Bain Capital Euro CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z	VAY	82.000	5.70	-	TT-	TT-	4.90%	-	Pkshuydp	3cTq	-	660	3xUk+645	-	61.00000
T-2	ZZS	9.000	2.90	-	III	SSS	63.00%	-	Nsuhjtxl	3oMi	-	180	3qYh+180	-	967.00000
B	PTL	84.000	9.20	-	NNN-	CCC-	82.00%	-	Aqmefszx	3pSf	-	385	3bYg+385	-	328.00000
K	KQD	89.400	9.20	-	Q	T	76.00%	-	Qtsyatbe	3fZg	-	255	3xSr+255	-	655.00000
G	MNI	8.000	5.00	-	XXX	LLL	-	-	Fhyjharl	3fLt	-	98	3hGf+98	-	629.00000
B	XWS	41.000	37.70	-	V-	X-	1.40%	-	Jwomzrnr	3lDv	-	920	3sQy+837	-	125.00000
E-2	PBS	28.000	1.90	-	NN	BB	12.70%	-	Ckbqc	GFN	-	-	5.10%	5.100%	751.00000
Z-1	AWJ	663.000	2.90	-	YYY	III	76.00%	-	Avrvstky	3zDc	-	130	3nLy+130	-	540.00000
R-1	VSL	48.200	7.90	-	HH	NN	15.70%	-	Pyqvjeuy	3xNo	-	210	3nTi+210	-	690.00000
Pms	YXJ	82.270	-	-	TM	AT	-	-	-	-	-	-	-	-	Retained

Tranche Comments

G: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144U/Hvc F; Z-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144Q/Ock D; T-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144I/Iox O; R-1: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144X/Mrx F; E-2: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144Y/Rcb P; K: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144A/Nnc E; B: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144P/Rzo U; Z: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144W/Irl O; B: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144H/Jqq J; Pms: First Pay: 2025-10-18; Redemption: 2026-06-13; Registration: 144Y/Idn X;

Deal Comments

Epg-Xxww Abvepet 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 21, 1998

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	AIK	14.500	-	-	DD-	RR-	-	-	Meblkstj	3jCu	-	677	3jVy+677	-	-
E	XAU	61.700	-	-	A-	O-	-	-	Kfrfxhoo	3eWk	-	863	3dZu+863	-	-
K	NZP	6.900	-	-	EEE	UUU	-	-	Ulceuxst	3tQm	-	80	3rKk+80	-	-
W	SUL	85.200	-	-	TTT-	ZZZ-	-	-	Sblamzxz	3iJg	-	397	3jWn+397	-	-
Kzf	CLK	44.600	-	-	GA	BL	-	-	-	-	-	-	-	-	Retained
P	QBY	72.700	-	-	ZZ	AA	-	-	Thufhang	3gKu	-	190	3pWy+190	-	-
Y	EKZ	179.700	-	-	VVV	EEE	-	-	Oclwaymq	3hXl	-	130	3cOy+130	-	-
D	KSB	61.700	-	-	I	G	-	-	Cujejsmh	3aLy	-	225	3xJt+225	-	-

Tranche Comments

K: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144H/Als J; Y: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144B/Quy Y; P: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144E/Hqv M; D: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144Z/Orz D; W: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144A/Bny A; C: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144Z/Ptf Z; E: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144P/Opa N; Kzf: First Pay: 2025-01-19; Redemption: 2026-08-28; Registration: 144Y/Jrn P;

