FRM Open Deal Relation

Halcyon SAM European CLO 2008-I
As Of 12/31/2008 Scenario : Initial
Table Of Contents
(1) Requirements Summary 1

(2) Portfolio Assets - Asset Information 5
(3) Portfolio Assets - Purchase & Sale Activity 10
(4) Account Balances Settled/Traded 17
(5) Class A Overcollateralisation Test 19
(6) Class B Overcollateralisation Test 20
(7) Class C OverCollateralisation Test 21
(8) Class D Overcollateralisation Test 22
(9) Class E Overcollateralization Test 23
(10) Class A Interest Coverage Test 24
(11) Class B Interest Coverage Test 26
(12) Class C Interest Coverage Test 28
(13) Class D Interest Coverage Test 30
(14) Reinvestment OC Test 32
(15) Interest Coverage Detail 33
(16) Portfolio Assets - Defaulted Obligations 55
(17) Moodys Minimum Weighted Average Recovery Rate Test 56
(18) The S&P Minimum Weighted Average Recovery Rate Test For Class A Notes 61
(19) Moodys Minimum Diversity Test 66
(20) Minimum Weighted Average Spread Test 72
(21) Weighted Average Maturity Test 79
(22) The Maximum Portfolio Rating Factor Test 88
(23) Portfolio Assets - Asset Swap 93
(24) Portfolio Assets - Discounted Obligations 94
(25) (c) Mezzanine, High Yield and Senior Unsecured Obligations 95
(26) (p) Revolving and/or Delayed Drawdown Obligations 96
TOC Page: 1
Halcyon SAM European CLO 2008-I
As Of 12/31/2008 Scenario : Initial
Table Of Contents (Continued)
(27) (b) Senior Secured Loans 97

(28) (q)(iii) Single Obligor 101
(29) (q)(ii) Single Obligor - High Yield Security, Mezzanine Loans & Senior Unsecured Loan 112
(30) (k) Fixed Rate Collateral Debt Obligations 114
(31) (l) Collateral Debt Obligations that pay interest less frequently than semi-annually 115
(32) (s) Zero Coupon Securities 116
(33) (m) PIK Securities 117
(34) (v) Structured Finance Securities 118
(35) (g) UnHedged Collateral Debt Securities 119
(36) Portfolio Assets - CCC Obligations 120
(37) Portfolio Assets - Country Information 121
(38) Portfolio Assets - Industry Information - Moody's 127
(39) Portfolio Assets - Industry Information - S&P 133
(40) Portfolio Assets - Affiliated Issuers - Moodys 139
(41) Securities that have been upgraded or dowgraded 148
(42) Portfolio Assets - Interest Calculation Parameters 149
(43) Portfolio Assets - Rating Information - S&P 155
(44) Portfolio Assets - Securities Sold Detail 160
Total Number of Pages: 160
TOC Page: 2
Requirements Summary
Requirements Summary Asset Information

Outcome Requirement Result Number of Assets 216
Number of Equity 0
Collateral Quality
Securities
Minimum Weighted Average Spread 2.5190% 2.4700% In Compliance
Moodys Minimum Diversity Test 34.53 >= 35 Number of Collateral 0
Out of Compliance
Enhancement
Moodys Minimum Weighted Average Recovery 58.05% >= 57.69% In Compliance Obligations
Rate Test
The Maximum Portfolio Rating Factor Test 2538.44 <= 2480 Out of Compliance Reinvestable Cash 1,886,765.43 EUR
The S&P Minimum Weighted Average Recovery 55.5096% >= 50.5000% Settled
In Compliance
Rate Test For Class A Notes Reinvestable Cash 3,186,765.43 EUR
Weighted Average Maturity Test 20-Oct-2014 <= 20-Jun-2017 In Compliance Traded
Coverage Aggregate Principal 381,028,423.73 EUR
Class A Interest Coverage Test 235.71% >= 130.00% In Compliance Balance of Collateral
Class A Overcollateralisation Test Debt Obligations
138.65% >= 127.51% In Compliance
Class B Interest Coverage Test 222.77% >= 118.00% In Compliance
Class B Overcollateralisation Test 133.83% >= 126.11% In Compliance
Class C Interest Coverage Test 195.69% >= 105.00% In Compliance Liability Information
Class C OverCollateralisation Test 125.14% >= 119.77% In Compliance
Class D Interest Coverage Test 173.04% >= 100.00% In Compliance Tranche Commitment Outstanding
Class D Overcollateralisation Test 118.60% >= 114.62% In Compliance Class A Senior 278,000,000.00 EUR 278,000,000.00 EUR
Class E Overcollateralization Test 114.71% >= 112.67% In Compliance Secured
Reinvestment OC Test 114.71% >= 113.67% In Compliance Class B 10,000,000.00 EUR 10,000,000.00 EUR
Portfolio Profile Test Class B Deferred 0.00 EUR 0.00 EUR
(a) Country of Operation 96.32% >= 85.00% In Compliance Class C 20,000,000.00 EUR 20,000,000.00 EUR
(b) Senior Secured Loans 90.69% >= 87.00% In Compliance
(c) Mezzanine, High Yield and Senior Unsecured 9.13% <= 13.00% Class C Deferred 0.00 EUR 0.00 EUR
In Compliance
Obligations Class D 17,000,000.00 EUR 17,000,000.00 EUR
(d) Participations and Synthetic Securities 0.00% <= 20.00% In Compliance Class D Deferred 0.00 EUR 0.00 EUR
(e) Non-Euro Synthetic Securities 0.0% <= 5.0% In Compliance
(f) Restricted Currency Securities 12.2% <= 30.0% Class E 11,000,000.00 EUR 11,000,000.00 EUR
In Compliance
(g) UnHedged Collateral Debt Securities 0.0% <= 5.0% In Compliance Class E Deferred 0.00 EUR 0.00 EUR
(h) Country of Operation USA 3.57% <= 15.00% In Compliance Class F Subordinated 68,000,000.00 EUR 68,000,000.00 EUR
(i) Synthetic/Participation/Lending and Countries 0.00% <= 20.00% In Compliance
Rated < AA by S&P 404,000,000.00 EUR 404,000,000.00 EUR
(j) Discount Obligations 1.0% <= 7.5% In Compliance
(k) Fixed Rate Collateral Debt Obligations 0.00% <= 5.00% In Compliance * Deferred Interests or Participating Payments
(l) Collateral Debt Obligations that pay interest 0.00% <= 5.00% are excluded from totals
In Compliance
less frequently than semi-annually
(m) PIK Securities 0.00% <= 5.00% In Compliance
(n)(1) Maximum Third Party Credit Exposure 0.0000% <= 20.0000% In Compliance
From All Obligors Rated Aaa/AAA
11-Feb-2009 Halcyon SAM European CLO 2008-I Requirements Summary 1

11:18:48 AM Scenario: Initial As of 31-Dec-2008 Method: Trade Date Page 1
Outcome Requirement Result
Portfolio Profile Test
From Each Obligor Rated Aaa/AAA:
From All Obligors Rated Aa1/AA+
From Each Obligor Rated Aa1/AA+:
From All Obligors Rated Aa2/AA
From Each Obligor Rated Aa2/AA:
From All Obligors Rated Aa3/AA-
From Each Obligor Rated Aa3/AA-:
From All Obligors Rated A1/A+
From Each Obligor Rated A1/A+:
From All Obligors Rated A2/A
From Each Obligor Rated A2/A:
From All Obligors Rated A3/A-
From Each Obligor Rated A3/A-:
(n)(8) Maximum Participations 0.00% <= 20.00% In Compliance
(o)(a) Rating Moodys Derived from S&P 0.00% <= 5.00% In Compliance
(o)(b) Rating SP Derived from Moodys 0.00% <= 5.00% In Compliance
(p) Revolving and/or Delayed Drawdown 0.00% <= 5.00% In Compliance
Obligations
(q)(i)(a) Single Obligor - Senior Secured Loans 2.25% <= 2.50% In Compliance
Moody's Rating < B3 OR SP Rating < B- - 01:
Spinnaker Holdings
Pamplona PE Holdco 5 SA
Lavena Holding 3 GMBH
Hexion Specialty Chemicals Inc
(q)(i)(b) Single Obligor - Senior Secured Loans 2.98% <= 3.00% In Compliance
Moody's Rating > B3 OR SP Rating > B- - 01:
Holding Bercy Investissement S.C.A

Black Lion Beverages III B.V.
WAM Acquisition SA
MEP II S.a.r.l.
Tyrol Acquisition 2 SAS
AVR Acquisitions B.V.
Amsterdamse Beheer - En
Consultingmaatschappij B.V.
Neggio Holdings 3 GmbH
TDC A/S
Brenntag Holding GmbH & Co. KG
(q)(ii) Single Obligor - High Yield Security, 2.00% <= 2.00% In Compliance
Mezzanine Loans & Senior Unsecured Loan -
01: ADI Finance 2 Limited
02: Charterhouse Inuit (Acquico) GMBH
03: BCV Investments S.C.A
04: ISS Holdings A/S
05: Lavena Holding 3 GMBH
06: Qidnax AB

07: P & F Capital SARL
08: Tyrol Acquisition 2 SAS
09: Financiere Daunou 9 S.AR.L
10: Ferretti S.P.A
(q)(iii) Single Obligor - 01: Tyrol Acquisition 2 3.00% <= 3.00% In Compliance
SAS
(q)(iii) Single Obligor - 02: Holding Bercy 2.98% <= 3.00% In Compliance
Investissement S.C.A
(q)(iii) Single Obligor - 03: Black Lion Beverages 2.98% <= 3.00% In Compliance
III B.V.
(q)(iii) Single Obligor - 04: WAM Acquisition SA 2.98% <= 3.00% In Compliance
(q)(iii) Single Obligor - 05: MEP II S.a.r.l. 2.80% <= 3.00% In Compliance
(q)(iii) Single Obligor - 06: AVR Acquisitions B.V. 2.49% <= 2.50% In Compliance
(q)(iii) Single Obligor - 07: Amsterdamse Beheer 2.47% <= 2.50% In Compliance
- En Consultingmaatschappij B.V.
(q)(iii) Single Obligor - 08: Neggio Holdings 3 2.47% <= 2.50% In Compliance
GmbH
(q)(iii) Single Obligor - 09: TDC A/S 2.36% <= 2.50% In Compliance
(q)(iii) Single Obligor - 10: Brenntag Holding 2.30% <= 2.50% In Compliance
GmbH & Co. KG
(r) High Yield Security 0.0% <= 5.0% In Compliance
(s) Zero Coupon Securities 0.00% <= 2.00% In Compliance
(t) Step Up Securities 0.00% <= 2.00% In Compliance
(u) Cov-Lites 4.2% <= 10.0% In Compliance
(v) Structured Finance Securities 0.0% <= 5.0% In Compliance
(w) PIK and Zero Coupon Securities 0.0% <= 5.0% In Compliance
Summary
Portfolio Assets - Securities Sold Detail 8.64% <= 20.00% In Compliance
IC Tests are not required to be passing until the 3rd Payment Date, per the documents there are no implications or restrictions for failing at this time as it is not abnormal for the
IC's to be failing for the 1st 2 payment dates

Portfolio Assets - Asset Information
Number of Assets 216
Number of Equity Securities 0
Number of Collateral Enhancement Obligations 0
Reinvestable Cash Settled 1,886,765.43 EUR
Reinvestable Cash Traded 3,186,765.43 EUR
Aggregate Principal Balance of Collateral Debt Obligations 381,028,423.73 EUR
Collateral
Enhancement Moody's S&P Market
Security Security ID Obligation Maturity Date Rating Rating Frequency All In Rate Spread Price Principal Balance
Loan
ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 No 04-Jul-2011 B2 BBB- Quarterly 8.7200% 3.5800% 0.0000% 7,839,647.44 EUR
Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) No 15-Sep-2014 Ba3 B Monthly 5.1920% 2.5000% 0.0000% 4,086,753.73 EUR
Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) No 14-Sep-2015 Ba3 B Monthly 5.6920% 3.0000% 0.0000% 4,086,753.73 EUR
Amsterdamse Beheer - Term B1 Amsterdam_B1 No 15-Sep-2014 Ba3 B Monthly 5.1920% 2.5000% 98.5703% 506,747.66 EUR
Amsterdamse Beheer - Term B2 Amsterdam_B2 No 15-Sep-2014 Ba3 B Monthly 5.1920% 2.5000% 98.5917% 256,498.61 EUR
Amsterdamse Beheer - Term C Amsterdam_TermC No 14-Sep-2015 Ba3 B Monthly 5.6920% 3.0000% 0.0000% 763,246.27 EUR
Aster 1 SA - Term Loan A1 Germany Aster_A1g No 31-Dec-2013 Ba3 B+ Semi-Annual 5.2887% 2.2500% 0.0000% 1,005,778.26 EUR
Aster 1 SA - Term Loan A2 Brussels Aster_A2b No 31-Dec-2013 Ba3 B+ Semi-Annual 5.2887% 2.2500% 0.0000% 622,243.33 EUR
Aster 1 SA - Term Loan A3 Aster_A3 No 31-Dec-2013 Ba3 B+ Semi-Annual 5.2887% 2.2500% 0.0000% 232,257.29 EUR
Aster 1 SA - Term Loan A4 Brussels Aster_A4b No 31-Dec-2013 Ba3 B+ Semi-Annual 5.2887% 2.2500% 0.0000% 1,076.81 EUR
Aster 1 SA - Term Loan A4 Germany Aster_A4g No 31-Dec-2013 Ba3 B+ Semi-Annual 5.2887% 2.2500% 0.0000% 51,479.56 EUR
Aster 1 SA - Term Loan B1 French Aster_B1F No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 15,587.72 EUR
Aster 1 SA - Term Loan B1 German Aster_B1G No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 264,441.70 EUR
Aster 1 SA - Term Loan B1 Italian Aster_B1it No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 150,270.88 EUR
Aster 1 SA - Term Loan B1 Spain Aster_B1sp No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 8,661.47 EUR
Aster 1 SA - Term Loan B1 UK Aster_B1uk No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 45,121.65 EUR
Aster 1 SA - Term Loan B2 Belgium Aster_B2B No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 531,355.90 EUR
Aster 1 SA - Term Loan B2 Netherlands Aster_B2N No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 86,897.22 EUR
Aster 1 SA - Term Loan B3 Aster_TLB3 No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 404,572.06 EUR
Aster 1 SA - Term Loan B4 Belgium Aster_B4B No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 13,397.65 EUR
Aster 1 SA - Term Loan B4 French Aster_B4F No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 430.08 EUR
Aster 1 SA - Term Loan B4 German Undrawn ASTER1_TLB4UD No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 12,288.04 EUR
Aster 1 SA - Term Loan B4 Netherlands Aster_B4N No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 2,280.57 EUR
Aster 1 SA - Term Loan B4 Spain Aster_B4S No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 238.97 EUR
Aster 1 SA - Term Loan B4 UK Aster_B4U No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 1,244.94 EUR
Aster 1 SA - Term Loan C1 French Aster_C1F No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 15,587.72 EUR
Aster 1 SA - Term Loan C1 German Aster_C1G No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 264,441.70 EUR
Aster 1 SA - Term Loan C1 Italian Aster_C1I No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 156,500.75 EUR
Aster 1 SA - Term Loan C1 Spain Aster_C1S No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 8,661.47 EUR
Aster 1 SA - Term Loan C1 UK Aster_C1uk No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 45,121.65 EUR
Aster 1 SA - Term Loan C2 Belgium Aster_C2B No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 531,355.90 EUR
Aster 1 SA - Term Loan C2 Netherlands Aster_C2N No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 86,897.22 EUR
Aster 1 SA - Term Loan C3 Aster_TLC3 No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 404,572.06 EUR
Aster 1 SA - Term Loan C4 Belgium Aster_C4B No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 13,397.65 EUR
Aster 1 SA - Term Loan C4 French Aster_C4F No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 430.08 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 1

Collateral
Aster 1 SA - Term Loan C4 German Undrawn ASTER_TLC4GUD No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 12,288.04 EUR
Aster 1 SA - Term Loan C4 Netherlands Aster_C4N No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 2,280.57 EUR
Aster 1 SA - Term Loan C4 Spain Aster_C4S No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 238.97 EUR
Aster 1 SA - Term Loan C4 UK Aster_C4U No 31-Dec-2014 Ba3 B+ Quarterly 7.5417% 2.2500% 0.0000% 1,244.94 EUR
Autobar - Tranche B Charden_TLB No 05-Dec-2013 B2 B Quarterly 7.8028% 2.5000% 0.0000% 2,911,542.49 EUR
Autobar - Tranche C Charden_TLC No 05-Dec-2014 B2 B Quarterly 8.3028% 3.0000% 0.0000% 2,911,542.49 EUR
AVR Acquisitions - Term B3A avr_b3a No 31-Mar-2014 Ba3 B Quarterly 5.2230% 2.2500% 0.0000% 4,710,694.49 EUR
AVR Acquisitions - Term B3B avr_b3b No 31-Mar-2014 Ba3 B Monthly 5.2230% 2.2500% 0.0000% 143,866.91 EUR
AVR Acquisitions - Term B3C avr_b3c No 31-Mar-2014 Ba3 B Monthly 5.2230% 2.2500% 0.0000% 389,244.49 EUR
AVR Acquisitions - Term B3D AVR_TL_B3D No 31-Mar-2014 Ba3 B Quarterly 5.2230% 2.2500% 0.0000% 457,566.97 EUR
AVR Acquisitions - Term Loan B AVR_TLB No 31-Mar-2014 Ba3 B Quarterly 5.2230% 2.2500% 0.0000% 878,924.15 EUR
AVR Acquisitions - Term Loan C AVR_TLC No 31-Mar-2015 Ba3 B Quarterly 5.4730% 2.5000% 0.0000% 3,180,297.00 EUR
BCM Ireland Finance - Facility B BCM_B No 30-Sep-2014 B1 B+ Monthly 4.5670% 1.8750% 0.0000% 2,462,068.60 EUR
BCM Ireland Finance - Facility C BCM_C No 30-Sep-2015 B1 B+ Monthly 4.8170% 2.1250% 0.0000% 2,462,343.10 EUR
BCV Investments S.C.A - Second Lien BCV Investments_2ndLien No 14-Jun-2016 B2 B Monthly 6.9420% 4.2500% 0.0000% 4,500,000.00 EUR
BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro No 15-Dec-2014 B2 B Monthly 4.8170% 2.1250% 0.0000% 2,239,412.91 EUR
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro No 14-Dec-2015 B2 B Monthly 5.4420% 2.7500% 0.0000% 2,239,412.91 EUR
Brenn - Acquisition Facility 2 Brentag_acqfac No 20-Jan-2014 B2 B Semi-Annual 7.1360% 2.0000% 77.5000% 4,587,634.71 EUR
Brenn - Facility B3 EUR Brenntag_B3EUR No 20-Jan-2014 B2 B Quarterly 7.1360% 2.0000% 0.0000% 1,000,000.00 EUR
Brenn - Facility C1 Brentagg_fac.C1 No 19-Jan-2015 B2 B Quarterly 7.3860% 2.2500% 0.0000% 1,563,127.46 EUR
Brenn - Facility C2 Brenntag_fac.C2 No 19-Jan-2015 B2 B Quarterly 7.3860% 2.2500% 0.0000% 436,872.54 EUR
BRENNTAGFINANCECOIISARL - Acquisition Facility 2 BRENNTAGF_AF2 No 20-Jan-2014 B2 B Quarterly 7.1360% 2.0000% 60.1250% 280,771.41 EUR
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 No 20-Jan-2014 B2 B Semi-Annual 7.1360% 2.0000% 77.5000% 1,131,593.88 EUR
Capio - Second Lien Tr2 OPICAAB_SLT2 No 03-May-2016 B2 B- Quarterly 8.9148% 4.0000% 0.0000% 1,000,000.00 EUR
Capio - Term Loan B1 opica_tlb1 No 03-Nov-2014 B2 B- Monthly 7.1648% 2.2500% 0.0000% 196,399.24 EUR
Capio - Term Loan C1 opica_tlc1 No 03-Nov-2015 B2 B- Monthly 7.2898% 2.3750% 0.0000% 196,399.25 EUR
CASTLEBIDCOLTD - Second Lien - Eur/Swap CastBidco_SecLien_EurSwap_HSAM2008 No 09-Sep-2013 B3 D Quarterly 5.9550% 3.2500% 3.0000% 0.00 EUR
CBRFASHIONGMBH - Term Loan B CBRFASHN_TLB No 20-Apr-2015 B3 B Quarterly 4.8680% 2.1250% 0.0000% 1,875,000.00 EUR
CBRFASHIONGMBH - Term Loan C LX068781 No 19-Apr-2016 B3 B Quarterly 5.1180% 2.3750% 0.0000% 1,725,000.00 EUR
CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl No 04-Nov-2013 B2 B Quarterly 6.8670% 3.0000% 0.0000% 1,217,254.04 EUR
CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl No 04-Nov-2013 B2 B Quarterly 6.8670% 3.0000% 0.0000% 1,098,247.30 EUR
CEVAGROUPPLC - EURO pre-funded LC facility Lous_LC No 04-Nov-2013 B2 B Quarterly 5.9730% 5.9730% 0.0000% 1,065,290.91 EUR
Chaterhouse - Second Lien ChartHouse_2L No 16-May-2016 B3 B Quarterly 6.8430% 3.7500% 0.0000% 5,500,000.00 EUR
Chaterhouse - Term Loan B1 - Acquico Charterhouse_TLB1_Acq No 15-May-2015 B3 B Semi-Annual 5.0930% 2.0000% 0.0000% 1,251,391.54 EUR
Chaterhouse - Term Loan B2 Charterhouse_TLB2 No 15-May-2015 B3 B Semi-Annual 5.0930% 2.0000% 0.0000% 248,608.46 EUR
COGNIS - Term A COGNIS&MACANY_TLA No 15-Sep-2013 B2 B Quarterly 5.3290% 2.0000% 0.0000% 982,367.86 EUR
COGNIS - Term B COGNIS&MACANY_TLB No 15-Sep-2013 B2 B Quarterly 5.3290% 2.0000% 0.0000% 3,017,632.14 EUR
Cortefiel - Facility B1 CORTEFIEL_B1 No 24-Mar-2015 B3 B Quarterly 4.9420% 2.2500% 0.0000% 2,859,901.10 EUR
Demeter - Facility B DEMETERIB_FB No 30-May-2014 B1 B+ Quarterly 6.6840% 2.3750% 0.0000% 1,500,000.00 EUR
Demeter - Facility C DEMETERIB_FC No 29-May-2015 B1 B+ Quarterly 7.0590% 2.7500% 0.0000% 1,500,000.00 EUR
DSBG - Term B dsbg_tb No 06-Feb-2015 Ba3 B+ Monthly 5.5850% 2.2500% 0.0000% 1,375,000.00 EUR
DSBG - Term C dsbg_tc No 06-Feb-2016 Ba3 B+ Monthly 6.0850% 2.7500% 0.0000% 1,375,000.00 EUR
Elster - Term B1 ELSTERGRP_B1 No 30-Sep-2013 B3 B+ Quarterly 4.8700% 2.0000% 0.0000% 1,802,099.05 EUR
Elster - Term C1 ELSTERGRP_C1 No 30-Sep-2014 B3 B+ Quarterly 5.3700% 2.5000% 0.0000% 1,802,099.05 EUR
Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 No 30-Sep-2013 B3 B+ Quarterly 4.3530% 1.4800% 0.0000% 457,418.82 EUR
Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 No 30-Sep-2014 B3 B+ Quarterly 4.8330% 1.9600% 0.0000% 457,418.82 EUR

Collateral
Escaline S.a.r.l - Term B Escaline_TermB No 31-Oct-2014 B2 B- Quarterly 6.8063% 2.7500% 0.0000% 1,503,773.95 EUR
Escaline S.a.r.l - Term C Escaline_TermC No 30-Oct-2015 B2 B- Quarterly 8.4090% 3.2500% 0.0000% 1,503,773.95 EUR
FCIINTLSAS - Term Loan B3b FCISA_TLB3B No 04-Nov-2013 Ba3 BB- Quarterly 5.7100% 2.3750% 0.0000% 3,987,697.43 EUR
Ferretti S.P.A - Mezzanine FerrettiSPA_Mezz No 23-Jan-2017 B1 B Quarterly 9.1530% 4.0000% 0.0000% 1,000,000.00 EUR
Ferretti S.P.A - Tranche B Ferretti_TrB No 23-Jan-2015 B1 B Quarterly 6.4560% 2.5000% 0.0000% 2,888,334.09 EUR
Ferretti S.P.A - Tranche C Ferretti_TrC No 25-Jan-2016 B1 B Quarterly 5.6920% 3.0000% 0.0000% 2,888,334.09 EUR
Financiere Daunou 9 S.AR.L - Term Loan D1 FinDaunou9_TLD1 No 29-Aug-2016 B2 CCC+ Semi-Annual 6.6620% 3.6250% 0.0000% 969,230.77 EUR
Financiere Truck - Term Loan - Euro FinanciereTruck_TLEUR No 14-Feb-2014 Ba3 B+ Quarterly 5.7837% 2.5000% 0.0000% 3,340,369.24 EUR
Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap No 31-Mar-2014 Ba3 B+ Semi-Annual 5.8970% 2.1100% 0.0000% 557,215.54 EUR
Fives - Term B Fives_TLB No 31-Jul-2015 B2 B+ Quarterly 4.6920% 2.0000% 0.0000% 2,659,849.65 EUR
Fives - Term C Fives_TLC No 31-Jul-2016 B2 B+ Quarterly 5.4420% 2.7500% 0.0000% 2,659,849.65 EUR
Fresenius SE - Additional Tranche B1 Euro Term Loan FreseniusSE_AddB1Euro No 10-Sep-2014 Ba1 BB 6.8750% 3.5000% 0.0000% 1,000,000.00 EUR
GGP C - B Term Loan GGP_B TL No 22-Jun-2015 B1 B Semi-Annual 5.6670% 2.2500% 0.0000% 3,477,272.73 EUR
GGP C - C Term Loan GGP_C TL No 22-Jun-2016 B1 B Semi-Annual 6.1670% 2.7500% 0.0000% 3,477,272.73 EUR
HCA Inc - Euro Term loan HCAInc_EuroTL No 18-Nov-2013 B2 B+ Quarterly 4.9644% 2.0000% 0.0000% 8,883,610.43 EUR
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 No 06-May-2013 B2 CCC+ Quarterly 4.9420% 2.2500% 0.0000% 2,969,327.02 EUR
Holding - Additional HBI Facility B HOLDING-ADLFB No 30-Jun-2014 B2 B+ Monthly 4.5750% 2.0000% 0.0000% 4,546,969.70 EUR
Holding - Additional HBI Facility C HOLDING_ADLFC No 30-Jun-2015 B2 B+ Monthly 5.0750% 2.5000% 0.0000% 4,153,030.30 EUR
Holding - Term B1 HldgBercy_TLB1 No 30-Jun-2014 B2 B+ 4.5750% 2.0000% 0.0000% 1,500,000.00 EUR
Holding - Term C1 HldgBercy_TLC1 No 30-Jun-2015 B2 B+ 5.0750% 2.5000% 0.0000% 1,500,000.00 EUR
Ineos Group - Term Loan B1 Ineos_TB1 No 16-Dec-2013 B3 B Quarterly 9.7770% 4.5000% 0.0000% 1,613,634.99 EUR
Ineos Group - Term Loan B3 Ineos_TLB3 No 16-Dec-2013 B3 B Quarterly 9.7770% 4.5000% 0.0000% 823,713.92 EUR
Ineos Group - Term Loan C1 Ineos_TC1 No 16-Dec-2014 B3 B Quarterly 10.2770% 5.0000% 0.0000% 1,613,842.89 EUR
Ineos Group - Term Loan C3 Ineos_TLC3 No 16-Dec-2014 B3 B Quarterly 10.2770% 5.0000% 0.0000% 823,713.92 EUR
ISSHOLDA/S - Term Loan D ISS_TL D No 30-Jun-2015 B2 BB- Quarterly 6.9930% 3.7500% 0.0000% 4,000,000.00 EUR
Lavena - Mezzanine Lavena_Mezz No 06-Mar-2017 Caa1 CCC+ Quarterly 8.6511% 3.5000% 84.0000% 1,666,045.69 EUR
Lavena - Second Lien Lavena_TD No 02-Sep-2016 Caa1 CCC+ Quarterly 8.9010% 3.7500% 0.0000% 1,800,528.97 EUR
Lavena - Term B Holdco Lavena_HoldcoB No 06-Mar-2015 Caa1 CCC+ Quarterly 7.5260% 2.3750% 0.0000% 2,638,722.29 EUR
Lavena - Term C Holdco Lavena_HoldcoC No 04-Mar-2016 Caa1 CCC+ Quarterly 7.7760% 2.6250% 0.0000% 2,638,722.28 EUR
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL No 04-Nov-2013 B2 B Monthly 6.8670% 3.0000% 0.0000% 611,740.30 EUR
LYONDELLBASELL - German Tranche B3 LyondellBasell_GermanB3 No 20-Dec-2013 Caa3 D Quarterly 6.7230% 3.7500% 39.5000% 0.00 EUR
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 No 01-Jul-2015 B2 B- Quarterly 6.2720% 3.5800% 0.0000% 3,631,289.88 EUR
MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 No 12-Jan-2014 B2 B- Quarterly 4.3320% 1.6400% 0.0000% 4,885,089.00 EUR
Materis - Term B Materis No 27-Apr-2014 B2 B Quarterly 5.0670% 2.3750% 0.0000% 1,491,359.81 EUR
Materis - Term C Mat_TLC No 27-Apr-2015 B2 B Quarterly 5.4420% 2.7500% 0.0000% 1,491,359.81 EUR
Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP No 22-Sep-2014 B1 B Quarterly 4.7430% 2.0000% 0.0000% 1,335,671.55 EUR
Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP No 22-Sep-2015 B1 B Quarterly 5.2630% 2.5200% 0.0000% 781,391.39 EUR
MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 No 15-Mar-2015 B2 B- Quarterly 5.5080% 1.9850% 0.0000% 2,821,050.00 EUR
MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 No 15-Mar-2016 B2 B- Quarterly 5.9880% 2.4650% 0.0000% 2,821,050.00 EUR
Mother Bidco Limited - Second Lien Term Loan - Eur/Swap Mther_Bidco_2ndLienSwap_Halcy2008 No 31-May-2014 B3 CCC+ Quarterly 8.3090% 3.3500% 3.5000% 0.00 EUR
Mother Bidco Limited - Term Loan B - Eur/Swap Mther_Bidco_TLBSwap_Halcy2008 No 31-May-2013 B3 CCC+ Quarterly 6.8094% 1.8500% 10.1600% 0.00 EUR
Mother Bidco Limited - Term Loan C - Eur/sWAP Mther_Bidco_TLCswap_Halcy2008 No 31-May-2013 B3 CCC+ Quarterly 7.3094% 2.3500% 7.7500% 0.00 EUR
Neggio Holdings 3 GmbH - Facility B2 Negg_FacB2 No 29-Dec-2014 Ba3 BB Quarterly 4.7430% 2.0000% 0.0000% 1,250,000.00 EUR
Neggio Holdings 3 GmbH - Facility C2 Negg_FacC2 No 29-Dec-2015 Ba3 BB Quarterly 5.2430% 2.5000% 0.0000% 1,250,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB No 29-Dec-2014 Ba3 BB Monthly 4.7430% 2.0000% 0.0000% 3,600,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC No 29-Dec-2015 Ba3 BB Monthly 5.2430% 2.5000% 0.0000% 3,600,000.00 EUR
Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 No 29-Dec-2013 B2 B Quarterly 4.9420% 2.2500% 0.0000% 3,598,432.52 EUR
Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 No 29-Dec-2013 B2 B Quarterly 4.9420% 2.2500% 0.0000% 569,563.63 EUR
Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 No 29-Dec-2014 B2 B Quarterly 5.3170% 2.6250% 0.0000% 3,598,432.52 EUR
Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 No 29-Dec-2014 B2 B Quarterly 5.3170% 2.6250% 0.0000% 569,563.63 EUR
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 No 30-Jan-2014 Ba3 BB- Monthly 5.4490% 1.8750% 0.0000% 4,467,835.34 EUR

Collateral
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 No 30-Jan-2015 Ba3 BB- Monthly 5.6990% 2.1250% 0.0000% 4,786,546.13 EUR
Orangina - Facility B1 BlackL_TLB1 No 31-Dec-2013 B1 B Quarterly 7.6117% 2.3750% 0.0000% 150,000.00 EUR
Orangina - Facility B5a BlackL_TLB5a No 31-Dec-2013 B1 B Monthly 5.1300% 2.1250% 0.0000% 9,296,875.00 EUR
Orangina - Facility B5b BlackL_TLB5b No 31-Dec-2013 B1 B Monthly 4.8987% 2.1250% 0.0000% 703,125.00 EUR
Orangina - Facility C1 BlackL_TLC1 No 31-Dec-2014 B1 B Quarterly 8.1117% 2.8750% 0.0000% 974,809.37 EUR
Orangina - Facility C2 BlackL_TLC2 No 31-Dec-2014 B1 B Quarterly 6.0417% 2.8750% 89.8056% 555,131.22 EUR
Pages Jaunes Group S.A - Term A PagesJaunes_TermA No 22-Nov-2013 B3 B Quarterly 4.5200% 1.5000% 0.0000% 3,000,000.00 EUR
PFCAPITALSARL - Term Loan B1a PFCAPITL_TB1A No 20-Dec-2013 B2 B Quarterly 5.6567% 2.5000% 96.5500% 826,993.35 EUR
PFCAPITALSARL - Term Loan B1c PFCAPTL_B1C No 20-Dec-2013 B2 B Quarterly 5.6567% 2.5000% 96.5500% 257,163.88 EUR
PFCAPITALSARL - Term Loan B1e PFCAPTL_TB1E No 20-Dec-2013 B2 B Quarterly 5.6567% 2.5000% 96.5500% 495,075.39 EUR
PFCAPITALSARL - Term Loan B1f PFCAPTL_TLB1F No 20-Dec-2013 B2 B Quarterly 5.6567% 2.5000% 0.0000% 397,401.72 EUR
PFCAPITALSARL - Term Loan C1 PFCAPITL_TLC1 No 19-Dec-2014 B2 B Quarterly 6.1567% 3.0000% 96.6500% 373,688.57 EUR
PFCAPITALSARL - Term Loan C2 PFCAPTL_TC2 No 19-Dec-2014 B2 B Quarterly 6.1567% 3.0000% 96.6500% 138,830.41 EUR
PFCAPITALSARL - Term Loan C3 PFCAPITL_TLC3 No 19-Dec-2014 B2 B Quarterly 6.1567% 3.0000% 96.6500% 288,292.88 EUR
PFCAPITALSARL - Term Loan C4 PFCAPITL_TLC4 No 19-Dec-2014 B2 B Quarterly 6.1567% 3.0000% 96.6500% 1,174,226.77 EUR
PFCAPITALSARL - Term Loan D PFCAPITL_TLD No 20-Jun-2015 B2 B Quarterly 7.6567% 4.5000% 0.0000% 2,000,000.00 EUR
PPE - Term B ppe_tb No 27-Feb-2015 Caa1 CCC+ Quarterly 6.1510% 2.2500% 0.0000% 4,018,608.43 EUR
PPE - Term C ppe_tc No 29-Feb-2016 Caa1 CCC+ Quarterly 6.6510% 2.7500% 0.0000% 1,569,017.30 EUR
Project Alpha III - Term B3 ProjectAlpha_B3 No 31-Dec-2013 B1 B+ Quarterly 4.9420% 2.2500% 0.0000% 7,500,000.00 EUR
Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 No 25-Apr-2017 B2 BB- Quarterly 7.5560% 3.6000% 0.0000% 1,311,351.94 EUR
Qidnax - Mezzanine Facility B Qidnax_Mezz B No 25-Apr-2017 B2 BB- Quarterly 8.4560% 4.5000% 0.0000% 1,917,168.50 EUR
Qidnax - Term Loan B2 LX070674 No 25-Apr-2015 B2 BB- Semi-Annual 5.8310% 1.8750% 0.0000% 1,676,663.38 EUR
Qidnax - Term Loan C2 Qidnax_TLC2 No 25-Apr-2016 B2 BB- Quarterly 6.3310% 2.3750% 0.0000% 1,676,663.38 EUR
Rank Holdings I SA - Term Loan BI RankHold_TLBI No 11-May-2015 B1 B+ Monthly 5.3540% 2.2500% 0.0000% 1,179,422.50 EUR
Rank Holdings I SA - Term Loan BII RankHold_TLBII No 11-May-2015 B1 B+ Monthly 5.3540% 2.2500% 0.0000% 57,745.53 EUR
Rank Holdings I SA - Term Loan CI RankHold_TLCI No 11-May-2016 B1 B+ Monthly 5.6040% 2.5000% 0.0000% 1,237,168.03 EUR
Rotac Holding AB - Term Loan B1 Rotac_TLB1 No 30-Mar-2015 B1 B- Monthly 5.8263% 2.0000% 0.0000% 3,750,000.00 EUR
Rotac Holding AB - Term Loan C1 Rotac_TLC1 No 30-Mar-2016 B1 B- Monthly 4.9610% 2.2500% 0.0000% 3,456,521.74 EUR
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR No 02-Dec-2013 Ba3 BB Monthly 5.2514% 1.8750% 0.0000% 3,500,000.00 EUR
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR No 01-Dec-2014 Ba3 BB Quarterly 5.4104% 2.1250% 0.0000% 3,500,000.00 EUR
Spiinnaker - Tranche E1 Spinnaker_TE1 No 30-Jan-2015 Caa2 CCC- Quarterly 8.1050% 2.7500% 0.0000% 423,544.57 EUR
Spiinnaker - Tranche E2 Spinnaker_TE2 No 30-Jan-2016 Caa2 CCC- Quarterly 8.6050% 3.2500% 0.0000% 423,544.57 EUR
Spiinnaker - Tranche F1 Spinnaker_TrF1 No 05-May-2014 Caa2 CCC- Quarterly 8.1050% 2.7500% 0.0000% 3,989,591.20 EUR
Spiinnaker - Tranche F2 Spinnaker_TrF2 No 05-May-2015 Caa2 CCC- Quarterly 8.6050% 3.2500% 0.0000% 3,989,591.20 EUR
Springer Science - Term Loan B1 Springer_TB1 No 16-Sep-2011 B2 B Quarterly 5.0680% 2.3750% 0.0000% 937,634.35 EUR
Springer Science - Term Loan C1 Springer_C1 No 17-Sep-2012 B2 B Quarterly 5.4430% 2.7500% 0.0000% 808,316.40 EUR
Springer Science - Term Loan E1 Springer_E1 No 17-Sep-2012 B2 B Quarterly 5.4430% 2.7500% 0.0000% 1,163,963.79 EUR
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP No 28-Feb-2014 B2 B+ Quarterly 4.8020% 1.7500% 0.0000% 2,152,206.00 EUR
Telenet Bidco NV - Term Loan C Telenet-TLC- No 03-Aug-2015 Ba3 B Quarterly 5.4420% 2.7500% 0.0000% 2,000,000.00 EUR
Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 No 23-Mar-2015 B2 B+ Quarterly 6.8500% 1.7600% 0.0000% 6,165,561.50 EUR
TYROLACQUISITION2SAS - Second Lien TYROLACQ2_2L No 29-Jul-2016 B2 BB- Monthly 5.9420% 3.2500% 0.0000% 1,750,000.00 EUR
TYROLACQUISITION2SAS - Term B TYROLACQ2_TB No 30-Jan-2015 B2 BB- Monthly 4.6920% 2.0000% 0.0000% 5,000,000.00 EUR
TYROLACQUISITION2SAS - Term C TYROLACQ2_TC No 29-Jan-2016 B2 BB- Semi-Annual 7.4010% 2.2500% 0.0000% 5,000,000.00 EUR
United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 No 24-Jan-2015 B1 B Quarterly 6.2936% 2.1200% 0.0000% 6,269,000.00 EUR
UPC Financing - Term Loan M UPC_TLM No 31-Dec-2014 B1 B+ Monthly 5.6117% 2.0000% 84.3500% 5,000,000.00 EUR
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 No 03-Sep-2012 Ba3 B+ Quarterly 8.4150% 3.2600% 0.0000% 1,417,606.40 EUR
Virgin Media Investment Holdings Limited - Term Loan B11 - VirginMedia_B5Swap_HSAM2008 No 03-Sep-2012 Ba3 B+ Quarterly 8.4150% 3.2600% 0.0000% 2,787,959.25 EUR
Eur/Swap
Virgin Media Investment Holdings Limited - Term Loan B7 - Virgin_B1Swap_HSAM2008 No 03-Sep-2012 Ba3 B+ Quarterly 8.4060% 3.2600% 0.0000% 1,734,290.00 EUR
Eur/Swap
Virgin Media Investment Holdings Limited - Term Loan B8 - Virgin_B2Swap_HSAM2008 No 03-Sep-2012 Ba3 B+ Quarterly 8.4060% 3.2600% 0.0000% 2,027,110.00 EUR
Eur/Swap
Vivarte - Term Loan B1 Vivarte_B No 09-Mar-2015 B2 B Monthly 5.1570% 2.0000% 0.0000% 3,750,000.00 EUR
Vivarte - Term Loan C1 Vivarte_C No 08-Mar-2016 B2 B Monthly 5.6570% 2.5000% 0.0000% 3,750,000.00 EUR

Collateral
WAM - Additional Term B1 WAMACQ_AB1 No 01-Jul-2013 B1 BB- Quarterly 5.5247% 2.0000% 0.0000% 1,000,000.00 EUR
WAM - Additional Term C1 WAMACQ-AC1 No 01-Jul-2014 B1 BB- Quarterly 6.0247% 2.5000% 0.0000% 1,000,000.00 EUR
WAM - Term Loan B1 WAM_B1 No 01-Jul-2013 B1 BB- Quarterly 5.5247% 2.0000% 0.0000% 1,500,000.00 EUR
WAM - Term Loan B3 WAMACQ_TLB3 No 01-Jul-2013 B1 BB- Monthly 5.5247% 2.0000% 0.0000% 1,474,324.32 EUR
WAM - Term Loan B4 WAMACQ_TLB4 No 01-Jul-2013 B1 BB- Monthly 5.5247% 2.0000% 0.0000% 1,861,737.42 EUR
WAM - Term Loan C1 WAM_C1 No 01-Jul-2014 B1 BB- Monthly 6.0247% 2.5000% 0.0000% 1,500,000.00 EUR
WAM - Term Loan C3 WAMACQ_TLC3 No 01-Jul-2014 B1 BB- Monthly 6.0247% 2.5000% 0.0000% 1,474,324.32 EUR
WAM - Term Loan C4 WAMACQ_TLC4 No 01-Jul-2014 B1 BB- Monthly 6.0247% 2.5000% 0.0000% 1,861,737.32 EUR
World Directories Acquisition Corp. - Facility 1 wdac_facility1 No 30-May-2014 B2 B Quarterly 5.6527% 1.7500% 0.0000% 7,000,000.00 EUR
Xstrata - Tranche B1 Fin Spie_TLB No 29-Jul-2014 B2 B Quarterly 4.9610% 2.2500% 0.0000% 2,058,626.27 EUR
Xstrata - Tranche B3 Fin Spie_TLB3 No 29-Jul-2014 B2 B Quarterly 4.9610% 2.2500% 0.0000% 2,058,626.27 EUR
Yellow Brick Road - Term Loan B2 YBR_B2 No 01-Jul-2013 B2 B Semi-Annual 5.1931% 2.5000% 0.0000% 910,346.00 EUR
Yellow Brick Road - Term Loan C2 YBR_C2 No 01-Jul-2014 B2 B Quarterly 5.6931% 3.0000% 0.0000% 629,020.02 EUR
Yellow Brick Road - Tranche B YBR_TLB No 01-Jul-2013 B2 B Quarterly 5.1931% 2.5000% 98.3472% 2,862,783.35 EUR
Yellow Brick Road - Tranche C YBR_TLC No 01-Jul-2014 B2 B Quarterly 5.6931% 3.0000% 98.7014% 3,631,216.65 EUR
YPSO Hold - B Acq 1 YPSO_B ACQ 1 No 16-Jun-2014 B1 B Monthly 5.1920% 2.5000% 53.3460% 864,300.36 EUR
YPSO Hold - B Acq 2 YPSO_B Acq 2 No 16-Jun-2014 B1 B Monthly 5.1920% 2.5000% 53.3460% 1,309,353.60 EUR
YPSO Hold - B Recap 1 YPSOHolding_TBRecap1 No 16-Jun-2014 B1 B Monthly 5.1920% 2.5000% 53.3460% 2,728,582.46 EUR
YPSO Hold - B Recap 2 YPSOHolding_TBRecap2 No 16-Jun-2014 B1 B Monthly 5.1920% 2.5000% 0.0000% 97,763.58 EUR
YPSO Hold - C Acq Ypso_CAcq No 31-Dec-2015 B1 B Monthly 5.4420% 2.7500% 0.0000% 1,390,000.00 EUR
YPSO Hold - C Recap Ypso_CRecap No 31-Dec-2015 B1 B Monthly 5.4420% 2.7500% 0.0000% 2,610,000.00 EUR
Loan Subtotal 381,028,423.73 EUR
Grand Total 381,028,423.73 EUR

Portfolio Assets - Purchase & Sale Activity
Reason
Security Security ID Settle Date PAR Amount Price Principal Interest Total Proceeds For Trade
LIBOR Paydown
SUNGARDDATASYSINC - Incremental Term Loan SUNGARD_ITL 31-Dec-2008 (5,949.55 EUR) 0.00 EUR 5,949.55 EUR 0.00 EUR 5,949.55 EUR
LIBOR Paydown Subtotal (5,949.55 EUR) 5,949.55 EUR 0.00 EUR 5,949.55 EUR
Liquidity Facility
17-Dec-2008 (4,108,879.91 EUR) 0.00 EUR 4,108,879.91 EUR 0.00 EUR 4,108,879.91 EUR
Liquidity Facility Subtotal (4,108,879.91 EUR) 4,108,879.91 EUR 0.00 EUR 4,108,879.91 EUR
Paydown
Aster 1 SA - Term Loan A1 Germany Aster_A1g 31-Dec-2008 (22,915.83 EUR) 0.00 EUR 22,915.83 EUR 0.00 EUR 22,915.83 EUR
Aster 1 SA - Term Loan A2 Brussels Aster_A2b 31-Dec-2008 (14,177.30 EUR) 0.00 EUR 14,177.30 EUR 0.00 EUR 14,177.30 EUR
Aster 1 SA - Term Loan A3 Aster_A3 31-Dec-2008 (5,291.79 EUR) 0.00 EUR 5,291.79 EUR 0.00 EUR 5,291.79 EUR
Aster 1 SA - Term Loan A4 Brussels Aster_A4b 31-Dec-2008 (24.53 EUR) 0.00 EUR 24.53 EUR 0.00 EUR 24.53 EUR
Aster 1 SA - Term Loan A4 Germany Aster_A4g 31-Dec-2008 (1,088.45 EUR) 0.00 EUR 1,088.45 EUR 0.00 EUR 1,088.45 EUR
Aster 1 SA - Term Loan A4 Germany Aster_A4g 31-Dec-2008 (84.47 EUR) 0.00 EUR 84.47 EUR 0.00 EUR 84.47 EUR
BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro 31-Dec-2008 (10,587.09 EUR) 0.00 EUR 10,587.09 EUR 0.00 EUR 10,587.09 EUR
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro 31-Dec-2008 (10,587.09 EUR) 0.00 EUR 10,587.09 EUR 0.00 EUR 10,587.09 EUR
CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl 31-Dec-2008 (3,105.24 EUR) 0.00 EUR 3,105.24 EUR 0.00 EUR 3,105.24 EUR
CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl 31-Dec-2008 (2,801.65 EUR) 0.00 EUR 2,801.65 EUR 0.00 EUR 2,801.65 EUR
HCA Inc - Euro Term loan HCAInc_EuroTL 31-Dec-2008 (36,348.65 EUR) 0.00 EUR 36,348.65 EUR 0.00 EUR 36,348.65 EUR
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 31-Dec-2008 (7,536.36 EUR) 0.00 EUR 7,536.36 EUR 0.00 EUR 7,536.36 EUR
Ineos Group - Term Loan B1 Ineos_TB1 31-Dec-2008 (16,635.41 EUR) 0.00 EUR 16,635.41 EUR 0.00 EUR 16,635.41 EUR
Ineos Group - Term Loan B3 Ineos_TLB3 31-Dec-2008 (8,491.90 EUR) 0.00 EUR 8,491.90 EUR 0.00 EUR 8,491.90 EUR
Ineos Group - Term Loan C1 Ineos_TC1 31-Dec-2008 (16,637.56 EUR) 0.00 EUR 16,637.56 EUR 0.00 EUR 16,637.56 EUR
Ineos Group - Term Loan C3 Ineos_TLC3 31-Dec-2008 (8,491.90 EUR) 0.00 EUR 8,491.90 EUR 0.00 EUR 8,491.90 EUR
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL 31-Dec-2008 (1,560.56 EUR) 0.00 EUR 1,560.56 EUR 0.00 EUR 1,560.56 EUR
LYONDELLBASELL - German Tranche B3 LyondellBasell_GermanB3 31-Dec-2008 (10,050.19 EUR) 0.00 EUR 10,050.19 EUR 0.00 EUR 10,050.19 EUR
LYONDELLBASELL - German Tranche B3 LyondellBasell_GermanB3 31-Dec-2008 (25.05 EUR) 0.00 EUR 25.05 EUR 0.00 EUR 25.05 EUR
Springer Science - Term Loan B1 Springer_TB1 16-Dec-2008 (9,210.98 EUR) 0.00 EUR 9,210.98 EUR 0.00 EUR 9,210.98 EUR
Springer Science - Term Loan B1 Springer_TB1 31-Dec-2008 (19,821.35 EUR) 0.00 EUR 19,821.35 EUR 0.00 EUR 19,821.35 EUR
Springer Science - Term Loan C1 Springer_C1 16-Dec-2008 (7,929.43 EUR) 0.00 EUR 7,929.43 EUR 0.00 EUR 7,929.43 EUR
Springer Science - Term Loan C1 Springer_C1 31-Dec-2008 (17,087.50 EUR) 0.00 EUR 17,087.50 EUR 0.00 EUR 17,087.50 EUR
Springer Science - Term Loan E1 Springer_E1 16-Dec-2008 (11,430.31 EUR) 0.00 EUR 11,430.31 EUR 0.00 EUR 11,430.31 EUR
Springer Science - Term Loan E1 Springer_E1 31-Dec-2008 (24,605.89 EUR) 0.00 EUR 24,605.89 EUR 0.00 EUR 24,605.89 EUR
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP 31-Dec-2008 (5,394.00 EUR) 0.00 EUR 5,394.00 EUR 0.00 EUR 5,394.00 EUR
Paydown Subtotal (271,920.50 EUR) 271,920.50 EUR 0.00 EUR 271,920.50 EUR
Purchases
ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 20-May-2008 9,858,880.16 EUR 100.00 EUR (9,858,880.16 EUR) 0.00 EUR (9,858,880.16 EUR)
Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) 20-May-2008 2,000,000.00 EUR 100.25 EUR (2,005,000.00 EUR) 0.00 EUR (2,005,000.00 EUR)
Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) 30-May-2008 2,086,753.73 EUR 100.00 EUR (2,086,753.73 EUR) 0.00 EUR (2,086,753.73 EUR)
Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) 20-May-2008 2,000,000.00 EUR 100.25 EUR (2,005,000.00 EUR) 0.00 EUR (2,005,000.00 EUR)
Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) 30-May-2008 2,086,753.73 EUR 100.00 EUR (2,086,753.73 EUR) 0.00 EUR (2,086,753.73 EUR)
Amsterdamse Beheer - Term B1 Amsterdam_B1 30-May-2008 506,747.66 EUR 100.00 EUR (506,747.66 EUR) 0.00 EUR (506,747.66 EUR)
Amsterdamse Beheer - Term B2 Amsterdam_B2 30-May-2008 256,498.61 EUR 100.00 EUR (256,498.61 EUR) 0.00 EUR (256,498.61 EUR)
Amsterdamse Beheer - Term C Amsterdam_TermC 30-May-2008 763,246.27 EUR 100.00 EUR (763,246.27 EUR) 0.00 EUR (763,246.27 EUR)
Aster 1 SA - Term Loan A1 Germany Aster_A1g 10-Jun-2008 1,051,609.92 EUR 100.00 EUR (1,051,609.92 EUR) 0.00 EUR (1,051,609.92 EUR)
Aster 1 SA - Term Loan A2 Brussels Aster_A2b 10-Jun-2008 650,597.93 EUR 100.00 EUR (650,597.93 EUR) 0.00 EUR (650,597.93 EUR)

