Bain Capital Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I-2	BTX	63.000	5.10	-	BB	QQ	35.50%	-	Spnjh	MUB	-	-	5.10%	5.100%	164.00000
V	JCM	5.000	4.00	-	BBB	DDD	-	-	Vkwhfotn	3sYk	-	98	3iAh+98	-	893.00000
B	PVW	75.100	2.10	-	B	O	97.00%	-	Gpzbajjp	3tSb	-	255	3hSb+255	-	119.00000
J	KAG	33.000	8.10	-	NNN-	BBB-	32.00%	-	Ewloywdu	3rAs	-	385	3pUv+385	-	877.00000
F	IET	90.000	3.40	-	UU-	EE-	8.80%	-	Gufzzhhg	3qOx	-	660	3cCi+645	-	34.00000
Z-2	NML	9.000	2.80	-	JJJ	III	79.00%	-	Wupshwud	3zUs	-	180	3zDg+180	-	203.00000
N-1	ZLQ	908.000	7.40	-	JJJ	WWW	33.00%	-	Gwbyplva	3fPq	-	130	3kNj+130	-	384.00000
S-1	ZOY	82.100	1.80	-	QQ	SS	60.10%	-	Phouajqx	3tVu	-	210	3xAk+210	-	318.00000
W	JGJ	53.000	28.90	-	D-	G-	4.50%	-	Ideaphyd	3bVo	-	920	3yTm+837	-	657.00000
Iea	FBT	64.620	-	-	AJ	BG	-	-	-	-	-	-	-	-	Retained

Tranche Comments

V: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144Z/Xug U; N-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144N/Lui A; Z-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144C/Lqt U; S-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144L/Wvy F; I-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144O/Iyu Q; B: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144O/Vpk X; J: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144Q/Esk R; F: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144Q/Qoe C; W: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144B/Zcc N; Iea: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144N/Ncc J;

Deal Comments

Oxc-Snww Olzpxlr 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 23, 2019

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	VAN	49.600	-	-	R	S	-	-	Ubhubjcy	3oUz	-	225	3dRw+225	-	-
Q	YUA	54.400	-	-	OO-	AA-	-	-	Iefuwmky	3zBa	-	677	3yVp+677	-	-
M	HWV	139.500	-	-	JJJ	OOO	-	-	Wvyvbozn	3eZh	-	130	3vOm+130	-	-
Q	ZUY	8.200	-	-	KKK	QQQ	-	-	Bhebmzrm	3aFv	-	80	3iYy+80	-	-
W	JHO	40.900	-	-	MM	NN	-	-	Qfiirjis	3bTw	-	190	3nAi+190	-	-
X	AEI	92.500	-	-	W-	E-	-	-	Iixykmmi	3yZb	-	863	3lDt+863	-	-
V	EQH	79.700	-	-	CCC-	YYY-	-	-	Rvxabrso	3eAh	-	397	3yDt+397	-	-
Nom	PGF	81.500	-	-	VG	VU	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144B/Ydu W; M: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144Y/Mdh Z; W: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144G/Dsf V; X: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144L/Ool N; V: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144X/Avz N; Q: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144F/Jpy F; X: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144Q/Biq S; Nom: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144U/Mpj U;

Deal Comments

Ovkvc. Sbh-Rjvv Bvkfbso 2.00

Risk Retention

FL - Ank

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 10, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Nov 17, 2020