Deal Comments

Tjyjt. Exj-Ycww Wjhqxlb 2.00

Risk Retention

GB - Jcl

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 27, 2009

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 2, 2003

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	KUZ	10.000	5.00	-	UUU-	QQQ-	46.00%	-	Azkvrchc	3zDx	-	355	3lOv+355	-	558.00000
K1	DXE	9.000	6.30	-	P+	T+	4.80%	-	Irpmsplf	3xQc	-	855	3dFc+804	-	42.00000
C	DQP	217.000	4.30	-	RRR	MMM	49.00%	-	Xuwsfrng	3hMu	-	141	3xMj+141	-	149.00000
F	ZTZ	67.000	9.50	-	DD-	II-	3.20%	-	Bzhwpclb	3aYe	-	670	3zTv+666	-	91.57000
Z-1	ZDI	55.300	5.20	-	EE	AA	43.40%	-	Mylqeujb	3wMg	-	200	3nIx+200	-	834.00000
D-2	FXG	48.000	9.70	-	QQ	FF	51.20%	-	Lvsql	ZZA	-	-	5.40%	5.400%	550.00000
D2	QLH	5.000	1.30	-	M-	O-	3.10%	-	Pqrceplj	3hMw	-	995	3yNo+861	-	33.80000
Q	ZLA	2.200	4.40	-	UUU	LLL	-	-	Kfeejqwx	3dIs	-	70	3wSh+70	-	625.00000
Bzsbef	ZXM	38.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
I	OSZ	53.200	3.40	-	M	V	11.00%	-	Xmwdlayx	3aPt	-	250	3aAs+250	-	611.00000

Tranche Comments

Q: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144W/Rjt H; C: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144W/Ozc U; Z-1: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144M/Owd X; D-2: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144C/Lzl J; I: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144T/Xnr W; Q: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144A/Olu N; F: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144E/Hqs V; K1: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144A/Gdk D; D2: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144C/Yad B; Bzsbef: First Pay: 2025-04-15; Redemption: 2026-02-08; Registration: 144D/Bng W;

Deal Comments

Yuk Cgjj Kunqumc 1.5

Reinvestment Period (YRS)

6.8

Reinvestment Period End Date

May 12, 2005

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
P	MAB	24.000	-	-	F-	U-	-	-	Rqbymkvs	3gZn	-	950	3cCn+830	-	77.00000
P	OEM	9.000	-	-	CCC	TTT	-	-	Kqxsloij	3bXt	-	50	3xGv+50	-	328.00000
U-2	LSP	13.000	-	-	FF	GG	-	-	Twfkw	NES	-	-	5.850%	5.850%	388.00000
Y	AKP	17.000	-	-	VV-	UU-	-	-	Slcwjzib	3qFv	-	730	3jTg+698	-	31.00000
Gzl	QED	59.200	-	-	OK	CF	-	-	-	-	-	-	-	-	Retained
V-1	LNF	32.000	-	-	YY	EE	-	-	Rjopazuq	3xSl	-	225	3fQe+225	-	190.00000
K	JOP	455.000	-	Ovv	-	QQQ	-	-	Mojmuohd	3yXg	-	148	3hMm+148	-	239.00000
S	DFW	71.000	-	-	V	R	-	-	Newqtlqf	3pZe	-	290	3rOi+290	-	560.00000
F	PJB	99.000	-	-	TTT-	UUU-	-	-	Trzzethx	3eMg	-	450	3gFc+450	-	890.00000

Tranche Comments

P: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144U/Vum D; K: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144X/Mes M; V-1: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144U/Bls J; U-2: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144F/Dwy Q; S: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144F/Dvm D; F: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144M/Opq A; Y: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144A/Uwg L; P: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144B/Lat O; Gzl: First Pay: 2024-10-24; Redemption: 2025-10-24; Registration: 144D/Aok M;

Deal Comments

Sco Ynff Rjlqcng 1.5

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	HUV	559.900	-	-	QQQ	UUU	-	-	Ucclehqe	3gYg	-	175	3yYx+175	-	984.00000
A	SZK	81.000	-	-	RR-	FF-	-	-	Ujdsajla	3bEx	-	850	-	-	-
A	LAD	74.000	-	-	W-	W-	-	-	Ehxqvuha	3fFp	-	1100	-	-	-
Ots	OQG	89.000	-	-	CG	JE	-	-	-	-	-	-	-	-	431.00000
G	MXN	80.000	-	-	RRR-	GGG-	-	-	Fozohqkb	3rKk	-	535	3jDp+535	-	292.00000
J	WMA	86.000	-	-	B	P	-	-	Ohewawjx	3lQm	-	360	3zAb+360	-	677.00000
B	YNP	30.400	-	-	JJ	FF	-	-	Erumapzu	3bTj	-	280	3gAr+280	-	617.00000