Reason
Aster 1 SA - Term Loan A3 Aster_A3 10-Jun-2008 242,840.87 EUR 100.00 EUR (242,840.87 EUR) 0.00 EUR (242,840.87 EUR)
Aster 1 SA - Term Loan A4 Brussels Aster_A4b 10-Jun-2008 1,125.87 EUR 100.00 EUR (1,125.87 EUR) 0.00 EUR (1,125.87 EUR)
Aster 1 SA - Term Loan A4 Germany Aster_A4g 10-Jun-2008 53,825.41 EUR 100.00 EUR (53,825.41 EUR) 0.00 EUR (53,825.41 EUR)
Aster 1 SA - Term Loan B1 French Aster_B1F 10-Jun-2008 15,587.72 EUR 100.00 EUR (15,587.72 EUR) 0.00 EUR (15,587.72 EUR)
Aster 1 SA - Term Loan B1 German Aster_B1G 10-Jun-2008 264,441.70 EUR 100.00 EUR (264,441.70 EUR) 0.00 EUR (264,441.70 EUR)
Aster 1 SA - Term Loan B1 Italian Aster_B1it 10-Jun-2008 164,988.06 EUR 100.00 EUR (164,988.06 EUR) 0.00 EUR (164,988.06 EUR)
Aster 1 SA - Term Loan B1 Spain Aster_B1sp 10-Jun-2008 8,661.47 EUR 100.00 EUR (8,661.47 EUR) 0.00 EUR (8,661.47 EUR)
Aster 1 SA - Term Loan B1 UK Aster_B1uk 10-Jun-2008 45,121.65 EUR 100.00 EUR (45,121.65 EUR) 0.00 EUR (45,121.65 EUR)
Aster 1 SA - Term Loan B2 Belgium Aster_B2B 10-Jun-2008 531,355.90 EUR 100.00 EUR (531,355.90 EUR) 0.00 EUR (531,355.90 EUR)
Aster 1 SA - Term Loan B2 Netherlands Aster_B2N 10-Jun-2008 86,897.22 EUR 100.00 EUR (86,897.22 EUR) 0.00 EUR (86,897.22 EUR)
Aster 1 SA - Term Loan B3 Aster_TLB3 10-Jun-2008 404,572.06 EUR 100.00 EUR (404,572.06 EUR) 0.00 EUR (404,572.06 EUR)
Aster 1 SA - Term Loan B4 Belgium Aster_B4B 10-Jun-2008 13,397.65 EUR 100.00 EUR (13,397.65 EUR) 0.00 EUR (13,397.65 EUR)
Aster 1 SA - Term Loan B4 French Aster_B4F 10-Jun-2008 430.08 EUR 100.00 EUR (430.08 EUR) 0.00 EUR (430.08 EUR)
Aster 1 SA - Term Loan B4 German Undrawn ASTER1_TLB4UD 10-Jun-2008 12,288.04 EUR 100.00 EUR (12,288.04 EUR) 0.00 EUR (12,288.04 EUR)
Aster 1 SA - Term Loan B4 Italian Aster_B4I 10-Jun-2008 4,283.99 EUR 100.00 EUR (4,283.99 EUR) 0.00 EUR (4,283.99 EUR)
Aster 1 SA - Term Loan B4 Netherlands Aster_B4N 10-Jun-2008 2,280.57 EUR 100.00 EUR (2,280.57 EUR) 0.00 EUR (2,280.57 EUR)
Aster 1 SA - Term Loan B4 Spain Aster_B4S 10-Jun-2008 238.97 EUR 100.00 EUR (238.97 EUR) 0.00 EUR (238.97 EUR)
Aster 1 SA - Term Loan B4 UK Aster_B4U 10-Jun-2008 1,244.94 EUR 100.00 EUR (1,244.94 EUR) 0.00 EUR (1,244.94 EUR)
Aster 1 SA - Term Loan C1 French Aster_C1F 10-Jun-2008 15,587.72 EUR 100.00 EUR (15,587.72 EUR) 0.00 EUR (15,587.72 EUR)
Aster 1 SA - Term Loan C1 German Aster_C1G 10-Jun-2008 264,441.70 EUR 100.00 EUR (264,441.70 EUR) 0.00 EUR (264,441.70 EUR)
Aster 1 SA - Term Loan C1 Italian Aster_C1I 10-Jun-2008 164,988.06 EUR 100.00 EUR (164,988.06 EUR) 0.00 EUR (164,988.06 EUR)
Aster 1 SA - Term Loan C1 Spain Aster_C1S 10-Jun-2008 8,661.47 EUR 100.00 EUR (8,661.47 EUR) 0.00 EUR (8,661.47 EUR)
Aster 1 SA - Term Loan C1 UK Aster_C1uk 10-Jun-2008 45,121.65 EUR 100.00 EUR (45,121.65 EUR) 0.00 EUR (45,121.65 EUR)
Aster 1 SA - Term Loan C2 Belgium Aster_C2B 10-Jun-2008 531,355.90 EUR 100.00 EUR (531,355.90 EUR) 0.00 EUR (531,355.90 EUR)
Aster 1 SA - Term Loan C2 Netherlands Aster_C2N 10-Jun-2008 86,897.22 EUR 100.00 EUR (86,897.22 EUR) 0.00 EUR (86,897.22 EUR)
Aster 1 SA - Term Loan C3 Aster_TLC3 10-Jun-2008 404,572.06 EUR 100.00 EUR (404,572.06 EUR) 0.00 EUR (404,572.06 EUR)
Aster 1 SA - Term Loan C4 Belgium Aster_C4B 10-Jun-2008 13,397.65 EUR 100.00 EUR (13,397.65 EUR) 0.00 EUR (13,397.65 EUR)
Aster 1 SA - Term Loan C4 French Aster_C4F 10-Jun-2008 430.08 EUR 100.00 EUR (430.08 EUR) 0.00 EUR (430.08 EUR)
Aster 1 SA - Term Loan C4 German Undrawn ASTER_TLC4GUD 10-Jun-2008 12,288.04 EUR 100.00 EUR (12,288.04 EUR) 0.00 EUR (12,288.04 EUR)
Aster 1 SA - Term Loan C4 Italian Aster_C4I 10-Jun-2008 4,283.99 EUR 100.00 EUR (4,283.99 EUR) 0.00 EUR (4,283.99 EUR)
Aster 1 SA - Term Loan C4 Netherlands Aster_C4N 10-Jun-2008 2,280.57 EUR 100.00 EUR (2,280.57 EUR) 0.00 EUR (2,280.57 EUR)
Aster 1 SA - Term Loan C4 Spain Aster_C4S 10-Jun-2008 238.97 EUR 100.00 EUR (238.97 EUR) 0.00 EUR (238.97 EUR)
Aster 1 SA - Term Loan C4 UK Aster_C4U 10-Jun-2008 1,244.94 EUR 100.00 EUR (1,244.94 EUR) 0.00 EUR (1,244.94 EUR)
Autobar - Tranche B Charden_TLB 21-May-2008 2,925,622.01 EUR 100.00 EUR (2,925,622.01 EUR) 0.00 EUR (2,925,622.01 EUR)
Autobar - Tranche C Charden_TLC 21-May-2008 2,925,622.01 EUR 100.00 EUR (2,925,622.01 EUR) 0.00 EUR (2,925,622.01 EUR)
Avio S.p.A. - Facility B2 AVIOSPA_FACB2 20-May-2008 1,925,710.95 EUR 100.25 EUR (1,930,525.22 EUR) 0.00 EUR (1,930,525.22 EUR)
Avio S.p.A. - Facility C2 AVIOSPA_FACC2 20-May-2008 2,043,514.20 EUR 100.25 EUR (2,048,622.99 EUR) 0.00 EUR (2,048,622.99 EUR)
AVR Acquisitions - Term B3A avr_b3a 20-May-2008 5,000,000.00 EUR 100.00 EUR (5,000,000.00 EUR) 0.00 EUR (5,000,000.00 EUR)
AVR Acquisitions - Term B3A avr_b3a 23-May-2008 1,310,694.49 EUR 100.00 EUR (1,310,694.49 EUR) 0.00 EUR (1,310,694.49 EUR)
AVR Acquisitions - Term B3B avr_b3b 23-May-2008 143,866.91 EUR 100.00 EUR (143,866.91 EUR) 0.00 EUR (143,866.91 EUR)
AVR Acquisitions - Term B3C avr_b3c 23-May-2008 389,244.49 EUR 100.00 EUR (389,244.49 EUR) 0.00 EUR (389,244.49 EUR)
AVR Acquisitions - Term B3D AVR_TL_B3D 23-May-2008 457,566.97 EUR 100.00 EUR (457,566.97 EUR) 0.00 EUR (457,566.97 EUR)
AVR Acquisitions - Term Loan B AVR_TLB 23-May-2008 878,924.15 EUR 100.00 EUR (878,924.15 EUR) 0.00 EUR (878,924.15 EUR)
AVR Acquisitions - Term Loan C AVR_TLC 23-May-2008 3,180,297.00 EUR 100.00 EUR (3,180,297.00 EUR) 0.00 EUR (3,180,297.00 EUR)
BCM Ireland Finance - Facility B BCM_B 20-May-2008 2,500,000.00 EUR 100.25 EUR (2,506,250.00 EUR) 0.00 EUR (2,506,250.00 EUR)
BCM Ireland Finance - Facility C BCM_C 20-May-2008 2,500,000.00 EUR 100.25 EUR (2,506,250.00 EUR) 0.00 EUR (2,506,250.00 EUR)
BCV Investments S.C.A - Second Lien BCV Investments_2ndLien 05-Sep-2008 2,000,000.00 EUR 81.00 EUR (1,620,000.00 EUR) 0.00 EUR (1,620,000.00 EUR)
BCV Investments S.C.A - Second Lien BCV Investments_2ndLien 05-Sep-2008 2,500,000.00 EUR 82.00 EUR (2,050,000.00 EUR) 0.00 EUR (2,050,000.00 EUR)
BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro 16-Jul-2008 2,750,000.00 EUR 100.00 EUR (2,750,000.00 EUR) 0.00 EUR (2,750,000.00 EUR)

Reason
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro 16-Jul-2008 2,750,000.00 EUR 100.00 EUR (2,750,000.00 EUR) 0.00 EUR (2,750,000.00 EUR)
Brenn - Acquisition Facility 2 Brentag_acqfac 06-Jun-2008 6,000,000.00 EUR 100.00 EUR (6,000,000.00 EUR) 0.00 EUR (6,000,000.00 EUR)
Brenn - Facility B3 EUR Brenntag_B3EUR 06-Jun-2008 1,000,000.00 EUR 100.00 EUR (1,000,000.00 EUR) 0.00 EUR (1,000,000.00 EUR)
Brenn - Facility C1 Brentagg_fac.C1 06-Jun-2008 1,563,127.46 EUR 100.00 EUR (1,563,127.46 EUR) 0.00 EUR (1,563,127.46 EUR)
Brenn - Facility C2 Brenntag_fac.C2 06-Jun-2008 436,872.54 EUR 100.00 EUR (436,872.54 EUR) 0.00 EUR (436,872.54 EUR)
BRENNTAGFINANCECOIISARL - Acquisition Facility 2 BRENNTAGF_AF2 29-Sep-2008 280,771.41 EUR 100.00 EUR (280,771.41 EUR) 0.00 EUR (280,771.41 EUR)
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 11-Aug-2008 306,296.09 EUR 100.00 EUR (306,296.09 EUR) 0.00 EUR (306,296.09 EUR)
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 29-Sep-2008 825,297.79 EUR 100.00 EUR (825,297.79 EUR) 0.00 EUR (825,297.79 EUR)
Capio - Second Lien Tr2 OPICAAB_SLT2 23-May-2008 1,000,000.00 EUR 100.00 EUR (1,000,000.00 EUR) 0.00 EUR (1,000,000.00 EUR)
Capio - Term Loan B1 opica_tlb1 23-May-2008 262,613.60 EUR 100.00 EUR (262,613.60 EUR) 0.00 EUR (262,613.60 EUR)
Capio - Term Loan C1 opica_tlc1 23-May-2008 262,613.60 EUR 100.00 EUR (262,613.60 EUR) 0.00 EUR (262,613.60 EUR)
CASTLEBIDCOLTD - Second Lien - Eur/Swap CastBidco_SecLien_EurSwap_HSAM2008 20-May-2008 1,880,700.00 EUR 100.00 EUR (1,880,700.00 EUR) 0.00 EUR (1,880,700.00 EUR)
CBRFASHIONGMBH - Term Loan B CBRFASHN_TLB 20-May-2008 1,875,000.00 EUR 100.00 EUR (1,875,000.00 EUR) 0.00 EUR (1,875,000.00 EUR)
CBRFASHIONGMBH - Term Loan C LX068781 20-May-2008 1,725,000.00 EUR 100.00 EUR (1,725,000.00 EUR) 0.00 EUR (1,725,000.00 EUR)
CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl 13-Nov-2008 1,220,359.28 EUR 80.00 EUR (976,287.42 EUR) 0.00 EUR (976,287.42 EUR)
CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl 13-Nov-2008 1,101,048.95 EUR 80.00 EUR (880,839.16 EUR) 0.00 EUR (880,839.16 EUR)
CEVAGROUPPLC - EURO pre-funded LC facility Lous_LC 13-Nov-2008 1,065,290.91 EUR 80.00 EUR (852,232.73 EUR) 0.00 EUR (852,232.73 EUR)
Chaterhouse - Second Lien ChartHouse_2L 20-May-2008 2,000,000.00 EUR 101.13 EUR (2,022,500.00 EUR) 0.00 EUR (2,022,500.00 EUR)
Chaterhouse - Second Lien ChartHouse_2L 20-May-2008 3,500,000.00 EUR 100.00 EUR (3,500,000.00 EUR) 0.00 EUR (3,500,000.00 EUR)
Chaterhouse - Term Loan B1 - Acquico Charterhouse_TLB1_Acq 20-May-2008 1,251,391.54 EUR 100.00 EUR (1,251,391.54 EUR) 0.00 EUR (1,251,391.54 EUR)
Chaterhouse - Term Loan B2 Charterhouse_TLB2 20-May-2008 248,608.46 EUR 100.00 EUR (248,608.46 EUR) 0.00 EUR (248,608.46 EUR)
COGNIS - Term A COGNIS&MACANY_TLA 22-Jul-2008 982,367.86 EUR 100.00 EUR (982,367.86 EUR) 0.00 EUR (982,367.86 EUR)
COGNIS - Term B COGNIS&MACANY_TLB 22-Jul-2008 3,017,632.14 EUR 100.00 EUR (3,017,632.14 EUR) 0.00 EUR (3,017,632.14 EUR)
Condor Systems Inc - Term Loan B Condor_TLB 06-Jun-2008 1,867,729.11 EUR 100.00 EUR (1,867,729.11 EUR) 0.00 EUR (1,867,729.11 EUR)
Condor Systems Inc - Term Loan C1 Condor_TLC1 06-Jun-2008 1,098,664.17 EUR 100.00 EUR (1,098,664.17 EUR) 0.00 EUR (1,098,664.17 EUR)
Condor Systems Inc - Term Loan C2 Condor_TLC2 06-Jun-2008 741,598.56 EUR 100.00 EUR (741,598.56 EUR) 0.00 EUR (741,598.56 EUR)
Cortefiel - Facility B1 CORTEFIEL_B1 20-May-2008 2,989,130.44 EUR 100.00 EUR (2,989,130.44 EUR) 0.00 EUR (2,989,130.44 EUR)
Demeter - Facility B DEMETERIB_FB 24-Sep-2008 1,500,000.00 EUR 92.00 EUR (1,380,000.00 EUR) 0.00 EUR (1,380,000.00 EUR)
Demeter - Facility C DEMETERIB_FC 24-Sep-2008 1,500,000.00 EUR 92.00 EUR (1,380,000.00 EUR) 0.00 EUR (1,380,000.00 EUR)
DSBG - Term B dsbg_tb 22-Aug-2008 1,375,000.00 EUR 92.00 EUR (1,265,000.00 EUR) 0.00 EUR (1,265,000.00 EUR)
DSBG - Term C dsbg_tc 22-Aug-2008 1,375,000.00 EUR 92.00 EUR (1,265,000.00 EUR) 0.00 EUR (1,265,000.00 EUR)
Elster - Term B1 ELSTERGRP_B1 20-May-2008 1,802,099.05 EUR 100.00 EUR (1,802,099.05 EUR) 0.00 EUR (1,802,099.05 EUR)
Elster - Term C1 ELSTERGRP_C1 20-May-2008 1,802,099.05 EUR 100.00 EUR (1,802,099.05 EUR) 0.00 EUR (1,802,099.05 EUR)
Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 20-May-2008 457,418.82 EUR 100.00 EUR (457,418.82 EUR) 0.00 EUR (457,418.82 EUR)
Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 20-May-2008 457,418.82 EUR 100.00 EUR (457,418.82 EUR) 0.00 EUR (457,418.82 EUR)
Escaline S.a.r.l - Term B Escaline_TermB 20-May-2008 1,503,773.95 EUR 100.25 EUR (1,507,533.38 EUR) 0.00 EUR (1,507,533.38 EUR)
Escaline S.a.r.l - Term C Escaline_TermC 20-May-2008 1,503,773.95 EUR 100.25 EUR (1,507,533.38 EUR) 0.00 EUR (1,507,533.38 EUR)
FCIINTLSAS - Term Loan B3b FCISA_TLB3B 20-May-2008 2,000,000.00 EUR 100.25 EUR (2,005,000.00 EUR) 0.00 EUR (2,005,000.00 EUR)
FCIINTLSAS - Term Loan B3b FCISA_TLB3B 21-May-2008 2,000,000.00 EUR 100.00 EUR (2,000,000.00 EUR) 0.00 EUR (2,000,000.00 EUR)
Ferretti S.P.A - Mezzanine FerrettiSPA_Mezz 20-Aug-2008 1,000,000.00 EUR 100.00 EUR (1,000,000.00 EUR) 0.00 EUR (1,000,000.00 EUR)
Ferretti S.P.A - Tranche B Ferretti_TrB 24-Sep-2008 2,888,334.09 EUR 100.00 EUR (2,888,334.09 EUR) 0.00 EUR (2,888,334.09 EUR)
Ferretti S.P.A - Tranche C Ferretti_TrC 24-Sep-2008 2,888,334.09 EUR 100.00 EUR (2,888,334.09 EUR) 0.00 EUR (2,888,334.09 EUR)
Financiere Daunou 9 S.AR.L - Term Loan D1 FinDaunou9_TLD1 12-Jun-2008 969,230.77 EUR 100.00 EUR (969,230.77 EUR) 0.00 EUR (969,230.77 EUR)
Financiere Truck - Term Loan - Euro FinanciereTruck_TLEUR 03-Oct-2008 3,340,369.24 EUR 88.57 EUR (2,958,496.22 EUR) 0.00 EUR (2,958,496.22 EUR)
Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap 03-Oct-2008 557,215.54 EUR 100.00 EUR (557,215.54 EUR) 0.00 EUR (557,215.54 EUR)

Reason
Fives - Term B Fives_TLB 20-May-2008 2,659,849.65 EUR 100.00 EUR (2,659,849.65 EUR) 0.00 EUR (2,659,849.65 EUR)
Fives - Term C Fives_TLC 20-May-2008 2,659,849.65 EUR 100.00 EUR (2,659,849.65 EUR) 0.00 EUR (2,659,849.65 EUR)
Fresenius SE - Additional Tranche B1 Euro Term Loan FreseniusSE_AddB1Euro 10-Oct-2008 1,000,000.00 EUR 98.00 EUR (980,000.00 EUR) 0.00 EUR (980,000.00 EUR)
GECL - Term Loan B - GBP GALAELEC_BGBP 20-May-2008 877,090.40 EUR 100.00 EUR (877,090.40 EUR) 0.00 EUR (877,090.40 EUR)
GECL - Term Loan C - GBP GALAELEC_CGBP 20-May-2008 877,090.40 EUR 100.00 EUR (877,090.40 EUR) 0.00 EUR (877,090.40 EUR)
GGP C - B Term Loan GGP_B TL 27-Jun-2008 4,477,272.73 EUR 100.00 EUR (4,477,272.73 EUR) 0.00 EUR (4,477,272.73 EUR)
GGP C - C Term Loan GGP_C TL 27-Jun-2008 4,477,272.73 EUR 100.00 EUR (4,477,272.73 EUR) 0.00 EUR (4,477,272.73 EUR)
HCA Inc - Euro Term loan HCAInc_EuroTL 20-May-2008 4,106,109.11 EUR 100.25 EUR (4,116,374.38 EUR) 0.00 EUR (4,116,374.38 EUR)
HCA Inc - Euro Term loan HCAInc_EuroTL 08-Oct-2008 1,992,101.11 EUR 91.00 EUR (1,812,812.01 EUR) 0.00 EUR (1,812,812.01 EUR)
HCA Inc - Euro Term loan HCAInc_EuroTL 31-Oct-2008 1,167,644.73 EUR 80.00 EUR (934,115.78 EUR) 0.00 EUR (934,115.78 EUR)
HCA Inc - Euro Term loan HCAInc_EuroTL 15-Dec-2008 2,000,000.00 EUR 80.00 EUR (1,600,000.00 EUR) 0.00 EUR (1,600,000.00 EUR)
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 20-May-2008 2,991,936.10 EUR 100.00 EUR (2,991,936.10 EUR) 0.00 EUR (2,991,936.10 EUR)
Holding - Additional HBI Facility B HOLDING-ADLFB 20-May-2008 6,696,969.70 EUR 100.00 EUR (6,696,969.70 EUR) 0.00 EUR (6,696,969.70 EUR)
Holding - Additional HBI Facility C HOLDING_ADLFC 20-May-2008 6,303,030.30 EUR 100.00 EUR (6,303,030.30 EUR) 0.00 EUR (6,303,030.30 EUR)
Holding - Term B1 HldgBercy_TLB1 20-May-2008 1,500,000.00 EUR 100.00 EUR (1,500,000.00 EUR) 0.00 EUR (1,500,000.00 EUR)
Holding - Term C1 HldgBercy_TLC1 20-May-2008 1,500,000.00 EUR 100.00 EUR (1,500,000.00 EUR) 0.00 EUR (1,500,000.00 EUR)
Ineos Group - Term Loan B1 Ineos_TB1 22-May-2008 1,630,270.40 EUR 100.00 EUR (1,630,270.40 EUR) 0.00 EUR (1,630,270.40 EUR)
Ineos Group - Term Loan B1 Ineos_TB1 01-Jul-2008 66,459.28 EUR 100.00 EUR (66,459.28 EUR) 0.00 EUR (66,459.28 EUR)
Ineos Group - Term Loan B3 Ineos_TLB3 22-May-2008 832,205.81 EUR 100.00 EUR (832,205.81 EUR) 0.00 EUR (832,205.81 EUR)
Ineos Group - Term Loan B3 Ineos_TLB3 01-Jul-2008 33,782.33 EUR 100.00 EUR (33,782.33 EUR) 0.00 EUR (33,782.33 EUR)
Ineos Group - Term Loan C1 Ineos_TC1 22-May-2008 1,630,480.45 EUR 100.00 EUR (1,630,480.45 EUR) 0.00 EUR (1,630,480.45 EUR)
Ineos Group - Term Loan C1 Ineos_TC1 01-Jul-2008 66,249.23 EUR 100.00 EUR (66,249.23 EUR) 0.00 EUR (66,249.23 EUR)
Ineos Group - Term Loan C3 Ineos_TLC3 22-May-2008 832,205.82 EUR 100.00 EUR (832,205.82 EUR) 0.00 EUR (832,205.82 EUR)
Ineos Group - Term Loan C3 Ineos_TLC3 01-Jul-2008 33,782.32 EUR 100.00 EUR (33,782.32 EUR) 0.00 EUR (33,782.32 EUR)
ISSHOLDA/S - Term Loan D ISS_TL D 30-Oct-2008 4,000,000.00 EUR 79.25 EUR (3,170,000.00 EUR) 0.00 EUR (3,170,000.00 EUR)
Kabel Deutschland Gmbh - Tranche A Kabel_TRA 20-May-2008 5,000,000.00 EUR 100.25 EUR (5,012,500.00 EUR) 0.00 EUR (5,012,500.00 EUR)
Lavena - Mezzanine Lavena_Mezz 20-May-2008 676,144.99 EUR 100.00 EUR (676,144.99 EUR) 0.00 EUR (676,144.99 EUR)
Lavena - Mezzanine Lavena_Mezz 20-May-2008 1,000,000.00 EUR 100.50 EUR (1,005,000.00 EUR) 0.00 EUR (1,005,000.00 EUR)
Lavena - Mezzanine Lavena_Mezz 03-Jun-2008 100,669.69 EUR 100.00 EUR (100,669.69 EUR) 0.00 EUR (100,669.69 EUR)
Lavena - Second Lien Lavena_TD 20-May-2008 670,000.00 EUR 100.00 EUR (670,000.00 EUR) 0.00 EUR (670,000.00 EUR)
Lavena - Second Lien Lavena_TD 20-May-2008 1,000,000.00 EUR 100.63 EUR (1,006,250.00 EUR) 0.00 EUR (1,006,250.00 EUR)
Lavena - Second Lien Lavena_TD 03-Jun-2008 321,154.72 EUR 100.00 EUR (321,154.72 EUR) 0.00 EUR (321,154.72 EUR)
Lavena - Term B Holdco Lavena_HoldcoB 20-May-2008 3,335,000.00 EUR 100.00 EUR (3,335,000.00 EUR) 0.00 EUR (3,335,000.00 EUR)
Lavena - Term B Holdco Lavena_HoldcoB 03-Jun-2008 582,370.42 EUR 100.00 EUR (582,370.42 EUR) 0.00 EUR (582,370.42 EUR)
Lavena - Term C Holdco Lavena_HoldcoC 20-May-2008 3,335,000.00 EUR 100.00 EUR (3,335,000.00 EUR) 0.00 EUR (3,335,000.00 EUR)
Lavena - Term C Holdco Lavena_HoldcoC 03-Jun-2008 582,370.41 EUR 100.00 EUR (582,370.41 EUR) 0.00 EUR (582,370.41 EUR)
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL 13-Nov-2008 613,300.86 EUR 80.00 EUR (490,640.69 EUR) 0.00 EUR (490,640.69 EUR)
LYONDELLBASELL - German Tranche B3 LyondellBasell_GermanB3 17-Oct-2008 3,990,000.00 EUR 80.00 EUR (3,192,000.00 EUR) 0.00 EUR (3,192,000.00 EUR)
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 20-May-2008 5,015,200.00 EUR 100.00 EUR (5,015,200.00 EUR) 0.00 EUR (5,015,200.00 EUR)
MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 20-May-2008 5,015,200.00 EUR 100.00 EUR (5,015,200.00 EUR) 0.00 EUR (5,015,200.00 EUR)
Materis - Term B Materis 19-Aug-2008 1,500,000.00 EUR 100.00 EUR (1,500,000.00 EUR) 0.00 EUR (1,500,000.00 EUR)
Materis - Term C Mat_TLC 19-Aug-2008 1,500,000.00 EUR 100.00 EUR (1,500,000.00 EUR) 0.00 EUR (1,500,000.00 EUR)
Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP 20-May-2008 1,335,671.55 EUR 100.00 EUR (1,335,671.55 EUR) 0.00 EUR (1,335,671.55 EUR)
Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP 20-May-2008 781,391.39 EUR 100.00 EUR (781,391.39 EUR) 0.00 EUR (781,391.39 EUR)
MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 20-May-2008 2,821,050.00 EUR 100.00 EUR (2,821,050.00 EUR) 0.00 EUR (2,821,050.00 EUR)
MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 20-May-2008 2,821,050.00 EUR 100.00 EUR (2,821,050.00 EUR) 0.00 EUR (2,821,050.00 EUR)
Mother Bidco Limited - Second Lien Term Loan - Eur/Swap Mther_Bidco_2ndLienSwap_Halcy2008 30-May-2008 5,717,916.14 EUR 100.00 EUR (5,717,916.14 EUR) 0.00 EUR (5,717,916.14 EUR)
Mother Bidco Limited - Term Loan B - Eur/Swap Mther_Bidco_TLBSwap_Halcy2008 30-May-2008 1,270,648.03 EUR 100.00 EUR (1,270,648.03 EUR) 0.00 EUR (1,270,648.03 EUR)
Mother Bidco Limited - Term Loan C - Eur/sWAP Mther_Bidco_TLCswap_Halcy2008 30-May-2008 1,270,648.03 EUR 100.00 EUR (1,270,648.03 EUR) 0.00 EUR (1,270,648.03 EUR)
Neggio Holdings 3 GmbH - Facility B2 Negg_FacB2 13-Oct-2008 1,250,000.00 EUR 82.00 EUR (1,025,000.00 EUR) 0.00 EUR (1,025,000.00 EUR)
Neggio Holdings 3 GmbH - Facility C2 Negg_FacC2 13-Oct-2008 1,250,000.00 EUR 82.00 EUR (1,025,000.00 EUR) 0.00 EUR (1,025,000.00 EUR)
Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB 20-May-2008 2,850,000.00 EUR 100.00 EUR (2,850,000.00 EUR) 0.00 EUR (2,850,000.00 EUR)
Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB 03-Nov-2008 750,000.00 EUR 80.00 EUR (600,000.00 EUR) 0.00 EUR (600,000.00 EUR)

Reason
Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC 20-May-2008 2,850,000.00 EUR 100.00 EUR (2,850,000.02 EUR) 0.00 EUR (2,850,000.02 EUR)
Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC 03-Nov-2008 750,000.00 EUR 80.00 EUR (600,000.01 EUR) 0.00 EUR (600,000.01 EUR)
Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 20-May-2008 1,856,198.91 EUR 100.00 EUR (1,856,198.91 EUR) 0.00 EUR (1,856,198.91 EUR)
Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 28-May-2008 1,856,198.91 EUR 100.00 EUR (1,856,198.91 EUR) 0.00 EUR (1,856,198.91 EUR)
Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 20-May-2008 293,801.09 EUR 100.00 EUR (293,801.09 EUR) 0.00 EUR (293,801.09 EUR)
Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 28-May-2008 293,801.09 EUR 100.00 EUR (293,801.09 EUR) 0.00 EUR (293,801.09 EUR)
Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 20-May-2008 1,856,198.91 EUR 100.00 EUR (1,856,198.91 EUR) 0.00 EUR (1,856,198.91 EUR)
Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 28-May-2008 1,856,198.91 EUR 100.00 EUR (1,856,198.91 EUR) 0.00 EUR (1,856,198.91 EUR)
Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 20-May-2008 293,801.09 EUR 100.00 EUR (293,801.09 EUR) 0.00 EUR (293,801.09 EUR)
Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 28-May-2008 293,801.09 EUR 100.00 EUR (293,801.09 EUR) 0.00 EUR (293,801.09 EUR)
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 20-May-2008 1,250,000.00 EUR 100.00 EUR (1,250,000.00 EUR) 0.00 EUR (1,250,000.00 EUR)
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 20-May-2008 3,853,117.43 EUR 100.25 EUR (3,862,750.22 EUR) 0.00 EUR (3,862,750.22 EUR)
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 20-May-2008 1,250,000.00 EUR 100.00 EUR (1,250,000.00 EUR) 0.00 EUR (1,250,000.00 EUR)
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 20-May-2008 4,181,478.50 EUR 100.25 EUR (4,191,932.20 EUR) 0.00 EUR (4,191,932.20 EUR)
Orangina - Facility B1 BlackL_TLB1 03-Jun-2008 750,000.00 EUR 100.00 EUR (750,000.00 EUR) 0.00 EUR (750,000.00 EUR)
Orangina - Facility B5a BlackL_TLB5a 20-May-2008 7,437,500.00 EUR 100.00 EUR (7,437,500.00 EUR) 0.00 EUR (7,437,500.00 EUR)
Orangina - Facility B5a BlackL_TLB5a 30-May-2008 1,859,375.00 EUR 100.00 EUR (1,859,375.00 EUR) 0.00 EUR (1,859,375.00 EUR)
Orangina - Facility B5b BlackL_TLB5b 20-May-2008 562,500.00 EUR 100.00 EUR (562,500.00 EUR) 0.00 EUR (562,500.00 EUR)
Orangina - Facility B5b BlackL_TLB5b 30-May-2008 140,625.00 EUR 100.00 EUR (140,625.00 EUR) 0.00 EUR (140,625.00 EUR)
Orangina - Facility C1 BlackL_TLC1 03-Jun-2008 1,694,868.78 EUR 100.00 EUR (1,694,868.78 EUR) 0.00 EUR (1,694,868.78 EUR)
Orangina - Facility C2 BlackL_TLC2 03-Jun-2008 555,131.22 EUR 100.00 EUR (555,131.22 EUR) 0.00 EUR (555,131.22 EUR)
Orangina - Term Loan B3 BlackLionBev_TLB3 03-Jun-2008 220,588.24 EUR 100.00 EUR (220,588.24 EUR) 0.00 EUR (220,588.24 EUR)
Orangina - Term Loan B4 BlackLionBev_TLB4 03-Jun-2008 1,279,411.76 EUR 100.00 EUR (1,279,411.76 EUR) 0.00 EUR (1,279,411.76 EUR)
Pages Jaunes Group S.A - Term A PagesJaunes_TermA 20-May-2008 3,000,000.00 EUR 100.25 EUR (3,007,500.00 EUR) 0.00 EUR (3,007,500.00 EUR)
PFCAPITALSARL - Term Loan B1a PFCAPITL_TB1A 30-May-2008 836,893.20 EUR 100.00 EUR (836,893.20 EUR) 0.00 EUR (836,893.20 EUR)
PFCAPITALSARL - Term Loan B1c PFCAPTL_B1C 30-May-2008 260,194.17 EUR 100.00 EUR (260,194.17 EUR) 0.00 EUR (260,194.17 EUR)
PFCAPITALSARL - Term Loan B1e PFCAPTL_TB1E 30-May-2008 500,938.24 EUR 100.00 EUR (500,938.24 EUR) 0.00 EUR (500,938.24 EUR)
PFCAPITALSARL - Term Loan B1f PFCAPTL_TLB1F 30-May-2008 401,974.38 EUR 100.00 EUR (401,974.38 EUR) 0.00 EUR (401,974.38 EUR)
PFCAPITALSARL - Term Loan C1 PFCAPITL_TLC1 30-May-2008 378,378.38 EUR 100.00 EUR (378,378.38 EUR) 0.00 EUR (378,378.38 EUR)
PFCAPITALSARL - Term Loan C2 PFCAPTL_TC2 30-May-2008 140,540.54 EUR 100.00 EUR (140,540.54 EUR) 0.00 EUR (140,540.54 EUR)
PFCAPITALSARL - Term Loan C3 PFCAPITL_TLC3 30-May-2008 291,891.89 EUR 100.00 EUR (291,891.89 EUR) 0.00 EUR (291,891.89 EUR)
PFCAPITALSARL - Term Loan C4 PFCAPITL_TLC4 30-May-2008 1,189,189.19 EUR 100.00 EUR (1,189,189.19 EUR) 0.00 EUR (1,189,189.19 EUR)
PFCAPITALSARL - Term Loan D PFCAPITL_TLD 30-May-2008 2,000,000.00 EUR 100.00 EUR (2,000,000.00 EUR) 0.00 EUR (2,000,000.00 EUR)
PPE - Term B ppe_tb 01-Jul-2008 4,101,305.29 EUR 87.50 EUR (3,588,642.13 EUR) 0.00 EUR (3,588,642.13 EUR)
PPE - Term C ppe_tc 01-Jul-2008 1,601,305.29 EUR 87.50 EUR (1,401,142.13 EUR) 0.00 EUR (1,401,142.13 EUR)
Project Alpha III - Term B3 ProjectAlpha_B3 20-May-2008 7,500,000.00 EUR 100.00 EUR (7,500,000.00 EUR) 0.00 EUR (7,500,000.00 EUR)
Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 20-May-2008 1,270,888.19 EUR 100.00 EUR (1,270,888.19 EUR) 0.00 EUR (1,270,888.19 EUR)
Qidnax - Mezzanine Facility B Qidnax_Mezz B 20-May-2008 47,175.67 EUR 0.00 EUR 0.00 EUR 0.00 EUR 0.00 EUR
Qidnax - Mezzanine Facility B Qidnax_Mezz B 20-May-2008 1,810,821.53 EUR 100.00 EUR (1,810,821.53 EUR) 0.00 EUR (1,810,821.53 EUR)
Qidnax - Term Loan B2 LX070674 20-May-2008 1,676,663.38 EUR 100.00 EUR (1,676,663.38 EUR) 0.00 EUR (1,676,663.38 EUR)
Qidnax - Term Loan C2 Qidnax_TLC2 20-May-2008 1,676,663.38 EUR 100.00 EUR (1,676,663.38 EUR) 0.00 EUR (1,676,663.38 EUR)
Rank Holdings I SA - Term Loan BI RankHold_TLBI 20-May-2008 1,179,422.50 EUR 100.00 EUR (1,179,422.50 EUR) 0.00 EUR (1,179,422.50 EUR)
Rank Holdings I SA - Term Loan BII RankHold_TLBII 20-May-2008 57,745.53 EUR 100.00 EUR (57,745.53 EUR) 0.00 EUR (57,745.53 EUR)
Rank Holdings I SA - Term Loan CI RankHold_TLCI 20-May-2008 1,237,168.03 EUR 100.00 EUR (1,237,168.03 EUR) 0.00 EUR (1,237,168.03 EUR)
Rotac Holding AB - Term Loan B1 Rotac_TLB1 20-May-2008 3,750,000.00 EUR 100.00 EUR (3,750,000.00 EUR) 0.00 EUR (3,750,000.00 EUR)
Rotac Holding AB - Term Loan C1 Rotac_TLC1 20-May-2008 3,456,521.74 EUR 100.00 EUR (3,456,521.74 EUR) 0.00 EUR (3,456,521.74 EUR)
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR 22-May-2008 3,500,000.00 EUR 100.00 EUR (3,500,000.00 EUR) 0.00 EUR (3,500,000.00 EUR)
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR 22-May-2008 3,500,000.00 EUR 100.00 EUR (3,500,000.00 EUR) 0.00 EUR (3,500,000.00 EUR)
Spiinnaker - Tranche E1 Spinnaker_TE1 12-Jun-2008 423,544.57 EUR 87.50 EUR (370,601.50 EUR) 0.00 EUR (370,601.50 EUR)
Spiinnaker - Tranche E2 Spinnaker_TE2 12-Jun-2008 423,544.57 EUR 87.50 EUR (370,601.50 EUR) 0.00 EUR (370,601.50 EUR)
Spiinnaker - Tranche F1 Spinnaker_TrF1 12-Jun-2008 3,989,591.20 EUR 87.50 EUR (3,490,892.30 EUR) 0.00 EUR (3,490,892.30 EUR)
Spiinnaker - Tranche F2 Spinnaker_TrF2 12-Jun-2008 3,989,591.20 EUR 87.50 EUR (3,490,892.30 EUR) 0.00 EUR (3,490,892.30 EUR)
Springer Science - Term Loan B1 Springer_TB1 16-Dec-2008 966,666.68 EUR 80.00 EUR (773,333.34 EUR) 0.00 EUR (773,333.34 EUR)

Reason
Springer Science - Term Loan C1 Springer_C1 16-Dec-2008 833,333.33 EUR 80.00 EUR (666,666.66 EUR) 0.00 EUR (666,666.66 EUR)
Springer Science - Term Loan E1 Springer_E1 16-Dec-2008 1,199,999.99 EUR 80.00 EUR (959,999.99 EUR) 0.00 EUR (959,999.99 EUR)
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP 22-Dec-2008 2,157,600.00 EUR 80.38 EUR (1,734,305.85 EUR) 0.00 EUR (1,734,305.85 EUR)
Telenet Bidco NV - Term Loan C Telenet-TLC- 06-Jun-2008 2,000,000.00 EUR 96.00 EUR (1,920,000.00 EUR) 0.00 EUR (1,920,000.00 EUR)
Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 20-May-2008 6,165,561.50 EUR 100.00 EUR (6,165,561.50 EUR) 0.00 EUR (6,165,561.50 EUR)
TYROLACQUISITION2SAS - Second Lien TYROLACQ2_2L 25-Jul-2008 1,750,000.00 EUR 81.00 EUR (1,417,500.00 EUR) 0.00 EUR (1,417,500.00 EUR)
TYROLACQUISITION2SAS - Term B TYROLACQ2_TB 20-May-2008 5,000,000.00 EUR 100.25 EUR (5,012,500.00 EUR) 0.00 EUR (5,012,500.00 EUR)
TYROLACQUISITION2SAS - Term C TYROLACQ2_TC 20-May-2008 5,000,000.00 EUR 100.25 EUR (5,012,500.00 EUR) 0.00 EUR (5,012,500.00 EUR)
United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 20-May-2008 6,269,000.00 EUR 100.00 EUR (6,269,000.00 EUR) 0.00 EUR (6,269,000.00 EUR)
United Biscuits Holdco Limited - Term B1 - GBP UnitedBiscuits_B1 01-Aug-2008 3,508,361.60 EUR 91.38 EUR (3,205,765.41 EUR) 0.00 EUR (3,205,765.41 EUR)
UPC Financing - Term Loan M UPC_TLM 20-May-2008 3,000,000.00 EUR 100.25 EUR (3,007,500.00 EUR) 0.00 EUR (3,007,500.00 EUR)
UPC Financing - Term Loan M UPC_TLM 04-Nov-2008 2,000,000.00 EUR 65.00 EUR (1,300,000.00 EUR) 0.00 EUR (1,300,000.00 EUR)
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 20-May-2008 1,417,606.40 EUR 100.00 EUR (1,417,606.40 EUR) 0.00 EUR (1,417,606.40 EUR)
Virgin Media Investment Holdings Limited - Term Loan B11 - VirginMedia_B5Swap_HSAM2008 20-May-2008 2,787,959.25 EUR 100.00 EUR (2,787,959.25 EUR) 0.00 EUR (2,787,959.25 EUR)
Eur/Swap
Virgin Media Investment Holdings Limited - Term Loan B7 - Virgin_B1Swap_HSAM2008 20-May-2008 1,734,290.00 EUR 100.00 EUR (1,734,290.00 EUR) 0.00 EUR (1,734,290.00 EUR)
Eur/Swap
Virgin Media Investment Holdings Limited - Term Loan B8 - Virgin_B2Swap_HSAM2008 20-May-2008 2,027,110.00 EUR 100.00 EUR (2,027,110.00 EUR) 0.00 EUR (2,027,110.00 EUR)
Eur/Swap
Vivarte - Term Loan B1 Vivarte_B 20-May-2008 1,250,000.00 EUR 100.00 EUR (1,250,000.00 EUR) 0.00 EUR (1,250,000.00 EUR)
Vivarte - Term Loan B1 Vivarte_B 20-May-2008 2,500,000.00 EUR 100.25 EUR (2,506,250.00 EUR) 0.00 EUR (2,506,250.00 EUR)
Vivarte - Term Loan C1 Vivarte_C 20-May-2008 1,250,000.00 EUR 100.00 EUR (1,250,000.00 EUR) 0.00 EUR (1,250,000.00 EUR)
Vivarte - Term Loan C1 Vivarte_C 20-May-2008 2,500,000.00 EUR 100.25 EUR (2,506,250.00 EUR) 0.00 EUR (2,506,250.00 EUR)
WAM - Additional Term B1 WAMACQ_AB1 28-May-2008 1,000,000.00 EUR 100.00 EUR (1,000,000.00 EUR) 0.00 EUR (1,000,000.00 EUR)
WAM - Additional Term C1 WAMACQ-AC1 28-May-2008 1,000,000.00 EUR 100.00 EUR (1,000,000.00 EUR) 0.00 EUR (1,000,000.00 EUR)
WAM - Term Loan B1 WAM_B1 20-May-2008 1,500,000.00 EUR 100.00 EUR (1,500,000.00 EUR) 0.00 EUR (1,500,000.00 EUR)
WAM - Term Loan B3 WAMACQ_TLB3 20-May-2008 3,074,324.32 EUR 100.25 EUR (3,082,010.13 EUR) 0.00 EUR (3,082,010.13 EUR)
WAM - Term Loan B4 WAMACQ_TLB4 20-May-2008 1,861,737.42 EUR 100.25 EUR (1,866,391.76 EUR) 0.00 EUR (1,866,391.76 EUR)
WAM - Term Loan C1 WAM_C1 20-May-2008 1,500,000.00 EUR 100.00 EUR (1,500,000.00 EUR) 0.00 EUR (1,500,000.00 EUR)
WAM - Term Loan C3 WAMACQ_TLC3 20-May-2008 3,074,324.32 EUR 100.25 EUR (3,082,010.13 EUR) 0.00 EUR (3,082,010.13 EUR)
WAM - Term Loan C4 WAMACQ_TLC4 20-May-2008 1,861,737.32 EUR 100.25 EUR (1,866,391.66 EUR) 0.00 EUR (1,866,391.66 EUR)
World Directories Acquisition Corp. - Facility 1 wdac_facility1 20-May-2008 7,000,000.00 EUR 100.00 EUR (7,000,000.00 EUR) 0.00 EUR (7,000,000.00 EUR)
Xstrata - Tranche B1 Fin Spie_TLB 20-May-2008 2,058,626.27 EUR 100.00 EUR (2,058,626.27 EUR) 0.00 EUR (2,058,626.27 EUR)
Xstrata - Tranche B3 Fin Spie_TLB3 20-May-2008 2,058,626.27 EUR 100.00 EUR (2,058,626.27 EUR) 0.00 EUR (2,058,626.27 EUR)
Yellow Brick Road - Term Loan B2 YBR_B2 06-Jun-2008 910,346.00 EUR 100.00 EUR (910,346.00 EUR) 0.00 EUR (910,346.00 EUR)
Yellow Brick Road - Term Loan C2 YBR_C2 06-Jun-2008 629,020.02 EUR 100.00 EUR (629,020.02 EUR) 0.00 EUR (629,020.02 EUR)
Yellow Brick Road - Tranche B YBR_TLB 20-May-2008 2,112,783.35 EUR 100.00 EUR (2,112,783.35 EUR) 0.00 EUR (2,112,783.35 EUR)
Yellow Brick Road - Tranche B YBR_TLB 06-Jun-2008 750,000.00 EUR 100.00 EUR (750,000.00 EUR) 0.00 EUR (750,000.00 EUR)
Yellow Brick Road - Tranche C YBR_TLC 20-May-2008 2,887,216.65 EUR 100.00 EUR (2,887,216.65 EUR) 0.00 EUR (2,887,216.65 EUR)
Yellow Brick Road - Tranche C YBR_TLC 06-Jun-2008 744,000.00 EUR 100.00 EUR (744,000.00 EUR) 0.00 EUR (744,000.00 EUR)
YPSO Hold - B Acq 1 YPSO_B ACQ 1 23-May-2008 864,300.36 EUR 97.63 EUR (843,773.23 EUR) 0.00 EUR (843,773.23 EUR)
YPSO Hold - B Acq 2 YPSO_B Acq 2 23-May-2008 1,309,353.60 EUR 97.63 EUR (1,278,256.45 EUR) 0.00 EUR (1,278,256.45 EUR)
YPSO Hold - B Recap 1 YPSOHolding_TBRecap1 23-May-2008 2,728,582.46 EUR 97.63 EUR (2,663,778.63 EUR) 0.00 EUR (2,663,778.63 EUR)
YPSO Hold - B Recap 2 YPSOHolding_TBRecap2 23-May-2008 97,763.58 EUR 97.63 EUR (95,441.70 EUR) 0.00 EUR (95,441.70 EUR)
YPSO Hold - C Acq Ypso_CAcq 20-May-2008 1,390,000.00 EUR 100.25 EUR (1,393,475.00 EUR) 0.00 EUR (1,393,475.00 EUR)
YPSO Hold - C Recap Ypso_CRecap 20-May-2008 2,610,000.00 EUR 100.25 EUR (2,616,525.00 EUR) 0.00 EUR (2,616,525.00 EUR)
Purchases Subtotal 439,296,634.18 EUR (429,402,240.88 EUR) 0.00 EUR (429,402,240.88 EUR)
Sales
Avio S.p.A. - Facility B2 AVIOSPA_FACB2 05-Sep-2008 (1,155,981.58 EUR) 82.00 EUR 947,904.90 EUR 0.00 EUR 947,904.90 EUR
Avio S.p.A. - Facility B2 AVIOSPA_FACB2 05-Sep-2008 (769,729.37 EUR) 81.00 EUR 623,480.79 EUR 0.00 EUR 623,480.79 EUR
Avio S.p.A. - Facility C2 AVIOSPA_FACC2 05-Sep-2008 (1,226,697.48 EUR) 82.00 EUR 1,005,891.93 EUR 0.00 EUR 1,005,891.93 EUR
Avio S.p.A. - Facility C2 AVIOSPA_FACC2 05-Sep-2008 (816,816.72 EUR) 81.00 EUR 661,621.55 EUR 0.00 EUR 661,621.55 EUR
AVR Acquisitions - Term B3A avr_b3a 07-Jul-2008 (1,600,000.00 EUR) 94.63 EUR 1,514,000.00 EUR 0.00 EUR 1,514,000.00 EUR