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B	MGO	205.000	7.90	-	VVV	OOO	60.00%	-	Oefqkycn	3vNz	-	141	3dFi+141	-	691.00000
A	BUT	64.000	6.00	-	VVV-	PPP-	79.00%	-	Hzfkaarv	3hSi	-	355	3sBw+355	-	792.00000
Fhavsa	CNP	73.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
N-2	OAY	35.000	5.80	-	TT	GG	26.10%	-	Bobrh	AJP	-	-	5.40%	5.400%	814.00000
S	HZH	53.500	5.50	-	L	F	20.00%	-	Nvsebbmu	3yIp	-	250	3mEr+250	-	309.00000
A-1	WAN	40.600	6.60	-	SS	BB	44.40%	-	Tjpjdirw	3xXd	-	200	3lXp+200	-	150.00000
K	ODO	46.000	8.20	-	NN-	KK-	3.80%	-	Uvlrvpse	3wCq	-	670	3jDx+666	-	19.95000
E1	MLV	4.000	7.70	-	K+	R+	6.30%	-	Yfeqtpwh	3jEp	-	855	3eDm+804	-	25.00000
K2	WPS	2.000	4.30	-	U-	F-	6.40%	-	Gkuasqai	3fCx	-	995	3pEn+861	-	59.10000
W	LXK	1.300	6.20	-	FFF	YYY	-	-	Yxduwsjn	3oIh	-	70	3oEe+70	-	747.00000

Tranche Comments

W: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144Z/Tev O; B: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144H/Ahv U; A-1: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144B/Lto Y; N-2: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144Y/Vkp P; S: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144F/Huu X; A: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144W/Kqn K; K: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144H/Klg D; E1: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144J/Gny H; K2: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144B/Jlc K; Fhavsa: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144P/Hiz N;

Deal Comments

Ynt Xmww Mnplnyu 1.5

Reinvestment Period (YRS)

2.9

Reinvestment Period End Date

Dec 13, 1998

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	TPP	334.000	-	App	-	EEE	-	-	Jfbfscjm	3mKo	-	148	3cEt+148	-	942.00000
J	XZP	16.000	-	-	D-	M-	-	-	Gbhskczc	3fJh	-	950	3oTd+830	-	96.00000
S-2	TUO	81.000	-	-	NN	VV	-	-	Etbyj	FGO	-	-	5.850%	5.850%	706.00000
L-1	VFE	50.000	-	-	FF	DD	-	-	Czumplpi	3hJx	-	225	3mTb+225	-	356.00000
M	ACB	62.000	-	-	DDD-	WWW-	-	-	Vdrvptxg	3bIn	-	450	3ePp+450	-	259.00000
M	DPP	51.000	-	-	I	C	-	-	Qkvhxlei	3zDs	-	290	3wNv+290	-	753.00000
F	CFC	17.000	-	-	NN-	RR-	-	-	Afxolmyc	3bCc	-	730	3pAl+698	-	80.00000
Otu	HLN	92.200	-	-	VP	UP	-	-	-	-	-	-	-	-	Retained
E	GGQ	3.000	-	-	YYY	CCC	-	-	Fcrlvhxa	3bGe	-	50	3rVa+50	-	702.00000

Tranche Comments

E: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144M/Acy T; A: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144Z/Mbe V; L-1: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144M/Ejc A; S-2: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144M/Lov U; M: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144I/Eey J; M: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144Y/Puz U; F: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144C/Lzk S; J: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144I/Hvo K; Otu: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144K/Los S;

Deal Comments

Lmz Vcll Zvzgmdf 1.5

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	DNG	606.300	-	-	VVV	NNN	-	-	Lsawpany	3tUi	-	175	3aPq+175	-	715.00000
A	GGO	48.300	-	-	ZZ	WW	-	-	Oqsqjxli	3sBc	-	280	3dHm+280	-	313.00000
W	FMU	46.000	-	-	TTT-	KKK-	-	-	Qljzdcxc	3vDp	-	535	3fJw+535	-	573.00000
Bwe	EDL	34.000	-	-	HE	ZQ	-	-	-	-	-	-	-	-	422.00000
M	AIA	55.000	-	-	QQ-	PP-	-	-	Gbquletn	3yLf	-	850	-	-	-
C	WXN	85.000	-	-	I-	S-	-	-	Qwzyoome	3tEi	-	1100	-	-	-
I	BYU	58.000	-	-	C	X	-	-	Esrvyoff	3dRz	-	360	3bQm+360	-	614.00000

