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-1	PNT	939.000	9.60	-	OOO	XXX	61.00%	-	Dmdkuspo	3xCi	-	130	3wYd+130	-	678.00000
P	OJL	56.700	2.90	-	T	P	98.00%	-	Pwlcpcbd	3gTg	-	255	3yAp+255	-	362.00000
L	PYO	5.000	7.00	-	RRR	YYY	-	-	Kaplazuq	3jFz	-	98	3vNn+98	-	991.00000
Q-2	LBY	7.000	8.20	-	LLL	XXX	13.00%	-	Dwjmfqau	3qQf	-	180	3sEn+180	-	668.00000
S	FWZ	56.000	6.50	-	FFF-	MMM-	74.00%	-	Nvfeazsy	3aKt	-	385	3lOb+385	-	931.00000
O	DSP	11.000	6.30	-	AA-	PP-	7.50%	-	Bxuczofh	3aVp	-	660	3fMy+645	-	34.00000
Pis	YWP	13.390	-	-	HT	AP	-	-	-	-	-	-	-	-	Retained
P-1	HCY	46.400	5.90	-	KK	JJ	94.50%	-	Sccvqcbj	3sDf	-	210	3yTf+210	-	406.00000
C-2	HMD	37.000	9.40	-	FF	DD	19.10%	-	Xlfey	KGU	-	-	5.10%	5.100%	550.00000
M	MCO	31.000	42.40	-	I-	L-	9.90%	-	Bxcchxhb	3iLu	-	920	3bKs+837	-	282.00000

Tranche Comments

L: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144E/Woz V; I-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144M/Bpw M; Q-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144W/Ucb Z; P-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144I/Dox I; C-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144V/Loh I; P: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144B/Hym M; S: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144H/Hks F; O: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144M/Bqv D; M: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144Y/Lkf D; Pis: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144W/Bty G;

Deal Comments

Xky-Zatt Kqpvkvw 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 6, 2017

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	MUJ	4.300	-	-	III	WWW	-	-	Gbrvzlan	3cIf	-	80	3yOp+80	-	-
H	HVI	97.100	-	-	OOO-	MMM-	-	-	Gxflfbqg	3fUz	-	397	3fNe+397	-	-
X	DLV	77.300	-	-	DD-	GG-	-	-	Owvpjqfi	3nYf	-	677	3rJs+677	-	-
J	NKI	51.400	-	-	N-	A-	-	-	Lmoqmjwm	3aLw	-	863	3tPo+863	-	-
Z	OET	69.500	-	-	UU	AA	-	-	Pqmjpifg	3sHz	-	190	3sXf+190	-	-
H	EBM	879.700	-	-	VVV	GGG	-	-	Ovuwlqzt	3pXy	-	130	3pWy+130	-	-
F	XUJ	12.200	-	-	Y	Y	-	-	Dkhbukyh	3eRk	-	225	3yOq+225	-	-
Kwb	VIL	54.500	-	-	TV	GO	-	-	-	-	-	-	-	-	Retained

Tranche Comments

H: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144N/Bsy X; H: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144B/Nwn F; Z: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144G/Mdy G; F: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144D/Dbj Z; H: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144V/Eyr O; X: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144K/Ill O; J: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144N/Fpq U; Kwb: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144K/Cxa Y;

Deal Comments

Qfpfb. Omu-Togg Efpmmkw 2.00

Risk Retention

ZA - Npm

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 6, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Jan 5, 2027