Reason
BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro 07-Nov-2008 (500,000.00 EUR) 90.00 EUR 450,000.00 EUR 0.00 EUR 450,000.00 EUR
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro 07-Nov-2008 (500,000.00 EUR) 90.00 EUR 450,000.00 EUR 0.00 EUR 450,000.00 EUR
Condor Systems Inc - Term Loan B Condor_TLB 17-Jul-2008 (1,867,729.11 EUR) 82.50 EUR 1,540,876.51 EUR 0.00 EUR 1,540,876.51 EUR
Condor Systems Inc - Term Loan C1 Condor_TLC1 17-Jul-2008 (1,098,664.17 EUR) 82.50 EUR 906,397.94 EUR 0.00 EUR 906,397.94 EUR
Condor Systems Inc - Term Loan C2 Condor_TLC2 17-Jul-2008 (741,598.56 EUR) 82.50 EUR 611,818.81 EUR 0.00 EUR 611,818.81 EUR
GECL - Term Loan B - GBP GALAELEC_BGBP 26-Jun-2008 (841,128.81 EUR) 88.00 EUR 740,193.35 EUR 0.00 EUR 740,193.35 EUR
GECL - Term Loan C - GBP GALAELEC_CGBP 26-Jun-2008 (841,128.81 EUR) 88.00 EUR 740,193.35 EUR 0.00 EUR 740,193.35 EUR
Holding - Additional HBI Facility B HOLDING-ADLFB 30-Oct-2008 (2,150,000.00 EUR) 79.00 EUR 1,698,500.00 EUR 0.00 EUR 1,698,500.00 EUR
Holding - Additional HBI Facility C HOLDING_ADLFC 30-Oct-2008 (2,150,000.00 EUR) 79.00 EUR 1,698,500.00 EUR 0.00 EUR 1,698,500.00 EUR
Kabel Deutschland Gmbh - Tranche A Kabel_TRA 19-Dec-2008 (3,000,000.00 EUR) 82.00 EUR 2,460,000.00 EUR 0.00 EUR 2,460,000.00 EUR
Kabel Deutschland Gmbh - Tranche A Kabel_TRA 19-Dec-2008 (2,000,000.00 EUR) 82.00 EUR 1,640,000.00 EUR 0.00 EUR 1,640,000.00 EUR
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 29-Aug-2008 (1,253,800.00 EUR) 100.00 EUR 1,253,800.00 EUR 0.00 EUR 1,253,800.00 EUR
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 09-Oct-2008 (485,305.38 EUR) 94.25 EUR 457,400.32 EUR 0.00 EUR 457,400.32 EUR
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 09-Oct-2008 (485,305.38 EUR) 94.25 EUR 457,400.32 EUR 0.00 EUR 457,400.32 EUR
Orangina - Facility B1 BlackL_TLB1 28-Oct-2008 (600,000.00 EUR) 80.00 EUR 480,000.00 EUR 0.00 EUR 480,000.00 EUR
Orangina - Facility C1 BlackL_TLC1 28-Oct-2008 (600,000.00 EUR) 80.00 EUR 480,000.00 EUR 0.00 EUR 480,000.00 EUR
Orangina - Term Loan B3 BlackLionBev_TLB3 28-Oct-2008 (220,588.24 EUR) 80.00 EUR 176,470.59 EUR 0.00 EUR 176,470.59 EUR
Orangina - Term Loan B4 BlackLionBev_TLB4 28-Oct-2008 (1,279,411.76 EUR) 80.00 EUR 1,023,529.41 EUR 0.00 EUR 1,023,529.41 EUR
United Biscuits Holdco Limited - Term B1 - GBP UnitedBiscuits_B1 01-Aug-2008 (3,508,361.60 EUR) 91.50 EUR 3,210,150.86 EUR 0.00 EUR 3,210,150.86 EUR
WAM - Term Loan B3 WAMACQ_TLB3 13-Oct-2008 (1,600,000.00 EUR) 82.50 EUR 1,320,000.00 EUR 0.00 EUR 1,320,000.00 EUR
WAM - Term Loan C3 WAMACQ_TLC3 13-Oct-2008 (1,600,000.00 EUR) 82.50 EUR 1,320,000.00 EUR 0.00 EUR 1,320,000.00 EUR
Sales Subtotal (32,892,246.95 EUR) 27,868,130.62 EUR 0.00 EUR 27,868,130.62 EUR
Grand Total 402,017,637.27 EUR (397,147,360.31 EUR) 0.00 EUR (397,147,360.31 EUR)

Account Balances Settled/Traded
Projected
Account Account Reinvestment
Account Name Number Type Account Balance Settled Account Balance Traded Income
HSAM CLO 2008-1 B.V - AUD Interest Account 2262360361 Interest 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - AUD Principal Account 2262360360 Principal 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - AUD Warehouse Accured Int Acc 2262360362 Interest 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - CAD Interest Account 2262361241 Interest 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - CAD Principal Account 2262361240 Principal 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - CAD Warehouse Accrued Interest Acc 2262361242 Interest 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - CHF Interest Account 2262367561 Interest 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - CHF Principal Account 2262367560 Principal 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - CHF Warehouse Accrued Interest Acc 2262367562 Interest 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - DKK Interest Account 2262362081 Interest 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - DKK Principal Account 2262362080 Principal 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - DKK Warehouse Accured Interest Acc 2262362082 Interest 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Collateral Enhancement Acc 2262379785 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Counterparty Downgrade Acc 2262379784 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Credit Short Oblig Res Acc 2262399781 Reserve 62,477.00 EUR 62,477.00 EUR 8.53 EUR
HSAM CLO 2008-1 B.V - EUR Credit Short Obligation Fund Acc 226399780 General 6,017,801.04 EUR 6,017,801.04 EUR 821.60 EUR
HSAM CLO 2008-1 B.V - EUR Expense Reserve Account 2262369783 Reserve 348,023.08 EUR 348,023.08 EUR 47.51 EUR
HSAM CLO 2008-1 B.V - EUR Hedge Termination Acc 2262379783 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Initial Proceeds Acc 2262369784 General 7.79 EUR 7.79 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Interest Account 2262369781 Interest 4,056,461.20 EUR 4,056,461.20 EUR 553.82 EUR
HSAM CLO 2008-1 B.V - EUR Liquidity Payment Acc 2262369786 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Payment Account 2262369785 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Portfolio CCY Hedge Int Acc 2262379780 Interest 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Portfolio CCY Hedge Prin Acc 2262379781 Principal 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Prefunded Commitment Acc 2262369787 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Principal Account 2262369780 Principal 1,848,065.76 EUR 3,148,065.76 EUR 252.31 EUR
HSAM CLO 2008-1 B.V - EUR Securities lending Acc 2262369788 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Synthetic Security Acc 2262369789 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Unfunded Revolver Res Acc 2262379782 Reserve 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - EUR Warehouse Accured Int Acc 2262369782 Interest 81,083.01 EUR 81,083.01 EUR 11.07 EUR
HSAM CLO 2008-1 B.V - GBP Collateral Enhancement Acc 2262378265 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Counterparty Downgrade Acc 2262378264 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Credit Short Oblig Res Acc 2262398261 Reserve 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Credit Short Obligation Fund Acc 2262398260 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Expense Reserve Account 2262368263 Reserve 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Hedge Termination Acc 2262378263 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Initial Proceeds Account 2262368264 General 0.08 EUR 0.08 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Interest Account 2262368261 Interest 188,166.13 EUR 188,166.13 EUR 25.69 EUR
HSAM CLO 2008-1 B.V - GBP Liquidity Payment Account 2262368266 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Payment Account 2262368265 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Portfolio CCY Hedge Int Acc 2262378260 Interest 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Portfolio CCY Hedge Prin Acc 2262378261 Principal 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Prefunded Commitment Acc 2262368267 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Principal Account 2262368260 Principal (1,770.80 EUR) (1,770.80 EUR) (0.24 EUR)
HSAM CLO 2008-1 B.V - GBP Securities Lending Acc 2262368268 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Synthetic Security Acc 2262368269 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Unfunded Revolver Res Acc 2262378262 Reserve 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - GBP Warehouse Accrued Interest Acc 2262368262 Interest 1,787.91 EUR 1,787.91 EUR 0.24 EUR
HSAM CLO 2008-1 B.V - NOK Interest Account 2262365781 Interest 0.00 EUR 0.00 EUR 0.00 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Account Balances 1

Projected
Account Account Reinvestment
Account Name Number Type Account Balance Settled Account Balance Traded Income
HSAM CLO 2008-1 B.V - NOK Principal Account 2262365780 Principal 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - NOK Warehouse Accrued Interest Acc 2262365782 Interest 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - SEK Interest Account 2262367521 Interest 350.02 EUR 350.02 EUR 0.05 EUR
HSAM CLO 2008-1 B.V - SEK Principal Account 2262367520 Principal 37,426.60 EUR 37,426.60 EUR 5.11 EUR
HSAM CLO 2008-1 B.V - SEK Warehouse Accrued Interest Acc 2262367522 Interest 215.78 EUR 215.78 EUR 0.03 EUR
HSAM CLO 2008-1 B.V - USD Collateral Enhancement Acc 2262378405 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Counterparty Downgrade Acc 2262378404 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Credit Short Oblig Res Acc 2262398401 Reserve 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Credit Short Obligation Fund Acc 2262398400 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Expense Reserve Account 2262368403 Reserve 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Hedge Termination 2262378403 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Initial Proceeds Account 2262368404 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Interest Account 2262368401 Interest 26,419.14 EUR 26,419.14 EUR 3.61 EUR
HSAM CLO 2008-1 B.V - USD Liquidity Payment Acc 2262368406 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Payment Account 2262368405 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Portfolio CCY Hedge Int Acc 2262378400 Interest 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Portfolio CCY Hedge Prin Acc 2262378401 Principal 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Prefunded Commitment Acc 2262368407 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Principal Account 2262368400 Principal 3,036.09 EUR 3,036.09 EUR 0.41 EUR
HSAM CLO 2008-1 B.V - USD Securities lending Acc 2262368408 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Synthetic Security Acc 2262368409 General 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Unfunded Revolver Res Acc 2262378402 Reserve 0.00 EUR 0.00 EUR 0.00 EUR
HSAM CLO 2008-1 B.V - USD Warehouse Accrued Interest Acc 2262368402 Interest 0.00 EUR 0.00 EUR 0.00 EUR
Grand Total 12,669,549.82 EUR 13,969,549.82 EUR 1,729.75 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Account Balances 2

Class A Overcollateralisation Test
Current Distribution Period : 22-Dec-2008 - 22-Jun-2009
Report Summary
Current Collection Period : 11-Dec-2008 - 10-Jun-2009
Outcome Requirement
OC Coverage % 138.65% >= 127.51% In Compliance
Collateral:
Aggregate Principal Balance (Excluding 381,028,423.73 EUR
Defaulted, Discounted & Deferring Interest
PIK Securities)
Plus:
Principal & Unused Proceeds Account 3,186,765.43 EUR
Balance
Defaulted Securities 2,056,191.36 EUR
PIK Security Currently Deferring Interest 0.00 EUR
Subtotal: 5,242,956.79 EUR
386,271,380.53 EUR
Less:
CCC Adjustment Amount 0.00 EUR
Discounted Securities 830,000.00 EUR
Par Value Numerator: 385,441,380.53 EUR
Notes:
Aggregate Notes Amount Outstanding 278,000,000.00 EUR
Par Value Denominator: 278,000,000.00 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Class A Overcollateralisation 1

Class B Overcollateralisation Test
Report Summary
Outcome Requirement
Collateral:
PIK Securities)
Plus:
Balance
386,271,380.53 EUR
Less:
Notes:
11-Feb-2009 Halcyon SAM European CLO 2008-I Class B Overcollateralisation 1

Class C OverCollateralisation Test
Report Summary
Outcome Requirement
Collateral:
PIK Securities)
Plus:
Balance
386,271,380.53 EUR
Less:
Notes:
11-Feb-2009 Halcyon SAM European CLO 2008-I Class C OverCollateralisation 1

Class D Overcollateralisation Test
Report Summary
Outcome Requirement
Collateral:
PIK Securities)
Plus:
Balance
386,271,380.53 EUR
Less:
Notes:
11-Feb-2009 Halcyon SAM European CLO 2008-I Class D Overcollateralisation 1

Class E Overcollateralization Test
Report Summary
Outcome Requirement
Collateral:
PIK Securities)
Plus:
Balance
386,271,380.53 EUR
Less:
Notes:
11-Feb-2009 Halcyon SAM European CLO 2008-I Class E Overcollateralization 1

Class A Interest Coverage Test
Report Summary
Outcome Requirement
Interest Coverage % 235.71% >= 130.00% In Compliance
ADD:
Actual:
Interest Account Balances 4,354,483.19 EUR
Miscellaneous Interest Proceeds 0.00 EUR
Projected:
Interest on CDOs 9,667,035.90 EUR
Interest on Forward Contracts or Unhedged 0.00 EUR
CDOs
Reinvestment Income 111,771.46 EUR
Interest on Participations 0.00 EUR
Interest on Securities Lending Collateral in 0.00 EUR
event of Default
Interest Receivable Not Projected 0.00 EUR
Interest on Account Balances 95,715.77 EUR
ADD:
Scheduled Periodic Asset Swap 0.00 EUR
Counterparty Payments
Interest Rate Hedge Transaction Payable 0.00 EUR
Subtotal: 0.00 EUR
Less:
Amounts payable pursuant to Condition 3 c 474,454.01 EUR
(i) A to F and Condition 3 c (ii)
Amounts held in respect of Taxes 0.00 EUR
Subtotal: 474,454.01 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Class A Interest Page 1

Interest Coverage Amount: 13,754,552.31 EUR
Divided By:
Aggregate Projected Liability Interest 5,835,405.33 EUR
Coverage Ratio Denominator: 5,835,405.33 EUR
All-In-Rate Base Rate Spread Date From Date To Interest Par Amount TrancheGroup
Class A Senior Secured

4.1520% 3.2020% 0.9500% 22-Dec-2008 22-Jun-2009 5,835,405.33 EUR 278,000,000.00 EUR A
Class A Senior Secured Subtotal 5,835,405.33 EUR 278,000,000.00 EUR
Grand Total 5,835,405.33 EUR 278,000,000.00 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Class A Interest Page 2

Class B Interest Coverage Test
Report Summary
Outcome Requirement
ADD:
Actual:
Projected:
CDOs
event of Default
ADD:
Subtotal: 0.00 EUR
Less:
11-Feb-2009 Halcyon SAM European CLO 2008-I Class B Interest Page 1

Divided By:

4.1520% 3.2020% 0.9500% 22-Dec-2008 22-Jun-2009 5,835,405.33 EUR 278,000,000.00 EUR A
Class B
6.7020% 3.2020% 3.5000% 22-Dec-2008 22-Jun-2009 338,823.33 EUR 10,000,000.00 EUR B
Class B Subtotal 338,823.33 EUR 10,000,000.00 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Class B Interest Page 2

Class C Interest Coverage Test
Report Summary
Outcome Requirement
ADD:
Actual:
Projected:
CDOs
event of Default
ADD:
Subtotal: 0.00 EUR
Less:
11-Feb-2009 Halcyon SAM European CLO 2008-I Class C Interest Page 1

Divided By:

4.1520% 3.2020% 0.9500% 22-Dec-2008 22-Jun-2009 5,835,405.33 EUR 278,000,000.00 EUR A
Class B
6.7020% 3.2020% 3.5000% 22-Dec-2008 22-Jun-2009 338,823.33 EUR 10,000,000.00 EUR B
Class C
8.4520% 3.2020% 5.2500% 22-Dec-2008 22-Jun-2009 854,591.11 EUR 20,000,000.00 EUR C
Class C Subtotal 854,591.11 EUR 20,000,000.00 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Class C Interest Page 2

Class D Interest Coverage Test
Report Summary
Outcome Requirement
ADD:
Actual:
Projected:
CDOs
event of Default
ADD:
Subtotal: 0.00 EUR
Less:
11-Feb-2009 Halcyon SAM European CLO 2008-I Class D Interest Page 1

Divided By:

4.1520% 3.2020% 0.9500% 22-Dec-2008 22-Jun-2009 5,835,405.33 EUR 278,000,000.00 EUR A
Class B
6.7020% 3.2020% 3.5000% 22-Dec-2008 22-Jun-2009 338,823.33 EUR 10,000,000.00 EUR B
Class C
8.4520% 3.2020% 5.2500% 22-Dec-2008 22-Jun-2009 854,591.11 EUR 20,000,000.00 EUR C
Class C Subtotal 854,591.11 EUR 20,000,000.00 EUR
Class D
10.7020% 3.2020% 7.5000% 22-Dec-2008 22-Jun-2009 919,777.44 EUR 17,000,000.00 EUR D
Class D Subtotal 919,777.44 EUR 17,000,000.00 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Class D Interest Page 2

Reinvestment OC Test
Report Summary
Outcome Requirement
Collateral:
PIK Securities)
Plus:
Balance
386,271,380.53 EUR
Less:
Notes:
11-Feb-2009 Halcyon SAM European CLO 2008-I Reinvestment OC Test Page 1

Interest Coverage Detail
Reinvestment Rate: 4.9150%
Collection Period Start Date: 11-Dec-2008
Collection Period End Date: 10-Jun-2009
Current No. of
Calc. Interest Days in No. of Days
Maturity Interest Collected Method PAR Contract Rate Payment Date Period Scheduled Distribution Reinvested Reinvestment Interest
ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap

04-Jul-2011 ACT/360 7,839,647.44 EUR 2 8.7200% 12-Jan-2009 186 353,562.25 EUR 149 7,192.39 EUR
Amsterdamse Beheer - Kabel - Term Loan B
15-Sep-2014 22,072.56 EUR
15-Sep-2014 ACT/360 4,086,753.73 EUR 1 5.1920% 30-Jan-2009 30 17,682.02 EUR 131 316.25 EUR
15-Sep-2014 ACT/360 4,086,753.73 EUR 1 5.1920% 02-Mar-2009 31 18,271.42 EUR 100 249.46 EUR
15-Sep-2014 ACT/360 4,086,753.73 EUR 1 5.1920% 02-Apr-2009 31 18,271.42 EUR 69 172.12 EUR
15-Sep-2014 ACT/360 4,086,753.73 EUR 1 5.1920% 04-May-2009 30 17,682.02 EUR 37 89.32 EUR
15-Sep-2014 ACT/360 4,086,753.73 EUR 1 5.1920% 02-Jun-2009 31 18,271.42 EUR 8 19.96 EUR
Amsterdamse Beheer - Kabel - Term Loan C
14-Sep-2015 23,945.65 EUR
Amsterdamse Beheer - Term B1
15-Sep-2014 2,736.94 EUR
15-Sep-2014 ACT/360 506,747.66 EUR 1 5.1920% 30-Jan-2009 30 2,192.53 EUR 131 39.21 EUR
15-Sep-2014 ACT/360 506,747.66 EUR 1 5.1920% 02-Mar-2009 31 2,265.61 EUR 100 30.93 EUR
15-Sep-2014 ACT/360 506,747.66 EUR 1 5.1920% 02-Apr-2009 31 2,265.61 EUR 69 21.34 EUR
15-Sep-2014 ACT/360 506,747.66 EUR 1 5.1920% 02-May-2009 30 2,192.53 EUR 39 11.67 EUR
15-Sep-2014 ACT/360 506,747.66 EUR 1 5.1920% 02-Jun-2009 31 2,265.61 EUR 8 2.47 EUR
Amsterdamse Beheer - Term B2
15-Sep-2014 1,385.35 EUR
Amsterdamse Beheer - Term C
14-Sep-2015 4,472.11 EUR
Aster 1 SA - Term Loan A1 Germany
31-Dec-2013 38,763.96 EUR
Aster 1 SA - Term Loan A2 Brussels
31-Dec-2013 23,982.04 EUR
Aster 1 SA - Term Loan A3
31-Dec-2013 8,951.49 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Interest Coverage Detail 1

Current No. of
Aster 1 SA - Term Loan A4 Brussels

31-Dec-2013 41.50 EUR
Aster 1 SA - Term Loan A4 Germany
31-Dec-2013 1,984.09 EUR
Aster 1 SA - Term Loan B1 French
31-Dec-2014 ACT/360 12,345.85 EUR 1 7.5417% 31-Mar-2009 182 470.72 EUR 71 4.56 EUR
Aster 1 SA - Term Loan B1 German
31-Dec-2014 ACT/360 57,531.99 EUR 1 7.5417% 31-Mar-2009 182 2,193.55 EUR 71 21.26 EUR
Aster 1 SA - Term Loan B1 Italian
Aster 1 SA - Term Loan B1 Spain
Aster 1 SA - Term Loan B1 UK
Aster 1 SA - Term Loan B2 Belgium
Aster 1 SA - Term Loan B2 Netherlands
Aster 1 SA - Term Loan B3
Aster 1 SA - Term Loan B4 Belgium
Aster 1 SA - Term Loan B4 French
31-Dec-2014 ACT/360 340.62 EUR 1 7.5417% 31-Mar-2009 182 12.99 EUR 71 0.13 EUR
Aster 1 SA - Term Loan B4 German Undrawn
Aster 1 SA - Term Loan B4 Netherlands
Aster 1 SA - Term Loan B4 Spain
Aster 1 SA - Term Loan B4 UK
Aster 1 SA - Term Loan C1 French
Aster 1 SA - Term Loan C1 German
Aster 1 SA - Term Loan C1 Italian
Aster 1 SA - Term Loan C1 Spain
Aster 1 SA - Term Loan C1 UK

Current No. of
Aster 1 SA - Term Loan C2 Belgium
Aster 1 SA - Term Loan C2 Netherlands
Aster 1 SA - Term Loan C3
Aster 1 SA - Term Loan C4 Belgium
Aster 1 SA - Term Loan C4 French
Aster 1 SA - Term Loan C4 German Undrawn
Aster 1 SA - Term Loan C4 Netherlands
Aster 1 SA - Term Loan C4 Spain
Aster 1 SA - Term Loan C4 UK
31-Dec-2014 ACT/360 1,244.94 EUR 7.5417% 31-Mar-2009 182 47.47 EUR 71 0.46 EUR
Autobar - Tranche B
05-Dec-2013 ACT/360 2,911,542.49 EUR 1 7.8028% 31-Mar-2009 182 114,853.04 EUR 71 1,113.32 EUR
Autobar - Tranche C
05-Dec-2014 ACT/360 2,911,542.49 EUR 1 8.3028% 31-Mar-2009 182 122,212.77 EUR 71 1,184.67 EUR
AVR Acquisitions - Term B3A
31-Mar-2014 88,988.16 EUR
31-Mar-2014 ACT/360 4,710,694.49 EUR 1 5.2230% 31-Mar-2009 90 61,509.89 EUR 71 596.24 EUR
AVR Acquisitions - Term B3B
31-Mar-2014 744.06 EUR
31-Mar-2014 ACT/360 143,866.91 EUR 1 5.2230% 31-Mar-2009 90 1,878.54 EUR 71 18.21 EUR
AVR Acquisitions - Term B3C
31-Mar-2014 2,013.11 EUR
AVR Acquisitions - Term B3D
31-Mar-2014 2,366.46 EUR
AVR Acquisitions - Term Loan B
31-Mar-2014 4,545.65 EUR
AVR Acquisitions - Term Loan C
31-Mar-2015 17,176.78 EUR
BCM Ireland Finance - Facility B
30-Sep-2014 11,887.07 EUR

Current No. of
BCM Ireland Finance - Facility C
30-Sep-2015 12,452.68 EUR
BCV Investments S.C.A - Second Lien
14-Jun-2016 77,816.13 EUR
14-Jun-2016 ACT/360 4,500,000.00 EUR 6.9420% 30-Jan-2009 30 26,032.50 EUR 131 465.59 EUR
14-Jun-2016 ACT/360 4,500,000.00 EUR 6.9420% 02-Mar-2009 31 26,900.25 EUR 100 367.26 EUR
14-Jun-2016 ACT/360 4,500,000.00 EUR 6.9420% 02-Apr-2009 31 26,900.25 EUR 69 253.41 EUR
14-Jun-2016 ACT/360 4,500,000.00 EUR 6.9420% 02-May-2009 30 26,032.50 EUR 39 138.61 EUR
14-Jun-2016 ACT/360 4,500,000.00 EUR 6.9420% 02-Jun-2009 31 26,900.25 EUR 8 29.38 EUR
BCV Investments S.C.A - Term B Euro
15-Dec-2014 18,932.26 EUR
15-Dec-2014 ACT/360 485,743.86 EUR 1 4.8170% 30-Jan-2009 30 1,949.86 EUR 131 34.87 EUR
15-Dec-2014 ACT/360 485,743.86 EUR 1 4.8170% 02-Apr-2009 31 2,014.85 EUR 69 18.98 EUR
15-Dec-2014 ACT/360 485,743.86 EUR 1 4.8170% 02-May-2009 30 1,949.86 EUR 39 10.38 EUR
15-Dec-2014 ACT/360 485,743.86 EUR 1 4.8170% 02-Jun-2009 31 2,014.85 EUR 8 2.20 EUR
15-Dec-2014 ACT/360 1,753,669.05 EUR 2 4.8170% 30-Jan-2009 30 7,039.52 EUR 131 125.90 EUR
15-Dec-2014 ACT/360 1,753,669.05 EUR 2 4.8170% 02-Mar-2009 31 7,274.17 EUR 100 99.31 EUR
15-Dec-2014 ACT/360 1,753,669.05 EUR 2 4.8170% 02-Apr-2009 31 7,274.17 EUR 69 68.53 EUR
15-Dec-2014 ACT/360 1,753,669.05 EUR 2 4.8170% 02-May-2009 30 7,039.52 EUR 39 37.48 EUR
15-Dec-2014 ACT/360 1,753,669.05 EUR 2 4.8170% 02-Jun-2009 31 7,274.17 EUR 8 7.95 EUR
BCV Investments S.C.A - Term C Euro
14-Dec-2015 20,802.49 EUR
Brenn - Acquisition Facility 2
20-Jan-2014 ACT/360 85,082.24 EUR 1 7.1360% 19-Jan-2009 185 3,120.06 EUR 142 60.49 EUR
20-Jan-2014 ACT/360 1,020,986.95 EUR 2 7.1360% 19-Jan-2009 185 37,440.73 EUR 142 725.86 EUR
20-Jan-2014 ACT/360 3,039,137.83 EUR 3 7.1360% 19-Jan-2009 185 128,910.78 EUR 142 2,499.19 EUR
Brenn - Facility B3 EUR
Brenn - Facility C1

Current No. of
Brenn - Facility C2
BRENNTAGFINANCECOIISARL - Acquisition Facility 2
20-Jan-2014 ACT/360 280,771.41 EUR 1 7.1360% 20-Apr-2009 90 5,008.96 EUR 51 34.88 EUR
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2
20-Jan-2014 ACT/360 1,131,593.88 EUR 1 7.1360% 20-Apr-2009 90 20,187.63 EUR 51 140.56 EUR
Capio - Second Lien Tr2
03-May-2016 ACT/360 1,000,000.00 EUR 1 8.9148% 26-Jan-2009 91 22,534.61 EUR 135 415.34 EUR
03-May-2016 ACT/360 1,000,000.00 EUR 1 8.9148% 27-Apr-2009 90 22,286.98 EUR 44 133.88 EUR
Capio - Term Loan B1
03-Nov-2014 ACT/360 196,399.24 EUR 1 7.1648% 26-Jan-2009 91 3,556.99 EUR 135 65.56 EUR
03-Nov-2014 ACT/360 196,399.24 EUR 1 7.1648% 27-Apr-2009 90 3,517.90 EUR 44 21.13 EUR
Capio - Term Loan C1
CBRFASHIONGMBH - Term Loan B
20-Apr-2015 9,195.00 EUR
20-Apr-2015 ACT/360 1,875,000.00 EUR 3 4.8680% 30-Jan-2009 31 7,859.79 EUR 131 140.57 EUR
20-Apr-2015 ACT/360 1,875,000.00 EUR 3 4.8680% 02-Mar-2009 31 7,859.79 EUR 100 107.31 EUR
20-Apr-2015 ACT/360 1,875,000.00 EUR 3 4.8680% 02-Apr-2009 31 7,859.79 EUR 69 74.04 EUR
20-Apr-2015 ACT/360 1,875,000.00 EUR 3 4.8680% 04-May-2009 30 7,606.25 EUR 37 38.42 EUR
20-Apr-2015 ACT/360 1,875,000.00 EUR 3 4.8680% 02-Jun-2009 31 7,859.79 EUR 8 8.58 EUR
CBRFASHIONGMBH - Term Loan C
19-Apr-2016 8,842.73 EUR
CEVAGROUPPLC - Canadian Term Loan
04-Nov-2013 19.55 EUR
04-Nov-2013 ACT/360 1,217,254.04 EUR 2 6.8670% 30-Jan-2009 63 14,628.05 EUR 131 261.62 EUR
04-Nov-2013 ACT/360 1,217,254.04 EUR 2 6.8670% 30-Mar-2009 59 13,699.28 EUR 72 134.66 EUR
04-Nov-2013 ACT/360 1,217,254.04 EUR 2 6.8670% 02-Jun-2009 61 14,163.66 EUR 8 15.47 EUR
CEVAGROUPPLC - Dutch Term Loan
04-Nov-2013 17.64 EUR

Current No. of
CEVAGROUPPLC - EURO pre-funded LC facility
04-Nov-2013 11,564.80 EUR
Chaterhouse - Second Lien
16-May-2016 248,047.17 EUR
Chaterhouse - Term Loan B1 - Acquico
15-May-2015 45,304.94 EUR
Chaterhouse - Term Loan B2
15-May-2015 9,000.53 EUR
COGNIS - Term A
15-Sep-2013 17,278.16 EUR
COGNIS - Term B
15-Sep-2013 53,074.95 EUR
Cortefiel - Facility B1
24-Mar-2015 14,790.93 EUR
24-Mar-2015 ACT/360 2,859,901.10 EUR 1 4.9420% 30-Jan-2009 30 11,778.03 EUR 131 210.65 EUR
24-Mar-2015 ACT/360 2,859,901.10 EUR 1 4.9420% 02-Apr-2009 31 12,170.63 EUR 69 114.65 EUR
24-Mar-2015 ACT/360 2,859,901.10 EUR 1 4.9420% 04-May-2009 30 11,778.03 EUR 37 59.50 EUR
24-Mar-2015 ACT/360 2,859,901.10 EUR 1 4.9420% 02-Jun-2009 31 12,170.63 EUR 8 13.29 EUR
24-Mar-2015 16,135.56 EUR
24-Mar-2015 25,859.17 EUR
Demeter - Facility B
30-May-2014 ACT/360 1,500,000.00 EUR 1 6.6840% 18-May-2009 182 50,687.00 EUR 23 159.16 EUR
Demeter - Facility C
DSBG - Term B
06-Feb-2015 ACT/360 1,375,000.00 EUR 1 5.5850% 06-Jan-2009 29 6,186.16 EUR 155 130.91 EUR
06-Feb-2015 ACT/360 1,375,000.00 EUR 1 5.5850% 06-Feb-2009 31 6,612.80 EUR 124 111.95 EUR
06-Feb-2015 ACT/360 1,375,000.00 EUR 1 5.5850% 06-Mar-2009 28 5,972.85 EUR 96 78.28 EUR
06-Feb-2015 ACT/360 1,375,000.00 EUR 1 5.5850% 06-Apr-2009 31 6,612.80 EUR 65 58.68 EUR
06-Feb-2015 ACT/360 1,375,000.00 EUR 1 5.5850% 06-May-2009 30 6,399.48 EUR 35 30.58 EUR
06-Feb-2015 ACT/360 1,375,000.00 EUR 1 5.5850% 08-Jun-2009 31 6,612.80 EUR 2 1.81 EUR
DSBG - Term C
06-Feb-2016 ACT/360 1,375,000.00 EUR 1 6.0850% 06-Jan-2009 29 6,739.98 EUR 155 142.63 EUR

Current No. of
06-Feb-2016 ACT/360 1,375,000.00 EUR 1 6.0850% 06-Apr-2009 31 7,204.81 EUR 65 63.94 EUR
Elster - Term B1
30-Sep-2013 5,534.70 EUR
30-Sep-2013 ACT/360 1,802,099.05 EUR 2 4.8700% 20-Feb-2009 31 7,557.30 EUR 110 113.50 EUR
Elster - Term C1
30-Sep-2014 6,060.31 EUR
Elster - Term Loan B - Eur/Swap
30-Sep-2013 1,274.90 EUR
30-Sep-2013 ACT/360 457,418.82 EUR 1 4.3530% 20-Feb-2009 31 1,714.60 EUR 110 25.75 EUR
Elster - Term Loan C - Eur/Swap
30-Sep-2014 1,402.98 EUR
30-Sep-2014 ACT/360 457,418.82 EUR 1 4.8330% 20-Feb-2009 31 1,903.66 EUR 110 28.59 EUR
Escaline S.a.r.l - Term B
31-Oct-2014 ACT/360 125,314.51 EUR 1 7.9090% 27-Feb-2009 182 5,010.62 EUR 103 70.46 EUR
31-Oct-2014 ACT/360 1,378,459.44 EUR 2 6.7060% 29-May-2009 182 46,733.30 EUR 12 76.56 EUR
Escaline S.a.r.l - Term C
30-Oct-2015 ACT/360 1,503,773.95 EUR 1 8.4090% 27-Feb-2009 182 63,928.69 EUR 103 898.99 EUR
FCIINTLSAS - Term Loan B3b
04-Nov-2013 ACT/360 3,987,697.43 EUR 1 5.7100% 09-Feb-2009 31 19,607.29 EUR 121 323.91 EUR
04-Nov-2013 ACT/360 3,987,697.43 EUR 1 5.7100% 08-Apr-2009 31 19,607.29 EUR 63 168.65 EUR
04-Nov-2013 ACT/360 3,987,697.43 EUR 1 5.7100% 08-May-2009 30 18,974.79 EUR 33 85.49 EUR
Ferretti S.P.A - Mezzanine
Ferretti S.P.A - Tranche B
23-Jan-2015 ACT/360 2,888,334.09 EUR 1 6.4560% 29-May-2009 182 94,271.37 EUR 12 154.45 EUR
Ferretti S.P.A - Tranche C
25-Jan-2016 16,923.71 EUR
25-Jan-2016 ACT/360 2,888,334.09 EUR 5.6920% 30-Jan-2009 30 13,700.33 EUR 131 245.03 EUR
25-Jan-2016 ACT/360 2,888,334.09 EUR 5.6920% 02-Mar-2009 31 14,157.01 EUR 100 193.28 EUR

Current No. of
25-Jan-2016 ACT/360 2,888,334.09 EUR 5.6920% 02-Apr-2009 31 14,157.01 EUR 69 133.36 EUR
25-Jan-2016 ACT/360 2,888,334.09 EUR 5.6920% 04-May-2009 30 13,700.33 EUR 37 69.21 EUR
25-Jan-2016 ACT/360 2,888,334.09 EUR 5.6920% 02-Jun-2009 31 14,157.01 EUR 8 15.46 EUR
Financiere Daunou 9 S.AR.L - Term Loan D1
29-Aug-2016 21,715.18 EUR
29-Aug-2016 1,551.08 EUR
29-Aug-2016 10,340.56 EUR
Financiere Truck - Term Loan - Euro
14-Feb-2014 51,220.65 EUR
Financiere Truck - Term Loan B - Euro/Swap
31-Mar-2014 ACT/360 557,215.54 EUR 1 5.8970% 05-Jun-2009 182 16,612.05 EUR 5 11.34 EUR
Fives - Term B
31-Jul-2015 13,146.75 EUR
31-Jul-2015 ACT/360 2,659,849.65 EUR 1 4.6920% 30-Jan-2009 30 10,400.01 EUR 131 186.01 EUR
31-Jul-2015 ACT/360 2,659,849.65 EUR 1 4.6920% 02-Mar-2009 31 10,746.68 EUR 100 146.72 EUR
31-Jul-2015 ACT/360 2,659,849.65 EUR 1 4.6920% 02-Apr-2009 31 10,746.68 EUR 69 101.24 EUR
31-Jul-2015 ACT/360 2,659,849.65 EUR 1 4.6920% 04-May-2009 30 10,400.01 EUR 37 52.54 EUR
31-Jul-2015 ACT/360 2,659,849.65 EUR 1 4.6920% 02-Jun-2009 31 10,746.68 EUR 8 11.74 EUR
Fives - Term C
31-Jul-2016 14,975.40 EUR
Fresenius SE - Additional Tranche B1 Euro Term Loan
GGP C - B Term Loan
22-Jun-2015 156,929.53 EUR
GGP C - C Term Loan
22-Jun-2016 167,563.05 EUR
HCA Inc - Euro Term loan
18-Nov-2013 122,251.58 EUR
18-Nov-2013 ACT/360 8,883,610.43 EUR 1 4.9644% 31-Mar-2009 90 110,254.04 EUR 71 1,068.74 EUR
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan
06-May-2013 56,234.93 EUR
06-May-2013 ACT/360 2,969,327.02 EUR 1 4.9420% 31-Mar-2009 90 36,686.04 EUR 71 355.62 EUR
Holding - Additional HBI Facility B
30-Jun-2014 12,535.24 EUR
30-Jun-2014 ACT/360 4,546,969.70 EUR 1 4.5750% 14-Jan-2009 14 8,089.82 EUR 147 162.36 EUR
30-Jun-2014 ACT/360 4,546,969.70 EUR 1 4.5750% 16-Feb-2009 31 17,913.17 EUR 114 278.80 EUR
30-Jun-2014 ACT/360 4,546,969.70 EUR 1 4.5750% 16-Mar-2009 28 16,179.63 EUR 86 189.97 EUR
30-Jun-2014 ACT/360 4,546,969.70 EUR 1 4.5750% 14-Apr-2009 31 17,913.17 EUR 57 139.40 EUR
30-Jun-2014 ACT/360 4,546,969.70 EUR 1 4.5750% 14-May-2009 30 17,335.32 EUR 27 63.90 EUR
Holding - Additional HBI Facility C

Current No. of
Holding - Additional HBI Facility C
30-Jun-2015 12,660.51 EUR
Holding - Term B1
30-Jun-2014 4,135.25 EUR
Holding - Term C1
30-Jun-2015 4,572.75 EUR
Ineos Group - Term Loan B1
16-Dec-2013 348.62 EUR
Ineos Group - Term Loan B3
16-Dec-2013 177.96 EUR
Ineos Group - Term Loan C1
16-Dec-2014 370.85 EUR
Ineos Group - Term Loan C3
16-Dec-2014 189.28 EUR
ISSHOLDA/S - Term Loan D
30-Jun-2015 46,474.67 EUR
Kabel Deutschland Gmbh - Tranche A
31-Mar-2012 ACT/360 0.00 EUR 1 6.9090% 27-Feb-2009 182 107,473.33 EUR 103 1,511.33 EUR
Lavena - Mezzanine
06-Mar-2017 ACT/360 1,596,514.86 EUR 5 8.6510% 30-Jan-2009 183 70,208.20 EUR 131 1,255.68 EUR
06-Mar-2017 ACT/360 1,114.76 EUR 6 8.8733% 30-Jan-2009 115 31.60 EUR 131 0.57 EUR
06-Mar-2017 ACT/360 1,114.76 EUR 6 8.8733% 30-Apr-2009 90 24.73 EUR 41 0.14 EUR
06-Mar-2017 ACT/360 68,416.07 EUR 7 8.6510% 30-Jan-2009 183 3,008.66 EUR 131 53.81 EUR
Lavena - Second Lien
02-Sep-2016 ACT/360 1,800,528.97 EUR 1 8.9010% 30-Jan-2009 183 81,468.08 EUR 131 1,457.07 EUR
Lavena - Term B Holdco
Lavena - Term C Holdco
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan
04-Nov-2013 9.82 EUR
04-Nov-2013 ACT/360 611,740.30 EUR 1 6.8670% 30-Mar-2009 59 6,884.68 EUR 72 67.68 EUR

Current No. of
04-Nov-2013 ACT/360 611,740.30 EUR 1 6.8670% 01-Jun-2009 61 7,118.06 EUR 9 8.75 EUR
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap
01-Jul-2015 23,207.57 EUR
MacQuarie - Facility A2 - Eur/Swap
12-Jan-2014 22,533.29 EUR
12-Jan-2014 ACT/360 4,885,089.00 EUR 1 4.3320% 02-Mar-2009 31 18,223.01 EUR 100 248.79 EUR
12-Jan-2014 ACT/360 4,885,089.00 EUR 1 4.3320% 02-Jun-2009 31 18,223.01 EUR 8 19.90 EUR
Materis - Term B
27-Apr-2014 7,883.95 EUR
Materis - Term C
27-Apr-2015 8,396.60 EUR
Mobilserv Ltd - Term B - Euro/Swap
22-Sep-2014 6,201.67 EUR
Mobilserv Ltd - Term C - Euro/Swap
22-Sep-2015 3,977.98 EUR
MONTJEUBIDCOLTD - Facility B - Eur/Swap
15-Mar-2015 ACT/360 2,821,050.00 EUR 1 5.5080% 05-Feb-2009 31 13,380.24 EUR 125 228.35 EUR
MONTJEUBIDCOLTD - Facility C - Eur/Swap

Current No. of
Neggio Holdings 3 GmbH - Facility B2
29-Dec-2014 5,991.11 EUR
Neggio Holdings 3 GmbH - Facility C2
29-Dec-2015 6,546.67 EUR
Neggio Holdings 3 GmbH - Term Loan B
29-Dec-2014 17,254.40 EUR
Neggio Holdings 3 GmbH - Term Loan C
29-Dec-2015 18,854.40 EUR

Current No. of
Nocibe - Additional Term B1
29-Dec-2013 18,610.49 EUR
Nocibe - Additional Term B2
29-Dec-2013 2,945.69 EUR
Nocibe - Additional Term C1
29-Dec-2014 19,847.45 EUR
Nocibe - Additional Term C2
29-Dec-2014 3,141.48 EUR
Nordic Telephone Company Holding ApS. - Term B2
30-Jan-2014 ACT/360 4,467,835.34 EUR 1 5.4490% 02-Feb-2009 31 20,963.95 EUR 128 366.36 EUR
Nordic Telephone Company Holding ApS. - Term C2

Current No. of
Orangina - Facility B1
Orangina - Facility B5a
31-Dec-2013 206,902.83 EUR
31-Dec-2013 ACT/360 4,296,875.00 EUR 2 4.8987% 26-Feb-2009 31 18,125.62 EUR 104 257.36 EUR
Orangina - Facility B5b
31-Dec-2013 3,362.52 EUR
31-Dec-2013 ACT/360 703,125.00 EUR 1 4.8987% 26-Feb-2009 31 2,966.01 EUR 104 42.11 EUR
Orangina - Facility C1
Orangina - Facility C2
31-Dec-2014 22,459.55 EUR
Pages Jaunes Group S.A - Term A
22-Nov-2013 14,544.00 EUR
22-Nov-2013 ACT/360 3,000,000.00 EUR 1 4.5200% 13-Feb-2009 31 11,676.67 EUR 117 186.52 EUR
22-Nov-2013 ACT/360 3,000,000.00 EUR 1 4.5200% 13-Apr-2009 31 11,676.67 EUR 58 92.46 EUR
22-Nov-2013 ACT/360 3,000,000.00 EUR 1 4.5200% 13-May-2009 30 11,300.00 EUR 28 43.20 EUR
PFCAPITALSARL - Term Loan B1a
20-Dec-2013 31,890.73 EUR
PFCAPITALSARL - Term Loan B1c
20-Dec-2013 9,916.82 EUR
PFCAPITALSARL - Term Loan B1e
20-Dec-2013 19,091.23 EUR
PFCAPITALSARL - Term Loan B1f
20-Dec-2013 15,324.71 EUR
PFCAPITALSARL - Term Loan C1
19-Dec-2014 15,354.88 EUR
19-Dec-2014 5,704.55 EUR
19-Dec-2014 11,845.97 EUR
19-Dec-2014 48,249.02 EUR

Current No. of
PFCAPITALSARL - Term Loan D

20-Jun-2015 97,346.74 EUR
PPE - Term B
PPE - Term C
Project Alpha III - Term B3
31-Dec-2013 38,788.75 EUR
Qidnax - Mezzanine Facility A - Eur/Swap
Qidnax - Mezzanine Facility B
Qidnax - Term Loan B2
Qidnax - Term Loan C2
Rank Holdings I SA - Term Loan BI
11-May-2015 6,242.09 EUR
11-May-2015 ACT/360 538,386.93 EUR 1 5.3540% 12-Jan-2009 32 2,562.24 EUR 149 52.12 EUR
11-May-2015 ACT/360 538,386.93 EUR 1 5.3540% 12-Feb-2009 31 2,482.17 EUR 118 39.99 EUR
11-May-2015 ACT/360 538,386.93 EUR 1 5.3540% 12-Mar-2009 28 2,241.96 EUR 90 27.55 EUR
11-May-2015 ACT/360 538,386.93 EUR 1 5.3540% 13-Apr-2009 31 2,482.17 EUR 58 19.66 EUR
11-May-2015 ACT/360 538,386.93 EUR 1 5.3540% 12-May-2009 30 2,402.10 EUR 29 9.51 EUR
Rank Holdings I SA - Term Loan BII
11-May-2015 305.62 EUR
11-May-2015 ACT/360 57,745.53 EUR 1 5.3540% 12-Jan-2009 32 274.82 EUR 149 5.59 EUR
11-May-2015 ACT/360 57,745.53 EUR 1 5.3540% 12-Feb-2009 31 266.23 EUR 118 4.29 EUR
11-May-2015 ACT/360 57,745.53 EUR 1 5.3540% 12-Mar-2009 28 240.47 EUR 90 2.95 EUR
11-May-2015 ACT/360 57,745.53 EUR 1 5.3540% 13-Apr-2009 31 266.23 EUR 58 2.11 EUR
11-May-2015 ACT/360 57,745.53 EUR 1 5.3540% 12-May-2009 30 257.64 EUR 29 1.02 EUR
Rank Holdings I SA - Term Loan CI
11-May-2016 6,805.46 EUR

Current No. of
Rotac Holding AB - Term Loan B1
30-Mar-2015 ACT/360 773,733.75 EUR 2 5.8263% 30-May-2009 61 7,638.60 EUR 11 11.47 EUR
Rotac Holding AB - Term Loan C1
30-Mar-2016 17,378.78 EUR
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro
02-Dec-2013 63,097.30 EUR
02-Dec-2013 ACT/360 62,138.25 EUR 4 4.8290% 19-Jan-2009 33 275.06 EUR 142 5.33 EUR
02-Dec-2013 ACT/360 62,138.25 EUR 4 4.8290% 19-Feb-2009 31 258.39 EUR 111 3.92 EUR

Current No. of
02-Dec-2013 ACT/360 62,138.25 EUR 4 4.8290% 19-Apr-2009 31 258.39 EUR 52 1.83 EUR
02-Dec-2013 ACT/360 62,138.25 EUR 4 4.8290% 19-May-2009 30 250.05 EUR 22 0.75 EUR
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro
01-Dec-2014 33,661.83 EUR
01-Dec-2014 ACT/360 74,807.94 EUR 10 4.8170% 02-Jun-2009 31 310.30 EUR 8 0.34 EUR

Current No. of
Spiinnaker - Tranche E1
Spiinnaker - Tranche E2
Spiinnaker - Tranche F1
05-May-2014 ACT/360 3,989,591.20 EUR 1 8.1050% 05-Jan-2009 91 81,737.30 EUR 156 1,740.87 EUR
Spiinnaker - Tranche F2
05-May-2015 ACT/360 3,989,591.20 EUR 1 8.6050% 05-Jan-2009 91 86,779.70 EUR 156 1,848.26 EUR
Springer Science - Term Loan B1
16-Sep-2011 2,301.09 EUR
Springer Science - Term Loan C1
17-Sep-2012 2,112.69 EUR
Springer Science - Term Loan E1
17-Sep-2012 3,042.24 EUR

Current No. of
SUNGARDDATASYSINC - Incremental Term Loan
28-Feb-2014 10.04 EUR
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap
Telenet Bidco NV - Term Loan C
03-Aug-2015 40,336.89 EUR
03-Aug-2015 ACT/360 2,000,000.00 EUR 1 5.4420% 30-Jan-2009 30 9,070.00 EUR 131 162.22 EUR
03-Aug-2015 ACT/360 2,000,000.00 EUR 1 5.4420% 02-Mar-2009 31 9,372.33 EUR 100 127.96 EUR
03-Aug-2015 ACT/360 2,000,000.00 EUR 1 5.4420% 02-Apr-2009 31 9,372.33 EUR 69 88.29 EUR
03-Aug-2015 ACT/360 2,000,000.00 EUR 1 5.4420% 04-May-2009 30 9,070.00 EUR 37 45.82 EUR
03-Aug-2015 ACT/360 2,000,000.00 EUR 1 5.4420% 02-Jun-2009 31 9,372.33 EUR 8 10.24 EUR
Trader Media Corp - Facility B - Eur/Swao
TYROLACQUISITION2SAS - Second Lien
29-Jul-2016 10,654.88 EUR
TYROLACQUISITION2SAS - Term B
30-Jan-2015 24,713.33 EUR
TYROLACQUISITION2SAS - Term C
United Biscuits - Term B1 - Eur/Swap
24-Jan-2015 12,354.86 EUR
United Biscuits Holdco Limited - Term B1 - GBP
15-Dec-2014 11,644.85 EUR
UPC Financing - Term Loan M

Current No. of
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap
Virgin Media Investment Holdings Limited - Term Loan B11 - Eur/Swap
Vivarte - Term Loan B1
Vivarte - Term Loan C1
WAM - Additional Term B1
01-Jul-2013 ACT/360 1,000,000.00 EUR 1 5.5247% 05-Feb-2009 31 4,757.38 EUR 125 81.19 EUR
WAM - Additional Term C1
WAM - Term Loan B1
WAM - Term Loan B3
WAM - Term Loan B4

