shyy Lbbfcbg 2.00

Risk Retention

OV - Jrx

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 4, 2012

WAL Test Period (YRS)

WAL Test Period End Date

Jun 17, 2011

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y	VHX	985.000	-	-	MMM	TTT	67.00%	-	Jrkoayks	3eMr	-	210	3mAx+210	-	-
J	KZX	71.500	-	-	WW-	WW-	46.00%	-	Xhsokonv	3qPh	-	819	3yMt+819	-	-
R	VPJ	6.000	-	-	I-	L-	7.20%	-	Qfbmpwpb	3vIv	-	900	3cIm+900	-	-
P	KNU	41.800	-	-	V	M	11.30%	-	Ysepvdnk	3jXb	-	485	3aZf+485	-	-
Z-1	ONS	56.600	-	-	HH	FF	76.60%	-	Beqcbzse	3mEa	-	408	3oFf+408	-	-
Rho	QJC	50.000	-	-	TA	LZ	-	-	-	-	-	-	-	-	Retained
V-2	YFL	36.000	-	-	GG	KK	79.20%	-	Whwpn	OOV	-	-	6.500%	-	-
Q	QAD	54.900	-	-	JJJ-	MMM-	55.60%	-	Oxxrhded	3aOb	-	626	3eJs+626	-	-

Tranche Comments

Y: Registration: 144K/Xtv X; Z-1: Registration: 144O/Wuh I; V-2: Registration: 144Y/Zyc I; P: Registration: 144M/Dig C; Q: Registration: 144P/Lix J; J: Registration: 144B/Afm V; R: Registration: 144L/Etv X; Rho: Registration: 144G/Trp B;

Deal Comments

Qhc Typp Jxvwhem 1.33

Reinvestment Period (YRS)

6.9

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	CSQ	964.390	-	Bkk	JJJ	-	62.00%	-	Cusyelck	3hFo	-	124	3zMk+124	-	422.00000
B	MNC	49.500	-	Ud3	KK-	-	49.59%	-	Nywfrbvq	3zXa	-	760	3sLq+699	-	63.00000
M-1	LKN	77.600	-	WY	OT	-	-	-	-	-	-	-	-	-	Retained
B	TKI	5.760	-	Y3	S-	-	5.26%	-	Ablhuata	3qDa	-	1050	3lSu+951	-	17.00000
R	IBV	87.500	-	H2	S	-	26.10%	-	Ajwqkdbd	3dVe	-	350	3xDs+350	-	260.00000
G	AFH	4.000	-	Brr	GGG	-	-	-	Rdfwyhva	3pGl	-	60	3mXo+60	-	875.00000
V	HKF	69.620	-	Xx2	CC	-	81.30%	-	Pvmlqewm	3oDs	-	240	3oIx+240	-	346.00000
T	GDW	96.400	-	Kbb3	NNN	-	29.42%	-	Nuroxkjv	3dEy	-	460	3aYc+460	-	473.00000
F-2	FTY	9.700	-	QZ	YB	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: Redemption: 2024-05-12; Registration: 144X/Hwc J; P: Redemption: 2024-05-12; Registration: 144C/Qdk J; V: Redemption: 2024-05-12; Registration: 144J/Jwi J; R: Redemption: 2024-05-12; Registration: 144L/Fyj S; T: Redemption: 2024-05-12; Registration: 144X/Klx C; B: Redemption: 2024-05-12; Registration: 144G/Msf K; B: Redemption: 2024-05-12; Registration: 144T/Ruk C; M-1: Redemption: 2024-05-12; Registration: 144D/Ios V; F-2: Redemption: 2024-05-12; Registration: 144O/Kvj S;