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EZM	32.000	7.40	-	GG-	II-	4.20%	-	Wrwffdck	3pTl	-	670	3aCj+666	-	98.21000
V-2	ECC	23.000	6.80	-	PP	QQ	46.40%	-	Ycpvc	QAZ	-	-	5.40%	5.400%	807.00000
K	BOI	1.900	9.80	-	BBB	VVV	-	-	Pzzjvtih	3nJg	-	70	3pPl+70	-	559.00000
J	XHW	40.000	1.00	-	UUU-	DDD-	52.00%	-	Vfrhsumk	3jJe	-	355	3pTu+355	-	924.00000
Mlqrur	IZU	92.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
R	DVB	54.700	2.10	-	Z	E	94.00%	-	Wrpoejkc	3hTi	-	250	3xPd+250	-	726.00000
Y1	VEJ	2.000	4.60	-	S+	R+	8.20%	-	Pbxdmyyq	3vAt	-	855	3yTw+804	-	49.00000
S	LFT	432.000	1.20	-	AAA	AAA	50.00%	-	Ssmrpydy	3cRj	-	141	3gWb+141	-	581.00000
U-1	KVI	52.600	7.30	-	OO	TT	95.30%	-	Ydfbuide	3aUw	-	200	3oKw+200	-	685.00000
S2	BUG	4.000	7.10	-	P-	V-	4.80%	-	Bxpbfjcl	3cCv	-	995	3zXa+861	-	64.30000

Tranche Comments

K: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144K/Fkz R; S: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144B/Llc L; U-1: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144E/Ozf I; V-2: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144M/Bmj P; R: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144Q/Pwr R; J: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144M/Dmz T; A: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144O/Cuh A; Y1: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144O/Rbe W; S2: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144K/Qpc K; Mlqrur: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144E/Mkb Q;

Deal Comments

Mxv Jtgg Nerbxnu 1.5

Reinvestment Period (YRS)

2.9

Reinvestment Period End Date

May 4, 2016

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L-2	DHW	65.000	-	-	OO	JJ	-	-	Ehjxb	BHW	-	-	5.850%	5.850%	136.00000
Z	ADK	32.000	-	-	OOO-	FFF-	-	-	Deojyuqy	3bHg	-	450	3gEy+450	-	145.00000
S	EBU	58.000	-	-	DD-	JJ-	-	-	Qyzrhqho	3yHr	-	730	3kNv+698	-	95.00000
F	OIW	5.000	-	-	NNN	FFF	-	-	Vfvvfwbl	3rIp	-	50	3dVv+50	-	898.00000
Wwp	EPL	71.800	-	-	ZG	IS	-	-	-	-	-	-	-	-	Retained
H	TOC	46.000	-	-	A	E	-	-	Ybexqipg	3mZz	-	290	3cEq+290	-	247.00000
V-1	IBP	43.000	-	-	BB	CC	-	-	Ndpvcvyr	3bUy	-	225	3mBl+225	-	200.00000
Y	FYI	494.000	-	Fyy	-	LLL	-	-	Peojxcbs	3wTz	-	148	3vVk+148	-	478.00000
O	LQB	98.000	-	-	B-	C-	-	-	Ghxuokxx	3dIf	-	950	3eMx+830	-	23.00000

Tranche Comments

F: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144Q/Rcm F; Y: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144V/Mpe T; V-1: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144U/Lpx G; L-2: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144F/Hec M; H: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144E/Fyz P; Z: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144O/Tqt C; S: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144B/Gid B; O: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144I/Rmr V; Wwp: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144B/Xfz K;

Deal Comments

Dyg Awqq Wcqmyne 1.5

Refinancing

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	POG	268.300	-	-	EEE	UUU	-	-	Zmpshxof	3gSu	-	175	3fSa+175	-	794.00000
Ytb	JOO	37.000	-	-	ZI	ID	-	-	-	-	-	-	-	-	720.00000
H	AKR	26.400	-	-	BB	JJ	-	-	Ncrhsmlx	3nKv	-	280	3tWo+280	-	183.00000
C	KVE	17.000	-	-	TTT-	GGG-	-	-	Phhlasrs	3oYi	-	535	3qBx+535	-	127.00000
O	IIK	91.000	-	-	A	G	-	-	Yexujhza	3xLv	-	360	3eMq+360	-	209.00000
I	ZUE	26.000	-	-	NN-	PP-	-	-	Mpohbouw	3dBb	-	850	-	-	-
E	MWO	39.000	-	-	L-	O-	-	-	Lfbrkwaw	3fLk	-	1100	-	-	-

Tranche Comments

U: First Pay: 2024-04-25; Redemption: 2025-04-25; H: First Pay: 2024-04-25; Redemption: 2025-04-25; O: First Pay: 2024-04-25; Redemption: 2025-04-25; C: First Pay: 2024-04-25; Redemption: 2025-04-25; I: First Pay: 2024-04-25; Redemption: 2025-04-25; E: First Pay: 2024-04-25; Redemption: 2025-04-25; Ytb: First Pay: 2024-04-25; Redemption: 2025-04-25;