Current No. of
WAM - Term Loan C1
WAM - Term Loan C3
WAM - Term Loan C4
World Directories Acquisition Corp. - Facility 1
30-May-2014 ACT/360 7,000,000.00 EUR 1 5.6527% 27-Feb-2009 91 100,021.39 EUR 103 1,406.54 EUR
Xstrata - Tranche B1
29-Jul-2014 10,324.24 EUR
Xstrata - Tranche B3
29-Jul-2014 10,324.24 EUR
Yellow Brick Road - Term Loan B2
01-Jul-2013 4,917.70 EUR
01-Jul-2013 ACT/360 910,346.00 EUR 1 5.1931% 30-Jan-2009 30 3,939.60 EUR 131 70.46 EUR
01-Jul-2013 ACT/360 910,346.00 EUR 1 5.1931% 02-Mar-2009 31 4,070.92 EUR 100 55.58 EUR
01-Jul-2013 ACT/360 910,346.00 EUR 1 5.1931% 02-Apr-2009 31 4,070.92 EUR 69 38.35 EUR
01-Jul-2013 ACT/360 910,346.00 EUR 1 5.1931% 02-May-2009 30 3,939.60 EUR 39 20.98 EUR
01-Jul-2013 ACT/360 910,346.00 EUR 1 5.1931% 02-Jun-2009 31 4,070.92 EUR 8 4.45 EUR
Yellow Brick Road - Term Loan C2
01-Jul-2014 3,686.27 EUR

Current No. of
Yellow Brick Road - Tranche B
01-Jul-2013 15,464.78 EUR
Yellow Brick Road - Tranche C
01-Jul-2014 21,280.17 EUR
YPSO Hold - B Acq 1
16-Jun-2014 4,668.09 EUR
16-Jun-2014 ACT/360 864,300.36 EUR 1 5.1920% 30-Jan-2009 30 3,739.54 EUR 131 66.88 EUR
16-Jun-2014 ACT/360 864,300.36 EUR 1 5.1920% 02-Mar-2009 31 3,864.19 EUR 100 52.76 EUR
16-Jun-2014 ACT/360 864,300.36 EUR 1 5.1920% 02-Apr-2009 31 3,864.19 EUR 69 36.40 EUR
16-Jun-2014 ACT/360 864,300.36 EUR 1 5.1920% 04-May-2009 30 3,739.54 EUR 37 18.89 EUR
16-Jun-2014 ACT/360 864,300.36 EUR 1 5.1920% 02-Jun-2009 31 3,864.19 EUR 8 4.22 EUR
YPSO Hold - B Acq 2
16-Jun-2014 7,071.82 EUR
16-Jun-2014 ACT/360 1,309,353.60 EUR 1 5.1920% 02-Jun-2009 31 5,853.97 EUR 8 6.39 EUR
YPSO Hold - B Recap 1
16-Jun-2014 14,737.07 EUR
16-Jun-2014 ACT/360 2,728,582.46 EUR 1 5.1920% 02-Jun-2009 31 12,199.19 EUR 8 13.32 EUR
YPSO Hold - B Recap 2
16-Jun-2014 528.02 EUR
16-Jun-2014 ACT/360 97,763.58 EUR 1 5.1920% 30-Jan-2009 30 422.99 EUR 131 7.57 EUR

Current No. of
16-Jun-2014 ACT/360 97,763.58 EUR 1 5.1920% 02-Mar-2009 31 437.09 EUR 100 5.97 EUR
16-Jun-2014 ACT/360 97,763.58 EUR 1 5.1920% 02-Apr-2009 31 437.09 EUR 69 4.12 EUR
16-Jun-2014 ACT/360 97,763.58 EUR 1 5.1920% 04-May-2009 30 422.99 EUR 37 2.14 EUR
16-Jun-2014 ACT/360 97,763.58 EUR 1 5.1920% 02-Jun-2009 31 437.09 EUR 8 0.48 EUR
YPSO Hold - C Acq
31-Dec-2015 7,825.93 EUR
YPSO Hold - C Recap
31-Dec-2015 14,694.74 EUR
Grand Total 2,630,152.02 EUR 9,667,035.90 EUR 111,771.46 EUR

Portfolio Assets - Defaulted Obligations
Moody S&P
Default Default Market Recovery Recovery
Security Security ID Maturity Date Obligation Date Par Amount Price Rate Rate
CASTLEBIDCOLTD - Second Lien - Eur/Swap CastBidco_SecLien_EurSwap_HSAM2008 09-Sep-2013 Yes 1,880,700.00 EUR 3.0000% 25.0000% 45.0000%
LYONDELLBASELL - German Tranche B3 LyondellBasell_GermanB3 20-Dec-2013 Yes 3,979,924.76 EUR 39.5000% 75.0000% 68.0000%
Mother Bidco Limited - Second Lien Term Loan - Eur/Swap Mther_Bidco_2ndLienSwap_Halcy2008 31-May-2014 Yes 5,717,916.14 EUR 3.5000% 25.0000% 45.0000%
Mother Bidco Limited - Term Loan B - Eur/Swap Mther_Bidco_TLBSwap_Halcy2008 31-May-2013 Yes 1,270,648.03 EUR 10.1600% 75.0000% 68.0000%
Mother Bidco Limited - Term Loan C - Eur/sWAP Mther_Bidco_TLCswap_Halcy2008 31-May-2013 Yes 1,270,648.03 EUR 7.7500% 75.0000% 68.0000%

Moodys Minimum Weighted Average Recovery Rate Test
Report Summary
Report Total Recovery Total Recovery Rate

Requirement
381,028,423.73 EUR 221,205,587.88 EUR 58.05% >= 57.69% In Compliance
Moody's Recovery
Security Security ID AssetType Security Level Moody Country Rating Principal Balance Rate Recovery Amount
ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 Loan Senior Unsecured United Kingdom B2 7,839,647.44 EUR 25.0000% 1,959,911.86 EUR
Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) Loan Senior Secured Netherlands Ba3 4,086,753.73 EUR 75.0000% 3,065,065.30 EUR
Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) Loan Senior Secured Netherlands Ba3 4,086,753.73 EUR 75.0000% 3,065,065.30 EUR
Amsterdamse Beheer - Term B1 Amsterdam_B1 Loan Senior Secured Netherlands Ba3 506,747.66 EUR 75.0000% 380,060.75 EUR
Amsterdamse Beheer - Term B2 Amsterdam_B2 Loan Senior Secured Netherlands Ba3 256,498.61 EUR 75.0000% 192,373.96 EUR
Amsterdamse Beheer - Term C Amsterdam_TermC Loan Senior Secured Netherlands Ba3 763,246.27 EUR 75.0000% 572,434.70 EUR
Aster 1 SA - Term Loan A1 Germany Aster_A1g Loan Senior Secured Luxembourg Ba3 1,005,778.26 EUR 50.0000% 502,889.13 EUR
Aster 1 SA - Term Loan A2 Brussels Aster_A2b Loan Senior Secured Luxembourg Ba3 622,243.33 EUR 50.0000% 311,121.66 EUR
Aster 1 SA - Term Loan A3 Aster_A3 Loan Senior Secured Luxembourg Ba3 232,257.29 EUR 50.0000% 116,128.64 EUR
Aster 1 SA - Term Loan A4 Brussels Aster_A4b Loan Senior Secured Luxembourg Ba3 1,076.81 EUR 50.0000% 538.40 EUR
Aster 1 SA - Term Loan A4 Germany Aster_A4g Loan Senior Secured Luxembourg Ba3 51,479.56 EUR 50.0000% 25,739.78 EUR
Aster 1 SA - Term Loan B1 French Aster_B1F Loan Senior Secured Luxembourg Ba3 15,587.72 EUR 50.0000% 7,793.86 EUR
Aster 1 SA - Term Loan B1 German Aster_B1G Loan Senior Secured Luxembourg Ba3 264,441.70 EUR 50.0000% 132,220.85 EUR
Aster 1 SA - Term Loan B1 Italian Aster_B1it Loan Senior Secured Luxembourg Ba3 150,270.88 EUR 50.0000% 75,135.44 EUR
Aster 1 SA - Term Loan B1 Spain Aster_B1sp Loan Senior Secured Luxembourg Ba3 8,661.47 EUR 50.0000% 4,330.74 EUR
Aster 1 SA - Term Loan B1 UK Aster_B1uk Loan Senior Secured Luxembourg Ba3 45,121.65 EUR 50.0000% 22,560.83 EUR
Aster 1 SA - Term Loan B2 Belgium Aster_B2B Loan Senior Secured Luxembourg Ba3 531,355.90 EUR 50.0000% 265,677.95 EUR
Aster 1 SA - Term Loan B2 Netherlands Aster_B2N Loan Senior Secured Luxembourg Ba3 86,897.22 EUR 50.0000% 43,448.61 EUR
Aster 1 SA - Term Loan B3 Aster_TLB3 Loan Senior Secured Luxembourg Ba3 404,572.06 EUR 50.0000% 202,286.03 EUR
Aster 1 SA - Term Loan B4 Belgium Aster_B4B Loan Senior Secured Luxembourg Ba3 13,397.65 EUR 50.0000% 6,698.83 EUR
Aster 1 SA - Term Loan B4 French Aster_B4F Loan Senior Secured Luxembourg Ba3 430.08 EUR 50.0000% 215.04 EUR
Aster 1 SA - Term Loan B4 German Undrawn ASTER1_TLB4UD Loan Senior Secured Luxembourg Ba3 12,288.04 EUR 50.0000% 6,144.02 EUR
Aster 1 SA - Term Loan B4 Netherlands Aster_B4N Loan Senior Secured Luxembourg Ba3 2,280.57 EUR 50.0000% 1,140.29 EUR
Aster 1 SA - Term Loan B4 Spain Aster_B4S Loan Senior Secured Luxembourg Ba3 238.97 EUR 50.0000% 119.49 EUR
Aster 1 SA - Term Loan B4 UK Aster_B4U Loan Senior Secured Luxembourg Ba3 1,244.94 EUR 50.0000% 622.47 EUR
Aster 1 SA - Term Loan C1 French Aster_C1F Loan Senior Secured Luxembourg Ba3 15,587.72 EUR 50.0000% 7,793.86 EUR
Aster 1 SA - Term Loan C1 German Aster_C1G Loan Senior Secured Luxembourg Ba3 264,441.70 EUR 50.0000% 132,220.85 EUR
Aster 1 SA - Term Loan C1 Italian Aster_C1I Loan Senior Secured Luxembourg Ba3 156,500.75 EUR 50.0000% 78,250.38 EUR
Aster 1 SA - Term Loan C1 Spain Aster_C1S Loan Senior Secured Luxembourg Ba3 8,661.47 EUR 50.0000% 4,330.74 EUR
Aster 1 SA - Term Loan C1 UK Aster_C1uk Loan Senior Secured Luxembourg Ba3 45,121.65 EUR 50.0000% 22,560.83 EUR
Aster 1 SA - Term Loan C2 Belgium Aster_C2B Loan Senior Secured Luxembourg Ba3 531,355.90 EUR 50.0000% 265,677.95 EUR
Aster 1 SA - Term Loan C2 Netherlands Aster_C2N Loan Senior Secured Luxembourg Ba3 86,897.22 EUR 50.0000% 43,448.61 EUR
Aster 1 SA - Term Loan C3 Aster_TLC3 Loan Senior Secured Luxembourg Ba3 404,572.06 EUR 50.0000% 202,286.03 EUR
Aster 1 SA - Term Loan C4 Belgium Aster_C4B Loan Senior Secured Luxembourg Ba3 13,397.65 EUR 50.0000% 6,698.83 EUR
Aster 1 SA - Term Loan C4 French Aster_C4F Loan Senior Secured Luxembourg Ba3 430.08 EUR 50.0000% 215.04 EUR
Aster 1 SA - Term Loan C4 German Undrawn ASTER_TLC4GUD Loan Senior Secured Luxembourg Ba3 12,288.04 EUR 50.0000% 6,144.02 EUR
Aster 1 SA - Term Loan C4 Netherlands Aster_C4N Loan Senior Secured Luxembourg Ba3 2,280.57 EUR 50.0000% 1,140.29 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Moodys Minimum Weighted 1

Moody's Recovery
Aster 1 SA - Term Loan C4 Spain Aster_C4S Loan Senior Secured Luxembourg Ba3 238.97 EUR 50.0000% 119.49 EUR
Aster 1 SA - Term Loan C4 UK Aster_C4U Loan Senior Secured Luxembourg Ba3 1,244.94 EUR 50.0000% 622.47 EUR
Autobar - Tranche B Charden_TLB Loan Senior Secured Netherlands B2 2,911,542.49 EUR 75.0000% 2,183,656.87 EUR
Autobar - Tranche C Charden_TLC Loan Senior Secured Netherlands B2 2,911,542.49 EUR 75.0000% 2,183,656.87 EUR
AVR Acquisitions - Term B3A avr_b3a Loan Senior Secured Netherlands Ba3 4,710,694.49 EUR 75.0000% 3,533,020.87 EUR
AVR Acquisitions - Term B3B avr_b3b Loan Senior Secured Netherlands Ba3 143,866.91 EUR 75.0000% 107,900.18 EUR
AVR Acquisitions - Term B3C avr_b3c Loan Senior Secured Netherlands Ba3 389,244.49 EUR 75.0000% 291,933.37 EUR
AVR Acquisitions - Term B3D AVR_TL_B3D Loan Senior Secured Netherlands Ba3 457,566.97 EUR 75.0000% 343,175.23 EUR
AVR Acquisitions - Term Loan B AVR_TLB Loan Senior Secured Netherlands Ba3 878,924.15 EUR 75.0000% 659,193.11 EUR
AVR Acquisitions - Term Loan C AVR_TLC Loan Senior Secured Netherlands Ba3 3,180,297.00 EUR 75.0000% 2,385,222.75 EUR
BCM Ireland Finance - Facility B BCM_B Loan Senior Secured Ireland B1 2,462,068.60 EUR 65.0000% 1,600,344.59 EUR
BCM Ireland Finance - Facility C BCM_C Loan Senior Secured Ireland B1 2,462,343.10 EUR 65.0000% 1,600,523.01 EUR
BCV Investments S.C.A - Second Lien BCV Investments_2ndLien Loan Senior Unsecured Italy B2 4,500,000.00 EUR 25.0000% 1,125,000.00 EUR
BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro Loan Senior Secured Italy B2 2,239,412.91 EUR 35.0000% 783,794.52 EUR
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro Loan Senior Secured Italy B2 2,239,412.91 EUR 35.0000% 783,794.52 EUR
Brenn - Acquisition Facility 2 Brentag_acqfac Loan Senior Secured Germany B2 4,587,634.71 EUR 65.0000% 2,981,962.56 EUR
Brenn - Facility B3 EUR Brenntag_B3EUR Loan Senior Secured Germany B2 1,000,000.00 EUR 65.0000% 650,000.00 EUR
Brenn - Facility C1 Brentagg_fac.C1 Loan Senior Secured Germany B2 1,563,127.46 EUR 65.0000% 1,016,032.85 EUR
Brenn - Facility C2 Brenntag_fac.C2 Loan Senior Secured Germany B2 436,872.54 EUR 65.0000% 283,967.15 EUR
BRENNTAGFINANCECOIISARL - Acquisition Facility 2 BRENNTAGF_AF2 Loan Senior Secured Germany B2 280,771.41 EUR 65.0000% 182,501.42 EUR
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 Loan Senior Secured Germany B2 1,131,593.88 EUR 65.0000% 735,536.02 EUR
Capio - Second Lien Tr2 OPICAAB_SLT2 Loan Senior Unsecured France B2 1,000,000.00 EUR 35.0000% 350,000.00 EUR
Capio - Term Loan B1 opica_tlb1 Loan Senior Secured France B2 196,399.24 EUR 50.0000% 98,199.62 EUR
Capio - Term Loan C1 opica_tlc1 Loan Senior Secured France B2 196,399.25 EUR 50.0000% 98,199.63 EUR
CBRFASHIONGMBH - Term Loan B CBRFASHN_TLB Loan Senior Secured Germany B3 1,875,000.00 EUR 65.0000% 1,218,750.00 EUR
CBRFASHIONGMBH - Term Loan C LX068781 Loan Senior Secured Germany B3 1,725,000.00 EUR 65.0000% 1,121,250.00 EUR
CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl Loan Senior Secured Netherlands B2 1,217,254.04 EUR 75.0000% 912,940.53 EUR
CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl Loan Senior Secured Netherlands B2 1,098,247.30 EUR 75.0000% 823,685.47 EUR
CEVAGROUPPLC - EURO pre-funded LC facility Lous_LC Loan Senior Secured Netherlands B2 1,065,290.91 EUR 75.0000% 798,968.18 EUR
Chaterhouse - Second Lien ChartHouse_2L Loan Senior Unsecured Germany B3 5,500,000.00 EUR 45.0000% 2,475,000.00 EUR
Chaterhouse - Term Loan B1 - Acquico Charterhouse_TLB1_Acq Loan Senior Secured Germany B3 1,251,391.54 EUR 65.0000% 813,404.50 EUR
Chaterhouse - Term Loan B2 Charterhouse_TLB2 Loan Senior Secured Germany B3 248,608.46 EUR 65.0000% 161,595.50 EUR
COGNIS - Term A COGNIS&MACANY_TLA Loan Senior Secured Germany B2 982,367.86 EUR 65.0000% 638,539.11 EUR
COGNIS - Term B COGNIS&MACANY_TLB Loan Senior Secured Germany B2 3,017,632.14 EUR 65.0000% 1,961,460.89 EUR
Cortefiel - Facility B1 CORTEFIEL_B1 Loan Senior Secured Spain B3 2,859,901.10 EUR 50.0000% 1,429,950.55 EUR
Demeter - Facility B DEMETERIB_FB Loan Senior Secured Spain B1 1,500,000.00 EUR 50.0000% 750,000.00 EUR
Demeter - Facility C DEMETERIB_FC Loan Senior Secured Spain B1 1,500,000.00 EUR 50.0000% 750,000.00 EUR
DSBG - Term B dsbg_tb Loan Senior Secured Spain Ba3 1,375,000.00 EUR 50.0000% 687,500.00 EUR
DSBG - Term C dsbg_tc Loan Senior Secured Spain Ba3 1,375,000.00 EUR 50.0000% 687,500.00 EUR
Elster - Term B1 ELSTERGRP_B1 Loan Senior Secured Germany B3 1,802,099.05 EUR 65.0000% 1,171,364.38 EUR
Elster - Term C1 ELSTERGRP_C1 Loan Senior Secured Germany B3 1,802,099.05 EUR 65.0000% 1,171,364.38 EUR
Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 Loan Senior Secured Germany B3 457,418.82 EUR 65.0000% 297,322.23 EUR
Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 Loan Senior Secured Germany B3 457,418.82 EUR 65.0000% 297,322.23 EUR
Escaline S.a.r.l - Term B Escaline_TermB Loan Senior Secured Germany B2 1,503,773.95 EUR 65.0000% 977,453.07 EUR
Escaline S.a.r.l - Term C Escaline_TermC Loan Senior Secured Germany B2 1,503,773.95 EUR 65.0000% 977,453.07 EUR
FCIINTLSAS - Term Loan B3b FCISA_TLB3B Loan Senior Secured France Ba3 3,987,697.43 EUR 50.0000% 1,993,848.71 EUR
Ferretti S.P.A - Mezzanine FerrettiSPA_Mezz Loan Senior Unsecured Italy B1 1,000,000.00 EUR 25.0000% 250,000.00 EUR
Ferretti S.P.A - Tranche B Ferretti_TrB Loan Senior Secured Italy B1 2,888,334.09 EUR 35.0000% 1,010,916.93 EUR

Moody's Recovery
Ferretti S.P.A - Tranche C Ferretti_TrC Loan Senior Secured Italy B1 2,888,334.09 EUR 35.0000% 1,010,916.93 EUR
Financiere Daunou 9 S.AR.L - Term Loan D1 FinDaunou9_TLD1 Loan Senior Unsecured Germany B2 969,230.77 EUR 45.0000% 436,153.85 EUR
Financiere Truck - Term Loan - Euro FinanciereTruck_TLEUR Loan Senior Secured France Ba3 3,340,369.24 EUR 50.0000% 1,670,184.62 EUR
Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap Loan Senior Secured France Ba3 557,215.54 EUR 50.0000% 278,607.77 EUR
Fives - Term B Fives_TLB Loan Senior Secured France B2 2,659,849.65 EUR 50.0000% 1,329,924.83 EUR
Fives - Term C Fives_TLC Loan Senior Secured France B2 2,659,849.65 EUR 50.0000% 1,329,924.83 EUR
Fresenius SE - Additional Tranche B1 Euro Term Loan FreseniusSE_AddB1Euro Loan Senior Secured Germany Ba1 1,000,000.00 EUR 65.0000% 650,000.00 EUR
GGP C - B Term Loan GGP_B TL Loan Senior Secured Italy B1 3,477,272.73 EUR 35.0000% 1,217,045.46 EUR
GGP C - C Term Loan GGP_C TL Loan Senior Secured Italy B1 3,477,272.73 EUR 35.0000% 1,217,045.46 EUR
HCA Inc - Euro Term loan HCAInc_EuroTL Loan Senior Secured United States B2 8,883,610.43 EUR 70.0000% 6,218,527.30 EUR
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 Loan Senior Secured United States B2 2,969,327.02 EUR 70.0000% 2,078,528.91 EUR
Holding - Additional HBI Facility B HOLDING-ADLFB Loan Senior Secured France B2 4,546,969.70 EUR 50.0000% 2,273,484.85 EUR
Holding - Additional HBI Facility C HOLDING_ADLFC Loan Senior Secured France B2 4,153,030.30 EUR 50.0000% 2,076,515.15 EUR
Holding - Term B1 HldgBercy_TLB1 Loan Senior Secured France B2 1,500,000.00 EUR 50.0000% 750,000.00 EUR
Holding - Term C1 HldgBercy_TLC1 Loan Senior Secured France B2 1,500,000.00 EUR 50.0000% 750,000.00 EUR
Ineos Group - Term Loan B1 Ineos_TB1 Loan Senior Secured United Kingdom B3 1,613,634.99 EUR 75.0000% 1,210,226.24 EUR
Ineos Group - Term Loan B3 Ineos_TLB3 Loan Senior Secured United Kingdom B3 823,713.92 EUR 75.0000% 617,785.44 EUR
Ineos Group - Term Loan C1 Ineos_TC1 Loan Senior Secured United Kingdom B3 1,613,842.89 EUR 75.0000% 1,210,382.17 EUR
Ineos Group - Term Loan C3 Ineos_TLC3 Loan Senior Secured United Kingdom B3 823,713.92 EUR 75.0000% 617,785.44 EUR
ISSHOLDA/S - Term Loan D ISS_TL D Loan Senior Unsecured Denmark B2 4,000,000.00 EUR 35.0000% 1,400,000.00 EUR
Lavena - Mezzanine Lavena_Mezz Loan Senior Unsecured Germany Caa1 1,666,045.69 EUR 45.0000% 749,720.56 EUR
Lavena - Second Lien Lavena_TD Loan Senior Unsecured Germany Caa1 1,800,528.97 EUR 45.0000% 810,238.04 EUR
Lavena - Term B Holdco Lavena_HoldcoB Loan Senior Secured Germany Caa1 2,638,722.29 EUR 65.0000% 1,715,169.49 EUR
Lavena - Term C Holdco Lavena_HoldcoC Loan Senior Secured Germany Caa1 2,638,722.28 EUR 65.0000% 1,715,169.48 EUR
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL Loan Senior Secured Netherlands B2 611,740.30 EUR 75.0000% 458,805.22 EUR
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 Loan Senior Secured England B2 3,631,289.88 EUR 75.0000% 2,723,467.41 EUR
MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 Loan Senior Secured United Kingdom B2 4,885,089.00 EUR 75.0000% 3,663,816.75 EUR
Materis - Term B Materis Loan Senior Secured France B2 1,491,359.81 EUR 50.0000% 745,679.91 EUR
Materis - Term C Mat_TLC Loan Senior Secured France B2 1,491,359.81 EUR 50.0000% 745,679.91 EUR
Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP Loan Senior Secured United Kingdom B1 1,335,671.55 EUR 75.0000% 1,001,753.66 EUR
Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP Loan Senior Secured United Kingdom B1 781,391.39 EUR 75.0000% 586,043.54 EUR
MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 Loan Senior Secured United Kingdom B2 2,821,050.00 EUR 75.0000% 2,115,787.50 EUR
MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 Loan Senior Secured United Kingdom B2 2,821,050.00 EUR 75.0000% 2,115,787.50 EUR
Neggio Holdings 3 GmbH - Facility B2 Negg_FacB2 Loan Senior Secured Germany Ba3 1,250,000.00 EUR 65.0000% 812,500.00 EUR
Neggio Holdings 3 GmbH - Facility C2 Negg_FacC2 Loan Senior Secured Germany Ba3 1,250,000.00 EUR 65.0000% 812,500.00 EUR
Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB Loan Senior Secured Germany Ba3 3,600,000.00 EUR 65.0000% 2,340,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC Loan Senior Secured Germany Ba3 3,600,000.00 EUR 65.0000% 2,340,000.00 EUR
Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 Loan Senior Secured France B2 3,598,432.52 EUR 50.0000% 1,799,216.26 EUR
Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 Loan Senior Secured France B2 569,563.63 EUR 50.0000% 284,781.82 EUR
Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 Loan Senior Secured France B2 3,598,432.52 EUR 50.0000% 1,799,216.26 EUR
Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 Loan Senior Secured France B2 569,563.63 EUR 50.0000% 284,781.82 EUR
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 Loan Senior Secured Denmark Ba3 4,467,835.34 EUR 50.0000% 2,233,917.67 EUR
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 Loan Senior Secured Denmark Ba3 4,786,546.13 EUR 50.0000% 2,393,273.07 EUR
Orangina - Facility B1 BlackL_TLB1 Loan Senior Secured France B1 150,000.00 EUR 50.0000% 75,000.00 EUR
Orangina - Facility B5a BlackL_TLB5a Loan Senior Secured France B1 9,296,875.00 EUR 50.0000% 4,648,437.50 EUR
Orangina - Facility B5b BlackL_TLB5b Loan Senior Secured France B1 703,125.00 EUR 50.0000% 351,562.50 EUR
Orangina - Facility C1 BlackL_TLC1 Loan Senior Secured France B1 974,809.37 EUR 50.0000% 487,404.69 EUR
Orangina - Facility C2 BlackL_TLC2 Loan Senior Secured France B1 555,131.22 EUR 50.0000% 277,565.61 EUR
Pages Jaunes Group S.A - Term A PagesJaunes_TermA Loan Senior Secured France B3 3,000,000.00 EUR 50.0000% 1,500,000.00 EUR
PFCAPITALSARL - Term Loan B1a PFCAPITL_TB1A Loan Senior Secured Germany B2 826,993.35 EUR 65.0000% 537,545.68 EUR
PFCAPITALSARL - Term Loan B1c PFCAPTL_B1C Loan Senior Secured Germany B2 257,163.88 EUR 65.0000% 167,156.52 EUR
PFCAPITALSARL - Term Loan B1e PFCAPTL_TB1E Loan Senior Secured Germany B2 495,075.39 EUR 65.0000% 321,799.01 EUR

Moody's Recovery
PFCAPITALSARL - Term Loan B1f PFCAPTL_TLB1F Loan Senior Secured Germany B2 397,401.72 EUR 65.0000% 258,311.12 EUR
PFCAPITALSARL - Term Loan C1 PFCAPITL_TLC1 Loan Senior Secured Germany B2 373,688.57 EUR 65.0000% 242,897.57 EUR
PFCAPITALSARL - Term Loan C2 PFCAPTL_TC2 Loan Senior Secured Germany B2 138,830.41 EUR 65.0000% 90,239.76 EUR
PFCAPITALSARL - Term Loan C3 PFCAPITL_TLC3 Loan Senior Secured Germany B2 288,292.88 EUR 65.0000% 187,390.37 EUR
PFCAPITALSARL - Term Loan C4 PFCAPITL_TLC4 Loan Senior Secured Germany B2 1,174,226.77 EUR 65.0000% 763,247.40 EUR
PFCAPITALSARL - Term Loan D PFCAPITL_TLD Loan Senior Unsecured Germany B2 2,000,000.00 EUR 45.0000% 900,000.00 EUR
PPE - Term B ppe_tb Loan Senior Secured Spain Caa1 4,018,608.43 EUR 50.0000% 2,009,304.22 EUR
PPE - Term C ppe_tc Loan Senior Secured Spain Caa1 1,569,017.30 EUR 50.0000% 784,508.65 EUR
Project Alpha III - Term B3 ProjectAlpha_B3 Loan Senior Secured United Kingdom B1 7,500,000.00 EUR 75.0000% 5,625,000.00 EUR
Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 Loan Senior Unsecured Sweden B2 1,311,351.94 EUR 45.0000% 590,108.37 EUR
Qidnax - Mezzanine Facility B Qidnax_Mezz B Loan Senior Unsecured Sweden B2 1,917,168.50 EUR 45.0000% 862,725.82 EUR
Qidnax - Term Loan B2 LX070674 Loan Senior Secured Sweden B2 1,676,663.38 EUR 65.0000% 1,089,831.20 EUR
Qidnax - Term Loan C2 Qidnax_TLC2 Loan Senior Secured Sweden B2 1,676,663.38 EUR 65.0000% 1,089,831.20 EUR
Rank Holdings I SA - Term Loan BI RankHold_TLBI Loan Senior Secured Switzerland B1 1,179,422.50 EUR 65.0000% 766,624.63 EUR
Rank Holdings I SA - Term Loan BII RankHold_TLBII Loan Senior Secured Switzerland B1 57,745.53 EUR 65.0000% 37,534.59 EUR
Rank Holdings I SA - Term Loan CI RankHold_TLCI Loan Senior Secured Switzerland B1 1,237,168.03 EUR 65.0000% 804,159.22 EUR
Rotac Holding AB - Term Loan B1 Rotac_TLB1 Loan Senior Secured Sweden B1 3,750,000.00 EUR 65.0000% 2,437,500.00 EUR
Rotac Holding AB - Term Loan C1 Rotac_TLC1 Loan Senior Secured Sweden B1 3,456,521.74 EUR 65.0000% 2,246,739.13 EUR
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR Loan Senior Secured Ireland Ba3 3,500,000.00 EUR 65.0000% 2,275,000.00 EUR
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR Loan Senior Secured Ireland Ba3 3,500,000.00 EUR 65.0000% 2,275,000.00 EUR
Spiinnaker - Tranche E1 Spinnaker_TE1 Loan Senior Secured Spain Caa2 423,544.57 EUR 50.0000% 211,772.29 EUR
Spiinnaker - Tranche E2 Spinnaker_TE2 Loan Senior Secured Spain Caa2 423,544.57 EUR 50.0000% 211,772.29 EUR
Spiinnaker - Tranche F1 Spinnaker_TrF1 Loan Senior Secured Spain Caa2 3,989,591.20 EUR 50.0000% 1,994,795.60 EUR
Spiinnaker - Tranche F2 Spinnaker_TrF2 Loan Senior Secured Spain Caa2 3,989,591.20 EUR 50.0000% 1,994,795.60 EUR
Springer Science - Term Loan B1 Springer_TB1 Loan Senior Secured Germany B2 937,634.35 EUR 65.0000% 609,462.33 EUR
Springer Science - Term Loan C1 Springer_C1 Loan Senior Secured Germany B2 808,316.40 EUR 65.0000% 525,405.66 EUR
Springer Science - Term Loan E1 Springer_E1 Loan Senior Secured Germany B2 1,163,963.79 EUR 65.0000% 756,576.46 EUR
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP Loan Senior Secured United States B2 2,152,206.00 EUR 70.0000% 1,506,544.20 EUR
Telenet Bidco NV - Term Loan C Telenet-TLC- Loan Senior Secured Belgium Ba3 2,000,000.00 EUR 50.0000% 1,000,000.00 EUR
Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 Loan Senior Secured United Kingdom B2 6,165,561.50 EUR 75.0000% 4,624,171.13 EUR
TYROLACQUISITION2SAS - Second Lien TYROLACQ2_2L Loan Senior Unsecured France B2 1,750,000.00 EUR 35.0000% 612,500.00 EUR
TYROLACQUISITION2SAS - Term B TYROLACQ2_TB Loan Senior Secured France B2 5,000,000.00 EUR 50.0000% 2,500,000.00 EUR
TYROLACQUISITION2SAS - Term C TYROLACQ2_TC Loan Senior Secured France B2 5,000,000.00 EUR 50.0000% 2,500,000.00 EUR
United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 Loan Senior Secured United Kingdom B1 6,269,000.00 EUR 75.0000% 4,701,750.00 EUR
UPC Financing - Term Loan M UPC_TLM Loan Senior Secured Netherlands B1 5,000,000.00 EUR 75.0000% 3,750,000.00 EUR
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 Loan Senior Secured United Kingdom Ba3 1,417,606.40 EUR 75.0000% 1,063,204.80 EUR
Virgin Media Investment Holdings Limited - Term Loan B11 - VirginMedia_B5Swap_HSAM2008 Loan Senior Secured United Kingdom Ba3 2,787,959.25 EUR 75.0000% 2,090,969.44 EUR
Eur/Swap
Virgin Media Investment Holdings Limited - Term Loan B7 - Virgin_B1Swap_HSAM2008 Loan Senior Secured United Kingdom Ba3 1,734,290.00 EUR 75.0000% 1,300,717.50 EUR
Eur/Swap
Virgin Media Investment Holdings Limited - Term Loan B8 - Virgin_B2Swap_HSAM2008 Loan Senior Secured United Kingdom Ba3 2,027,110.00 EUR 75.0000% 1,520,332.50 EUR
Eur/Swap
Vivarte - Term Loan B1 Vivarte_B Loan Senior Secured France B2 3,750,000.00 EUR 50.0000% 1,875,000.00 EUR
Vivarte - Term Loan C1 Vivarte_C Loan Senior Secured France B2 3,750,000.00 EUR 50.0000% 1,875,000.00 EUR
WAM - Additional Term B1 WAMACQ_AB1 Loan Senior Secured Spain B1 1,000,000.00 EUR 50.0000% 500,000.00 EUR
WAM - Additional Term C1 WAMACQ-AC1 Loan Senior Secured Spain B1 1,000,000.00 EUR 50.0000% 500,000.00 EUR
WAM - Term Loan B1 WAM_B1 Loan Senior Secured Spain B1 1,500,000.00 EUR 50.0000% 750,000.00 EUR
WAM - Term Loan B3 WAMACQ_TLB3 Loan Senior Secured Spain B1 1,474,324.32 EUR 50.0000% 737,162.16 EUR
WAM - Term Loan B4 WAMACQ_TLB4 Loan Senior Secured Spain B1 1,861,737.42 EUR 50.0000% 930,868.71 EUR
WAM - Term Loan C1 WAM_C1 Loan Senior Secured Spain B1 1,500,000.00 EUR 50.0000% 750,000.00 EUR
WAM - Term Loan C3 WAMACQ_TLC3 Loan Senior Secured Spain B1 1,474,324.32 EUR 50.0000% 737,162.16 EUR
WAM - Term Loan C4 WAMACQ_TLC4 Loan Senior Secured Spain B1 1,861,737.32 EUR 50.0000% 930,868.66 EUR
World Directories Acquisition Corp. - Facility 1 wdac_facility1 Loan Senior Secured Netherlands B2 7,000,000.00 EUR 75.0000% 5,250,000.00 EUR
Xstrata - Tranche B1 Fin Spie_TLB Loan Senior Secured France B2 2,058,626.27 EUR 50.0000% 1,029,313.14 EUR
Xstrata - Tranche B3 Fin Spie_TLB3 Loan Senior Secured France B2 2,058,626.27 EUR 50.0000% 1,029,313.14 EUR

Moody's Recovery
Yellow Brick Road - Term Loan B2 YBR_B2 Loan Senior Secured Netherlands B2 910,346.00 EUR 75.0000% 682,759.50 EUR
Yellow Brick Road - Term Loan C2 YBR_C2 Loan Senior Secured Netherlands B2 629,020.02 EUR 75.0000% 471,765.02 EUR
Yellow Brick Road - Tranche B YBR_TLB Loan Senior Secured Netherlands B2 2,862,783.35 EUR 75.0000% 2,147,087.51 EUR
Yellow Brick Road - Tranche C YBR_TLC Loan Senior Secured Netherlands B2 3,631,216.65 EUR 75.0000% 2,723,412.49 EUR
YPSO Hold - B Acq 1 YPSO_B ACQ 1 Loan Senior Secured France B1 864,300.36 EUR 50.0000% 432,150.18 EUR
YPSO Hold - B Acq 2 YPSO_B Acq 2 Loan Senior Secured France B1 1,309,353.60 EUR 50.0000% 654,676.80 EUR
YPSO Hold - B Recap 1 YPSOHolding_TBRecap1 Loan Senior Secured France B1 2,728,582.46 EUR 50.0000% 1,364,291.23 EUR
YPSO Hold - B Recap 2 YPSOHolding_TBRecap2 Loan Senior Secured France B1 97,763.58 EUR 50.0000% 48,881.79 EUR
YPSO Hold - C Acq Ypso_CAcq Loan Senior Secured France B1 1,390,000.00 EUR 50.0000% 695,000.00 EUR
YPSO Hold - C Recap Ypso_CRecap Loan Senior Secured France B1 2,610,000.00 EUR 50.0000% 1,305,000.00 EUR
Subtotal 381,028,423.73 EUR 221,205,587.88 EUR

The S&P Minimum Weighted Average Recovery Rate Test For Class A Notes
Report Summary
Report Total Recovery Total Recovery Rate

Requirement
Asset S&P Recovery

Security Security ID Type Security Level S&P Country Rating Principal Balance Rate Recovery Amount
Cov Lite Loans Loans - Country Group-A

Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 Loan Senior Secured United Kingdom B+ 6,165,561.50 EUR 61.0000% 3,760,992.52 EUR
World Directories Acquisition Corp. - Facility 1 wdac_facility1 Loan Senior Secured Netherlands B 7,000,000.00 EUR 61.0000% 4,270,000.00 EUR
Cov Lite Loans Loans - Country Group-A Subtotal 13,165,561.50 EUR 8,030,992.52 EUR
Cov Lite Loans Loans - Country Group-B

COGNIS - Term A COGNIS&MACANY_TLA Loan Senior Secured Germany B 982,367.86 EUR 50.0000% 491,183.93 EUR
COGNIS - Term B COGNIS&MACANY_TLB Loan Senior Secured Germany B 3,017,632.14 EUR 50.0000% 1,508,816.07 EUR
Cov Lite Loans Loans - Country Group-B Subtotal 4,000,000.00 EUR 2,000,000.00 EUR
Mezzanine Loans - Country Group-A

ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 Loan Senior Unsecured United Kingdom BBB- 7,839,647.44 EUR 45.0000% 3,527,841.35 EUR
CASTLEBIDCOLTD - Second Lien - Eur/Swap CastBidco_SecLien_EurSwap_HSAM2008 Loan Senior Unsecured United Kingdom D 1,880,700.00 EUR 45.0000% 846,315.00 EUR
Mother Bidco Limited - Second Lien Term Loan - Eur/Swap Mther_Bidco_2ndLienSwap_Halcy2008 Loan Senior Unsecured United Kingdom CCC+ 5,717,916.14 EUR 45.0000% 2,573,062.26 EUR
Mezzanine Loans - Country Group-A Subtotal 15,438,263.58 EUR 6,947,218.61 EUR
Mezzanine Loans - Country Group-B

Chaterhouse - Second Lien ChartHouse_2L Loan Senior Unsecured Germany B 5,500,000.00 EUR 40.0000% 2,200,000.00 EUR
Financiere Daunou 9 S.AR.L - Term Loan D1 FinDaunou9_TLD1 Loan Senior Unsecured Germany CCC+ 969,230.77 EUR 40.0000% 387,692.31 EUR
ISSHOLDA/S - Term Loan D ISS_TL D Loan Senior Unsecured Denmark BB- 4,000,000.00 EUR 40.0000% 1,600,000.00 EUR
Lavena - Mezzanine Lavena_Mezz Loan Senior Unsecured Germany CCC+ 1,666,045.69 EUR 40.0000% 666,418.28 EUR
Lavena - Second Lien Lavena_TD Loan Senior Unsecured Germany CCC+ 1,800,528.97 EUR 40.0000% 720,211.59 EUR
PFCAPITALSARL - Term Loan D PFCAPITL_TLD Loan Senior Unsecured Germany B 2,000,000.00 EUR 40.0000% 800,000.00 EUR
Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 Loan Senior Unsecured Sweden BB- 1,311,351.94 EUR 40.0000% 524,540.78 EUR
Qidnax - Mezzanine Facility B Qidnax_Mezz B Loan Senior Unsecured Sweden BB- 1,917,168.50 EUR 40.0000% 766,867.40 EUR
Mezzanine Loans - Country Group-B Subtotal 19,695,095.10 EUR 7,878,038.04 EUR
Mezzanine Loans - Country Group-C

BCV Investments S.C.A - Second Lien BCV Investments_2ndLien Loan Senior Unsecured Italy B 4,500,000.00 EUR 35.0000% 1,575,000.00 EUR
Capio - Second Lien Tr2 OPICAAB_SLT2 Loan Senior Unsecured France B- 1,000,000.00 EUR 35.0000% 350,000.00 EUR
Ferretti S.P.A - Mezzanine FerrettiSPA_Mezz Loan Senior Unsecured Italy B 1,000,000.00 EUR 35.0000% 350,000.00 EUR
TYROLACQUISITION2SAS - Second Lien TYROLACQ2_2L Loan Senior Unsecured France BB- 1,750,000.00 EUR 35.0000% 612,500.00 EUR
Mezzanine Loans - Country Group-C Subtotal 8,250,000.00 EUR 2,887,500.00 EUR
Senior Secured Loans - Country Group-A

Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) Loan Senior Secured Netherlands B 4,086,753.73 EUR 68.0000% 2,778,992.54 EUR
Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) Loan Senior Secured Netherlands B 4,086,753.73 EUR 68.0000% 2,778,992.54 EUR
Amsterdamse Beheer - Term B1 Amsterdam_B1 Loan Senior Secured Netherlands B 506,747.66 EUR 68.0000% 344,588.41 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I The S&P Minimum Page 1
Asset S&P Recovery
Amsterdamse Beheer - Term B2 Amsterdam_B2 Loan Senior Secured Netherlands B 256,498.61 EUR 68.0000% 174,419.05 EUR
Amsterdamse Beheer - Term C Amsterdam_TermC Loan Senior Secured Netherlands B 763,246.27 EUR 68.0000% 519,007.46 EUR
Autobar - Tranche B Charden_TLB Loan Senior Secured Netherlands B 2,911,542.49 EUR 68.0000% 1,979,848.90 EUR
Autobar - Tranche C Charden_TLC Loan Senior Secured Netherlands B 2,911,542.49 EUR 68.0000% 1,979,848.90 EUR
AVR Acquisitions - Term B3A avr_b3a Loan Senior Secured Netherlands B 4,710,694.49 EUR 68.0000% 3,203,272.25 EUR
AVR Acquisitions - Term B3B avr_b3b Loan Senior Secured Netherlands B 143,866.91 EUR 68.0000% 97,829.50 EUR
AVR Acquisitions - Term B3C avr_b3c Loan Senior Secured Netherlands B 389,244.49 EUR 68.0000% 264,686.25 EUR
AVR Acquisitions - Term B3D AVR_TL_B3D Loan Senior Secured Netherlands B 457,566.97 EUR 68.0000% 311,145.54 EUR
AVR Acquisitions - Term Loan B AVR_TLB Loan Senior Secured Netherlands B 878,924.15 EUR 68.0000% 597,668.42 EUR
AVR Acquisitions - Term Loan C AVR_TLC Loan Senior Secured Netherlands B 3,180,297.00 EUR 68.0000% 2,162,601.96 EUR
BCM Ireland Finance - Facility B BCM_B Loan Senior Secured Ireland B+ 2,462,068.60 EUR 68.0000% 1,674,206.64 EUR
BCM Ireland Finance - Facility C BCM_C Loan Senior Secured Ireland B+ 2,462,343.10 EUR 68.0000% 1,674,393.31 EUR
CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl Loan Senior Secured Netherlands B 1,217,254.04 EUR 68.0000% 827,732.75 EUR
CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl Loan Senior Secured Netherlands B 1,098,247.30 EUR 68.0000% 746,808.16 EUR
CEVAGROUPPLC - EURO pre-funded LC facility Lous_LC Loan Senior Secured Netherlands B 1,065,290.91 EUR 68.0000% 724,397.82 EUR
Ineos Group - Term Loan B1 Ineos_TB1 Loan Senior Secured United Kingdom B 1,613,634.99 EUR 68.0000% 1,097,271.79 EUR
Ineos Group - Term Loan B3 Ineos_TLB3 Loan Senior Secured United Kingdom B 823,713.92 EUR 68.0000% 560,125.47 EUR
Ineos Group - Term Loan C1 Ineos_TC1 Loan Senior Secured United Kingdom B 1,613,842.89 EUR 68.0000% 1,097,413.17 EUR
Ineos Group - Term Loan C3 Ineos_TLC3 Loan Senior Secured United Kingdom B 823,713.92 EUR 68.0000% 560,125.47 EUR
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL Loan Senior Secured Netherlands B 611,740.30 EUR 68.0000% 415,983.40 EUR
LYONDELLBASELL - German Tranche B3 LyondellBasell_GermanB3 Loan Senior Secured Netherlands D 3,979,924.76 EUR 68.0000% 2,706,348.84 EUR
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 Loan Senior Secured England B- 3,631,289.88 EUR 68.0000% 2,469,277.12 EUR
MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 Loan Senior Secured United Kingdom B- 4,885,089.00 EUR 68.0000% 3,321,860.52 EUR
Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP Loan Senior Secured United Kingdom B 1,335,671.55 EUR 68.0000% 908,256.65 EUR
Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP Loan Senior Secured United Kingdom B 781,391.39 EUR 68.0000% 531,346.15 EUR
MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 Loan Senior Secured United Kingdom B- 2,821,050.00 EUR 68.0000% 1,918,314.00 EUR
MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 Loan Senior Secured United Kingdom B- 2,821,050.00 EUR 68.0000% 1,918,314.00 EUR
Mother Bidco Limited - Term Loan B - Eur/Swap Mther_Bidco_TLBSwap_Halcy2008 Loan Senior Secured United Kingdom CCC+ 1,270,648.03 EUR 68.0000% 864,040.66 EUR
Mother Bidco Limited - Term Loan C - Eur/sWAP Mther_Bidco_TLCswap_Halcy2008 Loan Senior Secured United Kingdom CCC+ 1,270,648.03 EUR 68.0000% 864,040.66 EUR
Project Alpha III - Term B3 ProjectAlpha_B3 Loan Senior Secured United Kingdom B+ 7,500,000.00 EUR 68.0000% 5,100,000.00 EUR
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR Loan Senior Secured Ireland BB 3,500,000.00 EUR 68.0000% 2,380,000.00 EUR
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR Loan Senior Secured Ireland BB 3,500,000.00 EUR 68.0000% 2,380,000.00 EUR
United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 Loan Senior Secured United Kingdom B 6,269,000.00 EUR 68.0000% 4,262,920.00 EUR
UPC Financing - Term Loan M UPC_TLM Loan Senior Secured Netherlands B+ 5,000,000.00 EUR 68.0000% 3,400,000.00 EUR
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 Loan Senior Secured United Kingdom B+ 1,417,606.40 EUR 68.0000% 963,972.35 EUR
Virgin Media Investment Holdings Limited - Term Loan B11 - VirginMedia_B5Swap_HSAM2008 Loan Senior Secured United Kingdom B+ 2,787,959.25 EUR 68.0000% 1,895,812.29 EUR
Eur/Swap
Virgin Media Investment Holdings Limited - Term Loan B7 - Virgin_B1Swap_HSAM2008 Loan Senior Secured United Kingdom B+ 1,734,290.00 EUR 68.0000% 1,179,317.20 EUR
Eur/Swap
Virgin Media Investment Holdings Limited - Term Loan B8 - Virgin_B2Swap_HSAM2008 Loan Senior Secured United Kingdom B+ 2,027,110.00 EUR 68.0000% 1,378,434.80 EUR
Eur/Swap
Yellow Brick Road - Term Loan B2 YBR_B2 Loan Senior Secured Netherlands B 910,346.00 EUR 68.0000% 619,035.28 EUR
Yellow Brick Road - Term Loan C2 YBR_C2 Loan Senior Secured Netherlands B 629,020.02 EUR 68.0000% 427,733.61 EUR
Yellow Brick Road - Tranche B YBR_TLB Loan Senior Secured Netherlands B 2,862,783.35 EUR 68.0000% 1,946,692.68 EUR
Yellow Brick Road - Tranche C YBR_TLC Loan Senior Secured Netherlands B 3,631,216.65 EUR 68.0000% 2,469,227.32 EUR
Senior Secured Loans - Country Group-A Subtotal 103,641,623.26 EUR 70,476,303.82 EUR
Senior Secured Loans - Country Group-B