Tranche Comments

T: First Pay: 2024-04-25; Redemption: 2025-04-25; A: First Pay: 2024-04-25; Redemption: 2025-04-25; I: First Pay: 2024-04-25; Redemption: 2025-04-25; W: First Pay: 2024-04-25; Redemption: 2025-04-25; M: First Pay: 2024-04-25; Redemption: 2025-04-25; C: First Pay: 2024-04-25; Redemption: 2025-04-25; Bwe: First Pay: 2024-04-25; Redemption: 2025-04-25;

Deal Comments

Bhg Yckk Kpmwhsu 2.00

Risk Retention

HI - Ikf

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 15, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Jun 28, 2001

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	BYZ	44.500	-	-	A	I	21.20%	-	Ntzeujpt	3sJa	-	485	3kIk+485	-	-
Fhl	DNP	67.000	-	-	HW	FF	-	-	-	-	-	-	-	-	Retained
S-1	FJZ	67.700	-	-	UU	SS	37.30%	-	Muymoliv	3fGl	-	408	3gKn+408	-	-
U	JOT	123.000	-	-	NNN	LLL	99.00%	-	Qurkuqkq	3yOc	-	210	3bPy+210	-	-
H-2	FPZ	61.000	-	-	AA	JJ	24.20%	-	Efxzw	CSD	-	-	6.500%	-	-
H	KCL	77.700	-	-	KK-	KK-	58.00%	-	Wemkepjf	3bGx	-	819	3sMz+819	-	-
A	NBI	41.800	-	-	EEE-	OOO-	49.60%	-	Vvrwsycf	3oBg	-	626	3eBo+626	-	-
G	LWO	1.000	-	-	R-	N-	2.60%	-	Idovkluu	3qBp	-	900	3yOp+900	-	-

Tranche Comments

U: Registration: 144T/Unh F; S-1: Registration: 144E/Zig I; H-2: Registration: 144W/Huk F; I: Registration: 144X/Tss Y; A: Registration: 144M/Boq T; H: Registration: 144P/Ocl D; G: Registration: 144A/Kmw Y; Fhl: Registration: 144M/Pim W;

Deal Comments

Msn Fjff Lmtjsxh 1.33

Reinvestment Period (YRS)

8.4

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	IDO	25.700	-	PN	XV	-	-	-	-	-	-	-	-	-	Retained
O	JMU	3.000	-	Ecc	VVV	-	-	-	Eqlchryh	3fMn	-	60	3vWt+60	-	523.00000
F	ESX	94.500	-	Fqq3	HHH	-	85.92%	-	Fpcqsyfh	3eAu	-	460	3qAt+460	-	417.00000
E	KMC	925.770	-	Sww	XXX	-	24.00%	-	Olcuvanx	3zKr	-	124	3rOm+124	-	577.00000
A	JGK	71.140	-	Sb2	PP	-	20.20%	-	Hljdmwjt	3dFy	-	240	3dOk+240	-	697.00000
K	AKR	94.800	-	U2	U	-	97.20%	-	Kvxblxnf	3yWu	-	350	3xCv+350	-	623.00000
R-2	QSP	7.500	-	JI	OU	-	-	-	-	-	-	-	-	-	Retained
F	KGH	7.250	-	S3	H-	-	7.54%	-	Hvovhyru	3nSj	-	1050	3lOc+951	-	51.00000
T	LVW	28.600	-	Bu3	LL-	-	81.79%	-	Thfohuaw	3oEm	-	760	3xVu+699	-	51.00000

Tranche Comments

O: Redemption: 2024-05-12; Registration: 144O/Eog I; E: Redemption: 2024-05-12; Registration: 144J/Msl O; A: Redemption: 2024-05-12; Registration: 144I/Fhn Z; K: Redemption: 2024-05-12; Registration: 144Y/Qil V; F: Redemption: 2024-05-12; Registration: 144L/Lzz O; T: Redemption: 2024-05-12; Registration: 144O/Lps C; F: Redemption: 2024-05-12; Registration: 144K/Jqh N; E-1: Redemption: 2024-05-12; Registration: 144K/Hxx K; R-2: Redemption: 2024-05-12; Registration: 144L/Vbe E;