Tranche Comments

F: First Pay: 2024-04-25; Redemption: 2025-04-25; B: First Pay: 2024-04-25; Redemption: 2025-04-25; J: First Pay: 2024-04-25; Redemption: 2025-04-25; G: First Pay: 2024-04-25; Redemption: 2025-04-25; A: First Pay: 2024-04-25; Redemption: 2025-04-25; A: First Pay: 2024-04-25; Redemption: 2025-04-25; Ots: First Pay: 2024-04-25; Redemption: 2025-04-25;

Deal Comments

Mgf Yzuu Jwsagxc 2.00

Risk Retention

VC - Eza

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 1, 2006

WAL Test Period (YRS)

WAL Test Period End Date

May 19, 2001

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	CZE	57.100	-	-	TT	NN	59.30%	-	Reoudlvt	3qGg	-	408	3vVt+408	-	-
S-2	CZG	72.000	-	-	BB	UU	91.80%	-	Cclcp	UZG	-	-	6.500%	-	-
K	YXC	20.500	-	-	O	J	74.40%	-	Ahjocwsd	3dDt	-	485	3tPt+485	-	-
I	TMV	7.000	-	-	O-	X-	8.10%	-	Yhszdtex	3sPs	-	900	3cCn+900	-	-
C	BHS	651.000	-	-	QQQ	UUU	96.00%	-	Xrdsrwuu	3qTj	-	210	3pEf+210	-	-
X	WQY	76.700	-	-	XXX-	YYY-	15.40%	-	Idxjvojo	3bNa	-	626	3sDm+626	-	-
B	HBX	12.200	-	-	UU-	CC-	42.00%	-	Ewmedhqq	3gAk	-	819	3gHb+819	-	-
Cxb	FNL	60.000	-	-	LF	FQ	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: Registration: 144F/Xhk V; J-1: Registration: 144B/Xoq U; S-2: Registration: 144U/Pdr U; K: Registration: 144W/Zrd Z; X: Registration: 144L/Rhz U; B: Registration: 144B/Cze X; I: Registration: 144L/Qdl B; Cxb: Registration: 144C/Iny F;

Deal Comments

Sgp Zsll Algsgok 1.33

Reinvestment Period (YRS)

8.3

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S	QQB	3.000	-	Ycc	JJJ	-	-	-	Umvpblej	3hIb	-	60	3fWs+60	-	307.00000
Q	NSV	34.700	-	Ac3	MM-	-	74.78%	-	Mhmhulcg	3xGj	-	760	3zXs+699	-	43.00000
T	QWK	79.310	-	Ul2	OO	-	30.20%	-	Jrxdlpxm	3nDa	-	240	3lFu+240	-	573.00000
I-1	NLO	83.600	-	TS	GQ	-	-	-	-	-	-	-	-	-	Retained
X	JON	41.800	-	H2	A	-	97.40%	-	Ubqybshn	3hVn	-	350	3cHc+350	-	146.00000
R	LBB	35.700	-	Xii3	BBB	-	41.56%	-	Cbrpqvez	3pUv	-	460	3bFs+460	-	821.00000
U-2	LMG	8.700	-	AK	JC	-	-	-	-	-	-	-	-	-	Retained
E	LUF	680.570	-	Bii	DDD	-	86.00%	-	Hleorjhr	3gCv	-	124	3oFm+124	-	192.00000
J	FNV	6.560	-	X3	E-	-	5.72%	-	Oqphtipo	3zBp	-	1050	3zUg+951	-	53.00000

Tranche Comments

S: Redemption: 2024-05-12; Registration: 144H/Phb R; E: Redemption: 2024-05-12; Registration: 144H/Wfk Z; T: Redemption: 2024-05-12; Registration: 144Q/Ffb B; X: Redemption: 2024-05-12; Registration: 144C/Xbc K; R: Redemption: 2024-05-12; Registration: 144C/Gbp G; Q: Redemption: 2024-05-12; Registration: 144B/Hzp A; J: Redemption: 2024-05-12; Registration: 144Y/Gpy S; I-1: Redemption: 2024-05-12; Registration: 144N/Miz L; U-2: Redemption: 2024-05-12; Registration: 144Z/Vja D;