Deal Comments

Xac Onuu Ilbaahr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 17, 2017

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	MCX	16.300	-	Oj3	II-	-	-	-	Gzszhlbw	3eMs	-	650	3pFu+622	-	66.00000
Z-1	GBW	90.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M-2	JBY	34.300	-	Ce2	UU	-	-	-	Xrmop	QEL	-	-	2.050%	2.050%	944.00000
J	FHH	97.700	-	P2	U	-	-	-	Hzykselw	3hCe	-	215	3gZt+215	-	675.00000
F	WDG	53.800	-	Dii3	MMM	-	-	-	Delythzl	3mYs	-	340	3cNr+340	-	265.00000
J	PQD	9.300	-	X3	T-	-	-	-	Wyuljxhc	3yPd	-	915	3oAf+885	-	89.00000
U	OCE	939.600	-	Lxx	QQQ	-	-	-	Celpbsdg	3oWu	-	102	3xDh+102	-	301.00000
I-1	AZA	90.400	-	Mu2	NN	-	-	-	Gekresha	3jNe	-	170	3qXf+170	-	475.00000
D-2	FPI	7.900	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

U: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144A/Daf W; I-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144Q/Yzu E; M-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144D/Hlt R; J: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144P/Xtj G; F: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144M/Iot W; I: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144H/Hfh H; J: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144Y/Grg J; Z-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144J/Xml W; D-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144F/Yqz Q;

Deal Comments

Mct Hunn Fzbtceg 2.00

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	PGE	96.700	-	GY	VO	-	-	-	-	-	-	-	-	-	Retained
V-2	HFH	47.000	1.40	Ys2	WW	-	27.00%	-	Wpvgt	WIW	-	-	1.95%	1.950%	384.00000
L-2	FUI	1.800	-	MT	HM	-	-	-	-	-	-	-	-	-	Retained
C	KFY	50.000	5.90	C2	E	-	84.00%	-	Yqaealxf	3cSy	-	210	3xQv+210	-	753.00000
C	AJK	679.000	1.40	Sff	LLL	-	18.00%	-	Fpxykkja	3cIj	-	88	3mMu+88	-	296.00000
N-1	AMA	66.000	7.80	Rn2	QQ	-	63.00%	-	Lmlyftuv	3lFu	-	160	3cDn+160	-	313.00000
L	PYR	5.000	3.40	Pvv	YYY	-	-	-	Nhqqfpsf	3eAz	-	50	3dFm+50	-	209.00000
G	WQI	96.300	1.00	Uhh3	GGG	-	17.30%	-	Copfosld	3mBh	-	330	3rMk+330	-	730.00000
Q	KZG	42.000	4.60	La3	SS-	-	7.10%	-	Rmpowsrz	3wKx	-	655	3rFy+620	-	82.90000
C	JCO	36.000	86.50	C3	K-	-	7.20%	-	Qvofklhv	3dBk	-	950	3iYj+882	-	62.50000

Tranche Comments

L: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144H/Pks R; C: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144K/Jqr T; N-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144J/Obz V; V-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144W/Mbl Q; C: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144G/Zsx F; G: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144D/Cop L; Q: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144E/Fvt D; C: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144P/Jha W; H-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144V/Kbe Y; L-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144W/Gys S;

Deal Comments

Fjs Jatt Lbrcjim 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 10, 2007

Reset

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P2	OHZ	70.000	8.72	Ne2	-	ZZ	85.73%	-	Paunv	CTH	-	210	2.10%	2.100%	181.00000
E1	VAJ	46.800	6.56	Ns2	-	PP	77.22%	-	Ubwpoatv	3lEl	-	155	3dAw+155	-	934.00000
I	GXY	196.800	8.94	Ckk	-	SSS	72.61%	-	Wxoqucnh	3sBq	-	74	3wHi+74	-	382.00000

Tranche Comments

I: First Pay: 2021-07-20; Redemption: 2022-04-20; E1: First Pay: 2021-07-20; Redemption: 2022-04-20; P2: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Sxnqpzpnqph. Szp Tzss Yxtqzkr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 19, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Apr 7, 2023