Deal Comments

Tws Ttxx Pomrwec 2.00

Risk Retention

LP - Xjl

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 27, 2022

WAL Test Period (YRS)

WAL Test Period End Date

Apr 16, 2022

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	GKE	67.600	-	-	GGG-	NNN-	62.40%	-	Gybwfykz	3wYu	-	626	3yIa+626	-	-
Y-1	IMV	51.600	-	-	UU	LL	47.60%	-	Bbqulqnz	3kZm	-	408	3tQv+408	-	-
J	XWK	253.000	-	-	SSS	AAA	93.00%	-	Pdwfyhio	3bYt	-	210	3gMg+210	-	-
Y-2	EDH	11.000	-	-	SS	CC	81.20%	-	Xoaen	POY	-	-	6.500%	-	-
O	SIR	27.100	-	-	QQ-	GG-	97.00%	-	Omkhujrq	3sUk	-	819	3wHi+819	-	-
L	TNP	4.000	-	-	M-	O-	8.60%	-	Czlwrfqa	3xHb	-	900	3fVw+900	-	-
U	KEW	79.700	-	-	A	C	56.10%	-	Zdqqemqf	3wAu	-	485	3dWi+485	-	-
Qjl	OQI	47.000	-	-	WP	DK	-	-	-	-	-	-	-	-	Retained

Tranche Comments

J: Registration: 144C/Zik F; Y-1: Registration: 144U/Zwb O; Y-2: Registration: 144Z/Ynw G; U: Registration: 144H/Onm Z; Z: Registration: 144J/Ksb I; O: Registration: 144D/Iwz W; L: Registration: 144F/Gou H; Qjl: Registration: 144A/Etc S;

Deal Comments

Vzj Mcqq Hjaxztw 1.33

Reinvestment Period (YRS)

5.8

Reset

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
D	CUW	84.800	-	V2	S	-	99.80%	-	Smumxddu	3zQc	-	350	3wBt+350	-	946.00000
I	GZP	75.600	-	Fz3	FF-	-	18.43%	-	Luhvyjhj	3xAe	-	760	3tVg+699	-	43.00000
N	YJV	12.800	-	Lee3	QQQ	-	15.47%	-	Xzqoxfts	3qVt	-	460	3pIn+460	-	837.00000
Y-2	IXU	5.100	-	VJ	WA	-	-	-	-	-	-	-	-	-	Retained
W	XTR	5.380	-	F3	K-	-	5.47%	-	Rjymmkxr	3lOn	-	1050	3yMs+951	-	25.00000
V-1	QYD	73.400	-	MW	DD	-	-	-	-	-	-	-	-	-	Retained
U	TTL	3.000	-	Mgg	SSS	-	-	-	Smexlovi	3wCg	-	60	3aBm+60	-	891.00000
T	OWR	43.350	-	Zp2	VV	-	19.30%	-	Hcrpmxnv	3qRc	-	240	3wQk+240	-	159.00000
X	CDB	909.640	-	Tyy	TTT	-	96.00%	-	Qykxscvt	3jCm	-	124	3kXr+124	-	644.00000

Tranche Comments

U: Redemption: 2024-05-12; Registration: 144B/Tiq E; X: Redemption: 2024-05-12; Registration: 144Q/Nrq L; T: Redemption: 2024-05-12; Registration: 144L/Nbs R; D: Redemption: 2024-05-12; Registration: 144E/Kvd M; N: Redemption: 2024-05-12; Registration: 144F/Mko P; I: Redemption: 2024-05-12; Registration: 144C/Jtv U; W: Redemption: 2024-05-12; Registration: 144W/Qay U; V-1: Redemption: 2024-05-12; Registration: 144I/Jfa F; Y-2: Redemption: 2024-05-12; Registration: 144J/Jtb G;

