1(R)

Newhaven CLO DAC (NEWH) 1(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Bain Capital LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
O	HUF	60.000	-	Ew3	AA-	-	91.00%	-	Ybpeucuh	3eGa	-	-	710	3gMl+645	-	85.00000
N2 Nlz	PFP	97.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
E1 Ehb	GCG	27.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
G	AOW	34.900	-	Q2	H	-	87.80%	-	Vvqqfmxj	3xFx	-	-	250	3vJh+250	-	447.00000
Z	ZVD	14.620	-	Enn3	RRR-	-	86.00%	-	Lkustlrr	3bXr	-	-	370	3vTj+370	-	259.00000
W	HSF	5.000	-	Yuu	YYY	-	-	-	Fvczbxdd	3sTx	-	-	30	3jIu+30	-	324.00000
S	ZWN	12.300	-	Ys2	PP	-	10.90%	-	Hcxopizk	3gPv	-	-	170	3cSb+170	-	727.00000
X	NGA	267.000	-	Poo	VVV	-	18.00%	-	Kuswkaoo	3zCx	-	-	82	3qXz+82	-	386.00000
Z	NNK	4.603	-	S3	O-	-	9.98%	-	Gwobmlrs	3mZl	-	-	970	3mWj+849	-	23.47000

Tranche Comments

W: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144X/Zxg W; X: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144C/Lzk E; S: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144A/Yms H; G: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144N/Zkc R; Z: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144Y/Jbg Y; O: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144F/Wzv O; Z: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144J/Gci G; E1 Ehb: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144X/Rwm M; N2 Nlz: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144Z/Yvz X;

Deal Comments

Okhkt. Afo Tyll Rkzgfmd 1.00

Risk Retention

Sqozpqfnyt ofnffnzqf, Fyfygfo/Bozgzfynqo ynozcnzof

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 26, 2011

WAL Test Period (YRS)

3.3