Aster 1 SA - Term Loan A1 Germany Aster_A1g Loan Senior Secured Luxembourg B+ 1,005,778.26 EUR 56.0000% 563,235.83 EUR
Aster 1 SA - Term Loan A2 Brussels Aster_A2b Loan Senior Secured Luxembourg B+ 622,243.33 EUR 56.0000% 348,456.26 EUR
Aster 1 SA - Term Loan A3 Aster_A3 Loan Senior Secured Luxembourg B+ 232,257.29 EUR 56.0000% 130,064.08 EUR
Aster 1 SA - Term Loan A4 Brussels Aster_A4b Loan Senior Secured Luxembourg B+ 1,076.81 EUR 56.0000% 603.01 EUR
Aster 1 SA - Term Loan A4 Germany Aster_A4g Loan Senior Secured Luxembourg B+ 51,479.56 EUR 56.0000% 28,828.55 EUR
Aster 1 SA - Term Loan B1 French Aster_B1F Loan Senior Secured Luxembourg B+ 15,587.72 EUR 56.0000% 8,729.12 EUR
Aster 1 SA - Term Loan B1 German Aster_B1G Loan Senior Secured Luxembourg B+ 264,441.70 EUR 56.0000% 148,087.35 EUR
Asset S&P Recovery
Aster 1 SA - Term Loan B1 Italian Aster_B1it Loan Senior Secured Luxembourg B+ 150,270.88 EUR 56.0000% 84,151.69 EUR
Aster 1 SA - Term Loan B1 Spain Aster_B1sp Loan Senior Secured Luxembourg B+ 8,661.47 EUR 56.0000% 4,850.42 EUR
Aster 1 SA - Term Loan B1 UK Aster_B1uk Loan Senior Secured Luxembourg B+ 45,121.65 EUR 56.0000% 25,268.12 EUR
Aster 1 SA - Term Loan B2 Belgium Aster_B2B Loan Senior Secured Luxembourg B+ 531,355.90 EUR 56.0000% 297,559.30 EUR
Aster 1 SA - Term Loan B2 Netherlands Aster_B2N Loan Senior Secured Luxembourg B+ 86,897.22 EUR 56.0000% 48,662.44 EUR
Aster 1 SA - Term Loan B3 Aster_TLB3 Loan Senior Secured Luxembourg B+ 404,572.06 EUR 56.0000% 226,560.35 EUR
Aster 1 SA - Term Loan B4 Belgium Aster_B4B Loan Senior Secured Luxembourg B+ 13,397.65 EUR 56.0000% 7,502.68 EUR
Aster 1 SA - Term Loan B4 French Aster_B4F Loan Senior Secured Luxembourg B+ 430.08 EUR 56.0000% 240.84 EUR
Aster 1 SA - Term Loan B4 German Undrawn ASTER1_TLB4UD Loan Senior Secured Luxembourg B+ 12,288.04 EUR 56.0000% 6,881.30 EUR
Aster 1 SA - Term Loan B4 Netherlands Aster_B4N Loan Senior Secured Luxembourg B+ 2,280.57 EUR 56.0000% 1,277.12 EUR
Aster 1 SA - Term Loan B4 Spain Aster_B4S Loan Senior Secured Luxembourg B+ 238.97 EUR 56.0000% 133.82 EUR
Aster 1 SA - Term Loan B4 UK Aster_B4U Loan Senior Secured Luxembourg B+ 1,244.94 EUR 56.0000% 697.17 EUR
Aster 1 SA - Term Loan C1 French Aster_C1F Loan Senior Secured Luxembourg B+ 15,587.72 EUR 56.0000% 8,729.12 EUR
Aster 1 SA - Term Loan C1 German Aster_C1G Loan Senior Secured Luxembourg B+ 264,441.70 EUR 56.0000% 148,087.35 EUR
Aster 1 SA - Term Loan C1 Italian Aster_C1I Loan Senior Secured Luxembourg B+ 156,500.75 EUR 56.0000% 87,640.42 EUR
Aster 1 SA - Term Loan C1 Spain Aster_C1S Loan Senior Secured Luxembourg B+ 8,661.47 EUR 56.0000% 4,850.42 EUR
Aster 1 SA - Term Loan C1 UK Aster_C1uk Loan Senior Secured Luxembourg B+ 45,121.65 EUR 56.0000% 25,268.12 EUR
Aster 1 SA - Term Loan C2 Belgium Aster_C2B Loan Senior Secured Luxembourg B+ 531,355.90 EUR 56.0000% 297,559.30 EUR
Aster 1 SA - Term Loan C2 Netherlands Aster_C2N Loan Senior Secured Luxembourg B+ 86,897.22 EUR 56.0000% 48,662.44 EUR
Aster 1 SA - Term Loan C3 Aster_TLC3 Loan Senior Secured Luxembourg B+ 404,572.06 EUR 56.0000% 226,560.35 EUR
Aster 1 SA - Term Loan C4 Belgium Aster_C4B Loan Senior Secured Luxembourg B+ 13,397.65 EUR 56.0000% 7,502.68 EUR
Aster 1 SA - Term Loan C4 French Aster_C4F Loan Senior Secured Luxembourg B+ 430.08 EUR 56.0000% 240.84 EUR
Aster 1 SA - Term Loan C4 German Undrawn ASTER_TLC4GUD Loan Senior Secured Luxembourg B+ 12,288.04 EUR 56.0000% 6,881.30 EUR
Aster 1 SA - Term Loan C4 Netherlands Aster_C4N Loan Senior Secured Luxembourg B+ 2,280.57 EUR 56.0000% 1,277.12 EUR
Aster 1 SA - Term Loan C4 Spain Aster_C4S Loan Senior Secured Luxembourg B+ 238.97 EUR 56.0000% 133.82 EUR
Aster 1 SA - Term Loan C4 UK Aster_C4U Loan Senior Secured Luxembourg B+ 1,244.94 EUR 56.0000% 697.17 EUR
Brenn - Acquisition Facility 2 Brentag_acqfac Loan Senior Secured Germany B 4,587,634.71 EUR 56.0000% 2,569,075.44 EUR
Brenn - Facility B3 EUR Brenntag_B3EUR Loan Senior Secured Germany B 1,000,000.00 EUR 56.0000% 560,000.00 EUR
Brenn - Facility C1 Brentagg_fac.C1 Loan Senior Secured Germany B 1,563,127.46 EUR 56.0000% 875,351.38 EUR
Brenn - Facility C2 Brenntag_fac.C2 Loan Senior Secured Germany B 436,872.54 EUR 56.0000% 244,648.62 EUR
BRENNTAGFINANCECOIISARL - Acquisition Facility 2 BRENNTAGF_AF2 Loan Senior Secured Germany B 280,771.41 EUR 56.0000% 157,231.99 EUR
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 Loan Senior Secured Germany B 1,131,593.88 EUR 56.0000% 633,692.57 EUR
CBRFASHIONGMBH - Term Loan B CBRFASHN_TLB Loan Senior Secured Germany B 1,875,000.00 EUR 56.0000% 1,050,000.00 EUR
CBRFASHIONGMBH - Term Loan C LX068781 Loan Senior Secured Germany B 1,725,000.00 EUR 56.0000% 966,000.00 EUR
Chaterhouse - Term Loan B1 - Acquico Charterhouse_TLB1_Acq Loan Senior Secured Germany B 1,251,391.54 EUR 56.0000% 700,779.26 EUR
Chaterhouse - Term Loan B2 Charterhouse_TLB2 Loan Senior Secured Germany B 248,608.46 EUR 56.0000% 139,220.74 EUR
Cortefiel - Facility B1 CORTEFIEL_B1 Loan Senior Secured Spain B 2,859,901.10 EUR 56.0000% 1,601,544.62 EUR
Demeter - Facility B DEMETERIB_FB Loan Senior Secured Spain B+ 1,500,000.00 EUR 56.0000% 840,000.00 EUR
Demeter - Facility C DEMETERIB_FC Loan Senior Secured Spain B+ 1,500,000.00 EUR 56.0000% 840,000.00 EUR
DSBG - Term B dsbg_tb Loan Senior Secured Spain B+ 1,375,000.00 EUR 56.0000% 770,000.00 EUR
DSBG - Term C dsbg_tc Loan Senior Secured Spain B+ 1,375,000.00 EUR 56.0000% 770,000.00 EUR
Elster - Term B1 ELSTERGRP_B1 Loan Senior Secured Germany B+ 1,802,099.05 EUR 56.0000% 1,009,175.47 EUR
Elster - Term C1 ELSTERGRP_C1 Loan Senior Secured Germany B+ 1,802,099.05 EUR 56.0000% 1,009,175.47 EUR
Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 Loan Senior Secured Germany B+ 457,418.82 EUR 56.0000% 256,154.54 EUR
Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 Loan Senior Secured Germany B+ 457,418.82 EUR 56.0000% 256,154.54 EUR
Escaline S.a.r.l - Term B Escaline_TermB Loan Senior Secured Germany B- 1,503,773.95 EUR 56.0000% 842,113.41 EUR
Escaline S.a.r.l - Term C Escaline_TermC Loan Senior Secured Germany B- 1,503,773.95 EUR 56.0000% 842,113.41 EUR
Fresenius SE - Additional Tranche B1 Euro Term Loan FreseniusSE_AddB1Euro Loan Senior Secured Germany BB 1,000,000.00 EUR 56.0000% 560,000.00 EUR
Asset S&P Recovery
Lavena - Term B Holdco Lavena_HoldcoB Loan Senior Secured Germany CCC+ 2,638,722.29 EUR 56.0000% 1,477,684.48 EUR
Lavena - Term C Holdco Lavena_HoldcoC Loan Senior Secured Germany CCC+ 2,638,722.28 EUR 56.0000% 1,477,684.48 EUR
Neggio Holdings 3 GmbH - Facility B2 Negg_FacB2 Loan Senior Secured Germany BB 1,250,000.00 EUR 56.0000% 700,000.00 EUR
Neggio Holdings 3 GmbH - Facility C2 Negg_FacC2 Loan Senior Secured Germany BB 1,250,000.00 EUR 56.0000% 700,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB Loan Senior Secured Germany BB 3,600,000.00 EUR 56.0000% 2,016,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC Loan Senior Secured Germany BB 3,600,000.00 EUR 56.0000% 2,016,000.00 EUR
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 Loan Senior Secured Denmark BB- 4,467,835.34 EUR 56.0000% 2,501,987.79 EUR
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 Loan Senior Secured Denmark BB- 4,786,546.13 EUR 56.0000% 2,680,465.83 EUR
PFCAPITALSARL - Term Loan B1a PFCAPITL_TB1A Loan Senior Secured Germany B 826,993.35 EUR 56.0000% 463,116.27 EUR
PFCAPITALSARL - Term Loan B1c PFCAPTL_B1C Loan Senior Secured Germany B 257,163.88 EUR 56.0000% 144,011.77 EUR
PFCAPITALSARL - Term Loan B1e PFCAPTL_TB1E Loan Senior Secured Germany B 495,075.39 EUR 56.0000% 277,242.22 EUR
PFCAPITALSARL - Term Loan B1f PFCAPTL_TLB1F Loan Senior Secured Germany B 397,401.72 EUR 56.0000% 222,544.96 EUR
PFCAPITALSARL - Term Loan C1 PFCAPITL_TLC1 Loan Senior Secured Germany B 373,688.57 EUR 56.0000% 209,265.60 EUR
PFCAPITALSARL - Term Loan C2 PFCAPTL_TC2 Loan Senior Secured Germany B 138,830.41 EUR 56.0000% 77,745.03 EUR
PFCAPITALSARL - Term Loan C3 PFCAPITL_TLC3 Loan Senior Secured Germany B 288,292.88 EUR 56.0000% 161,444.02 EUR
PFCAPITALSARL - Term Loan C4 PFCAPITL_TLC4 Loan Senior Secured Germany B 1,174,226.77 EUR 56.0000% 657,566.99 EUR
PPE - Term B ppe_tb Loan Senior Secured Spain CCC+ 4,018,608.43 EUR 56.0000% 2,250,420.72 EUR
PPE - Term C ppe_tc Loan Senior Secured Spain CCC+ 1,569,017.30 EUR 56.0000% 878,649.69 EUR
Qidnax - Term Loan B2 LX070674 Loan Senior Secured Sweden BB- 1,676,663.38 EUR 56.0000% 938,931.49 EUR
Qidnax - Term Loan C2 Qidnax_TLC2 Loan Senior Secured Sweden BB- 1,676,663.38 EUR 56.0000% 938,931.49 EUR
Rotac Holding AB - Term Loan B1 Rotac_TLB1 Loan Senior Secured Sweden B- 3,750,000.00 EUR 56.0000% 2,100,000.00 EUR
Rotac Holding AB - Term Loan C1 Rotac_TLC1 Loan Senior Secured Sweden B- 3,456,521.74 EUR 56.0000% 1,935,652.17 EUR
Spiinnaker - Tranche E1 Spinnaker_TE1 Loan Senior Secured Spain CCC- 423,544.57 EUR 56.0000% 237,184.96 EUR
Spiinnaker - Tranche E2 Spinnaker_TE2 Loan Senior Secured Spain CCC- 423,544.57 EUR 56.0000% 237,184.96 EUR
Spiinnaker - Tranche F1 Spinnaker_TrF1 Loan Senior Secured Spain CCC- 3,989,591.20 EUR 56.0000% 2,234,171.07 EUR
Spiinnaker - Tranche F2 Spinnaker_TrF2 Loan Senior Secured Spain CCC- 3,989,591.20 EUR 56.0000% 2,234,171.07 EUR
Springer Science - Term Loan B1 Springer_TB1 Loan Senior Secured Germany B 937,634.35 EUR 56.0000% 525,075.24 EUR
Springer Science - Term Loan C1 Springer_C1 Loan Senior Secured Germany B 808,316.40 EUR 56.0000% 452,657.18 EUR
Springer Science - Term Loan E1 Springer_E1 Loan Senior Secured Germany B 1,163,963.79 EUR 56.0000% 651,819.72 EUR
Telenet Bidco NV - Term Loan C Telenet-TLC- Loan Senior Secured Belgium B 2,000,000.00 EUR 56.0000% 1,120,000.00 EUR
WAM - Additional Term B1 WAMACQ_AB1 Loan Senior Secured Spain BB- 1,000,000.00 EUR 56.0000% 560,000.00 EUR
WAM - Additional Term C1 WAMACQ-AC1 Loan Senior Secured Spain BB- 1,000,000.00 EUR 56.0000% 560,000.00 EUR
WAM - Term Loan B1 WAM_B1 Loan Senior Secured Spain BB- 1,500,000.00 EUR 56.0000% 840,000.00 EUR
WAM - Term Loan B3 WAMACQ_TLB3 Loan Senior Secured Spain BB- 1,474,324.32 EUR 56.0000% 825,621.62 EUR
WAM - Term Loan B4 WAMACQ_TLB4 Loan Senior Secured Spain BB- 1,861,737.42 EUR 56.0000% 1,042,572.96 EUR
WAM - Term Loan C1 WAM_C1 Loan Senior Secured Spain BB- 1,500,000.00 EUR 56.0000% 840,000.00 EUR
WAM - Term Loan C3 WAMACQ_TLC3 Loan Senior Secured Spain BB- 1,474,324.32 EUR 56.0000% 825,621.62 EUR
WAM - Term Loan C4 WAMACQ_TLC4 Loan Senior Secured Spain BB- 1,861,737.32 EUR 56.0000% 1,042,572.90 EUR
Senior Secured Loans - Country Group-B Subtotal 114,311,603.15 EUR 64,014,497.76 EUR
Senior Secured Loans - Country Group-C

BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro Loan Senior Secured Italy B 2,239,412.91 EUR 48.0000% 1,074,918.20 EUR
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro Loan Senior Secured Italy B 2,239,412.91 EUR 48.0000% 1,074,918.20 EUR
Capio - Term Loan B1 opica_tlb1 Loan Senior Secured France B- 196,399.24 EUR 48.0000% 94,271.64 EUR
Capio - Term Loan C1 opica_tlc1 Loan Senior Secured France B- 196,399.25 EUR 48.0000% 94,271.64 EUR
FCIINTLSAS - Term Loan B3b FCISA_TLB3B Loan Senior Secured France BB- 3,987,697.43 EUR 48.0000% 1,914,094.77 EUR
Ferretti S.P.A - Tranche B Ferretti_TrB Loan Senior Secured Italy B 2,888,334.09 EUR 48.0000% 1,386,400.36 EUR
Ferretti S.P.A - Tranche C Ferretti_TrC Loan Senior Secured Italy B 2,888,334.09 EUR 48.0000% 1,386,400.36 EUR
Financiere Truck - Term Loan - Euro FinanciereTruck_TLEUR Loan Senior Secured France B+ 3,340,369.24 EUR 48.0000% 1,603,377.24 EUR
Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap Loan Senior Secured France B+ 557,215.54 EUR 48.0000% 267,463.46 EUR
Asset S&P Recovery
Fives - Term B Fives_TLB Loan Senior Secured France B+ 2,659,849.65 EUR 48.0000% 1,276,727.83 EUR
Fives - Term C Fives_TLC Loan Senior Secured France B+ 2,659,849.65 EUR 48.0000% 1,276,727.83 EUR
GGP C - B Term Loan GGP_B TL Loan Senior Secured Italy B 3,477,272.73 EUR 48.0000% 1,669,090.91 EUR
GGP C - C Term Loan GGP_C TL Loan Senior Secured Italy B 3,477,272.73 EUR 48.0000% 1,669,090.91 EUR
Holding - Additional HBI Facility B HOLDING-ADLFB Loan Senior Secured France B+ 4,546,969.70 EUR 48.0000% 2,182,545.46 EUR
Holding - Additional HBI Facility C HOLDING_ADLFC Loan Senior Secured France B+ 4,153,030.30 EUR 48.0000% 1,993,454.54 EUR
Holding - Term B1 HldgBercy_TLB1 Loan Senior Secured France B+ 1,500,000.00 EUR 48.0000% 720,000.00 EUR
Holding - Term C1 HldgBercy_TLC1 Loan Senior Secured France B+ 1,500,000.00 EUR 48.0000% 720,000.00 EUR
Materis - Term B Materis Loan Senior Secured France B 1,491,359.81 EUR 48.0000% 715,852.71 EUR
Materis - Term C Mat_TLC Loan Senior Secured France B 1,491,359.81 EUR 48.0000% 715,852.71 EUR
Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 Loan Senior Secured France B 3,598,432.52 EUR 48.0000% 1,727,247.61 EUR
Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 Loan Senior Secured France B 569,563.63 EUR 48.0000% 273,390.54 EUR
Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 Loan Senior Secured France B 3,598,432.52 EUR 48.0000% 1,727,247.61 EUR
Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 Loan Senior Secured France B 569,563.63 EUR 48.0000% 273,390.54 EUR
Orangina - Facility B1 BlackL_TLB1 Loan Senior Secured France B 150,000.00 EUR 48.0000% 72,000.00 EUR
Orangina - Facility B5a BlackL_TLB5a Loan Senior Secured France B 9,296,875.00 EUR 48.0000% 4,462,500.00 EUR
Orangina - Facility B5b BlackL_TLB5b Loan Senior Secured France B 703,125.00 EUR 48.0000% 337,500.00 EUR
Orangina - Facility C1 BlackL_TLC1 Loan Senior Secured France B 974,809.37 EUR 48.0000% 467,908.50 EUR
Orangina - Facility C2 BlackL_TLC2 Loan Senior Secured France B 555,131.22 EUR 48.0000% 266,462.99 EUR
Pages Jaunes Group S.A - Term A PagesJaunes_TermA Loan Senior Secured France B 3,000,000.00 EUR 48.0000% 1,440,000.00 EUR
Rank Holdings I SA - Term Loan BI RankHold_TLBI Loan Senior Secured Switzerland B+ 1,179,422.50 EUR 48.0000% 566,122.80 EUR
Rank Holdings I SA - Term Loan BII RankHold_TLBII Loan Senior Secured Switzerland B+ 57,745.53 EUR 48.0000% 27,717.85 EUR
Rank Holdings I SA - Term Loan CI RankHold_TLCI Loan Senior Secured Switzerland B+ 1,237,168.03 EUR 48.0000% 593,840.65 EUR
TYROLACQUISITION2SAS - Term B TYROLACQ2_TB Loan Senior Secured France BB- 5,000,000.00 EUR 48.0000% 2,400,000.00 EUR
TYROLACQUISITION2SAS - Term C TYROLACQ2_TC Loan Senior Secured France BB- 5,000,000.00 EUR 48.0000% 2,400,000.00 EUR
Vivarte - Term Loan B1 Vivarte_B Loan Senior Secured France B 3,750,000.00 EUR 48.0000% 1,800,000.00 EUR
Vivarte - Term Loan C1 Vivarte_C Loan Senior Secured France B 3,750,000.00 EUR 48.0000% 1,800,000.00 EUR
Xstrata - Tranche B1 Fin Spie_TLB Loan Senior Secured France B 2,058,626.27 EUR 48.0000% 988,140.61 EUR
Xstrata - Tranche B3 Fin Spie_TLB3 Loan Senior Secured France B 2,058,626.27 EUR 48.0000% 988,140.61 EUR
YPSO Hold - B Acq 1 YPSO_B ACQ 1 Loan Senior Secured France B 864,300.36 EUR 48.0000% 414,864.17 EUR
YPSO Hold - B Acq 2 YPSO_B Acq 2 Loan Senior Secured France B 1,309,353.60 EUR 48.0000% 628,489.73 EUR
YPSO Hold - B Recap 1 YPSOHolding_TBRecap1 Loan Senior Secured France B 2,728,582.46 EUR 48.0000% 1,309,719.58 EUR
YPSO Hold - B Recap 2 YPSOHolding_TBRecap2 Loan Senior Secured France B 97,763.58 EUR 48.0000% 46,926.52 EUR
YPSO Hold - C Acq Ypso_CAcq Loan Senior Secured France B 1,390,000.00 EUR 48.0000% 667,200.00 EUR
YPSO Hold - C Recap Ypso_CRecap Loan Senior Secured France B 2,610,000.00 EUR 48.0000% 1,252,800.00 EUR
Senior Secured Loans - Country Group-C Subtotal 102,640,970.66 EUR 49,267,665.92 EUR
Senior Secured Loans - Country Group-D

HCA Inc - Euro Term loan HCAInc_EuroTL Loan Senior Secured United States B+ 8,883,610.43 EUR 56.0000% 4,974,821.84 EUR
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 Loan Senior Secured United States CCC+ 2,969,327.02 EUR 56.0000% 1,662,823.13 EUR
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP Loan Senior Secured United States B+ 2,152,206.00 EUR 56.0000% 1,205,235.36 EUR
Senior Secured Loans - Country Group-D Subtotal 14,005,143.45 EUR 7,842,880.33 EUR
Moodys Minimum Diversity Test
Report Summary
Avg. Par Diversity

Issuer
Report Total Amount Score Requirement
Count
Out of
381,028,423.73 EUR 62 6,145,619.74 EUR 34.53 >= 35 Compliance
Industry
Principal Equivalent Diversity
SIC Description Issuer Balance % of Avg Unit Score Score
Aerospace and Defense
ADI Finance 2 Limited 7,839,647.44 EUR 1.2756 1
BCV Investments S.C.A 8,978,825.82 EUR 1.4610 1
Affiliated Issuers Principal Balance

BCV Investments S.C.A 8,978,825.82 EUR
Aerospace and Defense Subtotal 16,818,473.26 EUR 2 1.5000
Automobile
Financiere Truck 3,897,584.78 EUR 0.6342 0.6342
(Investissement) SAS
Automobile Subtotal 3,897,584.78 EUR 0.6342 0.6000
Beverage, Food and Tobacco -

Europe
Black Lion Beverages III B.V. 11,679,940.59 EUR 1.9005 1
Charden International B.V. 5,823,084.99 EUR 0.9475 0.9475
Holding Bercy Investissement 11,700,000.00 EUR 1.9038 1
S.C.A
United Biscuits 6,269,000.00 EUR 1.0201 1
Beverage, Food and Tobacco - Europe Subtotal 35,472,025.58 EUR 3.9475 2.3000
Broadcasting and Entertainment

Amsterdamse Beheer - En 9,700,000.00 EUR 1.5784 1
Consultingmaatschappij B.V.
BCM Ireland Finance 4,924,411.69 EUR 0.8013 0.8013
Escaline S.a.r.l 3,007,547.90 EUR 0.4894 0.4894
11-Feb-2009 Halcyon SAM European CLO 2008-I Moodys Minimum Diversity 1

Industry
Lavena Holding 3 GMBH 8,744,019.23 EUR 1.4228 1
MacQuarie Uk Broadcast 8,516,378.88 EUR 1.3858 1
Ventures Limited

Macquarie UK Broadcast 3,631,289.88 EUR
Enterprises Limited
MacQuarie Uk Broadcast 4,885,089.00 EUR
Ventures Limited
YPSO Holding 9,000,000.00 EUR 1.4645 1
Broadcasting and Entertainment Subtotal 43,892,357.70 EUR 5.2907 2.7667
Buildings and Real Estate - Europe

Financiere Daunou 9 S.AR.L 1,500,000.00 EUR 0.2441 0.2441
Financiere DSBG SAS 2,750,000.00 EUR 0.4475 0.4475
Materis SAS 2,982,719.63 EUR 0.4853 0.4853
Buildings and Real Estate - Europe Subtotal 7,232,719.63 EUR 1.1769 1.1000
Cargo Transport
Ceva Logistics Canada ULC 3,992,532.55 EUR 0.6497 0.6497

Ceva Group PLC 3,380,792.25 EUR
Louis Australia Holdco PTY 611,740.30 EUR
Limited
Cargo Transport Subtotal 3,992,532.55 EUR 0.6497 0.6000
Chemicals, Plastics and Rubber

Brenntag Holding GmbH & Co. 9,000,000.00 EUR 1.4645 1
KG

Brenntag (Holding) NV 1,131,593.88 EUR
(Netherlands)
Brenntag Finance Co II Sarl 280,771.41 EUR
(Luxembourg)
Brenntag Holding GmbH & Co. 7,587,634.71 EUR
KG

Industry
Cognis GMBH & Macany SARL 4,000,000.00 EUR 0.6509 0.6509
Hexion Specialty Chemicals Inc 2,969,327.02 EUR 0.4832 0.4832
Ineos Group Limited 4,874,905.72 EUR 0.7932 0.7932
Chemicals, Plastics and Rubber Subtotal 20,844,232.74 EUR 2.9273 1.9500
Containers, Packaging and Glass -

Europe
Rank Holdings I SA 2,474,336.06 EUR 0.4026 0.4026
Smurfit Kappa Acquisitions 7,000,000.00 EUR 1.1390 1
Containers, Packaging and Glass - Europe Subtotal 9,474,336.06 EUR 1.4026 1.2000
Diversified/Conglomerate
Manufacturing
Aster 1 SA 5,215,943.59 EUR 0.8487 0.8487
Diversified/Conglomerate Manufacturing Subtotal 5,215,943.59 EUR 0.8487 0.8000
Diversified/Conglomerate Service
Sungard Data Systems Inc 2,152,206.00 EUR 0.3502 0.3502
Diversified/Conglomerate Service Subtotal 2,152,206.00 EUR 0.3502 0.4000
Diversified/Conglomerate Service -
Europe
Charterhouse Inuit (Acquico) 7,000,000.00 EUR 1.1390 1
GMBH

Charterhouse Inuit (New 7,000,000.00 EUR
Luxco) SARL
Virgin Media Investment 7,966,965.65 EUR 1.2964 1

Holdings Limited
Diversified/Conglomerate Service - Europe Subtotal 14,966,965.65 EUR 2 1.5000
Ecological - Europe
AVR Acquisitions B.V. 9,760,594.01 EUR 1.5882 1
Ecological - Europe Subtotal 9,760,594.01 EUR 1 1.0000

Industry
Electronics
Elster Group GmbH 4,519,035.74 EUR 0.7353 0.7353
FCI International SAS 3,987,697.43 EUR 0.6489 0.6489
WAM Acquisition SA 11,672,123.38 EUR 1.8993 1
Electronics Subtotal 20,178,856.55 EUR 2.3842 1.7000
Finance (including structured

products)
ISS Holdings A/S 4,000,000.00 EUR 0.6509 0.6509
Finance (including structured products) Subtotal 4,000,000.00 EUR 0.6509 0.7000
Grocery - Europe
Demeter Iberia 3,000,000.00 EUR 0.4882 0.4882
Grocery - Europe Subtotal 3,000,000.00 EUR 0.4882 0.5000
Healthcare, Education and

Childcare - Europe
Fresenius 1,000,000.00 EUR 0.1627 0.1627

Fresenius SE 1,000,000.00 EUR
Opica AB 2,435,708.57 EUR 0.3963 0.3963

P & F Capital SARL 5,951,672.96 EUR 0.9684 0.9684
Pages Jaunes Group S.A 3,000,000.00 EUR 0.4882 0.4882
Rotac Holding AB 7,206,521.74 EUR 1.1726 1
Healthcare, Education and Childcare - Europe Subtotal 19,593,903.27 EUR 3.0156 2.0000
Healthcare, Education and

Childcare - North America
HCA Inc 8,883,610.43 EUR 1.4455 1
Healthcare, Education and Childcare - North America Subtotal 8,883,610.43 EUR 1 1.0000
Leisure, Amusement, Motion

Pictures, Entertainment - Europe
Ferretti S.P.A 6,776,668.18 EUR 1.1027 1
Global Garden Products C Sarl 6,954,545.46 EUR 1.1316 1
Industry
Montjeu Bidco Ltd 5,642,100.00 EUR 0.9181 0.9181
Project Alpha III 7,500,000.00 EUR 1.2204 1
Qidnax AB 6,581,847.20 EUR 1.0710 1
Leisure, Amusement, Motion Pictures, Entertainment - Europe Subtotal 33,455,160.84 EUR 4.9181 2.6333
Machinery (Non-Agriculture,
Non-Construction and
Non-Electronic)
Financiere Spie SAS 4,117,252.54 EUR 0.6699 0.6699
Fives Lille 5,319,699.30 EUR 0.8656 0.8656
Neggio Holdings 3 GmbH 9,700,000.00 EUR 1.5784 1
Pamplona PE Holdco 5 SA 5,587,625.73 EUR 0.9092 0.9092
Machinery (Non-Agriculture, Non-Construction and Non-Electronic) Subtotal 24,724,577.57 EUR 3.4447 2.1333
Mining, Steel, Iron and

Non-Precious Metals
Spinnaker Holdings 8,826,271.54 EUR 1.4362 1
Mining, Steel, Iron and Non-Precious Metals Subtotal 8,826,271.54 EUR 1 1.0000
Printing, Publishing, and

Broadcasting - Europe
European Directories (DH6) B.V 8,033,366.02 EUR 1.3072 1
Springer Science & Business 2,909,914.54 EUR 0.4735 0.4735
Media SA

Springer Science & Business 2,909,914.54 EUR
Media
Trader Media Corporation (2003) 6,165,561.50 EUR 1.0032 1

Limited
WDAC Subsidiary Corp 7,000,000.00 EUR 1.1390 1

World Directories Acquisition 7,000,000.00 EUR
Corp.
Printing, Publishing, and Broadcasting - Europe Subtotal 24,108,842.06 EUR 3.4735 2.1667

Industry
Retail Stores - Europe
Groupe Nocibe France 8,335,992.30 EUR 1.3564 1
MEP II S.a.r.l. 10,979,793.22 EUR 1.7866 1

Cortefiel 10,979,793.22 EUR
Mobilserv Ltd 2,117,062.94 EUR 0.3445 0.3445
Retail Stores - Europe Subtotal 21,432,848.46 EUR 2.3445 1.6500
Telecommunications
TDC A/S 9,254,381.47 EUR 1.5058 1

Nordic Telephone Company 9,254,381.47 EUR
Holding ApS.
Telenet Bidco NV 2,000,000.00 EUR 0.3254 0.3254

Tyrol Acquisition 2 SAS 11,750,000.00 EUR 1.9119 1
UPC Financing 5,000,000.00 EUR 0.8136 0.8136
Telecommunications Subtotal 28,004,381.47 EUR 3.139 2.0333
Textiles and Leather - Europe

CBR Fashion GmbH 3,600,000.00 EUR 0.5858 0.5858
Vivarte 7,500,000.00 EUR 1.2204 1
Textiles and Leather - Europe Subtotal 11,100,000.00 EUR 1.5858 1.3000
Grand Total 381,028,423.73 EUR 34.5333
Average 6,145,619.74 EUR

Minimum Weighted Average Spread Test
Weighted Factor Total 9,598,106.60 EUR
APB 381,028,423.73 EUR
Target Par Amount 392,000,000.00 EUR
Weighted Average Spread Calculation Weighted Factor
Total/APA
Weighted Average Spread 2.5190%
Test Trigger 2.4700%
Out Come In Compliance
Issuer Asset PrincipalBalance All In Rate Spread Weighted Factor

ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap 2 7,839,647.44 EUR 8.7200% 3.5800% 280,659.38 EUR
Amsterdamse Beheer - Kabel - Term Loan B 1 4,086,753.73 EUR 5.1920% 2.5000% 102,168.84 EUR
Amsterdamse Beheer - Kabel - Term Loan C 1 4,086,753.73 EUR 5.6920% 3.0000% 122,602.61 EUR
Amsterdamse Beheer - Term B1 1 506,747.66 EUR 5.1920% 2.5000% 12,668.69 EUR
Amsterdamse Beheer - Term B2 1 256,498.61 EUR 5.1920% 2.5000% 6,412.47 EUR
Amsterdamse Beheer - Term C 1 763,246.27 EUR 5.6920% 3.0000% 22,897.39 EUR
Aster 1 SA - Term Loan A1 Germany 1 1,005,778.26 EUR 5.2887% 2.2500% 22,630.01 EUR
Aster 1 SA - Term Loan A2 Brussels 1 622,243.33 EUR 5.2887% 2.2500% 14,000.47 EUR
Aster 1 SA - Term Loan A3 1 232,257.29 EUR 5.2887% 2.2500% 5,225.79 EUR
Aster 1 SA - Term Loan A4 Brussels 1 1,076.81 EUR 5.2887% 2.2500% 24.23 EUR
Aster 1 SA - Term Loan A4 Germany 1 47,772.05 EUR 5.2887% 2.2500% 1,074.87 EUR
Aster 1 SA - Term Loan A4 Germany 2 3,707.51 EUR 5.2887% 2.2500% 83.42 EUR
Aster 1 SA - Term Loan B1 French 1 12,345.85 EUR 7.5417% 2.2500% 277.78 EUR
Aster 1 SA - Term Loan B1 French 2 3,241.87 EUR 7.5417% 2.2500% 72.94 EUR
Aster 1 SA - Term Loan B1 German 1 57,531.99 EUR 7.5417% 2.2500% 1,294.47 EUR
Aster 1 SA - Term Loan B1 Italian 1 150,270.88 EUR 7.5417% 2.2500% 3,381.09 EUR
Aster 1 SA - Term Loan B1 Spain 1 1,980.53 EUR 7.5417% 2.2500% 44.56 EUR
Aster 1 SA - Term Loan B1 Spain 2 6,680.94 EUR 7.5417% 2.2500% 150.32 EUR
Aster 1 SA - Term Loan B1 UK 1 45,121.65 EUR 7.5417% 2.2500% 1,015.24 EUR
Aster 1 SA - Term Loan B2 Belgium 1 531,355.90 EUR 7.5417% 2.2500% 11,955.51 EUR
Aster 1 SA - Term Loan B2 Netherlands 1 86,897.22 EUR 7.5417% 2.2500% 1,955.19 EUR
Aster 1 SA - Term Loan B3 1 404,572.06 EUR 7.5417% 2.2500% 9,102.87 EUR
Aster 1 SA - Term Loan B4 Belgium 1 13,397.65 EUR 7.5417% 2.2500% 301.45 EUR
Aster 1 SA - Term Loan B4 French 1 340.62 EUR 7.5417% 2.2500% 7.66 EUR
Aster 1 SA - Term Loan B4 French 2 89.46 EUR 7.5417% 2.2500% 2.01 EUR
Aster 1 SA - Term Loan B4 German 1 4,137.06 EUR 7.5417% 2.2500% 93.08 EUR
Aster 1 SA - Term Loan B4 German 2 6,396.82 EUR 7.5417% 2.2500% 143.93 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Minimum Weighted Average 1

Aster 1 SA - Term Loan B4 German Undrawn 1 12,288.04 EUR 7.5417% 2.2500% 276.48 EUR
Aster 1 SA - Term Loan B4 Netherlands 1 2,280.57 EUR 7.5417% 2.2500% 51.31 EUR
Aster 1 SA - Term Loan B4 Spain 1 238.97 EUR 7.5417% 2.2500% 5.38 EUR
Aster 1 SA - Term Loan B4 UK 1 1,244.94 EUR 7.5417% 2.2500% 28.01 EUR
Aster 1 SA - Term Loan C1 French 1 12,345.83 EUR 7.5417% 2.2500% 277.78 EUR
Aster 1 SA - Term Loan C1 French 2 3,241.89 EUR 7.5417% 2.2500% 72.94 EUR
Aster 1 SA - Term Loan C1 German 1 57,531.99 EUR 7.5417% 2.2500% 1,294.47 EUR
Aster 1 SA - Term Loan C1 Italian 1 156,500.75 EUR 7.5417% 2.2500% 3,521.27 EUR
Aster 1 SA - Term Loan C1 Spain 1 8,661.47 EUR 7.5417% 2.2500% 194.88 EUR
Aster 1 SA - Term Loan C1 UK 1 45,121.65 EUR 7.5417% 2.2500% 1,015.24 EUR
Aster 1 SA - Term Loan C2 Belgium 1 531,355.90 EUR 7.5417% 2.2500% 11,955.51 EUR
Aster 1 SA - Term Loan C2 Netherlands 1 86,897.22 EUR 7.5417% 2.2500% 1,955.19 EUR
Aster 1 SA - Term Loan C3 1 404,572.06 EUR 7.5417% 2.2500% 9,102.87 EUR
Aster 1 SA - Term Loan C4 Belgium 1 13,397.65 EUR 7.5417% 2.2500% 301.45 EUR
Aster 1 SA - Term Loan C4 French 1 89.44 EUR 7.5417% 2.2500% 2.01 EUR
Aster 1 SA - Term Loan C4 French 2 340.64 EUR 7.5417% 2.2500% 7.66 EUR
Aster 1 SA - Term Loan C4 German 0 10,533.88 EUR 7.5417% 2.2500% 237.01 EUR
Aster 1 SA - Term Loan C4 German Undrawn 1 12,288.04 EUR 7.5417% 2.2500% 276.48 EUR
Aster 1 SA - Term Loan C4 Netherlands 1 2,280.57 EUR 7.5417% 2.2500% 51.31 EUR
Aster 1 SA - Term Loan C4 Spain 1 238.97 EUR 7.5417% 2.2500% 5.38 EUR
Aster 1 SA - Term Loan C4 UK 1,244.94 EUR 7.5417% 2.2500% 28.01 EUR
Autobar - Tranche B 1 2,911,542.49 EUR 7.8028% 2.5000% 72,788.56 EUR
Autobar - Tranche C 1 2,911,542.49 EUR 8.3028% 3.0000% 87,346.27 EUR
AVR Acquisitions - Term B3A 1 4,710,694.49 EUR 5.2230% 2.2500% 105,990.63 EUR
AVR Acquisitions - Term B3B 1 143,866.91 EUR 5.2230% 2.2500% 3,237.01 EUR
AVR Acquisitions - Term B3C 1 246,442.86 EUR 5.2230% 2.2500% 5,544.96 EUR
AVR Acquisitions - Term B3C 2 142,801.63 EUR 5.2230% 2.2500% 3,213.04 EUR
AVR Acquisitions - Term B3D 1 457,566.97 EUR 5.2230% 2.2500% 10,295.26 EUR
AVR Acquisitions - Term Loan B 1 665,064.73 EUR 5.2230% 2.2500% 14,963.96 EUR
AVR Acquisitions - Term Loan B 2 213,859.42 EUR 5.2230% 2.2500% 4,811.84 EUR
AVR Acquisitions - Term Loan C 1 3,180,297.00 EUR 5.4730% 2.5000% 79,507.43 EUR
BCM Ireland Finance - Facility B 1 2,462,068.60 EUR 4.5670% 1.8750% 46,163.79 EUR
BCM Ireland Finance - Facility C 1 2,462,343.10 EUR 4.8170% 2.1250% 52,324.79 EUR
BCV Investments S.C.A - Second Lien 4,500,000.00 EUR 6.9420% 4.2500% 191,250.00 EUR
BCV Investments S.C.A - Term B Euro 1 485,743.86 EUR 4.8170% 2.1250% 10,322.06 EUR
BCV Investments S.C.A - Term B Euro 2 1,753,669.05 EUR 4.8170% 2.1250% 37,265.47 EUR
BCV Investments S.C.A - Term C Euro 1 485,743.86 EUR 5.4420% 2.7500% 13,357.96 EUR
BCV Investments S.C.A - Term C Euro 2 1,753,669.05 EUR 5.4420% 2.7500% 48,225.90 EUR
Brenn - Acquisition Facility 2 1 85,082.24 EUR 7.1360% 2.0000% 1,701.64 EUR
Brenn - Acquisition Facility 2 2 1,020,986.95 EUR 7.1360% 2.0000% 20,419.74 EUR
Brenn - Acquisition Facility 2 3 3,039,137.84 EUR 7.1360% 2.0000% 60,782.76 EUR

Brenn - Acquisition Facility 2 4 442,427.68 EUR 7.1360% 2.0000% 8,848.55 EUR
Brenn - Facility B3 EUR 1 127,709.28 EUR 7.1360% 2.0000% 2,554.19 EUR
Brenn - Facility C1 1 370,534.74 EUR 7.3860% 2.2500% 8,337.03 EUR
Brenn - Facility C1 2 1,192,592.72 EUR 7.3860% 2.2500% 26,833.34 EUR
Brenn - Facility C2 1 436,872.54 EUR 7.3860% 2.2500% 9,829.63 EUR
BRENNTAGFINANCECOIISARL - Acquisition Facility 2 1 280,771.41 EUR 7.1360% 2.0000% 5,615.43 EUR
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 1 1,131,593.88 EUR 7.1360% 2.0000% 22,631.88 EUR
Capio - Second Lien Tr2 1 1,000,000.00 EUR 8.9148% 4.0000% 40,000.00 EUR
Capio - Term Loan B1 1 196,399.24 EUR 7.1648% 2.2500% 4,418.98 EUR
Capio - Term Loan C1 1 196,399.25 EUR 7.2898% 2.3750% 4,664.48 EUR
CBRFASHIONGMBH - Term Loan B 3 1,875,000.00 EUR 4.8680% 2.1250% 39,843.75 EUR
CBRFASHIONGMBH - Term Loan C 1 1,725,000.00 EUR 5.1180% 2.3750% 40,968.75 EUR
CEVAGROUPPLC - Canadian Term Loan 2 1,217,254.04 EUR 6.8670% 3.0000% 36,517.62 EUR
CEVAGROUPPLC - Dutch Term Loan 2 1,098,247.30 EUR 6.8670% 3.0000% 32,947.42 EUR
CEVAGROUPPLC - EURO pre-funded LC facility 1 1,065,290.91 EUR 5.9730% 5.9730% 63,629.83 EUR
Chaterhouse - Second Lien 1 5,500,000.00 EUR 6.8430% 3.7500% 206,250.00 EUR
Chaterhouse - Term Loan B1 - Acquico 1 1,251,391.54 EUR 5.0930% 2.0000% 25,027.83 EUR
Chaterhouse - Term Loan B2 1 2,422.15 EUR 5.0930% 2.0000% 48.44 EUR
Chaterhouse - Term Loan B2 2 162,869.04 EUR 5.0930% 2.0000% 3,257.38 EUR
Chaterhouse - Term Loan B2 3 83,317.27 EUR 5.0930% 2.0000% 1,666.35 EUR
COGNIS - Term A 1 982,367.86 EUR 5.3290% 2.0000% 19,647.36 EUR
COGNIS - Term B 1 3,017,632.14 EUR 5.3290% 2.0000% 60,352.64 EUR
Cortefiel - Facility B1 1 2,859,901.10 EUR 4.9420% 2.2500% 64,347.77 EUR
Demeter - Facility B 1 1,500,000.00 EUR 6.6840% 2.3750% 35,625.00 EUR
Demeter - Facility C 1 1,500,000.00 EUR 7.0590% 2.7500% 41,250.00 EUR
DSBG - Term B 1 1,375,000.00 EUR 5.5850% 2.2500% 30,937.50 EUR
DSBG - Term C 1 1,375,000.00 EUR 6.0850% 2.7500% 37,812.50 EUR
Elster - Term B1 2 1,802,099.05 EUR 4.8700% 2.0000% 36,041.98 EUR
Elster - Term C1 1 1,802,099.05 EUR 5.3700% 2.5000% 45,052.48 EUR
Elster - Term Loan B - Eur/Swap 1 457,418.82 EUR 4.3530% 1.4800% 6,769.80 EUR
Elster - Term Loan C - Eur/Swap 1 457,418.82 EUR 4.8330% 1.9600% 8,965.41 EUR
Escaline S.a.r.l - Term B 1 125,314.51 EUR 7.9090% 2.7500% 3,446.15 EUR
Escaline S.a.r.l - Term B 2 1,378,459.44 EUR 6.7060% 2.7500% 37,907.63 EUR
Escaline S.a.r.l - Term C 1 1,503,773.95 EUR 8.4090% 3.2500% 48,872.65 EUR
Excess Funded Amount 1 0.00 EUR 4.9150% 4.9150% 0.00 EUR

FCIINTLSAS - Term Loan B3b 1 3,987,697.43 EUR 5.7100% 2.3750% 94,707.81 EUR
Ferretti S.P.A - Mezzanine 1 1,000,000.00 EUR 9.1530% 4.0000% 40,000.00 EUR
Ferretti S.P.A - Tranche B 1 2,888,334.09 EUR 6.4560% 2.5000% 72,208.35 EUR
Ferretti S.P.A - Tranche C 2,888,334.09 EUR 5.6920% 3.0000% 86,650.02 EUR
Financiere Daunou 9 S.AR.L - Term Loan D1 1 969,230.77 EUR 6.6620% 3.6250% 35,134.62 EUR
Financiere Truck - Term Loan - Euro 1 3,340,369.24 EUR 5.7837% 2.5000% 83,509.23 EUR
Financiere Truck - Term Loan B - Euro/Swap 1 557,215.54 EUR 5.8970% 2.1100% 11,757.25 EUR
Fives - Term B 1 2,659,849.65 EUR 4.6920% 2.0000% 53,196.99 EUR
Fives - Term C 1 2,659,849.65 EUR 5.4420% 2.7500% 73,145.87 EUR
Fresenius SE - Additional Tranche B1 Euro Term Loan 1 1,000,000.00 EUR 6.8750% 3.5000% 35,000.00 EUR
GGP C - B Term Loan 1 3,477,272.73 EUR 5.6670% 2.2500% 78,238.64 EUR
GGP C - C Term Loan 1 3,477,272.73 EUR 6.1670% 2.7500% 95,625.00 EUR
HCA Inc - Euro Term loan 1 8,883,610.43 EUR 4.9644% 2.0000% 177,672.21 EUR
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan 1 2,969,327.02 EUR 4.9420% 2.2500% 66,809.86 EUR
Holding - Additional HBI Facility B 1 4,546,969.70 EUR 4.5750% 2.0000% 90,939.39 EUR
Holding - Additional HBI Facility C 1 4,153,030.30 EUR 5.0750% 2.5000% 103,825.76 EUR
Holding - Term B1 1 1,500,000.00 EUR 4.5750% 2.0000% 30,000.00 EUR
Holding - Term C1 1 1,500,000.00 EUR 5.0750% 2.5000% 37,500.00 EUR
Ineos Group - Term Loan B1 2 1,613,634.99 EUR 9.7770% 4.5000% 72,613.57 EUR
Ineos Group - Term Loan B3 2 823,713.92 EUR 9.7770% 4.5000% 37,067.13 EUR
Ineos Group - Term Loan C1 2 1,613,842.89 EUR 10.2770% 5.0000% 80,692.14 EUR
Ineos Group - Term Loan C3 2 823,713.92 EUR 10.2770% 5.0000% 41,185.70 EUR
ISSHOLDA/S - Term Loan D 1 4,000,000.00 EUR 6.9930% 3.7500% 150,000.00 EUR
Lavena - Mezzanine 5 1,596,514.86 EUR 8.6510% 3.5000% 55,878.02 EUR
Lavena - Mezzanine 6 1,114.76 EUR 8.8733% 3.5000% 39.02 EUR
Lavena - Mezzanine 7 68,416.07 EUR 8.6510% 3.5000% 2,394.56 EUR
Lavena - Second Lien 1 1,800,528.97 EUR 8.9010% 3.7500% 67,519.84 EUR
Lavena - Term B Holdco 1 2,638,722.29 EUR 7.5260% 2.3750% 62,669.65 EUR
Lavena - Term C Holdco 3 2,638,722.28 EUR 7.7760% 2.6250% 69,266.46 EUR
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan 1 611,740.30 EUR 6.8670% 3.0000% 18,352.21 EUR
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap 1 3,631,289.88 EUR 6.2720% 3.5800% 130,000.18 EUR
MacQuarie - Facility A2 - Eur/Swap 1 4,885,089.00 EUR 4.3320% 1.6400% 80,115.46 EUR
Materis - Term B 1 1,491,359.81 EUR 5.0670% 2.3750% 35,419.80 EUR
Materis - Term C 1 1,491,359.81 EUR 5.4420% 2.7500% 41,012.39 EUR
Mobilserv Ltd - Term B - Euro/Swap 1 1,335,671.55 EUR 4.7430% 2.0000% 26,713.43 EUR
Mobilserv Ltd - Term C - Euro/Swap 1 781,391.39 EUR 5.2630% 2.5200% 19,691.06 EUR
MONTJEUBIDCOLTD - Facility B - Eur/Swap 1 2,821,050.00 EUR 5.5080% 1.9850% 55,997.84 EUR
MONTJEUBIDCOLTD - Facility C - Eur/Swap 1 2,821,050.00 EUR 5.9880% 2.4650% 69,538.88 EUR
Neggio Holdings 3 GmbH - Facility B2 1 1,250,000.00 EUR 4.7430% 2.0000% 25,000.00 EUR
Neggio Holdings 3 GmbH - Facility C2 1 1,250,000.00 EUR 5.2430% 2.5000% 31,250.00 EUR
Neggio Holdings 3 GmbH - Term Loan B 1 1,228,995.06 EUR 4.7430% 2.0000% 24,579.90 EUR