Deal Comments

Nqj Wbhh Vbmpqbz 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 3, 1998

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G-1	TYG	18.400	-	Xu2	FF	-	-	-	Vbfuxtlp	3rMz	-	170	3qEl+170	-	996.00000
E	OAN	2.300	-	N3	H-	-	-	-	Zucffayb	3yYg	-	915	3kEi+885	-	22.00000
I-2	SIL	1.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	FYW	77.500	-	Y2	I	-	-	-	Bmpafxsp	3yVd	-	215	3nKq+215	-	688.00000
A	ZZP	39.100	-	Ii3	CC-	-	-	-	Nqoomuds	3tOt	-	650	3yKl+622	-	91.00000
H-1	QJB	39.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	SGE	562.100	-	Tss	YYY	-	-	-	Vvvzyaxs	3mZy	-	102	3iLi+102	-	390.00000
U	VMP	11.400	-	Kww3	NNN	-	-	-	Ijhlfphu	3sPt	-	340	3wZl+340	-	187.00000
R-2	TPZ	19.300	-	Jk2	JJ	-	-	-	Rtbne	JUX	-	-	2.050%	2.050%	682.00000

Tranche Comments

A: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144J/Csw N; G-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144C/Ohy G; R-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144M/Xwn U; W: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144M/Vfp D; U: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144I/Ztu L; A: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144C/Kkf P; E: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144V/Ufn Y; H-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144G/Mrc J; I-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144B/Iom E;

Deal Comments

Vge Xzvv Nwaegco 2.00

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K-1	ZZS	32.000	6.80	Ng2	MM	-	58.00%	-	Lubhwxpq	3fGz	-	160	3gFc+160	-	195.00000
K-2	MIB	16.000	5.40	Kl2	BB	-	40.00%	-	Cocng	SVA	-	-	1.95%	1.950%	862.00000
T-1	YTM	57.500	-	CP	WJ	-	-	-	-	-	-	-	-	-	Retained
M	LSL	841.000	5.30	Fgg	UUU	-	29.00%	-	Mjezmlir	3nXf	-	88	3kSo+88	-	385.00000
H	WAW	83.000	2.40	M2	U	-	83.00%	-	Vushbdoq	3tHa	-	210	3cMl+210	-	473.00000
Y-2	NCQ	6.300	-	VS	GT	-	-	-	-	-	-	-	-	-	Retained
D	DYD	63.000	22.90	G3	E-	-	6.80%	-	Qqvedmtx	3aYc	-	950	3gWg+882	-	53.50000
P	EGC	9.000	3.80	Nkk	TTT	-	-	-	Awxwkjpi	3kMq	-	50	3lBu+50	-	580.00000
Q	NCO	37.000	4.80	En3	FF-	-	8.30%	-	Skvpdkww	3zRz	-	655	3dSt+620	-	38.70000
K	TYN	82.900	1.00	Crr3	LLL	-	86.40%	-	Bkwkmeyu	3aWg	-	330	3mXe+330	-	145.00000

Tranche Comments

P: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Z/Lur S; M: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144P/Tuz M; K-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Y/Cpo A; K-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144T/Plk T; H: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144V/Wyu J; K: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144C/Tut A; Q: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Z/Awn X; D: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144G/Asg N; T-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Y/Bam Z; Y-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Z/Twk I;

Deal Comments

Omt Yubb Qcsimzx 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 2, 2012

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z2	WAW	88.000	1.18	Uq2	-	CC	63.16%	-	Gllmo	ACB	-	210	2.10%	2.100%	306.00000
M	OQH	837.100	5.42	Zll	-	TTT	16.68%	-	Mmudtueq	3eGy	-	74	3wMn+74	-	942.00000
W1	WGX	44.600	8.90	Fr2	-	GG	59.29%	-	Kkyrfumk	3yWm	-	155	3bBh+155	-	568.00000

Tranche Comments

M: First Pay: 2021-07-20; Redemption: 2022-04-20; W1: First Pay: 2021-07-20; Redemption: 2022-04-20; Z2: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Ypgmifiymiu. Vyi Xfii Hpgmynw 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 9, 2004

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 28, 2004