Deal Comments

Nva Yobb Hajqvku 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 16, 2015

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X-1	AIC	49.100	-	Wr2	GG	-	-	-	Lpxmaliv	3wPw	-	170	3pZu+170	-	291.00000
Q	XHZ	197.600	-	Gxx	TTT	-	-	-	Oklvoojm	3sNw	-	102	3sUe+102	-	763.00000
A-2	XXZ	4.100	-	-	-	-	-	-	-	-	-	-	-	-	Retained
V	WNO	46.900	-	P2	E	-	-	-	Jqmsqckv	3iVr	-	215	3tUq+215	-	696.00000
N	KOO	14.900	-	Wyy3	BBB	-	-	-	Ypqctirb	3xNy	-	340	3rHp+340	-	178.00000
L	GYN	6.300	-	P3	W-	-	-	-	Zqdpfpmc	3oRw	-	915	3wPw+885	-	39.00000
C-1	XNH	22.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-2	MSF	28.600	-	Bd2	NN	-	-	-	Ktuwl	XCB	-	-	2.050%	2.050%	742.00000
O	JZH	91.500	-	Vz3	HH-	-	-	-	Aiqkqyqi	3mHc	-	650	3mDt+622	-	99.00000

Tranche Comments

Q: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144I/Vba Z; X-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144I/Zhn V; H-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144N/Gvz C; V: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144K/Bje R; N: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144P/Zmq F; O: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144I/Xti F; L: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144P/Ojf Y; C-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144B/Djm R; A-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144K/Mdm R;

Deal Comments

Fgq Qxll Qvkzglm 2.00

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-2	WBE	8.500	-	WD	QI	-	-	-	-	-	-	-	-	-	Retained
G	SLH	100.000	9.30	Eyy	DDD	-	62.00%	-	Rvpmcofz	3nXm	-	88	3lCv+88	-	296.00000
D-1	QKE	94.400	-	OV	WE	-	-	-	-	-	-	-	-	-	Retained
D-2	SFI	43.000	9.70	Xm2	XX	-	18.00%	-	Loazs	WJU	-	-	1.95%	1.950%	994.00000
W	TAD	61.500	9.00	Dff3	GGG	-	57.20%	-	Elyupepd	3oCj	-	330	3aWh+330	-	312.00000
K	JSP	81.000	9.20	Qf3	QQ-	-	3.30%	-	Qdkxjaek	3xRg	-	655	3rMw+620	-	20.40000
H-1	WCD	33.000	5.10	Tw2	GG	-	26.00%	-	Ivfmqzoc	3rXs	-	160	3rKb+160	-	623.00000
B	PAN	6.000	1.60	Tnn	LLL	-	-	-	Obzyzsal	3iBo	-	50	3mKs+50	-	197.00000
L	WAB	82.000	3.70	R2	Z	-	97.00%	-	Gxrzvrrl	3nEi	-	210	3qIv+210	-	883.00000
X	FZP	44.000	24.60	P3	C-	-	6.80%	-	Lljvrftr	3bFh	-	950	3eVt+882	-	96.70000

Tranche Comments

B: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144T/Yqc U; G: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144A/Djj H; H-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144A/Voy U; D-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144J/Gyx J; L: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144U/Nic I; W: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144C/Oxs D; K: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144D/Rpd I; X: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144P/Jhq C; D-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144Q/Gtl Y; C-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144E/Bsu X;

Deal Comments

Tjq Ctuu Rlxfjnd 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 10, 2016

Reset

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	FHQ	923.100	3.53	Wuu	-	RRR	81.32%	-	Jzwyrzlp	3rIe	-	74	3hHm+74	-	973.00000
D2	LIT	24.000	7.10	Jo2	-	LL	14.28%	-	Cbkmb	MQD	-	210	2.10%	2.100%	536.00000
H1	XWH	19.700	5.56	Xy2	-	OO	39.74%	-	Ndvhzeat	3qLa	-	155	3vXu+155	-	488.00000

Tranche Comments

N: First Pay: 2021-07-20; Redemption: 2022-04-20; H1: First Pay: 2021-07-20; Redemption: 2022-04-20; D2: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Jljbmlmkbmm. Bvm Ylii Plcbvlr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 3, 2009

WAL Test Period (YRS)

WAL Test Period End Date

Jul 16, 2016