Neggio Holdings 3 GmbH - Term Loan B 2 253,178.49 EUR 4.7430% 2.0000% 5,063.57 EUR
Neggio Holdings 3 GmbH - Term Loan B 3 1,465,281.32 EUR 4.7430% 2.0000% 29,305.63 EUR
Neggio Holdings 3 GmbH - Term Loan B 5 652,545.13 EUR 4.7430% 2.0000% 13,050.90 EUR
Neggio Holdings 3 GmbH - Term Loan C 1 273,744.00 EUR 5.2430% 2.5000% 6,843.60 EUR
Neggio Holdings 3 GmbH - Term Loan C 3 705,550.91 EUR 5.2430% 2.5000% 17,638.77 EUR
Neggio Holdings 3 GmbH - Term Loan C 4 1,291,879.65 EUR 5.2430% 2.5000% 32,296.99 EUR
Neggio Holdings 3 GmbH - Term Loan C 5 1,328,825.44 EUR 5.2430% 2.5000% 33,220.64 EUR
Nocibe - Additional Term B1 1 3,598,432.52 EUR 4.9420% 2.2500% 80,964.73 EUR
Nocibe - Additional Term B2 1 569,563.63 EUR 4.9420% 2.2500% 12,815.18 EUR
Nocibe - Additional Term C1 1 3,598,432.52 EUR 5.3170% 2.6250% 94,458.85 EUR
Nocibe - Additional Term C2 1 569,563.63 EUR 5.3170% 2.6250% 14,951.05 EUR
Nordic Telephone Company Holding ApS. - Term B2 1 4,467,835.34 EUR 5.4490% 1.8750% 83,771.91 EUR
Nordic Telephone Company Holding ApS. - Term C2 1 4,786,546.13 EUR 5.6990% 2.1250% 101,714.11 EUR
Orangina - Facility B1 1 150,000.00 EUR 7.6117% 2.3750% 3,562.50 EUR
Orangina - Facility B5a 1 5,000,000.00 EUR 5.3287% 2.1250% 106,250.00 EUR
Orangina - Facility B5a 2 4,296,875.00 EUR 4.8987% 2.1250% 91,308.59 EUR
Orangina - Facility B5b 1 703,125.00 EUR 4.8987% 2.1250% 14,941.41 EUR
Orangina - Facility C1 1 974,809.37 EUR 8.1117% 2.8750% 28,025.77 EUR
Orangina - Facility C2 1 555,131.22 EUR 6.0417% 2.8750% 15,960.02 EUR
Pages Jaunes Group S.A - Term A 1 3,000,000.00 EUR 4.5200% 1.5000% 45,000.00 EUR
PFCAPITALSARL - Term Loan B1a 1 826,993.35 EUR 5.6567% 2.5000% 20,674.83 EUR
PFCAPITALSARL - Term Loan B1c 1 257,163.88 EUR 5.6567% 2.5000% 6,429.10 EUR
PFCAPITALSARL - Term Loan B1e 1 495,075.39 EUR 5.6567% 2.5000% 12,376.88 EUR
PFCAPITALSARL - Term Loan B1f 1 397,401.72 EUR 5.6567% 2.5000% 9,935.04 EUR
PFCAPITALSARL - Term Loan C1 1 373,688.57 EUR 6.1567% 3.0000% 11,210.66 EUR
PFCAPITALSARL - Term Loan C4 1 1,174,226.77 EUR 6.1567% 3.0000% 35,226.80 EUR
PFCAPITALSARL - Term Loan D 1 2,000,000.00 EUR 7.6567% 4.5000% 90,000.00 EUR
PPE - Term B 1 4,018,608.43 EUR 6.1510% 2.2500% 90,418.69 EUR
PPE - Term C 1 1,569,017.30 EUR 6.6510% 2.7500% 43,147.98 EUR
Project Alpha III - Term B3 1 7,500,000.00 EUR 4.9420% 2.2500% 168,750.00 EUR
Qidnax - Mezzanine Facility A - Eur/Swap 1 1,311,351.94 EUR 7.5560% 3.6000% 47,208.67 EUR
Qidnax - Mezzanine Facility B 1 1,917,168.50 EUR 8.4560% 4.5000% 86,272.58 EUR
Qidnax - Term Loan B2 1 1,676,663.38 EUR 5.8310% 1.8750% 31,437.44 EUR
Qidnax - Term Loan C2 1 1,676,663.38 EUR 6.3310% 2.3750% 39,820.76 EUR
Rank Holdings I SA - Term Loan BI 1 538,386.93 EUR 5.3540% 2.2500% 12,113.71 EUR
Rank Holdings I SA - Term Loan BI 2 641,035.57 EUR 5.3540% 2.2500% 14,423.30 EUR
Rank Holdings I SA - Term Loan BII 1 57,745.53 EUR 5.3540% 2.2500% 1,299.27 EUR
Rank Holdings I SA - Term Loan CI 1 700,457.71 EUR 5.6040% 2.5000% 17,511.44 EUR

Rotac Holding AB - Term Loan B1 1 2,176,563.79 EUR 5.8263% 2.0000% 43,531.28 EUR
Rotac Holding AB - Term Loan B1 2 773,733.75 EUR 5.8263% 2.0000% 15,474.68 EUR
Rotac Holding AB - Term Loan C1 2 1,026,467.63 EUR 4.9610% 2.2500% 23,095.52 EUR
Rotac Holding AB - Term Loan C1 3 2,430,054.11 EUR 4.9610% 2.2500% 54,676.22 EUR
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro 1 373,908.23 EUR 4.6180% 1.8750% 7,010.78 EUR
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro 1 1,116,333.15 EUR 4.7410% 1.8750% 20,931.25 EUR
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro 1 62,089.77 EUR 4.9670% 2.1250% 1,319.41 EUR
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro 5 24,737.14 EUR 4.9670% 2.1250% 525.66 EUR
Spiinnaker - Tranche E1 1 423,544.57 EUR 8.1050% 2.7500% 11,647.48 EUR
Spiinnaker - Tranche E2 1 423,544.57 EUR 8.6050% 3.2500% 13,765.20 EUR
Spiinnaker - Tranche F1 1 3,989,591.20 EUR 8.1050% 2.7500% 109,713.76 EUR
Spiinnaker - Tranche F2 1 3,989,591.20 EUR 8.6050% 3.2500% 129,661.71 EUR
Springer Science - Term Loan B1 1 937,634.35 EUR 5.0680% 2.3750% 22,268.82 EUR
Springer Science - Term Loan C1 1 808,316.40 EUR 5.4430% 2.7500% 22,228.70 EUR
Springer Science - Term Loan E1 1 1,163,963.79 EUR 5.4430% 2.7500% 32,009.00 EUR
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap 1 2,152,206.00 EUR 4.8020% 1.7500% 37,663.61 EUR
Telenet Bidco NV - Term Loan C 1 2,000,000.00 EUR 5.4420% 2.7500% 55,000.00 EUR
Trader Media Corp - Facility B - Eur/Swao 1 6,165,561.50 EUR 6.8500% 1.7600% 108,513.88 EUR
TYROLACQUISITION2SAS - Second Lien 1 1,750,000.00 EUR 5.9420% 3.2500% 56,875.00 EUR
TYROLACQUISITION2SAS - Term B 1 5,000,000.00 EUR 4.6920% 2.0000% 100,000.00 EUR

TYROLACQUISITION2SAS - Term C 1 5,000,000.00 EUR 7.4010% 2.2500% 112,500.00 EUR
United Biscuits - Term B1 - Eur/Swap 1 3,682,496.65 EUR 7.2780% 2.1200% 78,068.93 EUR
United Biscuits - Term B1 - Eur/Swap 2 2,586,503.35 EUR 4.8920% 2.1200% 54,833.87 EUR
UPC Financing - Term Loan M 1 5,000,000.00 EUR 5.6117% 2.0000% 100,000.00 EUR
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap 1 1,417,606.40 EUR 8.4150% 3.2600% 46,213.97 EUR
Virgin Media Investment Holdings Limited - Term Loan B11 - Eur/Swap 1 2,787,959.25 EUR 8.4150% 3.2600% 90,887.47 EUR
Vivarte - Term Loan B1 1 3,750,000.00 EUR 5.1570% 2.0000% 75,000.00 EUR
Vivarte - Term Loan C1 1 3,750,000.00 EUR 5.6570% 2.5000% 93,750.00 EUR
WAM - Additional Term B1 1 1,000,000.00 EUR 5.5247% 2.0000% 20,000.00 EUR
WAM - Additional Term C1 1 1,000,000.00 EUR 6.0247% 2.5000% 25,000.00 EUR
WAM - Term Loan B1 1 1,500,000.00 EUR 5.5247% 2.0000% 30,000.00 EUR
WAM - Term Loan C1 1 1,500,000.00 EUR 6.0247% 2.5000% 37,500.00 EUR
World Directories Acquisition Corp. - Facility 1 1 7,000,000.00 EUR 5.6527% 1.7500% 122,500.00 EUR
Xstrata - Tranche B1 1 2,058,626.27 EUR 4.9610% 2.2500% 46,319.09 EUR
Xstrata - Tranche B3 1 2,058,626.27 EUR 4.9610% 2.2500% 46,319.09 EUR
Yellow Brick Road - Term Loan B2 1 910,346.00 EUR 5.1931% 2.5000% 22,758.65 EUR
Yellow Brick Road - Term Loan C2 1 629,020.02 EUR 5.6931% 3.0000% 18,870.60 EUR
Yellow Brick Road - Tranche B 1 1,563,983.68 EUR 5.1931% 2.5000% 39,099.59 EUR
Yellow Brick Road - Tranche B 2 1,298,799.67 EUR 5.1931% 2.5000% 32,469.99 EUR
Yellow Brick Road - Tranche C 1 3,178,907.30 EUR 5.6931% 3.0000% 95,367.22 EUR
Yellow Brick Road - Tranche C 2 452,309.35 EUR 5.6931% 3.0000% 13,569.28 EUR
YPSO Hold - B Acq 1 1 864,300.36 EUR 5.1920% 2.5000% 21,607.51 EUR
YPSO Hold - B Acq 2 1 1,309,353.60 EUR 5.1920% 2.5000% 32,733.84 EUR
YPSO Hold - B Recap 1 1 2,728,582.46 EUR 5.1920% 2.5000% 68,214.56 EUR
YPSO Hold - B Recap 2 1 97,763.58 EUR 5.1920% 2.5000% 2,444.09 EUR
YPSO Hold - C Acq 1 1,390,000.00 EUR 5.4420% 2.7500% 38,225.00 EUR
YPSO Hold - C Recap 1 2,610,000.00 EUR 5.4420% 2.7500% 71,775.00 EUR

Weighted Average Maturity Test
Aggregate Principal Balance 381,028,423.72 EUR
Aggregate Product of Principal Balance and Years to Amortisation 29,176,689,038.62
EUR
Weighted Average Maturity 20-Oct-2014
Maximum Weighted Average Maturity <= 20-Jun-2017
Result In Compliance
Amortisation Months to Product of Principal Balance

Issuer Asset Amortisation Amount Principal Balance Date Amortisation and Months
ADI Finance 2 Limited Subordinated Term Loan - Eur/Swap 7,839,647.44 EUR 7,839,647.44 EUR 04-Jul-2011 37.48 293,829,986.05 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Kabel - Term Loan B 2,043,376.87 EUR 2,043,376.87 EUR 13-Mar-2014 69.8 142,627,704.83 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Kabel - Term Loan B 2,043,376.87 EUR 2,043,376.87 EUR 15-Sep-2014 75.91 155,112,737.44 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Kabel - Term Loan C 2,043,376.87 EUR 2,043,376.87 EUR 13-Mar-2015 81.8 167,148,227.15 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Kabel - Term Loan C 2,043,376.87 EUR 2,043,376.87 EUR 14-Sep-2015 87.88 179,571,958.46 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Term B1 253,373.83 EUR 253,373.83 EUR 13-Mar-2014 69.8 17,685,493.33 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Term B1 253,373.83 EUR 253,373.83 EUR 15-Sep-2014 75.91 19,233,607.44 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Term B2 128,249.31 EUR 128,249.31 EUR 13-Mar-2014 69.8 8,951,801.84 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Term B2 128,249.31 EUR 128,249.31 EUR 15-Sep-2014 75.91 9,735,405.12 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Term C 381,623.14 EUR 381,623.14 EUR 13-Mar-2015 81.8 31,216,772.85 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Term C 381,623.14 EUR 381,623.14 EUR 14-Sep-2015 87.88 33,537,041.54 EUR
Aster 1 SA Term Loan A1 Germany 68,575.79 EUR 68,575.79 EUR 30-Jun-2009 13.35 915,486.80 EUR
Aster 1 SA Term Loan A1 Germany 68,575.79 EUR 68,575.79 EUR 31-Dec-2009 19.4 1,330,370.33 EUR
Aster 1 SA Term Loan A1 Germany 91,434.39 EUR 91,434.39 EUR 30-Jun-2010 25.35 2,317,861.79 EUR
Aster 1 SA Term Loan A2 Brussels 42,425.68 EUR 42,425.68 EUR 30-Jun-2009 13.35 566,382.83 EUR
Aster 1 SA Term Loan A2 Brussels 42,425.68 EUR 42,425.68 EUR 31-Dec-2009 19.4 823,058.19 EUR
Aster 1 SA Term Loan A2 Brussels 56,567.58 EUR 56,567.58 EUR 30-Jun-2010 25.35 1,433,988.15 EUR
Aster 1 SA Term Loan A2 Brussels 56,567.58 EUR 56,567.58 EUR 31-Dec-2010 31.4 1,776,222.01 EUR
Aster 1 SA Term Loan A3 15,835.72 EUR 15,835.72 EUR 30-Jun-2009 13.35 211,406.86 EUR
Aster 1 SA Term Loan A3 15,835.72 EUR 15,835.72 EUR 31-Dec-2009 19.4 307,212.97 EUR
Aster 1 SA Term Loan A3 21,114.30 EUR 21,114.30 EUR 31-Dec-2010 31.4 662,989.02 EUR
Aster 1 SA Term Loan A3 23,753.59 EUR 23,753.59 EUR 31-Dec-2011 43.4 1,030,905.81 EUR
Aster 1 SA Term Loan A3 26,392.87 EUR 26,392.87 EUR 30-Jun-2012 49.38 1,303,279.92 EUR
Aster 1 SA Term Loan A3 29,032.16 EUR 29,032.16 EUR 30-Jun-2013 61.38 1,781,993.98 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Weighted Average Maturity 1

Aster 1 SA Term Loan A4 Brussels 73.42 EUR 73.42 EUR 30-Jun-2009 13.35 980.16 EUR
Aster 1 SA Term Loan A4 Brussels 73.42 EUR 73.42 EUR 31-Dec-2009 19.4 1,424.35 EUR
Aster 1 SA Term Loan A4 Brussels 97.89 EUR 97.89 EUR 30-Jun-2010 25.35 2,481.51 EUR
Aster 1 SA Term Loan A4 Germany 3,514.65 EUR 3,514.65 EUR 31-Dec-2009 19.4 68,184.21 EUR
Aster 1 SA Term Loan B1 French 15,587.72 EUR 15,587.72 EUR 31-Dec-2014 79.43 1,238,132.60 EUR
Aster 1 SA Term Loan B1 German 264,441.70 EUR 264,441.70 EUR 31-Dec-2014 79.43 21,004,604.23 EUR
Aster 1 SA Term Loan B1 Italian 150,270.88 EUR 150,270.88 EUR 31-Dec-2014 79.43 11,936,016.00 EUR
Aster 1 SA Term Loan B1 Spain 8,661.47 EUR 8,661.47 EUR 31-Dec-2014 79.43 687,980.56 EUR
Aster 1 SA Term Loan B1 UK 45,121.65 EUR 45,121.65 EUR 31-Dec-2014 79.43 3,584,012.66 EUR
Aster 1 SA Term Loan B2 Belgium 531,355.90 EUR 531,355.90 EUR 31-Dec-2014 79.43 42,205,599.14 EUR
Aster 1 SA Term Loan B2 German 101,116.51 EUR 101,116.51 EUR 31-Dec-2014 79.43 8,031,684.39 EUR
Aster 1 SA Term Loan B2 Netherlands 86,897.22 EUR 86,897.22 EUR 31-Dec-2014 79.43 6,902,246.18 EUR
Aster 1 SA Term Loan B3 404,572.06 EUR 404,572.06 EUR 31-Dec-2014 79.43 32,135,158.73 EUR
Aster 1 SA Term Loan B4 Belgium 13,397.65 EUR 13,397.65 EUR 31-Dec-2014 79.43 1,064,175.34 EUR
Aster 1 SA Term Loan B4 French 430.08 EUR 430.08 EUR 31-Dec-2014 79.43 34,161.25 EUR
Aster 1 SA Term Loan B4 German 10,533.88 EUR 10,533.88 EUR 31-Dec-2014 79.43 836,706.09 EUR
Aster 1 SA Term Loan B4 German Undrawn 12,288.04 EUR 12,288.04 EUR 31-Dec-2014 79.43 976,039.02 EUR
Aster 1 SA Term Loan B4 Netherlands 2,280.57 EUR 2,280.57 EUR 31-Dec-2014 79.43 181,145.68 EUR
Aster 1 SA Term Loan B4 Spain 238.97 EUR 238.97 EUR 31-Dec-2014 79.43 18,981.39 EUR
Aster 1 SA Term Loan B4 UK 1,244.94 EUR 1,244.94 EUR 31-Dec-2014 79.43 98,885.58 EUR
Aster 1 SA Term Loan C1 French 15,587.72 EUR 15,587.72 EUR 31-Dec-2014 79.43 1,238,132.60 EUR
Aster 1 SA Term Loan C1 German 264,441.70 EUR 264,441.70 EUR 31-Dec-2014 79.43 21,004,604.23 EUR
Aster 1 SA Term Loan C1 Italian 156,500.75 EUR 156,500.75 EUR 31-Dec-2014 79.43 12,430,854.57 EUR
Aster 1 SA Term Loan C1 Spain 8,661.47 EUR 8,661.47 EUR 31-Dec-2014 79.43 687,980.56 EUR
Aster 1 SA Term Loan C1 UK 45,121.65 EUR 45,121.65 EUR 31-Dec-2014 79.43 3,584,012.66 EUR
Aster 1 SA Term Loan C2 Belgium 531,355.90 EUR 531,355.90 EUR 31-Dec-2014 79.43 42,205,599.14 EUR
Aster 1 SA Term Loan C2 German 101,116.51 EUR 101,116.51 EUR 31-Dec-2014 79.43 8,031,684.39 EUR
Aster 1 SA Term Loan C2 Netherlands 86,897.22 EUR 86,897.22 EUR 31-Dec-2014 79.43 6,902,246.18 EUR
Aster 1 SA Term Loan C3 404,572.06 EUR 404,572.06 EUR 31-Dec-2014 79.43 32,135,158.73 EUR
Aster 1 SA Term Loan C4 Belgium 13,397.65 EUR 13,397.65 EUR 31-Dec-2014 79.43 1,064,175.34 EUR
Aster 1 SA Term Loan C4 French 430.08 EUR 430.08 EUR 31-Dec-2014 79.43 34,161.25 EUR
Aster 1 SA Term Loan C4 German 10,533.88 EUR 10,533.88 EUR 31-Dec-2014 79.43 836,706.09 EUR
Aster 1 SA Term Loan C4 German Undrawn 12,288.04 EUR 12,288.04 EUR 31-Dec-2014 79.43 976,039.02 EUR
Aster 1 SA Term Loan C4 Netherlands 2,280.57 EUR 2,280.57 EUR 31-Dec-2014 79.43 181,145.68 EUR
Aster 1 SA Term Loan C4 Spain 238.97 EUR 238.97 EUR 31-Dec-2014 79.43 18,981.39 EUR
Aster 1 SA Term Loan C4 UK 1,244.94 EUR 1,244.94 EUR 31-Dec-2014 79.43 98,885.58 EUR
AVR Acquisitions B.V. Term B3A 2,355,347.25 EUR 2,355,347.25 EUR 30-Sep-2013 64.41 151,707,916.37 EUR
AVR Acquisitions B.V. Term B3A 2,355,347.25 EUR 2,355,347.25 EUR 31-Mar-2014 70.39 165,792,892.93 EUR

AVR Acquisitions B.V. Term B3B 71,933.47 EUR 71,933.47 EUR 30-Sep-2013 64.41 4,633,234.80 EUR
AVR Acquisitions B.V. Term B3B 71,933.44 EUR 71,933.44 EUR 31-Mar-2014 70.39 5,063,394.84 EUR
AVR Acquisitions B.V. Term B3C 194,622.25 EUR 194,622.25 EUR 30-Sep-2013 64.41 12,535,619.12 EUR
AVR Acquisitions B.V. Term B3C 194,622.25 EUR 194,622.25 EUR 31-Mar-2014 70.39 13,699,460.18 EUR
AVR Acquisitions B.V. Term B3D 457,566.97 EUR 457,566.97 EUR 31-Mar-2014 70.39 32,208,139.02 EUR
AVR Acquisitions B.V. Term Loan B 439,462.08 EUR 439,462.08 EUR 30-Sep-2013 64.41 28,305,752.57 EUR
AVR Acquisitions B.V. Term Loan B 439,462.08 EUR 439,462.08 EUR 31-Mar-2014 70.39 30,933,735.81 EUR
AVR Acquisitions B.V. Term Loan C 1,590,148.50 EUR 1,590,148.50 EUR 30-Sep-2014 76.41 121,503,246.89 EUR
AVR Acquisitions B.V. Term Loan C 1,590,148.50 EUR 1,590,148.50 EUR 31-Mar-2015 82.39 131,012,334.92 EUR
BCM Ireland Finance Facility B 2,462,068.60 EUR 2,462,068.60 EUR 30-Sep-2014 76.41 188,126,661.73 EUR
BCM Ireland Finance Facility C 2,462,343.10 EUR 2,462,343.10 EUR 30-Sep-2015 88.41 217,695,753.47 EUR
BCV Investments S.C.A Second Lien 4,500,000.00 EUR 4,500,000.00 EUR 14-Jun-2016 96.89 436,005,000.00 EUR
BCV Investments S.C.A Term B Euro 2,239,412.91 EUR 2,239,412.91 EUR 15-Dec-2014 78.9 176,689,678.60 EUR
BCV Investments S.C.A Term C Euro 2,239,412.91 EUR 2,239,412.91 EUR 14-Dec-2015 90.87 203,495,451.13 EUR
Black Lion Beverages III B.V. Facility B1 75,000.00 EUR 75,000.00 EUR 30-Jun-2013 61.38 4,603,500.00 EUR
Black Lion Beverages III B.V. Facility B1 75,000.00 EUR 75,000.00 EUR 31-Dec-2013 67.43 5,057,250.00 EUR
Black Lion Beverages III B.V. Facility B5a 4,648,437.50 EUR 4,648,437.50 EUR 30-Jun-2013 61.38 285,321,093.75 EUR
Black Lion Beverages III B.V. Facility B5a 4,648,437.50 EUR 4,648,437.50 EUR 12-Dec-2013 66.81 310,562,109.38 EUR
Black Lion Beverages III B.V. Facility B5b 351,562.50 EUR 351,562.50 EUR 30-Jun-2013 61.38 21,578,906.25 EUR
Black Lion Beverages III B.V. Facility B5b 351,562.50 EUR 351,562.50 EUR 31-Dec-2013 67.43 23,705,859.38 EUR
Black Lion Beverages III B.V. Facility C1 524,563.16 EUR 524,563.16 EUR 30-Jun-2014 73.38 38,492,444.68 EUR
Black Lion Beverages III B.V. Facility C1 450,246.21 EUR 450,246.21 EUR 31-Dec-2014 79.43 35,763,056.46 EUR
Black Lion Beverages III B.V. Facility C2 260,148.14 EUR 260,148.14 EUR 30-Jun-2014 73.38 19,089,670.51 EUR
Black Lion Beverages III B.V. Facility C2 294,983.08 EUR 294,983.08 EUR 31-Dec-2014 79.43 23,430,506.04 EUR
Brenntag (Holding) NV (Netherlands) Acquisition Facility 2 1,131,593.88 EUR 1,131,593.88 EUR 20-Jan-2014 68.09 77,050,227.29 EUR
Brenntag Finance Co II Sarl (Luxembourg) Acquisition Facility 2 280,771.41 EUR 280,771.41 EUR 20-Jan-2014 68.09 19,117,725.31 EUR
Brenntag Holding GmbH & Co. KG Acquisition Facility 2 4,587,634.71 EUR 4,587,634.71 EUR 20-Jan-2014 68.09 312,372,047.40 EUR
Brenntag Holding GmbH & Co. KG Facility B3 EUR 1,000,000.00 EUR 1,000,000.00 EUR 20-Jan-2014 68.09 68,090,000.00 EUR
Brenntag Holding GmbH & Co. KG Facility C1 1,563,127.46 EUR 1,563,127.46 EUR 19-Jan-2015 80.05 125,128,353.17 EUR
Brenntag Holding GmbH & Co. KG Facility C2 436,872.54 EUR 436,872.54 EUR 19-Jan-2015 80.05 34,971,646.83 EUR
CBR Fashion GmbH Term Loan B 1,875,000.00 EUR 1,875,000.00 EUR 20-Apr-2015 83.05 155,718,750.00 EUR
CBR Fashion GmbH Term Loan C 1,725,000.00 EUR 1,725,000.00 EUR 19-Apr-2016 95.05 163,961,250.00 EUR
Ceva Group PLC Canadian Term Loan 3,105.24 EUR 3,105.24 EUR 31-Mar-2009 10.36 32,170.29 EUR
Ceva Group PLC Canadian Term Loan 3,105.24 EUR 3,105.24 EUR 30-Jun-2009 13.35 41,454.95 EUR
Ceva Group PLC Canadian Term Loan 3,105.24 EUR 3,105.24 EUR 30-Sep-2009 16.37 50,832.78 EUR
Ceva Group PLC Canadian Term Loan 3,105.24 EUR 3,105.24 EUR 31-Dec-2009 19.4 60,241.66 EUR
Ceva Group PLC Canadian Term Loan 1,158,254.48 EUR 1,158,254.48 EUR 04-Nov-2013 65.56 75,935,163.71 EUR
Ceva Group PLC Dutch Term Loan 2,808.82 EUR 2,808.82 EUR 30-Jun-2009 13.35 37,497.75 EUR
Ceva Group PLC Dutch Term Loan 2,808.82 EUR 2,808.82 EUR 30-Sep-2009 16.37 45,980.38 EUR

Ceva Group PLC Dutch Term Loan 2,808.82 EUR 2,808.82 EUR 31-Dec-2009 19.4 54,491.11 EUR
Ceva Group PLC Dutch Term Loan 2,808.82 EUR 2,808.82 EUR 31-Mar-2010 22.36 62,805.22 EUR
Ceva Group PLC Dutch Term Loan 1,047,688.60 EUR 1,047,688.60 EUR 04-Nov-2013 65.56 68,686,464.62 EUR
Ceva Group PLC EURO pre-funded LC facility 1,065,290.91 EUR 1,065,290.91 EUR 04-Nov-2013 65.56 69,840,472.06 EUR
Charden International B.V. Tranche B 1,488,367.70 EUR 1,488,367.70 EUR 30-Jun-2013 61.38 91,356,009.43 EUR
Charden International B.V. Tranche B 1,423,174.79 EUR 1,423,174.79 EUR 05-Dec-2013 66.58 94,754,977.52 EUR
Charden International B.V. Tranche C 1,485,843.28 EUR 1,485,843.28 EUR 30-Jun-2014 73.38 109,031,179.89 EUR
Charden International B.V. Tranche C 1,425,699.21 EUR 1,425,699.21 EUR 05-Dec-2014 78.58 112,031,443.92 EUR
Charterhouse Inuit (New Luxco) SARL Second Lien 5,500,000.00 EUR 5,500,000.00 EUR 16-May-2016 95.93 527,615,000.00 EUR
Charterhouse Inuit (New Luxco) SARL Term Loan B1 - Acquico 1,251,391.54 EUR 1,251,391.54 EUR 15-May-2015 83.87 104,954,208.46 EUR
Charterhouse Inuit (New Luxco) SARL Term Loan B2 248,608.46 EUR 248,608.46 EUR 15-May-2015 83.87 20,850,791.54 EUR
Cognis GMBH & Macany SARL Term A 982,367.86 EUR 982,367.86 EUR 15-Sep-2013 63.91 62,783,129.93 EUR
Cognis GMBH & Macany SARL Term B 3,017,632.14 EUR 3,017,632.14 EUR 15-Sep-2013 63.91 192,856,870.07 EUR
Cortefiel Facility B1 1,429,950.55 EUR 1,429,950.55 EUR 26-Oct-2014 77.26 110,477,979.49 EUR
Cortefiel Facility B1 1,429,950.55 EUR 1,429,950.55 EUR 24-Mar-2015 82.16 117,484,737.19 EUR
Demeter Iberia Facility B 1,500,000.00 EUR 1,500,000.00 EUR 30-May-2014 72.36 108,540,000.00 EUR
Demeter Iberia Facility C 1,500,000.00 EUR 1,500,000.00 EUR 29-May-2015 84.33 126,495,000.00 EUR
Elster Group GmbH Term B1 1,802,099.05 EUR 1,802,099.05 EUR 30-Sep-2013 64.41 116,073,199.81 EUR
Elster Group GmbH Term C1 1,802,099.05 EUR 1,802,099.05 EUR 30-Sep-2014 76.41 137,698,388.41 EUR
Elster Group GmbH Term Loan B - Eur/Swap 457,418.82 EUR 457,418.82 EUR 30-Sep-2013 64.41 29,462,346.20 EUR
Elster Group GmbH Term Loan C - Eur/Swap 457,418.82 EUR 457,418.82 EUR 30-Sep-2014 76.41 34,951,372.04 EUR
Escaline S.a.r.l Term B 1,503,773.95 EUR 1,503,773.95 EUR 31-Oct-2014 77.42 116,422,179.21 EUR
Escaline S.a.r.l Term C 1,503,773.95 EUR 1,503,773.95 EUR 02-Nov-2015 89.49 134,572,730.79 EUR
European Directories (DH6) B.V Term Loan B2 455,173.00 EUR 455,173.00 EUR 31-Dec-2012 55.43 25,230,239.39 EUR
European Directories (DH6) B.V Term Loan B2 455,173.00 EUR 455,173.00 EUR 01-Jul-2013 61.41 27,952,173.93 EUR
European Directories (DH6) B.V Term Loan C2 314,510.01 EUR 314,510.01 EUR 01-Jan-2014 67.46 21,216,845.27 EUR
European Directories (DH6) B.V Term Loan C2 314,510.01 EUR 314,510.01 EUR 01-Jul-2014 73.41 23,088,179.83 EUR
European Directories (DH6) B.V Tranche B 1,431,391.68 EUR 1,431,391.68 EUR 31-Dec-2012 55.43 79,342,040.82 EUR
European Directories (DH6) B.V Tranche B 1,431,391.68 EUR 1,431,391.68 EUR 01-Jul-2013 61.41 87,901,763.07 EUR
European Directories (DH6) B.V Tranche C 1,815,608.32 EUR 1,815,608.32 EUR 01-Jan-2014 67.46 122,480,937.27 EUR
European Directories (DH6) B.V Tranche C 1,815,608.33 EUR 1,815,608.33 EUR 01-Jul-2014 73.41 133,283,807.51 EUR
FCI International SAS Term Loan B3b 3,987,697.43 EUR 3,987,697.43 EUR 04-Nov-2013 65.56 261,433,443.51 EUR
Ferretti S.P.A Mezzanine 1,000,000.00 EUR 1,000,000.00 EUR 23-Jan-2017 104.22 104,220,000.00 EUR
Ferretti S.P.A Tranche B 2,888,334.09 EUR 2,888,334.09 EUR 23-Jan-2015 80.19 231,615,510.68 EUR
Ferretti S.P.A Tranche C 2,888,334.09 EUR 2,888,334.09 EUR 26-Jan-2016 92.28 266,535,469.83 EUR
Financiere Daunou 9 S.AR.L Term Loan D1 969,230.77 EUR 969,230.77 EUR 29-Aug-2016 99.39 96,331,846.23 EUR

Financiere DSBG SAS Term B 1,375,000.00 EUR 1,375,000.00 EUR 06-Feb-2015 80.65 110,893,750.00 EUR
Financiere DSBG SAS Term C 1,375,000.00 EUR 1,375,000.00 EUR 06-Feb-2016 92.65 127,393,750.00 EUR
Financiere Spie SAS Tranche B1 2,058,626.27 EUR 2,058,626.27 EUR 29-Jul-2014 74.33 153,017,690.65 EUR
Financiere Spie SAS Tranche B3 2,058,626.27 EUR 2,058,626.27 EUR 29-Jul-2014 74.33 153,017,690.65 EUR
Financiere Truck (Investissement) SAS Term Loan - Euro 3,340,369.24 EUR 3,340,369.24 EUR 14-Feb-2014 68.91 230,184,844.33 EUR
Financiere Truck (Investissement) SAS Term Loan B - Euro/Swap 557,215.54 EUR 557,215.54 EUR 31-Mar-2014 70.39 39,222,401.86 EUR
Fives Lille Term B 2,659,849.65 EUR 2,659,849.65 EUR 31-Jul-2015 86.4 229,811,009.76 EUR
Fives Lille Term C 2,659,849.65 EUR 2,659,849.65 EUR 31-Jul-2016 98.43 261,809,001.05 EUR
Fresenius SE Additional Tranche B1 Euro Term Loan 7,500.00 EUR 7,500.00 EUR 10-Jun-2009 12.69 95,175.00 EUR
Fresenius SE Additional Tranche B1 Euro Term Loan 5,000.00 EUR 5,000.00 EUR 10-Dec-2009 18.71 93,550.00 EUR
Fresenius SE Additional Tranche B1 Euro Term Loan 942,500.00 EUR 942,500.00 EUR 10-Sep-2014 75.75 71,394,375.00 EUR
Global Garden Products C Sarl B Term Loan 1,738,636.37 EUR 1,738,636.37 EUR 22-Dec-2014 79.13 137,578,295.17 EUR
Global Garden Products C Sarl B Term Loan 1,738,636.37 EUR 1,738,636.37 EUR 22-Jun-2015 85.12 147,992,726.96 EUR
Global Garden Products C Sarl C Term Loan 1,738,636.37 EUR 1,738,636.37 EUR 22-Jun-2015 85.12 147,992,726.96 EUR
Global Garden Products C Sarl C Term Loan 1,738,636.37 EUR 1,738,636.37 EUR 22-Dec-2015 91.13 158,441,931.49 EUR
Groupe Nocibe France Additional Term B1 3,598,432.52 EUR 3,598,432.52 EUR 29-Dec-2013 67.36 242,390,414.55 EUR
Groupe Nocibe France Additional Term B2 569,563.63 EUR 569,563.63 EUR 29-Dec-2013 67.36 38,365,806.12 EUR
Groupe Nocibe France Additional Term C1 3,598,432.52 EUR 3,598,432.52 EUR 29-Dec-2014 79.36 285,571,604.79 EUR
Groupe Nocibe France Additional Term C2 569,563.63 EUR 569,563.63 EUR 29-Dec-2014 79.36 45,200,569.68 EUR
HCA Inc Euro Term loan 36,348.65 EUR 36,348.65 EUR 31-Mar-2009 10.36 376,572.01 EUR
HCA Inc Euro Term loan 36,348.65 EUR 36,348.65 EUR 30-Jun-2009 13.35 485,254.48 EUR
HCA Inc Euro Term loan 36,348.65 EUR 36,348.65 EUR 30-Sep-2009 16.37 595,027.40 EUR
HCA Inc Euro Term loan 36,348.65 EUR 36,348.65 EUR 31-Dec-2009 19.4 705,163.81 EUR
HCA Inc Euro Term loan 36,348.65 EUR 36,348.65 EUR 31-Mar-2010 22.36 812,755.81 EUR
HCA Inc Euro Term loan 36,348.65 EUR 36,348.65 EUR 30-Jun-2010 25.35 921,438.28 EUR
HCA Inc Euro Term loan 36,348.65 EUR 36,348.65 EUR 30-Sep-2010 28.37 1,031,211.20 EUR
HCA Inc Euro Term loan 36,348.65 EUR 36,348.65 EUR 31-Dec-2010 31.4 1,141,347.61 EUR
HCA Inc Euro Term loan 36,348.65 EUR 36,348.65 EUR 31-Mar-2011 34.36 1,248,939.61 EUR
HCA Inc Euro Term loan 36,348.65 EUR 36,348.65 EUR 30-Jun-2011 37.35 1,357,622.08 EUR
HCA Inc Euro Term loan 8,192,986.05 EUR 8,192,986.05 EUR 18-Nov-2013 66.02 540,900,939.02 EUR
Hexion Specialty Chemicals Inc Tranche C-6 Term Loan 7,536.36 EUR 7,536.36 EUR 31-Mar-2009 10.36 78,076.69 EUR
Hexion Specialty Chemicals Inc Tranche C-6 Term Loan 7,536.36 EUR 7,536.36 EUR 30-Jun-2009 13.35 100,610.41 EUR
Hexion Specialty Chemicals Inc Tranche C-6 Term Loan 7,536.36 EUR 7,536.36 EUR 30-Sep-2009 16.37 123,370.21 EUR
Hexion Specialty Chemicals Inc Tranche C-6 Term Loan 7,536.36 EUR 7,536.36 EUR 31-Dec-2009 19.4 146,205.38 EUR

Hexion Specialty Chemicals Inc Tranche C-6 Term Loan 2,841,208.85 EUR 2,841,208.85 EUR 06-May-2013 59.57 169,250,811.19 EUR
Holding Bercy Investissement S.C.A Additional HBI Facility B 4,546,969.70 EUR 4,546,969.70 EUR 30-Jun-2014 73.38 333,656,636.59 EUR
Holding Bercy Investissement S.C.A Additional HBI Facility C 4,153,030.30 EUR 4,153,030.30 EUR 30-Jun-2015 85.38 354,585,727.01 EUR
Holding Bercy Investissement S.C.A Term B1 1,500,000.00 EUR 1,500,000.00 EUR 30-Jun-2014 73.38 110,070,000.00 EUR
Holding Bercy Investissement S.C.A Term C1 1,500,000.00 EUR 1,500,000.00 EUR 30-Jun-2015 85.38 128,070,000.00 EUR
Ineos Group Limited Term Loan B1 16,635.41 EUR 16,635.41 EUR 31-Dec-2009 19.4 322,726.95 EUR
Ineos Group Limited Term Loan B1 773,546.67 EUR 773,546.67 EUR 28-Jun-2013 61.32 47,433,881.80 EUR
Ineos Group Limited Term Loan B1 773,546.67 EUR 773,546.67 EUR 16-Dec-2013 66.94 51,781,214.09 EUR
Ineos Group Limited Term Loan B3 394,873.17 EUR 394,873.17 EUR 28-Jun-2013 61.32 24,213,622.78 EUR
Ineos Group Limited Term Loan B3 394,873.16 EUR 394,873.16 EUR 16-Dec-2013 66.94 26,432,809.33 EUR
Ineos Group Limited Term Loan C1 16,637.56 EUR 16,637.56 EUR 31-Dec-2009 19.4 322,768.66 EUR
Ineos Group Limited Term Loan C1 16,637.56 EUR 16,637.56 EUR 31-Dec-2013 67.43 1,121,870.67 EUR
Ineos Group Limited Term Loan C1 765,327.56 EUR 765,327.56 EUR 30-Jun-2014 73.38 56,159,736.35 EUR
Ineos Group Limited Term Loan C3 390,627.22 EUR 390,627.22 EUR 30-Jun-2014 73.38 28,664,225.40 EUR
ISS Holdings A/S Term Loan D 4,000,000.00 EUR 4,000,000.00 EUR 30-Jun-2015 85.38 341,520,000.00 EUR
Lavena Holding 3 GMBH Mezzanine 1,666,045.69 EUR 1,666,045.69 EUR 06-Mar-2017 105.6 175,934,424.86 EUR
Lavena Holding 3 GMBH Second Lien 1,800,528.97 EUR 1,800,528.97 EUR 06-Aug-2016 98.63 177,586,172.31 EUR
Lavena Holding 3 GMBH Term B Holdco 2,638,722.29 EUR 2,638,722.29 EUR 06-Mar-2015 81.57 215,240,577.20 EUR
Lavena Holding 3 GMBH Term C Holdco 2,638,722.28 EUR 2,638,722.28 EUR 04-Mar-2016 93.53 246,799,694.85 EUR
Louis Australia Holdco PTY Limited Australian Term Loan 1,560.56 EUR 1,560.56 EUR 31-Mar-2009 10.36 16,167.40 EUR
Louis Australia Holdco PTY Limited Australian Term Loan 1,560.56 EUR 1,560.56 EUR 30-Jun-2009 13.35 20,833.48 EUR
Louis Australia Holdco PTY Limited Australian Term Loan 1,560.56 EUR 1,560.56 EUR 30-Sep-2009 16.37 25,546.37 EUR
Louis Australia Holdco PTY Limited Australian Term Loan 1,560.56 EUR 1,560.56 EUR 31-Dec-2009 19.4 30,274.86 EUR

Louis Australia Holdco PTY Limited Australian Term Loan 582,089.60 EUR 582,089.60 EUR 04-Nov-2013 65.56 38,161,794.18 EUR
Macquarie UK Broadcast Enterprises Limited Junior Term Loan - Eur/Swap 3,631,289.88 EUR 3,631,289.88 EUR 01-Jul-2015 85.41 310,148,468.65 EUR
MacQuarie Uk Broadcast Ventures Limited Facility A2 - Eur/Swap 4,885,089.00 EUR 4,885,089.00 EUR 12-Jan-2014 67.82 331,306,735.98 EUR
Materis SAS Term B 1,491,359.81 EUR 1,491,359.81 EUR 27-Apr-2014 71.28 106,304,127.26 EUR
Materis SAS Term C 1,491,359.81 EUR 1,491,359.81 EUR 27-Apr-2015 83.28 124,200,444.98 EUR
Mobilserv Ltd Term B - Euro/Swap 1,335,671.55 EUR 1,335,671.55 EUR 22-Sep-2014 76.14 101,698,031.82 EUR
Mobilserv Ltd Term C - Euro/Swap 781,391.39 EUR 781,391.39 EUR 22-Sep-2015 88.14 68,871,837.11 EUR
Montjeu Bidco Ltd Facility B - Eur/Swap 2,821,050.00 EUR 2,821,050.00 EUR 15-Mar-2015 81.86 230,931,153.00 EUR
Montjeu Bidco Ltd Facility C - Eur/Swap 2,821,050.00 EUR 2,821,050.00 EUR 15-Mar-2016 93.9 264,896,595.00 EUR
Neggio Holdings 3 GmbH Facility B2 1,250,000.00 EUR 1,250,000.00 EUR 29-Dec-2014 79.36 99,200,000.00 EUR
Neggio Holdings 3 GmbH Facility C2 1,250,000.00 EUR 1,250,000.00 EUR 29-Dec-2015 91.36 114,200,000.00 EUR
Neggio Holdings 3 GmbH Term Loan B 3,600,000.00 EUR 3,600,000.00 EUR 29-Dec-2014 79.36 285,696,000.00 EUR
Neggio Holdings 3 GmbH Term Loan C 3,600,000.00 EUR 3,600,000.00 EUR 29-Dec-2015 91.36 328,896,000.00 EUR
Nordic Telephone Company Holding ApS. Term B2 4,467,835.34 EUR 4,467,835.34 EUR 30-Jan-2014 68.42 305,689,293.96 EUR
Nordic Telephone Company Holding ApS. Term C2 4,786,546.13 EUR 4,786,546.13 EUR 30-Jan-2015 80.42 384,934,039.77 EUR
Opica AB Second Lien Tr2 1,000,000.00 EUR 1,000,000.00 EUR 03-May-2016 95.51 95,510,000.00 EUR
Opica AB Term Loan B1 196,399.24 EUR 196,399.24 EUR 03-Nov-2014 77.52 15,224,869.08 EUR
Opica AB Term Loan C1 196,399.25 EUR 196,399.25 EUR 03-Nov-2015 89.52 17,581,660.86 EUR
P & F Capital SARL Term Loan B1a 413,496.67 EUR 413,496.67 EUR 20-Jun-2013 61.05 25,243,971.70 EUR
P & F Capital SARL Term Loan B1a 413,496.67 EUR 413,496.67 EUR 20-Dec-2013 67.07 27,733,221.66 EUR
P & F Capital SARL Term Loan B1c 125,634.08 EUR 125,634.08 EUR 20-Jun-2013 61.05 7,669,960.58 EUR
P & F Capital SARL Term Loan B1c 131,529.80 EUR 131,529.80 EUR 20-Dec-2014 79.07 10,400,061.29 EUR
P & F Capital SARL Term Loan B1e 247,877.89 EUR 247,877.89 EUR 20-Jun-2013 61.05 15,132,945.18 EUR
P & F Capital SARL Term Loan B1e 247,197.50 EUR 247,197.50 EUR 20-Dec-2013 67.07 16,579,536.33 EUR
P & F Capital SARL Term Loan B1f 198,700.86 EUR 198,700.86 EUR 20-Jun-2013 61.05 12,130,687.50 EUR
P & F Capital SARL Term Loan B1f 198,700.86 EUR 198,700.86 EUR 20-Dec-2013 67.07 13,326,866.68 EUR
P & F Capital SARL Term Loan C1 186,844.28 EUR 186,844.28 EUR 20-Jun-2014 73.05 13,648,974.65 EUR
P & F Capital SARL Term Loan C1 186,844.28 EUR 186,844.28 EUR 19-Dec-2014 79.04 14,768,171.89 EUR
P & F Capital SARL Term Loan D 2,000,000.00 EUR 2,000,000.00 EUR 20-Jun-2015 85.05 170,100,000.00 EUR
Pages Jaunes Group S.A Term A 3,000,000.00 EUR 3,000,000.00 EUR 22-Nov-2013 66.15 198,450,000.00 EUR

Pamplona PE Holdco 5 SA Term B 4,018,608.43 EUR 4,018,608.43 EUR 27-Feb-2015 81.34 326,873,609.70 EUR
Pamplona PE Holdco 5 SA Term C 1,569,017.30 EUR 1,569,017.30 EUR 29-Feb-2016 93.4 146,546,215.82 EUR
Project Alpha III Term B3 3,750,000.00 EUR 3,750,000.00 EUR 30-Jun-2013 61.38 230,175,000.00 EUR
Project Alpha III Term B3 3,750,000.00 EUR 3,750,000.00 EUR 31-Dec-2013 67.43 252,862,500.00 EUR
Qidnax AB Mezzanine Facility A - Eur/Swap 1,311,351.94 EUR 1,311,351.94 EUR 25-Apr-2017 107.24 140,629,382.05 EUR
Qidnax AB Mezzanine Facility B 1,917,168.50 EUR 1,917,168.50 EUR 25-Apr-2017 107.24 205,597,149.94 EUR
Qidnax AB Term Loan B2 1,676,663.38 EUR 1,676,663.38 EUR 25-Apr-2015 83.21 139,515,159.85 EUR
Qidnax AB Term Loan C2 1,676,663.38 EUR 1,676,663.38 EUR 25-Apr-2016 95.24 159,685,420.31 EUR
Rank Holdings I SA Term Loan BI 1,179,422.50 EUR 1,179,422.50 EUR 11-May-2015 83.74 98,764,840.15 EUR
Rank Holdings I SA Term Loan BII 57,745.53 EUR 57,745.53 EUR 11-May-2015 83.74 4,835,610.68 EUR
Rank Holdings I SA Term Loan CI 1,237,168.03 EUR 1,237,168.03 EUR 11-May-2016 95.77 118,483,582.23 EUR
Rotac Holding AB Term Loan B1 1,875,000.00 EUR 1,875,000.00 EUR 30-Sep-2014 76.41 143,268,750.00 EUR
Rotac Holding AB Term Loan B1 1,875,000.00 EUR 1,875,000.00 EUR 30-Mar-2015 82.36 154,425,000.00 EUR
Rotac Holding AB Term Loan C1 1,728,260.87 EUR 1,728,260.87 EUR 30-Sep-2015 88.41 152,795,543.52 EUR
Rotac Holding AB Term Loan C1 1,728,260.87 EUR 1,728,260.87 EUR 30-Mar-2016 94.39 163,130,543.52 EUR
Smurfit Kappa Acquisitions Term Loan B1 - Euro 3,500,000.00 EUR 3,500,000.00 EUR 02-Dec-2013 66.48 232,680,000.00 EUR
Smurfit Kappa Acquisitions Term Loan C1 - Euro 3,500,000.00 EUR 3,500,000.00 EUR 01-Dec-2014 78.44 274,540,000.00 EUR
Spinnaker Holdings Tranche E1 423,544.57 EUR 423,544.57 EUR 30-Jan-2015 80.42 34,061,454.32 EUR
Spinnaker Holdings Tranche E2 423,544.57 EUR 423,544.57 EUR 30-Jan-2016 92.42 39,143,989.16 EUR
Spinnaker Holdings Tranche F1 3,989,591.20 EUR 3,989,591.20 EUR 05-May-2015 83.54 333,290,448.85 EUR
Spinnaker Holdings Tranche F2 3,989,591.20 EUR 3,989,591.20 EUR 05-May-2015 83.54 333,290,448.85 EUR
Springer Science & Business Media Term Loan B1 937,634.35 EUR 937,634.35 EUR 16-Sep-2011 39.91 37,420,986.91 EUR
Springer Science & Business Media Term Loan C1 808,316.40 EUR 808,316.40 EUR 17-Sep-2012 51.98 42,016,286.47 EUR
Springer Science & Business Media Term Loan E1 1,163,963.79 EUR 1,163,963.79 EUR 17-Sep-2012 51.98 60,502,837.80 EUR
Sungard Data Systems Inc Incremental Term Loan - Euro Swap 2,152,206.00 EUR 2,152,206.00 EUR 28-Feb-2014 69.37 149,298,530.22 EUR
Telenet Bidco NV Term Loan C 2,000,000.00 EUR 2,000,000.00 EUR 03-Aug-2015 86.5 173,000,000.00 EUR
Trader Media Corporation (2003) Limited Facility B - Eur/Swao 6,165,561.50 EUR 6,165,561.50 EUR 23-Mar-2015 82.13 506,377,566.00 EUR
Tyrol Acquisition 2 SAS Second Lien 1,750,000.00 EUR 1,750,000.00 EUR 29-Jul-2016 98.37 172,147,500.00 EUR
Tyrol Acquisition 2 SAS Term B 5,000,000.00 EUR 5,000,000.00 EUR 30-Jan-2015 80.42 402,100,000.00 EUR
Tyrol Acquisition 2 SAS Term C 5,000,000.00 EUR 5,000,000.00 EUR 29-Jan-2016 92.38 461,900,000.00 EUR
United Biscuits Term B1 - Eur/Swap 6,269,000.00 EUR 6,269,000.00 EUR 24-Jan-2015 80.22 502,899,180.00 EUR
UPC Financing Term Loan M 5,000,000.00 EUR 5,000,000.00 EUR 31-Dec-2014 79.43 397,150,000.00 EUR
Virgin Media Investment Holdings Limited Facility B12 - eur/Swap 1,417,606.40 EUR 1,417,606.40 EUR 03-Sep-2012 51.52 73,035,081.73 EUR
Virgin Media Investment Holdings Limited Term Loan B11 - Eur/Swap 2,787,959.25 EUR 2,787,959.25 EUR 03-Sep-2012 51.52 143,635,660.56 EUR
Vivarte Term Loan B1 3,750,000.00 EUR 3,750,000.00 EUR 09-Mar-2015 81.67 306,262,500.00 EUR
Vivarte Term Loan C1 3,750,000.00 EUR 3,750,000.00 EUR 08-Mar-2016 93.67 351,262,500.00 EUR
WAM Acquisition SA Additional Term B1 1,000,000.00 EUR 1,000,000.00 EUR 01-Jul-2013 61.41 61,410,000.00 EUR
WAM Acquisition SA Additional Term C1 1,000,000.00 EUR 1,000,000.00 EUR 01-Jul-2014 73.41 73,410,000.00 EUR
WAM Acquisition SA Term Loan B1 1,500,000.00 EUR 1,500,000.00 EUR 01-Jul-2013 61.41 92,115,000.00 EUR
WAM Acquisition SA Term Loan C1 1,500,000.00 EUR 1,500,000.00 EUR 01-Jul-2014 73.41 110,115,000.00 EUR
World Directories Acquisition Corp. Facility 1 7,000,000.00 EUR 7,000,000.00 EUR 30-May-2014 72.36 506,520,000.00 EUR
YPSO Holding B Acq 1 864,300.36 EUR 864,300.36 EUR 15-Jun-2014 72.89 62,998,853.24 EUR
YPSO Holding B Acq 2 1,309,353.60 EUR 1,309,353.60 EUR 15-Jun-2014 72.89 95,438,783.90 EUR
YPSO Holding B Recap 1 2,728,582.46 EUR 2,728,582.46 EUR 15-Jun-2014 72.89 198,886,375.51 EUR
YPSO Holding B Recap 2 97,763.58 EUR 97,763.58 EUR 16-Jun-2014 72.92 7,128,920.25 EUR
YPSO Holding C Acq 1,390,000.00 EUR 1,390,000.00 EUR 31-Dec-2015 91.43 127,087,700.00 EUR
YPSO Holding C Recap 2,610,000.00 EUR 2,610,000.00 EUR 31-Dec-2015 91.43 238,632,300.00 EUR