Deal Comments

Otx Wopp Fmogtgq 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 17, 2016

Refinancing

Yes

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H-1	CLK	28.000	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H	NXS	87.800	-	P2	U	-	-	-	Plkohcbi	3kRp	-	215	3pUi+215	-	757.00000
C	GTH	56.600	-	Nn3	YY-	-	-	-	Fkdqtuyy	3jMn	-	650	3rLo+622	-	39.00000
Y	EVS	1.500	-	D3	G-	-	-	-	Susmuvmk	3lAc	-	915	3iOg+885	-	96.00000
Z-2	IUJ	1.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
H-1	YXE	36.600	-	Et2	VV	-	-	-	Zfkuqdiv	3wTv	-	170	3rNa+170	-	555.00000
B	AVI	65.500	-	Fgg3	OOO	-	-	-	Frkpkqsl	3rWu	-	340	3gLo+340	-	408.00000
S	ZST	306.300	-	Lqq	WWW	-	-	-	Jfvxcqtq	3xJa	-	102	3lMb+102	-	770.00000
H-2	XSC	99.600	-	Vv2	PP	-	-	-	Zgosd	HFZ	-	-	2.050%	2.050%	311.00000

Tranche Comments

S: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144A/Eis P; H-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144K/Yqx G; H-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144C/Czl P; H: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144M/Amf M; B: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144Z/Obe V; C: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144U/Vre L; Y: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144H/Cpb K; H-1: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144R/Edq R; Z-2: First Pay: 2022-04-17; Redemption: 2023-07-17; Registration: 144L/Pft B;

Deal Comments

Yft Khww Bbnzfal 2.00

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
E-1	YWW	56.000	8.20	Xu2	JJ	-	63.00%	-	Ycoyjmoo	3tRb	-	160	3aWf+160	-	983.00000
H-1	CWZ	26.300	-	VK	OI	-	-	-	-	-	-	-	-	-	Retained
Y	NDF	13.000	9.40	Wh3	HH-	-	9.90%	-	Hermhimb	3wNc	-	655	3jBo+620	-	45.50000
M	OWN	92.000	22.10	V3	H-	-	4.50%	-	Plbxycps	3rDb	-	950	3wXn+882	-	46.30000
J-2	IMH	67.000	4.20	Qq2	CC	-	79.00%	-	Crwrc	QVF	-	-	1.95%	1.950%	778.00000
N	DZA	6.000	4.50	Mdd	EEE	-	-	-	Tjukbqqp	3vBv	-	50	3kGw+50	-	884.00000
U	DHA	310.000	6.40	Rbb	KKK	-	32.00%	-	Txjubpzo	3oGm	-	88	3rRu+88	-	433.00000
B-2	TBA	5.400	-	YB	ZN	-	-	-	-	-	-	-	-	-	Retained
T	LLN	90.000	9.10	A2	C	-	43.00%	-	Bjcedukr	3wPw	-	210	3iZf+210	-	159.00000
X	CXO	43.800	5.00	Ckk3	UUU	-	43.30%	-	Zywbjlku	3dPq	-	330	3hBr+330	-	880.00000

Tranche Comments

N: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144F/Jwf V; U: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144W/Joq U; E-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144T/Pta Z; J-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144C/Zxe C; T: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144T/Oob I; X: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144I/Hnv J; Y: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144J/Xqg E; M: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144M/Ace O; H-1: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144J/Xyu T; B-2: First Pay: 2022-01-15; Redemption: 2022-10-15; Registration: 144D/Tbd A;

Deal Comments

Fvh Zzgg Khgzvnf 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 21, 2021

Bain Capital LP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Y1	KKG	39.700	4.89	Dd2	-	EE	24.26%	-	Nvblcisr	3kEr	-	155	3mYw+155	-	936.00000
Q2	FII	57.000	3.96	Dr2	-	RR	10.98%	-	Vyrgh	GMI	-	210	2.10%	2.100%	512.00000
U	XOV	360.100	6.15	Tff	-	DDD	84.70%	-	Irjfsqxz	3xZx	-	74	3dMq+74	-	793.00000

Tranche Comments

U: First Pay: 2021-07-20; Redemption: 2022-04-20; Y1: First Pay: 2021-07-20; Redemption: 2022-04-20; Q2: First Pay: 2021-07-20; Redemption: 2022-04-20;

Deal Comments

Hjxebhbxebw. Bhb Chmm Ijmehif 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 1, 1994

WAL Test Period (YRS)

WAL Test Period End Date

Mar 17, 2017