Grand Total 381,028,423.74 EUR 381,028,423.73 EUR 29,176,689,038.62 EUR

The Maximum Portfolio Rating Factor Test
Report Summary
Aggregate Principal Aggregate Weighted

Balance Principal Rating Distribution Requirement
Out of
381,028,423.73 EUR 967,214,495,852.10 EUR 2538.44 <= 2480 Compliance
Pre
Notched
Moody's Moody's Rating
Security Security ID Rating Principal Balance Rating Factor Weight
ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 7,839,647.44 EUR B2 2,460.00 19,285,532,702.40 EUR
Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) 4,086,753.73 EUR Ba3 1,980.00 8,091,772,385.40 EUR
Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) Ba3 4,086,753.73 EUR Ba3 1,980.00 8,091,772,385.40 EUR
Amsterdamse Beheer - Term B1 Amsterdam_B1 Ba3 506,747.66 EUR Ba3 1,980.00 1,003,360,366.80 EUR
Amsterdamse Beheer - Term B2 Amsterdam_B2 256,498.61 EUR Ba3 1,980.00 507,867,247.80 EUR
Amsterdamse Beheer - Term C Amsterdam_TermC 763,246.27 EUR Ba3 1,980.00 1,511,227,614.60 EUR
Aster 1 SA - Term Loan A1 Germany Aster_A1g Ba3 1,005,778.26 EUR Ba3 2,220.00 2,232,827,737.20 EUR
Aster 1 SA - Term Loan A2 Brussels Aster_A2b Ba3 622,243.33 EUR Ba3 2,220.00 1,381,380,192.60 EUR
Aster 1 SA - Term Loan A3 Aster_A3 Ba3 232,257.29 EUR Ba3 2,220.00 515,611,183.80 EUR
Aster 1 SA - Term Loan A4 Brussels Aster_A4b Ba3 1,076.81 EUR Ba3 2,220.00 2,390,518.20 EUR
Aster 1 SA - Term Loan A4 Germany Aster_A4g Ba3 51,479.56 EUR Ba3 2,220.00 114,284,623.20 EUR
Aster 1 SA - Term Loan B1 French Aster_B1F Ba3 15,587.72 EUR Ba3 2,220.00 34,604,738.40 EUR
Aster 1 SA - Term Loan B1 German Aster_B1G Ba3 264,441.70 EUR Ba3 2,220.00 587,060,574.00 EUR
Aster 1 SA - Term Loan B1 Italian Aster_B1it Ba3 150,270.88 EUR Ba3 2,220.00 333,601,353.60 EUR
Aster 1 SA - Term Loan B1 Spain Aster_B1sp Ba3 8,661.47 EUR Ba3 2,220.00 19,228,463.40 EUR
Aster 1 SA - Term Loan B1 UK Aster_B1uk Ba3 45,121.65 EUR Ba3 2,220.00 100,170,063.00 EUR
Aster 1 SA - Term Loan B2 Belgium Aster_B2B Ba3 531,355.90 EUR Ba3 2,220.00 1,179,610,098.00 EUR
Aster 1 SA - Term Loan B2 Netherlands Aster_B2N Ba3 86,897.22 EUR Ba3 2,220.00 192,911,828.40 EUR
Aster 1 SA - Term Loan B3 Aster_TLB3 Ba3 404,572.06 EUR Ba3 2,220.00 898,149,973.20 EUR
Aster 1 SA - Term Loan B4 Belgium Aster_B4B Ba3 13,397.65 EUR Ba3 2,220.00 29,742,783.00 EUR
Aster 1 SA - Term Loan B4 French Aster_B4F Ba3 430.08 EUR Ba3 2,220.00 954,777.60 EUR
Aster 1 SA - Term Loan B4 German Undrawn ASTER1_TLB4UD Ba3 12,288.04 EUR Ba3 2,220.00 27,279,448.80 EUR
Aster 1 SA - Term Loan B4 Netherlands Aster_B4N Ba3 2,280.57 EUR Ba3 2,220.00 5,062,865.40 EUR
Aster 1 SA - Term Loan B4 Spain Aster_B4S Ba3 238.97 EUR Ba3 2,220.00 530,513.40 EUR
Aster 1 SA - Term Loan B4 UK Aster_B4U Ba3 1,244.94 EUR Ba3 2,220.00 2,763,766.80 EUR
Aster 1 SA - Term Loan C1 French Aster_C1F Ba3 15,587.72 EUR Ba3 2,220.00 34,604,738.40 EUR
Aster 1 SA - Term Loan C1 German Aster_C1G Ba3 264,441.70 EUR Ba3 2,220.00 587,060,574.00 EUR
Aster 1 SA - Term Loan C1 Italian Aster_C1I Ba3 156,500.75 EUR Ba3 2,220.00 347,431,665.00 EUR
Aster 1 SA - Term Loan C1 Spain Aster_C1S Ba3 8,661.47 EUR Ba3 2,220.00 19,228,463.40 EUR
Aster 1 SA - Term Loan C1 UK Aster_C1uk Ba3 45,121.65 EUR Ba3 2,220.00 100,170,063.00 EUR
Aster 1 SA - Term Loan C2 Belgium Aster_C2B Ba3 531,355.90 EUR Ba3 2,220.00 1,179,610,098.00 EUR
Aster 1 SA - Term Loan C2 Netherlands Aster_C2N Ba3 86,897.22 EUR Ba3 2,220.00 192,911,828.40 EUR
Aster 1 SA - Term Loan C3 Aster_TLC3 Ba3 404,572.06 EUR Ba3 2,220.00 898,149,973.20 EUR
Aster 1 SA - Term Loan C4 Belgium Aster_C4B Ba3 13,397.65 EUR Ba3 2,220.00 29,742,783.00 EUR
Aster 1 SA - Term Loan C4 French Aster_C4F Ba3 430.08 EUR Ba3 2,220.00 954,777.60 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I The Maximum Portfolio Page 1
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Aster 1 SA - Term Loan C4 German Undrawn ASTER_TLC4GUD Ba3 12,288.04 EUR Ba3 2,220.00 27,279,448.80 EUR
Aster 1 SA - Term Loan C4 Netherlands Aster_C4N Ba3 2,280.57 EUR Ba3 2,220.00 5,062,865.40 EUR
Aster 1 SA - Term Loan C4 Spain Aster_C4S Ba3 238.97 EUR Ba3 2,220.00 530,513.40 EUR
Aster 1 SA - Term Loan C4 UK Aster_C4U Ba3 1,244.94 EUR Ba3 2,220.00 2,763,766.80 EUR
Autobar - Tranche B Charden_TLB B2 2,911,542.49 EUR B2 2,460.00 7,162,394,525.40 EUR
Autobar - Tranche C Charden_TLC B2 2,911,542.49 EUR B2 2,460.00 7,162,394,525.40 EUR
AVR Acquisitions - Term B3A avr_b3a Ba3 4,710,694.49 EUR Ba3 2,460.00 11,588,308,445.40 EUR
AVR Acquisitions - Term B3B avr_b3b Ba3 143,866.91 EUR Ba3 2,460.00 353,912,598.60 EUR
AVR Acquisitions - Term B3C avr_b3c Ba3 389,244.49 EUR Ba3 2,460.00 957,541,445.40 EUR
AVR Acquisitions - Term B3D AVR_TL_B3D Ba3 457,566.97 EUR Ba3 2,460.00 1,125,614,746.20 EUR
AVR Acquisitions - Term Loan B AVR_TLB Ba3 878,924.15 EUR Ba3 2,460.00 2,162,153,409.00 EUR
AVR Acquisitions - Term Loan C AVR_TLC Ba3 3,180,297.00 EUR Ba3 2,460.00 7,823,530,620.00 EUR
BCM Ireland Finance - Facility B BCM_B B1 2,462,068.60 EUR B1 2,220.00 5,465,792,292.00 EUR
BCM Ireland Finance - Facility C BCM_C B1 2,462,343.10 EUR B1 2,220.00 5,466,401,682.00 EUR
BCV Investments S.C.A - Second Lien BCV Investments_2ndLien B2 4,500,000.00 EUR B2 2,720.00 12,240,000,000.00 EUR
BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro B2 2,239,412.91 EUR B2 2,720.00 6,091,203,115.20 EUR
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro B2 2,239,412.91 EUR B2 2,720.00 6,091,203,115.20 EUR
Brenn - Acquisition Facility 2 Brentag_acqfac B2 4,587,634.71 EUR B2 2,720.00 12,478,366,411.20 EUR
Brenn - Facility B3 EUR Brenntag_B3EUR B2 1,000,000.00 EUR B2 2,720.00 2,720,000,000.00 EUR
Brenn - Facility C1 Brentagg_fac.C1 B2 1,563,127.46 EUR B2 2,720.00 4,251,706,691.20 EUR
Brenn - Facility C2 Brenntag_fac.C2 B2 436,872.54 EUR B2 2,720.00 1,188,293,308.80 EUR
BRENNTAGFINANCECOIISARL - Acquisition Facility 2 BRENNTAGF_AF2 B2 280,771.41 EUR B2 2,720.00 763,698,235.20 EUR
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 B2 1,131,593.88 EUR B2 2,720.00 3,077,935,353.60 EUR
Capio - Second Lien Tr2 OPICAAB_SLT2 B3 1,000,000.00 EUR B2 2,460.00 2,460,000,000.00 EUR
Capio - Term Loan B1 opica_tlb1 B3 196,399.24 EUR B2 2,460.00 483,142,130.40 EUR
Capio - Term Loan C1 opica_tlc1 B3 196,399.25 EUR B2 2,460.00 483,142,155.00 EUR
CBRFASHIONGMBH - Term Loan B CBRFASHN_TLB B1 1,875,000.00 EUR B3 3,080.00 5,775,000,000.00 EUR
CBRFASHIONGMBH - Term Loan C LX068781 B1 1,725,000.00 EUR B3 3,080.00 5,313,000,000.00 EUR
CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl B2 1,217,254.04 EUR B2 2,720.00 3,310,930,988.80 EUR
CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl B2 1,098,247.30 EUR B2 2,720.00 2,987,232,656.00 EUR
CEVAGROUPPLC - EURO pre-funded LC facility Lous_LC B2 1,065,290.91 EUR B2 2,720.00 2,897,591,275.20 EUR
Chaterhouse - Second Lien ChartHouse_2L B3 5,500,000.00 EUR B3 3,080.00 16,940,000,000.00 EUR
Chaterhouse - Term Loan B1 - Acquico Charterhouse_TLB1_Acq B3 1,251,391.54 EUR B3 3,080.00 3,854,285,943.20 EUR
Chaterhouse - Term Loan B2 Charterhouse_TLB2 B3 248,608.46 EUR B3 3,080.00 765,714,056.80 EUR
COGNIS - Term A COGNIS&MACANY_TLA B2 982,367.86 EUR B2 2,720.00 2,672,040,579.20 EUR
COGNIS - Term B COGNIS&MACANY_TLB B2 3,017,632.14 EUR B2 2,720.00 8,207,959,420.80 EUR
Cortefiel - Facility B1 CORTEFIEL_B1 2,859,901.10 EUR B3 3,080.00 8,808,495,388.00 EUR
Demeter - Facility B DEMETERIB_FB B1 1,500,000.00 EUR B1 1,980.00 2,970,000,000.00 EUR
Demeter - Facility C DEMETERIB_FC B1 1,500,000.00 EUR B1 1,980.00 2,970,000,000.00 EUR
DSBG - Term B dsbg_tb Ba3 1,375,000.00 EUR Ba3 1,550.00 2,131,250,000.00 EUR
DSBG - Term C dsbg_tc Ba3 1,375,000.00 EUR Ba3 1,550.00 2,131,250,000.00 EUR
Elster - Term B1 ELSTERGRP_B1 B3 1,802,099.05 EUR B3 1,130.00 2,036,371,926.50 EUR
Elster - Term C1 ELSTERGRP_C1 B3 1,802,099.05 EUR B3 1,130.00 2,036,371,926.50 EUR
Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 B3 457,418.82 EUR B3 1,130.00 516,883,266.60 EUR
Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 B3 457,418.82 EUR B3 1,130.00 516,883,266.60 EUR
Escaline S.a.r.l - Term B Escaline_TermB B2 1,503,773.95 EUR B2 3,080.00 4,631,623,766.00 EUR
Escaline S.a.r.l - Term C Escaline_TermC B2 1,503,773.95 EUR B2 3,080.00 4,631,623,766.00 EUR
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FCIINTLSAS - Term Loan B3b FCISA_TLB3B Ba3 3,987,697.43 EUR Ba3 1,766.00 7,042,273,661.38 EUR
Ferretti S.P.A - Mezzanine FerrettiSPA_Mezz B1 1,000,000.00 EUR B1 2,460.00 2,460,000,000.00 EUR
Ferretti S.P.A - Tranche B Ferretti_TrB B1 2,888,334.09 EUR B1 2,460.00 7,105,301,861.40 EUR
Ferretti S.P.A - Tranche C Ferretti_TrC B1 2,888,334.09 EUR B1 2,460.00 7,105,301,861.40 EUR
Financiere Daunou 9 S.AR.L - Term Loan D1 FinDaunou9_TLD1 B1 969,230.77 EUR B2 3,080.00 2,985,230,771.60 EUR
Financiere Daunou 9 S.AR.L - Term Loan D2 FinDaunou9_TLD2 B1 69,230.77 EUR B2 3,080.00 213,230,771.60 EUR
Financiere Daunou 9 S.AR.L - Term Loan D3 FinDaunou9_TLD3 B1 461,538.46 EUR B2 3,080.00 1,421,538,456.80 EUR
Financiere Truck - Term Loan - Euro FinanciereTruck_TLEUR Ba3 3,340,369.24 EUR Ba3 1,550.00 5,177,572,322.00 EUR
Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap Ba3 557,215.54 EUR Ba3 1,550.00 863,684,087.00 EUR
Fives - Term B Fives_TLB B2 2,659,849.65 EUR B2 2,460.00 6,543,230,139.00 EUR
Fives - Term C Fives_TLC B2 2,659,849.65 EUR B2 2,460.00 6,543,230,139.00 EUR
Fresenius SE - Additional Tranche B1 Euro Term Loan FreseniusSE_AddB1Euro Ba1 1,000,000.00 EUR Ba1 940.00 940,000,000.00 EUR
GGP C - B Term Loan GGP_B TL B1 3,477,272.73 EUR B1 1,980.00 6,885,000,005.40 EUR
GGP C - C Term Loan GGP_C TL B1 3,477,272.73 EUR B1 1,980.00 6,885,000,005.40 EUR
HCA Inc - Euro Term loan HCAInc_EuroTL B2 8,883,610.43 EUR B2 2,720.00 24,163,420,369.60 EUR
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 B2 2,969,327.02 EUR B2 2,720.00 8,076,569,494.40 EUR
Holding - Additional HBI Facility B HOLDING-ADLFB B2 4,546,969.70 EUR B2 2,460.00 11,185,545,462.00 EUR
Holding - Additional HBI Facility C HOLDING_ADLFC B2 4,153,030.30 EUR B2 2,460.00 10,216,454,538.00 EUR
Holding - Term B1 HldgBercy_TLB1 B2 1,500,000.00 EUR B2 2,460.00 3,690,000,000.00 EUR
Holding - Term C1 HldgBercy_TLC1 B2 1,500,000.00 EUR B2 2,460.00 3,690,000,000.00 EUR
Ineos Group - Term Loan B1 Ineos_TB1 B3 1,613,634.99 EUR B3 3,490.00 5,631,586,115.10 EUR
Ineos Group - Term Loan B3 Ineos_TLB3 B3 823,713.92 EUR B3 3,490.00 2,874,761,580.80 EUR
Ineos Group - Term Loan C1 Ineos_TC1 B3 1,613,842.89 EUR B3 3,490.00 5,632,311,686.10 EUR
Ineos Group - Term Loan C3 Ineos_TLC3 B3 823,713.92 EUR B3 3,490.00 2,874,761,580.80 EUR
ISSHOLDA/S - Term Loan D ISS_TL D B2 4,000,000.00 EUR B2 2,720.00 10,880,000,000.00 EUR
Lavena - Mezzanine Lavena_Mezz B2 1,666,045.69 EUR Caa1 4,080.00 6,797,466,415.20 EUR
Lavena - Second Lien Lavena_TD B2 1,800,528.97 EUR Caa1 4,080.00 7,346,158,197.60 EUR
Lavena - Term B Holdco Lavena_HoldcoB B2 2,638,722.29 EUR Caa1 4,080.00 10,765,986,943.20 EUR
Lavena - Term C Holdco Lavena_HoldcoC B2 2,638,722.28 EUR Caa1 4,080.00 10,765,986,902.40 EUR
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL B2 611,740.30 EUR B2 2,720.00 1,663,933,616.00 EUR
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 B2 3,631,289.88 EUR B2 2,460.00 8,932,973,104.80 EUR
MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 B2 4,885,089.00 EUR B2 2,460.00 12,017,318,940.00 EUR
Materis - Term B Materis B2 1,491,359.81 EUR B2 2,460.00 3,668,745,132.60 EUR
Materis - Term C Mat_TLC B2 1,491,359.81 EUR B2 2,460.00 3,668,745,132.60 EUR
Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP B1 1,335,671.55 EUR B1 1,980.00 2,644,629,669.00 EUR
Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP B1 781,391.39 EUR B1 1,980.00 1,547,154,952.20 EUR
MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 B2 2,821,050.00 EUR B2 2,460.00 6,939,783,000.00 EUR
MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 B2 2,821,050.00 EUR B2 2,460.00 6,939,783,000.00 EUR
Neggio Holdings 3 GmbH - Facility B2 Negg_FacB2 Ba3 1,250,000.00 EUR Ba3 1,550.00 1,937,500,000.00 EUR
Neggio Holdings 3 GmbH - Facility C2 Negg_FacC2 Ba3 1,250,000.00 EUR Ba3 1,550.00 1,937,500,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB Ba3 3,600,000.00 EUR Ba3 1,550.00 5,580,000,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC Ba3 3,600,000.00 EUR Ba3 1,550.00 5,580,000,000.00 EUR
Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 B2 3,598,432.52 EUR B2 2,460.00 8,852,143,999.20 EUR
Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 B2 569,563.63 EUR B2 2,460.00 1,401,126,529.80 EUR
Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 B2 3,598,432.52 EUR B2 2,460.00 8,852,143,999.20 EUR
Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 B2 569,563.63 EUR B2 2,460.00 1,401,126,529.80 EUR
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 Ba3 4,467,835.34 EUR Ba3 1,766.00 7,890,197,210.44 EUR
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 Ba3 4,786,546.13 EUR Ba3 1,766.00 8,453,040,465.58 EUR
Orangina - Facility B1 BlackL_TLB1 B1 150,000.00 EUR B1 2,460.00 369,000,000.00 EUR
Orangina - Facility B5a BlackL_TLB5a B1 9,296,875.00 EUR B1 2,460.00 22,870,312,500.00 EUR
Orangina - Facility B5b BlackL_TLB5b B1 703,125.00 EUR B1 2,460.00 1,729,687,500.00 EUR
Orangina - Facility C1 BlackL_TLC1 B1 974,809.37 EUR B1 2,460.00 2,398,031,050.20 EUR
Orangina - Facility C2 BlackL_TLC2 B1 555,131.22 EUR B1 2,460.00 1,365,622,801.20 EUR
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Pages Jaunes Group S.A - Term A PagesJaunes_TermA B3 3,000,000.00 EUR B3 3,080.00 9,240,000,000.00 EUR
PFCAPITALSARL - Term Loan B1a PFCAPITL_TB1A B2 826,993.35 EUR B2 2,460.00 2,034,403,641.00 EUR
PFCAPITALSARL - Term Loan B1c PFCAPTL_B1C B2 257,163.88 EUR B2 2,460.00 632,623,144.80 EUR
PFCAPITALSARL - Term Loan B1e PFCAPTL_TB1E B2 495,075.39 EUR B2 2,460.00 1,217,885,459.40 EUR
PFCAPITALSARL - Term Loan B1f PFCAPTL_TLB1F B2 397,401.72 EUR B2 2,460.00 977,608,231.20 EUR
PFCAPITALSARL - Term Loan C1 PFCAPITL_TLC1 B2 373,688.57 EUR B2 2,460.00 919,273,882.20 EUR
PFCAPITALSARL - Term Loan C2 PFCAPTL_TC2 B2 138,830.41 EUR B2 2,460.00 341,522,808.60 EUR
PFCAPITALSARL - Term Loan C3 PFCAPITL_TLC3 B2 288,292.88 EUR B2 2,460.00 709,200,484.80 EUR
PFCAPITALSARL - Term Loan C4 PFCAPITL_TLC4 B2 1,174,226.77 EUR B2 2,460.00 2,888,597,854.20 EUR
PFCAPITALSARL - Term Loan D PFCAPITL_TLD B2 2,000,000.00 EUR B2 2,460.00 4,920,000,000.00 EUR
PPE - Term B ppe_tb 4,018,608.43 EUR Caa1 4,080.00 16,395,922,394.40 EUR
PPE - Term C ppe_tc 1,569,017.30 EUR Caa1 4,080.00 6,401,590,584.00 EUR
Project Alpha III - Term B3 ProjectAlpha_B3 7,500,000.00 EUR B1 1,980.00 14,850,000,000.00 EUR
Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 B2 1,311,351.94 EUR B2 2,460.00 3,225,925,772.40 EUR
Qidnax - Mezzanine Facility B Qidnax_Mezz B B2 1,917,168.50 EUR B2 2,460.00 4,716,234,510.00 EUR
Qidnax - Term Loan B2 LX070674 B2 1,676,663.38 EUR B2 2,460.00 4,124,591,914.80 EUR
Qidnax - Term Loan C2 Qidnax_TLC2 B2 1,676,663.38 EUR B2 2,460.00 4,124,591,914.80 EUR
Rank Holdings I SA - Term Loan BI RankHold_TLBI B1 1,179,422.50 EUR B1 2,220.00 2,618,317,950.00 EUR
Rank Holdings I SA - Term Loan BII RankHold_TLBII B1 57,745.53 EUR B1 2,220.00 128,195,076.60 EUR
Rank Holdings I SA - Term Loan CI RankHold_TLCI B1 1,237,168.03 EUR B1 2,220.00 2,746,513,026.60 EUR
Rotac Holding AB - Term Loan B1 Rotac_TLB1 B1 3,750,000.00 EUR B1 3,080.00 11,550,000,000.00 EUR
Rotac Holding AB - Term Loan C1 Rotac_TLC1 B1 3,456,521.74 EUR B1 3,080.00 10,646,086,959.20 EUR
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR Ba3 3,500,000.00 EUR Ba3 1,766.00 6,181,000,000.00 EUR
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR Ba3 3,500,000.00 EUR Ba3 1,766.00 6,181,000,000.00 EUR
Spiinnaker - Tranche E1 Spinnaker_TE1 B2 423,544.57 EUR Caa2 6,500.00 2,753,039,705.00 EUR
Spiinnaker - Tranche E2 Spinnaker_TE2 B2 423,544.57 EUR Caa2 6,500.00 2,753,039,705.00 EUR
Spiinnaker - Tranche F1 Spinnaker_TrF1 B2 3,989,591.20 EUR Caa2 6,500.00 25,932,342,800.00 EUR
Spiinnaker - Tranche F2 Spinnaker_TrF2 B2 3,989,591.20 EUR Caa2 6,500.00 25,932,342,800.00 EUR
Springer Science - Term Loan B1 Springer_TB1 937,634.35 EUR B2 3,080.00 2,887,913,798.00 EUR
Springer Science - Term Loan C1 Springer_C1 808,316.40 EUR B2 3,080.00 2,489,614,512.00 EUR
Springer Science - Term Loan E1 Springer_E1 1,163,963.79 EUR B2 3,080.00 3,585,008,473.20 EUR
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP B2 2,152,206.00 EUR B2 2,720.00 5,854,000,320.00 EUR
Telenet Bidco NV - Term Loan C Telenet-TLC- Ba3 2,000,000.00 EUR Ba3 1,766.00 3,532,000,000.00 EUR
Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 B2 6,165,561.50 EUR B2 2,460.00 15,167,281,290.00 EUR
TYROLACQUISITION2SAS - Second Lien TYROLACQ2_2L B2 1,750,000.00 EUR B2 2,460.00 4,305,000,000.00 EUR
TYROLACQUISITION2SAS - Term B TYROLACQ2_TB B2 5,000,000.00 EUR B2 2,460.00 12,300,000,000.00 EUR
TYROLACQUISITION2SAS - Term C TYROLACQ2_TC B2 5,000,000.00 EUR B2 2,460.00 12,300,000,000.00 EUR
United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 B1 6,269,000.00 EUR B1 2,460.00 15,421,740,000.00 EUR
UPC Financing - Term Loan M UPC_TLM B1 5,000,000.00 EUR B1 2,220.00 11,100,000,000.00 EUR
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 Ba3 1,417,606.40 EUR Ba3 1,766.00 2,503,492,902.40 EUR
Virgin Media Investment Holdings Limited - Term Loan B11 - Eur/Swap VirginMedia_B5Swap_HSAM2008 Ba3 2,787,959.25 EUR Ba3 1,766.00 4,923,536,035.50 EUR
Virgin Media Investment Holdings Limited - Term Loan B7 - Eur/Swap Virgin_B1Swap_HSAM2008 Ba3 1,734,290.00 EUR Ba3 1,766.00 3,062,756,140.00 EUR
Virgin Media Investment Holdings Limited - Term Loan B8 - Eur/Swap Virgin_B2Swap_HSAM2008 Ba3 2,027,110.00 EUR Ba3 1,766.00 3,579,876,260.00 EUR
Vivarte - Term Loan B1 Vivarte_B 3,750,000.00 EUR B2 2,460.00 9,225,000,000.00 EUR
Vivarte - Term Loan C1 Vivarte_C 3,750,000.00 EUR B2 2,460.00 9,225,000,000.00 EUR
WAM - Additional Term B1 WAMACQ_AB1 B1 1,000,000.00 EUR B1 1,980.00 1,980,000,000.00 EUR
WAM - Additional Term C1 WAMACQ-AC1 B1 1,000,000.00 EUR B1 1,980.00 1,980,000,000.00 EUR
WAM - Term Loan B1 WAM_B1 B1 1,500,000.00 EUR B1 1,980.00 2,970,000,000.00 EUR
WAM - Term Loan B3 WAMACQ_TLB3 B1 1,474,324.32 EUR B1 1,980.00 2,919,162,153.60 EUR
WAM - Term Loan B4 WAMACQ_TLB4 B1 1,861,737.42 EUR B1 1,980.00 3,686,240,091.60 EUR
WAM - Term Loan C1 WAM_C1 B1 1,500,000.00 EUR B1 1,980.00 2,970,000,000.00 EUR
WAM - Term Loan C3 WAMACQ_TLC3 B1 1,474,324.32 EUR B1 1,980.00 2,919,162,153.60 EUR
WAM - Term Loan C4 WAMACQ_TLC4 B1 1,861,737.32 EUR B1 1,980.00 3,686,239,893.60 EUR
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World Directories Acquisition Corp. - Facility 1 wdac_facility1 B3 7,000,000.00 EUR B2 2,720.00 19,040,000,000.00 EUR
Xstrata - Tranche B1 Fin Spie_TLB B2 2,058,626.27 EUR B2 2,460.00 5,064,220,624.20 EUR
Xstrata - Tranche B3 Fin Spie_TLB3 B2 2,058,626.27 EUR B2 2,460.00 5,064,220,624.20 EUR
Yellow Brick Road - Term Loan B2 YBR_B2 B2 910,346.00 EUR B2 2,460.00 2,239,451,160.00 EUR
Yellow Brick Road - Term Loan C2 YBR_C2 B2 629,020.02 EUR B2 2,460.00 1,547,389,249.20 EUR
Yellow Brick Road - Tranche B YBR_TLB B2 2,862,783.35 EUR B2 2,460.00 7,042,447,041.00 EUR
Yellow Brick Road - Tranche C YBR_TLC B2 3,631,216.65 EUR B2 2,460.00 8,932,792,959.00 EUR
YPSO Hold - B Acq 1 YPSO_B ACQ 1 B1 864,300.36 EUR B1 1,980.00 1,711,314,712.80 EUR
YPSO Hold - B Acq 2 YPSO_B Acq 2 B1 1,309,353.60 EUR B1 1,980.00 2,592,520,128.00 EUR
YPSO Hold - B Recap 1 YPSOHolding_TBRecap1 B1 2,728,582.46 EUR B1 1,980.00 5,402,593,270.80 EUR
YPSO Hold - B Recap 2 YPSOHolding_TBRecap2 B1 97,763.58 EUR B1 1,980.00 193,571,888.40 EUR
YPSO Hold - C Acq Ypso_CAcq B1 1,390,000.00 EUR B1 1,980.00 2,752,200,000.00 EUR
YPSO Hold - C Recap Ypso_CRecap B1 2,610,000.00 EUR B1 1,980.00 5,167,800,000.00 EUR
Grand Total 381,028,423.73 EUR 967,214,495,852.10 EUR
Portfolio Assets - Asset Swap
Report Summary
Aggregate Principal
Balance Report Total % of APB Requirement
Asset Credit Short Froward Interest

Security Security ID Currency Maturity Date Swap Obligation Contract Swaps Principal Balance
Loan
ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 EUR 04-Jul-2011 Yes No No 0.00 EUR 7,839,647.44 EUR
Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 EUR 30-Sep-2013 Yes No No 0.00 EUR 457,418.82 EUR
Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 EUR 30-Sep-2014 Yes No No 0.00 EUR 457,418.82 EUR
Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap EUR 31-Mar-2014 Yes No No 0.00 EUR 557,215.54 EUR
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 EUR 01-Jul-2015 Yes No No 0.00 EUR 3,631,289.88 EUR
MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 EUR 12-Jan-2014 Yes No No 0.00 EUR 4,885,089.00 EUR
Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP EUR 22-Sep-2014 Yes No No 0.00 EUR 1,335,671.55 EUR
Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP EUR 22-Sep-2015 Yes No No 0.00 EUR 781,391.39 EUR
MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 EUR 15-Mar-2015 Yes No No 0.00 EUR 2,821,050.00 EUR
MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 EUR 15-Mar-2016 Yes No No 0.00 EUR 2,821,050.00 EUR
Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 EUR 25-Apr-2017 Yes No No 0.00 EUR 1,311,351.94 EUR
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP EUR 28-Feb-2014 Yes No No 0.00 EUR 2,152,206.00 EUR
Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 EUR 23-Mar-2015 Yes No No 0.00 EUR 6,165,561.50 EUR
United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 EUR 24-Jan-2015 Yes No No 0.00 EUR 6,269,000.00 EUR
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 EUR 03-Sep-2012 Yes No No 0.00 EUR 1,417,606.40 EUR
Virgin Media Investment Holdings Limited - Term Loan B11 - Eur/Swap VirginMedia_B5Swap_HSAM2008 EUR 03-Sep-2012 Yes No No 0.00 EUR 2,787,959.25 EUR
Virgin Media Investment Holdings Limited - Term Loan B7 - Eur/Swap Virgin_B1Swap_HSAM2008 EUR 03-Sep-2012 Yes No No 0.00 EUR 1,734,290.00 EUR
Virgin Media Investment Holdings Limited - Term Loan B8 - Eur/Swap Virgin_B2Swap_HSAM2008 EUR 03-Sep-2012 Yes No No 0.00 EUR 2,027,110.00 EUR
Loan Subtotal 0.00 EUR 49,452,327.53 EUR
Grand Total 0.00 EUR 49,452,327.53 EUR

Portfolio Assets - Discounted Obligations
Ceased to be
Asset Discounted Discounted Purchase
Security Security ID Type Obligation Obligation Price Principal Balance
ISSHOLDA/S - Term Loan D ISS_TL D Loan Yes No 79.2500% 4,000,000.00 EUR

(c) Mezzanine, High Yield and Senior Unsecured Obligations
Report Summary
Target Par Amount Report Total % of TPA Requirement

392,000,000.00 EUR 35,784,742.54 EUR 9.13% <= 13.00% In Compliance
Asset Mezzanine High Yield Second

Security Security ID Type Obligation Security Lien Security Level Principal Balance
ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 Loan No No Yes Senior Unsecured 7,839,647.44 EUR
BCV Investments S.C.A - Second Lien BCV Investments_2ndLien Loan No No Yes Senior Unsecured 4,500,000.00 EUR
Capio - Second Lien Tr2 OPICAAB_SLT2 Loan No No Yes Senior Unsecured 1,000,000.00 EUR
Chaterhouse - Second Lien ChartHouse_2L Loan No No Yes Senior Unsecured 5,500,000.00 EUR
Ferretti S.P.A - Mezzanine FerrettiSPA_Mezz Loan Yes No No Senior Unsecured 1,000,000.00 EUR
Financiere Daunou 9 S.AR.L - Term Loan D1 FinDaunou9_TLD1 Loan No No Yes Senior Unsecured 969,230.77 EUR
ISSHOLDA/S - Term Loan D ISS_TL D Loan No No Yes Senior Unsecured 4,000,000.00 EUR
Lavena - Mezzanine Lavena_Mezz Loan Yes No No Senior Unsecured 1,666,045.69 EUR
Lavena - Second Lien Lavena_TD Loan No No Yes Senior Unsecured 1,800,528.97 EUR
PFCAPITALSARL - Term Loan D PFCAPITL_TLD Loan No No Yes Senior Unsecured 2,000,000.00 EUR
Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 Loan Yes No No Senior Unsecured 1,311,351.94 EUR
Qidnax - Mezzanine Facility B Qidnax_Mezz B Loan Yes No No Senior Unsecured 1,917,168.50 EUR
TYROLACQUISITION2SAS - Second Lien TYROLACQ2_2L Loan No No Yes Senior Unsecured 1,750,000.00 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I (c) Mezzanine, High Page 1
(p) Revolving and/or Delayed Drawdown Obligations
Report Summary

392,000,000.00 EUR 0.00 EUR 0.00% <= 5.00% In Compliance
No records matched the report criteria or there is no data available.
11-Feb-2009 Halcyon SAM European CLO 2008-I (p) Revolving and/or Page 1
(b) Senior Secured Loans
Report Summary
Aggregate Principal
Balance + Eligible
Investments Report Total % of APBEI Requirement
Security Security ID Asset Type SecurityLevel Principal Balance

Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) Loan Senior Secured 4,086,753.73 EUR
Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) Loan Senior Secured 4,086,753.73 EUR
Amsterdamse Beheer - Term B1 Amsterdam_B1 Loan Senior Secured 506,747.66 EUR
Amsterdamse Beheer - Term B2 Amsterdam_B2 Loan Senior Secured 256,498.61 EUR
Amsterdamse Beheer - Term C Amsterdam_TermC Loan Senior Secured 763,246.27 EUR
Aster 1 SA - Term Loan A1 Germany Aster_A1g Loan Senior Secured 1,005,778.26 EUR
Aster 1 SA - Term Loan A2 Brussels Aster_A2b Loan Senior Secured 622,243.33 EUR
Aster 1 SA - Term Loan A3 Aster_A3 Loan Senior Secured 232,257.29 EUR
Aster 1 SA - Term Loan A4 Brussels Aster_A4b Loan Senior Secured 1,076.81 EUR
Aster 1 SA - Term Loan A4 Germany Aster_A4g Loan Senior Secured 51,479.56 EUR
Aster 1 SA - Term Loan B1 French Aster_B1F Loan Senior Secured 15,587.72 EUR
Aster 1 SA - Term Loan B1 German Aster_B1G Loan Senior Secured 264,441.70 EUR
Aster 1 SA - Term Loan B1 Italian Aster_B1it Loan Senior Secured 150,270.88 EUR
Aster 1 SA - Term Loan B1 Spain Aster_B1sp Loan Senior Secured 8,661.47 EUR
Aster 1 SA - Term Loan B1 UK Aster_B1uk Loan Senior Secured 45,121.65 EUR
Aster 1 SA - Term Loan B2 Belgium Aster_B2B Loan Senior Secured 531,355.90 EUR
Aster 1 SA - Term Loan B2 Netherlands Aster_B2N Loan Senior Secured 86,897.22 EUR
Aster 1 SA - Term Loan B3 Aster_TLB3 Loan Senior Secured 404,572.06 EUR
Aster 1 SA - Term Loan B4 Belgium Aster_B4B Loan Senior Secured 13,397.65 EUR
Aster 1 SA - Term Loan B4 French Aster_B4F Loan Senior Secured 430.08 EUR
Aster 1 SA - Term Loan B4 German Undrawn ASTER1_TLB4UD Loan Senior Secured 12,288.04 EUR
Aster 1 SA - Term Loan B4 Netherlands Aster_B4N Loan Senior Secured 2,280.57 EUR
Aster 1 SA - Term Loan B4 Spain Aster_B4S Loan Senior Secured 238.97 EUR
Aster 1 SA - Term Loan B4 UK Aster_B4U Loan Senior Secured 1,244.94 EUR
Aster 1 SA - Term Loan C1 French Aster_C1F Loan Senior Secured 15,587.72 EUR
Aster 1 SA - Term Loan C1 German Aster_C1G Loan Senior Secured 264,441.70 EUR
Aster 1 SA - Term Loan C1 Italian Aster_C1I Loan Senior Secured 156,500.75 EUR
Aster 1 SA - Term Loan C1 Spain Aster_C1S Loan Senior Secured 8,661.47 EUR
Aster 1 SA - Term Loan C1 UK Aster_C1uk Loan Senior Secured 45,121.65 EUR
Aster 1 SA - Term Loan C2 Belgium Aster_C2B Loan Senior Secured 531,355.90 EUR
Aster 1 SA - Term Loan C2 Netherlands Aster_C2N Loan Senior Secured 86,897.22 EUR
Aster 1 SA - Term Loan C3 Aster_TLC3 Loan Senior Secured 404,572.06 EUR
Aster 1 SA - Term Loan C4 Belgium Aster_C4B Loan Senior Secured 13,397.65 EUR
Aster 1 SA - Term Loan C4 French Aster_C4F Loan Senior Secured 430.08 EUR
Aster 1 SA - Term Loan C4 German Undrawn ASTER_TLC4GUD Loan Senior Secured 12,288.04 EUR
Aster 1 SA - Term Loan C4 Netherlands Aster_C4N Loan Senior Secured 2,280.57 EUR
Aster 1 SA - Term Loan C4 Spain Aster_C4S Loan Senior Secured 238.97 EUR
Aster 1 SA - Term Loan C4 UK Aster_C4U Loan Senior Secured 1,244.94 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I (b) Senior Secured Page 1
Autobar - Tranche B Charden_TLB Loan Senior Secured 2,911,542.49 EUR
Autobar - Tranche C Charden_TLC Loan Senior Secured 2,911,542.49 EUR
AVR Acquisitions - Term B3A avr_b3a Loan Senior Secured 4,710,694.49 EUR
AVR Acquisitions - Term B3B avr_b3b Loan Senior Secured 143,866.91 EUR
AVR Acquisitions - Term B3C avr_b3c Loan Senior Secured 389,244.49 EUR
AVR Acquisitions - Term B3D AVR_TL_B3D Loan Senior Secured 457,566.97 EUR
AVR Acquisitions - Term Loan B AVR_TLB Loan Senior Secured 878,924.15 EUR
AVR Acquisitions - Term Loan C AVR_TLC Loan Senior Secured 3,180,297.00 EUR
BCM Ireland Finance - Facility B BCM_B Loan Senior Secured 2,462,068.60 EUR
BCM Ireland Finance - Facility C BCM_C Loan Senior Secured 2,462,343.10 EUR
BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro Loan Senior Secured 2,239,412.91 EUR
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro Loan Senior Secured 2,239,412.91 EUR
Brenn - Acquisition Facility 2 Brentag_acqfac Loan Senior Secured 4,587,634.71 EUR
Brenn - Facility B3 EUR Brenntag_B3EUR Loan Senior Secured 1,000,000.00 EUR
Brenn - Facility C1 Brentagg_fac.C1 Loan Senior Secured 1,563,127.46 EUR
Brenn - Facility C2 Brenntag_fac.C2 Loan Senior Secured 436,872.54 EUR
BRENNTAGFINANCECOIISARL - Acquisition Facility 2 BRENNTAGF_AF2 Loan Senior Secured 280,771.41 EUR
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 Loan Senior Secured 1,131,593.88 EUR
Capio - Term Loan B1 opica_tlb1 Loan Senior Secured 196,399.24 EUR
Capio - Term Loan C1 opica_tlc1 Loan Senior Secured 196,399.25 EUR
CBRFASHIONGMBH - Term Loan B CBRFASHN_TLB Loan Senior Secured 1,875,000.00 EUR
CBRFASHIONGMBH - Term Loan C LX068781 Loan Senior Secured 1,725,000.00 EUR
CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl Loan Senior Secured 1,217,254.04 EUR
CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl Loan Senior Secured 1,098,247.30 EUR
CEVAGROUPPLC - EURO pre-funded LC facility Lous_LC Loan Senior Secured 1,065,290.91 EUR
Chaterhouse - Term Loan B1 - Acquico Charterhouse_TLB1_Acq Loan Senior Secured 1,251,391.54 EUR
Chaterhouse - Term Loan B2 Charterhouse_TLB2 Loan Senior Secured 248,608.46 EUR
COGNIS - Term A COGNIS&MACANY_TLA Loan Senior Secured 982,367.86 EUR
COGNIS - Term B COGNIS&MACANY_TLB Loan Senior Secured 3,017,632.14 EUR
Cortefiel - Facility B1 CORTEFIEL_B1 Loan Senior Secured 2,859,901.10 EUR
Demeter - Facility B DEMETERIB_FB Loan Senior Secured 1,500,000.00 EUR
Demeter - Facility C DEMETERIB_FC Loan Senior Secured 1,500,000.00 EUR
DSBG - Term B dsbg_tb Loan Senior Secured 1,375,000.00 EUR
DSBG - Term C dsbg_tc Loan Senior Secured 1,375,000.00 EUR
Elster - Term B1 ELSTERGRP_B1 Loan Senior Secured 1,802,099.05 EUR
Elster - Term C1 ELSTERGRP_C1 Loan Senior Secured 1,802,099.05 EUR
Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 Loan Senior Secured 457,418.82 EUR
Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 Loan Senior Secured 457,418.82 EUR
Escaline S.a.r.l - Term B Escaline_TermB Loan Senior Secured 1,503,773.95 EUR
Escaline S.a.r.l - Term C Escaline_TermC Loan Senior Secured 1,503,773.95 EUR
FCIINTLSAS - Term Loan B3b FCISA_TLB3B Loan Senior Secured 3,987,697.43 EUR
Ferretti S.P.A - Tranche B Ferretti_TrB Loan Senior Secured 2,888,334.09 EUR
Ferretti S.P.A - Tranche C Ferretti_TrC Loan Senior Secured 2,888,334.09 EUR
Financiere Truck - Term Loan - Euro FinanciereTruck_TLEUR Loan Senior Secured 3,340,369.24 EUR
Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap Loan Senior Secured 557,215.54 EUR
Fives - Term B Fives_TLB Loan Senior Secured 2,659,849.65 EUR
Fives - Term C Fives_TLC Loan Senior Secured 2,659,849.65 EUR
Fresenius SE - Additional Tranche B1 Euro Term Loan FreseniusSE_AddB1Euro Loan Senior Secured 1,000,000.00 EUR
GGP C - B Term Loan GGP_B TL Loan Senior Secured 3,477,272.73 EUR
GGP C - C Term Loan GGP_C TL Loan Senior Secured 3,477,272.73 EUR
HCA Inc - Euro Term loan HCAInc_EuroTL Loan Senior Secured 8,883,610.43 EUR
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 Loan Senior Secured 2,969,327.02 EUR
Holding - Additional HBI Facility B HOLDING-ADLFB Loan Senior Secured 4,546,969.70 EUR
Holding - Additional HBI Facility C HOLDING_ADLFC Loan Senior Secured 4,153,030.30 EUR
Holding - Term B1 HldgBercy_TLB1 Loan Senior Secured 1,500,000.00 EUR
Holding - Term C1 HldgBercy_TLC1 Loan Senior Secured 1,500,000.00 EUR
Ineos Group - Term Loan B1 Ineos_TB1 Loan Senior Secured 1,613,634.99 EUR
Ineos Group - Term Loan B3 Ineos_TLB3 Loan Senior Secured 823,713.92 EUR
Ineos Group - Term Loan C1 Ineos_TC1 Loan Senior Secured 1,613,842.89 EUR
Ineos Group - Term Loan C3 Ineos_TLC3 Loan Senior Secured 823,713.92 EUR
Lavena - Term B Holdco Lavena_HoldcoB Loan Senior Secured 2,638,722.29 EUR
Lavena - Term C Holdco Lavena_HoldcoC Loan Senior Secured 2,638,722.28 EUR
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL Loan Senior Secured 611,740.30 EUR
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 Loan Senior Secured 3,631,289.88 EUR
MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 Loan Senior Secured 4,885,089.00 EUR
Materis - Term B Materis Loan Senior Secured 1,491,359.81 EUR
Materis - Term C Mat_TLC Loan Senior Secured 1,491,359.81 EUR
Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP Loan Senior Secured 1,335,671.55 EUR
Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP Loan Senior Secured 781,391.39 EUR
MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 Loan Senior Secured 2,821,050.00 EUR
MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 Loan Senior Secured 2,821,050.00 EUR
Neggio Holdings 3 GmbH - Facility B2 Negg_FacB2 Loan Senior Secured 1,250,000.00 EUR
Neggio Holdings 3 GmbH - Facility C2 Negg_FacC2 Loan Senior Secured 1,250,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB Loan Senior Secured 3,600,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC Loan Senior Secured 3,600,000.00 EUR
Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 Loan Senior Secured 3,598,432.52 EUR
Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 Loan Senior Secured 569,563.63 EUR
Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 Loan Senior Secured 3,598,432.52 EUR
Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 Loan Senior Secured 569,563.63 EUR
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 Loan Senior Secured 4,467,835.34 EUR
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 Loan Senior Secured 4,786,546.13 EUR
Orangina - Facility B1 BlackL_TLB1 Loan Senior Secured 150,000.00 EUR
Orangina - Facility B5a BlackL_TLB5a Loan Senior Secured 9,296,875.00 EUR
Orangina - Facility B5b BlackL_TLB5b Loan Senior Secured 703,125.00 EUR
Orangina - Facility C1 BlackL_TLC1 Loan Senior Secured 974,809.37 EUR
Orangina - Facility C2 BlackL_TLC2 Loan Senior Secured 555,131.22 EUR
Pages Jaunes Group S.A - Term A PagesJaunes_TermA Loan Senior Secured 3,000,000.00 EUR
PFCAPITALSARL - Term Loan B1a PFCAPITL_TB1A Loan Senior Secured 826,993.35 EUR
PFCAPITALSARL - Term Loan B1c PFCAPTL_B1C Loan Senior Secured 257,163.88 EUR
PFCAPITALSARL - Term Loan B1e PFCAPTL_TB1E Loan Senior Secured 495,075.39 EUR
PFCAPITALSARL - Term Loan B1f PFCAPTL_TLB1F Loan Senior Secured 397,401.72 EUR
PFCAPITALSARL - Term Loan C1 PFCAPITL_TLC1 Loan Senior Secured 373,688.57 EUR
PFCAPITALSARL - Term Loan C2 PFCAPTL_TC2 Loan Senior Secured 138,830.41 EUR
PFCAPITALSARL - Term Loan C3 PFCAPITL_TLC3 Loan Senior Secured 288,292.88 EUR
PFCAPITALSARL - Term Loan C4 PFCAPITL_TLC4 Loan Senior Secured 1,174,226.77 EUR
PPE - Term B ppe_tb Loan Senior Secured 4,018,608.43 EUR
PPE - Term C ppe_tc Loan Senior Secured 1,569,017.30 EUR
Project Alpha III - Term B3 ProjectAlpha_B3 Loan Senior Secured 7,500,000.00 EUR
Qidnax - Term Loan B2 LX070674 Loan Senior Secured 1,676,663.38 EUR
Qidnax - Term Loan C2 Qidnax_TLC2 Loan Senior Secured 1,676,663.38 EUR
Rank Holdings I SA - Term Loan BI RankHold_TLBI Loan Senior Secured 1,179,422.50 EUR
Rank Holdings I SA - Term Loan BII RankHold_TLBII Loan Senior Secured 57,745.53 EUR
Rank Holdings I SA - Term Loan CI RankHold_TLCI Loan Senior Secured 1,237,168.03 EUR
Reinvestible Cash Eligible Investments Reinvestible Cash Reinvestible Cash 3,186,776.08 EUR
Rotac Holding AB - Term Loan B1 Rotac_TLB1 Loan Senior Secured 3,750,000.00 EUR
Rotac Holding AB - Term Loan C1 Rotac_TLC1 Loan Senior Secured 3,456,521.74 EUR
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR Loan Senior Secured 3,500,000.00 EUR
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR Loan Senior Secured 3,500,000.00 EUR
Spiinnaker - Tranche E1 Spinnaker_TE1 Loan Senior Secured 423,544.57 EUR
Spiinnaker - Tranche E2 Spinnaker_TE2 Loan Senior Secured 423,544.57 EUR
Spiinnaker - Tranche F1 Spinnaker_TrF1 Loan Senior Secured 3,989,591.20 EUR
Spiinnaker - Tranche F2 Spinnaker_TrF2 Loan Senior Secured 3,989,591.20 EUR
Springer Science - Term Loan B1 Springer_TB1 Loan Senior Secured 937,634.35 EUR
Springer Science - Term Loan C1 Springer_C1 Loan Senior Secured 808,316.40 EUR
Springer Science - Term Loan E1 Springer_E1 Loan Senior Secured 1,163,963.79 EUR
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP Loan Senior Secured 2,152,206.00 EUR
Telenet Bidco NV - Term Loan C Telenet-TLC- Loan Senior Secured 2,000,000.00 EUR
Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 Loan Senior Secured 6,165,561.50 EUR
TYROLACQUISITION2SAS - Term B TYROLACQ2_TB Loan Senior Secured 5,000,000.00 EUR
TYROLACQUISITION2SAS - Term C TYROLACQ2_TC Loan Senior Secured 5,000,000.00 EUR
United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 Loan Senior Secured 6,269,000.00 EUR
UPC Financing - Term Loan M UPC_TLM Loan Senior Secured 5,000,000.00 EUR
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 Loan Senior Secured 1,417,606.40 EUR
Virgin Media Investment Holdings Limited - Term Loan B11 - Eur/Swap VirginMedia_B5Swap_HSAM2008 Loan Senior Secured 2,787,959.25 EUR
Virgin Media Investment Holdings Limited - Term Loan B7 - Eur/Swap Virgin_B1Swap_HSAM2008 Loan Senior Secured 1,734,290.00 EUR
Virgin Media Investment Holdings Limited - Term Loan B8 - Eur/Swap Virgin_B2Swap_HSAM2008 Loan Senior Secured 2,027,110.00 EUR
Vivarte - Term Loan B1 Vivarte_B Loan Senior Secured 3,750,000.00 EUR
Vivarte - Term Loan C1 Vivarte_C Loan Senior Secured 3,750,000.00 EUR
WAM - Additional Term B1 WAMACQ_AB1 Loan Senior Secured 1,000,000.00 EUR
WAM - Additional Term C1 WAMACQ-AC1 Loan Senior Secured 1,000,000.00 EUR
WAM - Term Loan B1 WAM_B1 Loan Senior Secured 1,500,000.00 EUR
WAM - Term Loan B3 WAMACQ_TLB3 Loan Senior Secured 1,474,324.32 EUR
WAM - Term Loan B4 WAMACQ_TLB4 Loan Senior Secured 1,861,737.42 EUR
WAM - Term Loan C1 WAM_C1 Loan Senior Secured 1,500,000.00 EUR
WAM - Term Loan C3 WAMACQ_TLC3 Loan Senior Secured 1,474,324.32 EUR
WAM - Term Loan C4 WAMACQ_TLC4 Loan Senior Secured 1,861,737.32 EUR
World Directories Acquisition Corp. - Facility 1 wdac_facility1 Loan Senior Secured 7,000,000.00 EUR
Xstrata - Tranche B1 Fin Spie_TLB Loan Senior Secured 2,058,626.27 EUR
Xstrata - Tranche B3 Fin Spie_TLB3 Loan Senior Secured 2,058,626.27 EUR
Yellow Brick Road - Term Loan B2 YBR_B2 Loan Senior Secured 910,346.00 EUR
Yellow Brick Road - Term Loan C2 YBR_C2 Loan Senior Secured 629,020.02 EUR
Yellow Brick Road - Tranche B YBR_TLB Loan Senior Secured 2,862,783.35 EUR
Yellow Brick Road - Tranche C YBR_TLC Loan Senior Secured 3,631,216.65 EUR
YPSO Hold - B Acq 1 YPSO_B ACQ 1 Loan Senior Secured 864,300.36 EUR
YPSO Hold - B Acq 2 YPSO_B Acq 2 Loan Senior Secured 1,309,353.60 EUR
YPSO Hold - B Recap 1 YPSOHolding_TBRecap1 Loan Senior Secured 2,728,582.46 EUR
YPSO Hold - B Recap 2 YPSOHolding_TBRecap2 Loan Senior Secured 97,763.58 EUR
YPSO Hold - C Acq Ypso_CAcq Loan Senior Secured 1,390,000.00 EUR
YPSO Hold - C Recap Ypso_CRecap Loan Senior Secured 2,610,000.00 EUR
(q)(iii) Single Obligor
Top 10 Issuers % of TPA Requirement
1 Tyrol Acquisition 2 SAS 3.00% <= 3.00% In Compliance

2 Holding Bercy Investissement S.C.A 2.98% <= 3.00% In Compliance
Report Summary
3 Black Lion Beverages III B.V. 2.98% <= 3.00% In Compliance
4 WAM Acquisition SA 2.98% <= 3.00% In Compliance
5 MEP II S.a.r.l. 2.80% <= 3.00% In Compliance
6 AVR Acquisitions B.V. 2.49% <= 2.50% In Compliance
7 Amsterdamse Beheer - En Consultingmaatschappij B.V. 2.47% <= 2.50% In Compliance
8 Neggio Holdings 3 GmbH 2.47% <= 2.50% In Compliance
9 TDC A/S 2.36% <= 2.50% In Compliance
10 Brenntag Holding GmbH & Co. KG 2.30% <= 2.50% In Compliance
Issuer Asset Principal Balance % of Total

ADI Finance 2 Limited
ADI Finance 2 Limited Subordinated Term 7,839,647.44 EUR
Loan - Eur/Swap
ADI Finance 2 Limited Subtotal 7,839,647.44 EUR 1.9999%
Amsterdamse Beheer - En Consultingmaatschappij B.V.
Amsterdamse Beheer - En Consultingmaatschappij B.V. Term B1 506,747.66 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Term B2 256,498.61 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Term C 763,246.27 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Kabel - Term Loan B 4,086,753.73 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Kabel - Term Loan C 4,086,753.73 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Subtotal 9,700,000.00 EUR 2.4745%

Aster 1 SA
Aster 1 SA Term Loan A1 Germany 1,005,778.26 EUR
Aster 1 SA Term Loan A2 Brussels 622,243.33 EUR
Aster 1 SA Term Loan A3 232,257.29 EUR
Aster 1 SA Term Loan A4 Germany 51,479.56 EUR
Aster 1 SA Term Loan A4 Brussels 1,076.81 EUR
Aster 1 SA Term Loan B1 Spain 8,661.47 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I (q)(iii) Single Obligor Page 1
Aster 1 SA Term Loan B1 Italian 150,270.88 EUR
Aster 1 SA Term Loan B1 UK 45,121.65 EUR
Aster 1 SA Term Loan C1 UK 45,121.65 EUR
Aster 1 SA Term Loan B1 French 15,587.72 EUR
Aster 1 SA Term Loan B1 German 264,441.70 EUR
Aster 1 SA Term Loan B2 86,897.22 EUR
Netherlands
Aster 1 SA Term Loan B2 Belgium 531,355.90 EUR
Aster 1 SA Term Loan B4 French 430.08 EUR
Netherlands
Aster 1 SA Term Loan B4 UK 1,244.94 EUR
Aster 1 SA Term Loan B4 Spain 238.97 EUR
Aster 1 SA Term Loan B4 Belgium 13,397.65 EUR
Aster 1 SA Term Loan C1 French 15,587.72 EUR
Aster 1 SA Term Loan C1 Spain 8,661.47 EUR
Aster 1 SA Term Loan C1 Italian 156,500.75 EUR
Aster 1 SA Term Loan C1 German 264,441.70 EUR
Aster 1 SA Term Loan C2 86,897.22 EUR
Netherlands
Aster 1 SA Term Loan C2 Belgium 531,355.90 EUR
Aster 1 SA Term Loan C4 French 430.08 EUR
Netherlands
Aster 1 SA Term Loan C4 UK 1,244.94 EUR
Aster 1 SA Term Loan C4 Spain 238.97 EUR
Aster 1 SA Term Loan C4 Belgium 13,397.65 EUR
Undrawn
Undrawn
Aster 1 SA Subtotal 5,215,943.59 EUR 1.3306%
AVR Acquisitions B.V. Term Loan B 878,924.15 EUR
AVR Acquisitions B.V. Term Loan C 3,180,297.00 EUR
AVR Acquisitions B.V. Term B3A 4,710,694.49 EUR
AVR Acquisitions B.V. Term B3B 143,866.91 EUR
AVR Acquisitions B.V. Term B3C 389,244.49 EUR
AVR Acquisitions B.V. Term B3D 457,566.97 EUR
AVR Acquisitions B.V. Subtotal 9,760,594.01 EUR 2.4899%

BCM Ireland Finance
BCM Ireland Finance Facility B 2,462,068.60 EUR
BCM Ireland Finance Facility C 2,462,343.10 EUR
BCM Ireland Finance Subtotal 4,924,411.69 EUR 1.2562%

BCV Investments S.C.A
BCV Investments S.C.A Term B Euro 2,239,412.91 EUR
BCV Investments S.C.A Term C Euro 2,239,412.91 EUR
BCV Investments S.C.A Second Lien 4,500,000.00 EUR
BCV Investments S.C.A Subtotal 8,978,825.82 EUR 2.2905%

Black Lion Beverages III B.V. Facility C2 555,131.22 EUR
Black Lion Beverages III B.V. Facility B1 150,000.00 EUR
Black Lion Beverages III B.V. Facility C1 974,809.37 EUR
Black Lion Beverages III B.V. Facility B5a 9,296,875.00 EUR
Black Lion Beverages III B.V. Facility B5b 703,125.00 EUR
Black Lion Beverages III B.V. Subtotal 11,679,940.59 EUR 2.9796%

Brenntag (Holding) NV (Netherlands) Acquisition Facility 2 1,131,593.88 EUR
Brenntag Finance Co II Sarl (Luxembourg) Acquisition Facility 2 280,771.41 EUR
Brenntag Holding GmbH & Co. KG Acquisition Facility 2 4,587,634.71 EUR
Brenntag Holding GmbH & Co. KG Facility C1 1,563,127.46 EUR
Brenntag Holding GmbH & Co. KG Facility C2 436,872.54 EUR
Brenntag Holding GmbH & Co. KG Facility B3 EUR 1,000,000.00 EUR
Brenntag Holding GmbH & Co. KG Subtotal 9,000,000.00 EUR 2.2959%

CBR Fashion GmbH
CBR Fashion GmbH Term Loan C 1,725,000.00 EUR
CBR Fashion GmbH Term Loan B 1,875,000.00 EUR
CBR Fashion GmbH Subtotal 3,600,000.00 EUR 0.9184%

Ceva Logistics Canada ULC
Ceva Group PLC Canadian Term Loan 1,217,254.04 EUR
Ceva Group PLC Dutch Term Loan 1,098,247.30 EUR
Ceva Group PLC EURO pre-funded LC 1,065,290.91 EUR
facility
Louis Australia Holdco PTY Limited Australian Term Loan 611,740.30 EUR
Ceva Logistics Canada ULC Subtotal 3,992,532.55 EUR 1.0185%

Charden International B.V.
Charden International B.V. Tranche B 2,911,542.49 EUR
Charden International B.V. Tranche C 2,911,542.49 EUR
Charden International B.V. Subtotal 5,823,084.99 EUR 1.4855%

Charterhouse Inuit (Acquico) GMBH
Charterhouse Inuit (New Luxco) SARL Term Loan B1 - Acquico 1,251,391.54 EUR
Charterhouse Inuit (New Luxco) SARL Term Loan B2 248,608.46 EUR
Charterhouse Inuit (New Luxco) SARL Second Lien 5,500,000.00 EUR
Charterhouse Inuit (Acquico) GMBH Subtotal 7,000,000.00 EUR 1.7857%

Cognis GMBH & Macany SARL
Cognis GMBH & Macany SARL Term A 982,367.86 EUR
Cognis GMBH & Macany SARL Term B 3,017,632.14 EUR
Cognis GMBH & Macany SARL Subtotal 4,000,000.00 EUR 1.0204%

Demeter Iberia
Demeter Iberia Facility B 1,500,000.00 EUR
Demeter Iberia Facility C 1,500,000.00 EUR
Demeter Iberia Subtotal 3,000,000.00 EUR 0.7653%

Elster Group GmbH
Elster Group GmbH Term B1 1,802,099.05 EUR
Elster Group GmbH Term C1 1,802,099.05 EUR
Elster Group GmbH Term Loan B - 457,418.82 EUR
Eur/Swap
Elster Group GmbH Term Loan C - 457,418.82 EUR
Eur/Swap
Elster Group GmbH Subtotal 4,519,035.74 EUR 1.1528%
Escaline S.a.r.l
Escaline S.a.r.l Term B 1,503,773.95 EUR
Escaline S.a.r.l Term C 1,503,773.95 EUR
Escaline S.a.r.l Subtotal 3,007,547.90 EUR 0.7672%

European Directories (DH6) B.V
European Directories (DH6) B.V Tranche B 2,862,783.35 EUR
European Directories (DH6) B.V Tranche C 3,631,216.65 EUR
European Directories (DH6) B.V Term Loan B2 910,346.00 EUR
European Directories (DH6) B.V Term Loan C2 629,020.02 EUR
European Directories (DH6) B.V Subtotal 8,033,366.02 EUR 2.0493%

FCI International SAS
FCI International SAS Term Loan B3b 3,987,697.43 EUR
FCI International SAS Subtotal 3,987,697.43 EUR 1.0173%

Ferretti S.P.A
Ferretti S.P.A Tranche B 2,888,334.09 EUR
Ferretti S.P.A Tranche C 2,888,334.09 EUR
Ferretti S.P.A Mezzanine 1,000,000.00 EUR
Ferretti S.P.A Subtotal 6,776,668.18 EUR 1.7287%

Financiere Daunou 9 S.AR.L
Financiere Daunou 9 S.AR.L Term Loan D1 969,230.77 EUR
Financiere Daunou 9 S.AR.L Subtotal 1,500,000.00 EUR 0.3827%

Financiere DSBG SAS
Financiere DSBG SAS Term B 1,375,000.00 EUR
Financiere DSBG SAS Term C 1,375,000.00 EUR
Financiere DSBG SAS Subtotal 2,750,000.00 EUR 0.7015%

Financiere Spie SAS
Financiere Spie SAS Tranche B3 2,058,626.27 EUR
Financiere Spie SAS Tranche B1 2,058,626.27 EUR
Financiere Spie SAS Subtotal 4,117,252.54 EUR 1.0503%

Financiere Truck (Investissement) SAS
Financiere Truck (Investissement) SAS Term Loan - Euro 3,340,369.24 EUR
Financiere Truck (Investissement) SAS Term Loan B - 557,215.54 EUR
Euro/Swap
Financiere Truck (Investissement) SAS Subtotal 3,897,584.78 EUR 0.9943%
Fives Lille
Fives Lille Term B 2,659,849.65 EUR
Fives Lille Term C 2,659,849.65 EUR
Fives Lille Subtotal 5,319,699.30 EUR 1.3571%

Fresenius
Fresenius SE Additional Tranche B1 1,000,000.00 EUR
Euro Term Loan
Fresenius Subtotal 1,000,000.00 EUR 0.2551%
Global Garden Products C Sarl
Global Garden Products C Sarl B Term Loan 3,477,272.73 EUR
Global Garden Products C Sarl C Term Loan 3,477,272.73 EUR
Global Garden Products C Sarl Subtotal 6,954,545.46 EUR 1.7741%

Groupe Nocibe France
Groupe Nocibe France Additional Term B1 3,598,432.52 EUR
Groupe Nocibe France Additional Term B2 569,563.63 EUR
Groupe Nocibe France Additional Term C1 3,598,432.52 EUR
Groupe Nocibe France Additional Term C2 569,563.63 EUR
Groupe Nocibe France Subtotal 8,335,992.30 EUR 2.1265%

HCA Inc
HCA Inc Euro Term loan 8,883,610.43 EUR
HCA Inc Subtotal 8,883,610.43 EUR 2.2662%

Hexion Specialty Chemicals Inc Tranche C-6 Term Loan 2,969,327.02 EUR
Hexion Specialty Chemicals Inc Subtotal 2,969,327.02 EUR 0.7575%

Holding Bercy Investissement S.C.A Additional HBI Facility B 4,546,969.70 EUR
Holding Bercy Investissement S.C.A Additional HBI Facility C 4,153,030.30 EUR
Holding Bercy Investissement S.C.A Term B1 1,500,000.00 EUR
Holding Bercy Investissement S.C.A Term C1 1,500,000.00 EUR
Holding Bercy Investissement S.C.A Subtotal 11,700,000.00 EUR 2.9847%

Ineos Group Limited
Ineos Group Limited Term Loan B1 1,613,634.99 EUR
Ineos Group Limited Term Loan C1 1,613,842.89 EUR
Ineos Group Limited Term Loan B3 823,713.92 EUR
Ineos Group Limited Term Loan C3 823,713.92 EUR
Ineos Group Limited Subtotal 4,874,905.72 EUR 1.2436%

ISS Holdings A/S
ISS Holdings A/S Term Loan D 4,000,000.00 EUR
ISS Holdings A/S Subtotal 4,000,000.00 EUR 1.0204%

Lavena Holding 3 GMBH Mezzanine 1,666,045.69 EUR
Lavena Holding 3 GMBH Term B Holdco 2,638,722.29 EUR
Lavena Holding 3 GMBH Term C Holdco 2,638,722.28 EUR
Lavena Holding 3 GMBH Second Lien 1,800,528.97 EUR
Lavena Holding 3 GMBH Subtotal 8,744,019.23 EUR 2.2306%

MacQuarie Uk Broadcast Ventures Limited
Macquarie UK Broadcast Enterprises Limited Junior Term Loan - 3,631,289.88 EUR
Eur/Swap
MacQuarie Uk Broadcast Ventures Limited Facility A2 - Eur/Swap 4,885,089.00 EUR
MacQuarie Uk Broadcast Ventures Limited Subtotal 8,516,378.88 EUR 2.1725%

Materis SAS
Materis SAS Term B 1,491,359.81 EUR
Materis SAS Term C 1,491,359.81 EUR
Materis SAS Subtotal 2,982,719.63 EUR 0.7609%

MEP II S.a.r.l.
Cortefiel Facility B1 2,859,901.10 EUR
MEP II S.a.r.l. Subtotal 10,979,793.22 EUR 2.8010%

Mobilserv Ltd
Mobilserv Ltd Term B - Euro/Swap 1,335,671.55 EUR
Mobilserv Ltd Term C - Euro/Swap 781,391.39 EUR
Mobilserv Ltd Subtotal 2,117,062.94 EUR 0.5401%

Montjeu Bidco Ltd
Montjeu Bidco Ltd Facility B - Eur/Swap 2,821,050.00 EUR
Montjeu Bidco Ltd Facility C - Eur/Swap 2,821,050.00 EUR
Montjeu Bidco Ltd Subtotal 5,642,100.00 EUR 1.4393%

Neggio Holdings 3 GmbH Facility B2 1,250,000.00 EUR
Neggio Holdings 3 GmbH Facility C2 1,250,000.00 EUR
Neggio Holdings 3 GmbH Term Loan B 3,600,000.00 EUR
Neggio Holdings 3 GmbH Term Loan C 3,600,000.00 EUR
Neggio Holdings 3 GmbH Subtotal 9,700,000.00 EUR 2.4745%

Opica AB
Opica AB Second Lien Tr2 1,000,000.00 EUR
Opica AB Term Loan B1 196,399.24 EUR
Opica AB Term Loan C1 196,399.25 EUR
Opica AB Subtotal 2,435,708.57 EUR 0.6214%

P & F Capital SARL
P & F Capital SARL Term Loan C1 373,688.57 EUR
P & F Capital SARL Term Loan C4 1,174,226.77 EUR
P & F Capital SARL Term Loan B1a 826,993.35 EUR
P & F Capital SARL Term Loan B1e 495,075.39 EUR
P & F Capital SARL Term Loan B1c 257,163.88 EUR
P & F Capital SARL Term Loan B1f 397,401.72 EUR
P & F Capital SARL Term Loan D 2,000,000.00 EUR
P & F Capital SARL Subtotal 5,951,672.96 EUR 1.5183%

Pages Jaunes Group S.A
Pages Jaunes Group S.A Term A 3,000,000.00 EUR
Pages Jaunes Group S.A Subtotal 3,000,000.00 EUR 0.7653%

Pamplona PE Holdco 5 SA Term B 4,018,608.43 EUR
Pamplona PE Holdco 5 SA Term C 1,569,017.30 EUR
Pamplona PE Holdco 5 SA Subtotal 5,587,625.73 EUR 1.4254%

Project Alpha III
Project Alpha III Term B3 7,500,000.00 EUR
Project Alpha III Subtotal 7,500,000.00 EUR 1.9133%

Qidnax AB
Qidnax AB Mezzanine Facility A - 1,311,351.94 EUR
Eur/Swap
Qidnax AB Mezzanine Facility B 1,917,168.50 EUR
Qidnax AB Term Loan B2 1,676,663.38 EUR
Qidnax AB Term Loan C2 1,676,663.38 EUR
Qidnax AB Subtotal 6,581,847.20 EUR 1.6790%

Rank Holdings I SA
Rank Holdings I SA Term Loan BI 1,179,422.50 EUR
Rank Holdings I SA Term Loan BII 57,745.53 EUR
Rank Holdings I SA Term Loan CI 1,237,168.03 EUR
Rank Holdings I SA Subtotal 2,474,336.06 EUR 0.6312%

Rotac Holding AB
Rotac Holding AB Term Loan B1 3,750,000.00 EUR
Rotac Holding AB Term Loan C1 3,456,521.74 EUR
Rotac Holding AB Subtotal 7,206,521.74 EUR 1.8384%

Smurfit Kappa Acquisitions
Smurfit Kappa Acquisitions Term Loan B1 - Euro 3,500,000.00 EUR
Smurfit Kappa Acquisitions Term Loan C1 - Euro 3,500,000.00 EUR
Smurfit Kappa Acquisitions Subtotal 7,000,000.00 EUR 1.7857%

Spinnaker Holdings
Spinnaker Holdings Tranche F1 3,989,591.20 EUR
Spinnaker Holdings Tranche F2 3,989,591.20 EUR
Spinnaker Holdings Tranche E1 423,544.57 EUR
Spinnaker Holdings Tranche E2 423,544.57 EUR
Spinnaker Holdings Subtotal 8,826,271.54 EUR 2.2516%

Springer Science & Business Media SA
Springer Science & Business Media Term Loan C1 808,316.40 EUR
Springer Science & Business Media Term Loan E1 1,163,963.79 EUR
Springer Science & Business Media Term Loan B1 937,634.35 EUR
Springer Science & Business Media SA Subtotal 2,909,914.54 EUR 0.7423%

Sungard Data Systems Inc
Sungard Data Systems Inc Incremental Term Loan - 2,152,206.00 EUR
Euro Swap
Sungard Data Systems Inc Subtotal 2,152,206.00 EUR 0.5490%
TDC A/S
Nordic Telephone Company Holding ApS. Term B2 4,467,835.34 EUR
Nordic Telephone Company Holding ApS. Term C2 4,786,546.13 EUR
TDC A/S Subtotal 9,254,381.47 EUR 2.3608%

Telenet Bidco NV
Telenet Bidco NV Term Loan C 2,000,000.00 EUR
Telenet Bidco NV Subtotal 2,000,000.00 EUR 0.5102%

Trader Media Corporation (2003) Limited
Trader Media Corporation (2003) Limited Facility B - Eur/Swao 6,165,561.50 EUR
Trader Media Corporation (2003) Limited Subtotal 6,165,561.50 EUR 1.5728%

Tyrol Acquisition 2 SAS Second Lien 1,750,000.00 EUR
Tyrol Acquisition 2 SAS Term B 5,000,000.00 EUR
Tyrol Acquisition 2 SAS Term C 5,000,000.00 EUR
Tyrol Acquisition 2 SAS Subtotal 11,750,000.00 EUR 2.9974%

United Biscuits
United Biscuits Term B1 - Eur/Swap 6,269,000.00 EUR
United Biscuits Subtotal 6,269,000.00 EUR 1.5992%

UPC Financing
UPC Financing Term Loan M 5,000,000.00 EUR
UPC Financing Subtotal 5,000,000.00 EUR 1.2755%

Virgin Media Investment Holdings Limited
Virgin Media Investment Holdings Limited Term Loan B11 - 2,787,959.25 EUR
Eur/Swap
Virgin Media Investment Holdings Limited Facility B12 - eur/Swap 1,417,606.40 EUR
Eur/Swap
Eur/Swap
Virgin Media Investment Holdings Limited Subtotal 7,966,965.65 EUR 2.0324%
Vivarte
Vivarte Term Loan B1 3,750,000.00 EUR
Vivarte Term Loan C1 3,750,000.00 EUR
Vivarte Subtotal 7,500,000.00 EUR 1.9133%

WAM Acquisition SA
WAM Acquisition SA Term Loan B3 1,474,324.32 EUR
WAM Acquisition SA Term Loan C3 1,474,324.32 EUR
WAM Acquisition SA Additional Term C1 1,000,000.00 EUR
WAM Acquisition SA Additional Term B1 1,000,000.00 EUR
WAM Acquisition SA Subtotal 11,672,123.38 EUR 2.9776%

WDAC Subsidiary Corp
World Directories Acquisition Corp. Facility 1 7,000,000.00 EUR
WDAC Subsidiary Corp Subtotal 7,000,000.00 EUR 1.7857%

YPSO Holding
YPSO Holding C Recap 2,610,000.00 EUR
YPSO Holding C Acq 1,390,000.00 EUR
YPSO Holding B Recap 1 2,728,582.46 EUR
YPSO Holding B Acq 1 864,300.36 EUR
YPSO Holding B Acq 2 1,309,353.60 EUR
YPSO Holding B Recap 2 97,763.58 EUR
YPSO Holding Subtotal 9,000,000.00 EUR 2.2959%
(q)(ii) Single Obligor - High Yield Security, Mezzanine Loans & Senior Unsecured Loan
Top 10 Issuers % of TPA Requirement
1 ADI Finance 2 Limited 2.00% <= 2.00% In Compliance

2 Charterhouse Inuit (Acquico) GMBH 1.40% <= 2.00% In Compliance
Report Summary
3 BCV Investments S.C.A 1.15% <= 2.00% In Compliance
4 ISS Holdings A/S 1.02% <= 1.50% In Compliance
5 Lavena Holding 3 GMBH 0.88% <= 1.50% In Compliance
6 Qidnax AB 0.82% <= 1.50% In Compliance
7 P & F Capital SARL 0.51% <= 1.50% In Compliance
8 Tyrol Acquisition 2 SAS 0.45% <= 1.50% In Compliance
9 Financiere Daunou 9 S.AR.L 0.38% <= 1.50% In Compliance
10 Ferretti S.P.A 0.26% <= 1.50% In Compliance

ADI Finance 2 Limited Subordinated Term 7,839,647.44 EUR
Loan - Eur/Swap
BCV Investments S.C.A Second Lien 4,500,000.00 EUR

Charterhouse Inuit (New Luxco) SARL Second Lien 5,500,000.00 EUR

Ferretti S.P.A
Ferretti S.P.A Mezzanine 1,000,000.00 EUR

11-Feb-2009 Halcyon SAM European CLO 2008-I (q)(ii) Single Obligor Page 1

ISS Holdings A/S
ISS Holdings A/S Term Loan D 4,000,000.00 EUR

Lavena Holding 3 GMBH Second Lien 1,800,528.97 EUR
Lavena Holding 3 GMBH Mezzanine 1,666,045.69 EUR

Opica AB
Opica AB Second Lien Tr2 1,000,000.00 EUR

P & F Capital SARL
P & F Capital SARL Term Loan D 2,000,000.00 EUR

Qidnax AB
Qidnax AB Mezzanine Facility B 1,917,168.50 EUR
Qidnax AB Mezzanine Facility A - 1,311,351.94 EUR
Eur/Swap
Tyrol Acquisition 2 SAS Second Lien 1,750,000.00 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I (q)(ii) Single Obligor Page 2
(k) Fixed Rate Collateral Debt Obligations
Report Summary
Maximum Investment
Amount Report Total % of MIA Requirement
11-Feb-2009 Halcyon SAM European CLO 2008-I (k) Fixed Rate Page 1
(l) Collateral Debt Obligations that pay interest less frequently than semi-annually
Report Summary
Maximum Investment
11-Feb-2009 Halcyon SAM European CLO 2008-I (l) Collateral Debt Page 1
(s) Zero Coupon Securities
Report Summary

11-Feb-2009 Halcyon SAM European CLO 2008-I (s) Zero Coupon Page 1
(m) PIK Securities
Report Summary

11-Feb-2009 Halcyon SAM European CLO 2008-I (m) PIK Securities Page 1
(v) Structured Finance Securities
Report Summary
Maximum Investment
11-Feb-2009 Halcyon SAM European CLO 2008-I (v) Structured Finance Page 1
(g) UnHedged Collateral Debt Securities
Report Summary

11-Feb-2009 Halcyon SAM European CLO 2008-I (g) UnHedged Collateral Page 1
Portfolio Assets - CCC Obligations
Maximum Investment Amount: 404,000,000.00 EUR
CCC Obligations 27,627,243.52 EUR
7.5% of Maximum Investment Amount 30,300,000.00 EUR
CCC Excess Amount: 0.00 EUR
Moodys S&P
Moody's Recovery Recovery CCC
Security Security ID Rating SP Rating Principal Balance CCC Excess Market Price Rate Rate AdjustedAmount
Financiere Daunou 9 S.AR.L - Term Loan D1 FinDaunou9_TLD1 B2 CCC+ 969,230.77 EUR 0.00 EUR 0.0000% 45.0000% 40.0000% 0.00 EUR
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 B2 CCC+ 2,969,327.02 EUR 0.00 EUR 0.0000% 70.0000% 56.0000% 0.00 EUR
Lavena - Mezzanine Lavena_Mezz Caa1 CCC+ 1,666,045.69 EUR 0.00 EUR 84.0000% 45.0000% 40.0000% 0.00 EUR
Lavena - Second Lien Lavena_TD Caa1 CCC+ 1,800,528.97 EUR 0.00 EUR 0.0000% 45.0000% 40.0000% 0.00 EUR
Lavena - Term B Holdco Lavena_HoldcoB Caa1 CCC+ 2,638,722.29 EUR 0.00 EUR 0.0000% 65.0000% 56.0000% 0.00 EUR
Lavena - Term C Holdco Lavena_HoldcoC Caa1 CCC+ 2,638,722.28 EUR 0.00 EUR 0.0000% 65.0000% 56.0000% 0.00 EUR
PPE - Term B ppe_tb Caa1 CCC+ 4,018,608.43 EUR 0.00 EUR 0.0000% 50.0000% 56.0000% 0.00 EUR
PPE - Term C ppe_tc Caa1 CCC+ 1,569,017.30 EUR 0.00 EUR 0.0000% 50.0000% 56.0000% 0.00 EUR
Spiinnaker - Tranche E1 Spinnaker_TE1 Caa2 CCC- 423,544.57 EUR 0.00 EUR 0.0000% 50.0000% 56.0000% 0.00 EUR
Spiinnaker - Tranche E2 Spinnaker_TE2 Caa2 CCC- 423,544.57 EUR 0.00 EUR 0.0000% 50.0000% 56.0000% 0.00 EUR
Spiinnaker - Tranche F1 Spinnaker_TrF1 Caa2 CCC- 3,989,591.20 EUR 0.00 EUR 0.0000% 50.0000% 56.0000% 0.00 EUR
Spiinnaker - Tranche F2 Spinnaker_TrF2 Caa2 CCC- 3,989,591.20 EUR 0.00 EUR 0.0000% 50.0000% 56.0000% 0.00 EUR
Grand Total 27,627,243.52 EUR 0.00 EUR 0.00 EUR

Portfolio Assets - Country Information
Report Summary
Aggregate Principal
Balance Report Total % of APB
381,028,423.73 EUR 381,028,423.73 EUR 100.0000%
Country Moody S&P

Rating Country Country Country
Security Security ID Moody Rating SP Tier Group Principal Balance % of APB
Belgium
Telenet Bidco NV - Term Loan C Telenet-TLC- Tier C 2,000,000.00 EUR 0.5249%
Belgium Subtotal 2,000,000.00 EUR
Denmark
ISSHOLDA/S - Term Loan D ISS_TL D Tier C 4,000,000.00 EUR 1.0498%
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 Tier C 4,467,835.34 EUR 1.1726%
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 Tier C 4,786,546.13 EUR 1.2562%
Denmark Subtotal 13,254,381.47 EUR
England
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 Tier A 3,631,289.88 EUR 0.9530%
England Subtotal 3,631,289.88 EUR
France
Capio - Second Lien Tr2 OPICAAB_SLT2 Tier C 1,000,000.00 EUR 0.2624%
Capio - Term Loan B1 opica_tlb1 Tier C 196,399.24 EUR 0.0515%
Capio - Term Loan C1 opica_tlc1 Tier C 196,399.25 EUR 0.0515%
FCIINTLSAS - Term Loan B3b FCISA_TLB3B Tier C 3,987,697.43 EUR 1.0466%
Financiere Truck - Term Loan - Euro FinanciereTruck_TLEUR Tier C 3,340,369.24 EUR 0.8767%
Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap Tier C 557,215.54 EUR 0.1462%
Fives - Term B Fives_TLB Tier C 2,659,849.65 EUR 0.6981%
Fives - Term C Fives_TLC Tier C 2,659,849.65 EUR 0.6981%
Holding - Additional HBI Facility B HOLDING-ADLFB Tier C 4,546,969.70 EUR 1.1933%
Holding - Additional HBI Facility C HOLDING_ADLFC Tier C 4,153,030.30 EUR 1.0900%
Holding - Term B1 HldgBercy_TLB1 Tier C 1,500,000.00 EUR 0.3937%
Holding - Term C1 HldgBercy_TLC1 Tier C 1,500,000.00 EUR 0.3937%
Materis - Term B Materis Tier C 1,491,359.81 EUR 0.3914%
Materis - Term C Mat_TLC Tier C 1,491,359.81 EUR 0.3914%
Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 Tier C 3,598,432.52 EUR 0.9444%
Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 Tier C 569,563.63 EUR 0.1495%
Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 Tier C 3,598,432.52 EUR 0.9444%
Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 Tier C 569,563.63 EUR 0.1495%
Orangina - Facility B1 BlackL_TLB1 Tier C 150,000.00 EUR 0.0394%
Orangina - Facility B5a BlackL_TLB5a Tier C 9,296,875.00 EUR 2.4399%
Orangina - Facility B5b BlackL_TLB5b Tier C 703,125.00 EUR 0.1845%

Country Moody S&P
Orangina - Facility C1 BlackL_TLC1 Tier C 974,809.37 EUR 0.2558%
Orangina - Facility C2 BlackL_TLC2 Tier C 555,131.22 EUR 0.1457%
Pages Jaunes Group S.A - Term A PagesJaunes_TermA Tier C 3,000,000.00 EUR 0.7873%
TYROLACQUISITION2SAS - Second Lien TYROLACQ2_2L Tier C 1,750,000.00 EUR 0.4593%
TYROLACQUISITION2SAS - Term B TYROLACQ2_TB Tier C 5,000,000.00 EUR 1.3122%
TYROLACQUISITION2SAS - Term C TYROLACQ2_TC Tier C 5,000,000.00 EUR 1.3122%
Vivarte - Term Loan B1 Vivarte_B Tier C 3,750,000.00 EUR 0.9842%
Vivarte - Term Loan C1 Vivarte_C Tier C 3,750,000.00 EUR 0.9842%
Xstrata - Tranche B1 Fin Spie_TLB Tier C 2,058,626.27 EUR 0.5403%
Xstrata - Tranche B3 Fin Spie_TLB3 Tier C 2,058,626.27 EUR 0.5403%
YPSO Hold - B Acq 1 YPSO_B ACQ 1 Tier C 864,300.36 EUR 0.2268%
YPSO Hold - B Acq 2 YPSO_B Acq 2 Tier C 1,309,353.60 EUR 0.3436%
YPSO Hold - B Recap 1 YPSOHolding_TBRecap1 Tier C 2,728,582.46 EUR 0.7161%
YPSO Hold - B Recap 2 YPSOHolding_TBRecap2 Tier C 97,763.58 EUR 0.0257%
YPSO Hold - C Acq Ypso_CAcq Tier C 1,390,000.00 EUR 0.3648%
YPSO Hold - C Recap Ypso_CRecap Tier C 2,610,000.00 EUR 0.6850%
France Subtotal 85,706,595.14 EUR
Germany
Brenn - Acquisition Facility 2 Brentag_acqfac Tier B 4,587,634.71 EUR 1.2040%
Brenn - Facility B3 EUR Brenntag_B3EUR Tier B 1,000,000.00 EUR 0.2624%
Brenn - Facility C1 Brentagg_fac.C1 Tier B 1,563,127.46 EUR 0.4102%
Brenn - Facility C2 Brenntag_fac.C2 Tier B 436,872.54 EUR 0.1147%
BRENNTAGFINANCECOIISARL - Acquisition Facility 2 BRENNTAGF_AF2 Tier B 280,771.41 EUR 0.0737%
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 Tier B 1,131,593.88 EUR 0.2970%
CBRFASHIONGMBH - Term Loan B CBRFASHN_TLB Tier B 1,875,000.00 EUR 0.4921%
CBRFASHIONGMBH - Term Loan C LX068781 Tier B 1,725,000.00 EUR 0.4527%
Chaterhouse - Second Lien ChartHouse_2L Tier B 5,500,000.00 EUR 1.4435%
Chaterhouse - Term Loan B1 - Acquico Charterhouse_TLB1_Acq Tier B 1,251,391.54 EUR 0.3284%
Chaterhouse - Term Loan B2 Charterhouse_TLB2 Tier B 248,608.46 EUR 0.0652%
COGNIS - Term A COGNIS&MACANY_TLA Tier B 982,367.86 EUR 0.2578%
COGNIS - Term B COGNIS&MACANY_TLB Tier B 3,017,632.14 EUR 0.7920%
Elster - Term B1 ELSTERGRP_B1 Tier B 1,802,099.05 EUR 0.4730%
Elster - Term C1 ELSTERGRP_C1 Tier B 1,802,099.05 EUR 0.4730%
Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 Tier B 457,418.82 EUR 0.1200%
Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 Tier B 457,418.82 EUR 0.1200%
Escaline S.a.r.l - Term B Escaline_TermB Tier B 1,503,773.95 EUR 0.3947%
Escaline S.a.r.l - Term C Escaline_TermC Tier B 1,503,773.95 EUR 0.3947%
Financiere Daunou 9 S.AR.L - Term Loan D1 FinDaunou9_TLD1 Tier B 969,230.77 EUR 0.2544%
Fresenius SE - Additional Tranche B1 Euro Term Loan FreseniusSE_AddB1Euro Tier B 1,000,000.00 EUR 0.2624%
Lavena - Mezzanine Lavena_Mezz Tier B 1,666,045.69 EUR 0.4372%
Lavena - Second Lien Lavena_TD Tier B 1,800,528.97 EUR 0.4725%
Lavena - Term B Holdco Lavena_HoldcoB Tier B 2,638,722.29 EUR 0.6925%
Lavena - Term C Holdco Lavena_HoldcoC Tier B 2,638,722.28 EUR 0.6925%
Neggio Holdings 3 GmbH - Facility B2 Negg_FacB2 Tier B 1,250,000.00 EUR 0.3281%
Neggio Holdings 3 GmbH - Facility C2 Negg_FacC2 Tier B 1,250,000.00 EUR 0.3281%
Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB Tier B 3,600,000.00 EUR 0.9448%
Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC Tier B 3,600,000.00 EUR 0.9448%
PFCAPITALSARL - Term Loan B1a PFCAPITL_TB1A Tier B 826,993.35 EUR 0.2170%
PFCAPITALSARL - Term Loan B1c PFCAPTL_B1C Tier B 257,163.88 EUR 0.0675%
PFCAPITALSARL - Term Loan B1e PFCAPTL_TB1E Tier B 495,075.39 EUR 0.1299%

Country Moody S&P
PFCAPITALSARL - Term Loan B1f PFCAPTL_TLB1F Tier B 397,401.72 EUR 0.1043%
PFCAPITALSARL - Term Loan C1 PFCAPITL_TLC1 Tier B 373,688.57 EUR 0.0981%
PFCAPITALSARL - Term Loan C2 PFCAPTL_TC2 Tier B 138,830.41 EUR 0.0364%
PFCAPITALSARL - Term Loan C3 PFCAPITL_TLC3 Tier B 288,292.88 EUR 0.0757%
PFCAPITALSARL - Term Loan C4 PFCAPITL_TLC4 Tier B 1,174,226.77 EUR 0.3082%
PFCAPITALSARL - Term Loan D PFCAPITL_TLD Tier B 2,000,000.00 EUR 0.5249%
Springer Science - Term Loan B1 Springer_TB1 Tier B 937,634.35 EUR 0.2461%
Springer Science - Term Loan C1 Springer_C1 Tier B 808,316.40 EUR 0.2121%
Springer Science - Term Loan E1 Springer_E1 Tier B 1,163,963.79 EUR 0.3055%
Germany Subtotal 60,932,190.38 EUR
Ireland
BCM Ireland Finance - Facility B BCM_B Tier B 2,462,068.60 EUR 0.6462%
BCM Ireland Finance - Facility C BCM_C Tier B 2,462,343.10 EUR 0.6462%
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR Tier B 3,500,000.00 EUR 0.9186%
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR Tier B 3,500,000.00 EUR 0.9186%
Ireland Subtotal 11,924,411.69 EUR
Italy
BCV Investments S.C.A - Second Lien BCV Investments_2ndLien Tier D 4,500,000.00 EUR 1.1810%
BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro Tier D 2,239,412.91 EUR 0.5877%
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro Tier D 2,239,412.91 EUR 0.5877%
Ferretti S.P.A - Mezzanine FerrettiSPA_Mezz Tier D 1,000,000.00 EUR 0.2624%
Ferretti S.P.A - Tranche B Ferretti_TrB Tier D 2,888,334.09 EUR 0.7580%
Ferretti S.P.A - Tranche C Ferretti_TrC Tier D 2,888,334.09 EUR 0.7580%
GGP C - B Term Loan GGP_B TL Tier D 3,477,272.73 EUR 0.9126%
GGP C - C Term Loan GGP_C TL Tier D 3,477,272.73 EUR 0.9126%
Italy Subtotal 22,710,039.46 EUR
Luxembourg
Aster 1 SA - Term Loan A1 Germany Aster_A1g Tier C 1,005,778.26 EUR 0.2640%
Aster 1 SA - Term Loan A2 Brussels Aster_A2b Tier C 622,243.33 EUR 0.1633%
Aster 1 SA - Term Loan A3 Aster_A3 Tier C 232,257.29 EUR 0.0610%
Aster 1 SA - Term Loan A4 Brussels Aster_A4b Tier C 1,076.81 EUR 0.0003%
Aster 1 SA - Term Loan A4 Germany Aster_A4g Tier C 51,479.56 EUR 0.0135%
Aster 1 SA - Term Loan B1 French Aster_B1F Tier C 15,587.72 EUR 0.0041%
Aster 1 SA - Term Loan B1 German Aster_B1G Tier C 264,441.70 EUR 0.0694%
Aster 1 SA - Term Loan B1 Italian Aster_B1it Tier C 150,270.88 EUR 0.0394%
Aster 1 SA - Term Loan B1 Spain Aster_B1sp Tier C 8,661.47 EUR 0.0023%
Aster 1 SA - Term Loan B1 UK Aster_B1uk Tier C 45,121.65 EUR 0.0118%
Aster 1 SA - Term Loan B2 Belgium Aster_B2B Tier C 531,355.90 EUR 0.1395%
Aster 1 SA - Term Loan B2 Netherlands Aster_B2N Tier C 86,897.22 EUR 0.0228%
Aster 1 SA - Term Loan B3 Aster_TLB3 Tier C 404,572.06 EUR 0.1062%
Aster 1 SA - Term Loan B4 Belgium Aster_B4B Tier C 13,397.65 EUR 0.0035%
Aster 1 SA - Term Loan B4 French Aster_B4F Tier C 430.08 EUR 0.0001%
Aster 1 SA - Term Loan B4 German Undrawn ASTER1_TLB4UD Tier C 12,288.04 EUR 0.0032%
Aster 1 SA - Term Loan B4 Netherlands Aster_B4N Tier C 2,280.57 EUR 0.0006%
Aster 1 SA - Term Loan B4 Spain Aster_B4S Tier C 238.97 EUR 0.0001%
Aster 1 SA - Term Loan B4 UK Aster_B4U Tier C 1,244.94 EUR 0.0003%
Aster 1 SA - Term Loan C1 French Aster_C1F Tier C 15,587.72 EUR 0.0041%
Aster 1 SA - Term Loan C1 German Aster_C1G Tier C 264,441.70 EUR 0.0694%

Country Moody S&P
Aster 1 SA - Term Loan C1 Italian Aster_C1I Tier C 156,500.75 EUR 0.0411%
Aster 1 SA - Term Loan C1 Spain Aster_C1S Tier C 8,661.47 EUR 0.0023%
Aster 1 SA - Term Loan C1 UK Aster_C1uk Tier C 45,121.65 EUR 0.0118%
Aster 1 SA - Term Loan C2 Belgium Aster_C2B Tier C 531,355.90 EUR 0.1395%
Aster 1 SA - Term Loan C2 Netherlands Aster_C2N Tier C 86,897.22 EUR 0.0228%
Aster 1 SA - Term Loan C3 Aster_TLC3 Tier C 404,572.06 EUR 0.1062%
Aster 1 SA - Term Loan C4 Belgium Aster_C4B Tier C 13,397.65 EUR 0.0035%
Aster 1 SA - Term Loan C4 French Aster_C4F Tier C 430.08 EUR 0.0001%
Aster 1 SA - Term Loan C4 German Undrawn ASTER_TLC4GUD Tier C 12,288.04 EUR 0.0032%
Aster 1 SA - Term Loan C4 Netherlands Aster_C4N Tier C 2,280.57 EUR 0.0006%
Aster 1 SA - Term Loan C4 Spain Aster_C4S Tier C 238.97 EUR 0.0001%
Aster 1 SA - Term Loan C4 UK Aster_C4U Tier C 1,244.94 EUR 0.0003%
Luxembourg Subtotal 5,215,943.59 EUR
Netherlands
Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) Tier A 4,086,753.73 EUR 1.0726%
Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) Tier A 4,086,753.73 EUR 1.0726%
Amsterdamse Beheer - Term B1 Amsterdam_B1 Tier A 506,747.66 EUR 0.1330%
Amsterdamse Beheer - Term B2 Amsterdam_B2 Tier A 256,498.61 EUR 0.0673%
Amsterdamse Beheer - Term C Amsterdam_TermC Tier A 763,246.27 EUR 0.2003%
Autobar - Tranche B Charden_TLB Tier A 2,911,542.49 EUR 0.7641%
Autobar - Tranche C Charden_TLC Tier A 2,911,542.49 EUR 0.7641%
AVR Acquisitions - Term B3A avr_b3a Tier A 4,710,694.49 EUR 1.2363%
AVR Acquisitions - Term B3B avr_b3b Tier A 143,866.91 EUR 0.0378%
AVR Acquisitions - Term B3C avr_b3c Tier A 389,244.49 EUR 0.1022%
AVR Acquisitions - Term B3D AVR_TL_B3D Tier A 457,566.97 EUR 0.1201%
AVR Acquisitions - Term Loan B AVR_TLB Tier A 878,924.15 EUR 0.2307%
AVR Acquisitions - Term Loan C AVR_TLC Tier A 3,180,297.00 EUR 0.8347%
CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl Tier A 1,217,254.04 EUR 0.3195%
CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl Tier A 1,098,247.30 EUR 0.2882%
CEVAGROUPPLC - EURO pre-funded LC facility Lous_LC Tier A 1,065,290.91 EUR 0.2796%
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL Tier A 611,740.30 EUR 0.1605%
LYONDELLBASELL - German Tranche B3 LyondellBasell_GermanB3 Tier A 0.00 EUR 0.0000%
UPC Financing - Term Loan M UPC_TLM Tier A 5,000,000.00 EUR 1.3122%
World Directories Acquisition Corp. - Facility 1 wdac_facility1 Tier A 7,000,000.00 EUR 1.8371%
Yellow Brick Road - Term Loan B2 YBR_B2 Tier A 910,346.00 EUR 0.2389%
Yellow Brick Road - Term Loan C2 YBR_C2 Tier A 629,020.02 EUR 0.1651%
Yellow Brick Road - Tranche B YBR_TLB Tier A 2,862,783.35 EUR 0.7513%
Yellow Brick Road - Tranche C YBR_TLC Tier A 3,631,216.65 EUR 0.9530%
Netherlands Subtotal 49,309,577.56 EUR
Spain
Cortefiel - Facility B1 CORTEFIEL_B1 Tier C 2,859,901.10 EUR 0.7506%
Demeter - Facility B DEMETERIB_FB Tier C 1,500,000.00 EUR 0.3937%
Demeter - Facility C DEMETERIB_FC Tier C 1,500,000.00 EUR 0.3937%
DSBG - Term B dsbg_tb Tier C 1,375,000.00 EUR 0.3609%
DSBG - Term C dsbg_tc Tier C 1,375,000.00 EUR 0.3609%
PPE - Term B ppe_tb Tier C 4,018,608.43 EUR 1.0547%
PPE - Term C ppe_tc Tier C 1,569,017.30 EUR 0.4118%

Country Moody S&P
Spiinnaker - Tranche E1 Spinnaker_TE1 Tier C 423,544.57 EUR 0.1112%
Spiinnaker - Tranche E2 Spinnaker_TE2 Tier C 423,544.57 EUR 0.1112%
Spiinnaker - Tranche F1 Spinnaker_TrF1 Tier C 3,989,591.20 EUR 1.0471%
Spiinnaker - Tranche F2 Spinnaker_TrF2 Tier C 3,989,591.20 EUR 1.0471%
WAM - Additional Term B1 WAMACQ_AB1 Tier C 1,000,000.00 EUR 0.2624%
WAM - Additional Term C1 WAMACQ-AC1 Tier C 1,000,000.00 EUR 0.2624%
WAM - Term Loan B1 WAM_B1 Tier C 1,500,000.00 EUR 0.3937%
WAM - Term Loan B3 WAMACQ_TLB3 Tier C 1,474,324.32 EUR 0.3869%
WAM - Term Loan B4 WAMACQ_TLB4 Tier C 1,861,737.42 EUR 0.4886%
WAM - Term Loan C1 WAM_C1 Tier C 1,500,000.00 EUR 0.3937%
WAM - Term Loan C3 WAMACQ_TLC3 Tier C 1,474,324.32 EUR 0.3869%
WAM - Term Loan C4 WAMACQ_TLC4 Tier C 1,861,737.32 EUR 0.4886%
Spain Subtotal 42,815,813.87 EUR
Sweden
Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 Tier B 1,311,351.94 EUR 0.3442%
Qidnax - Mezzanine Facility B Qidnax_Mezz B Tier B 1,917,168.50 EUR 0.5032%
Qidnax - Term Loan B2 LX070674 Tier B 1,676,663.38 EUR 0.4400%
Qidnax - Term Loan C2 Qidnax_TLC2 Tier B 1,676,663.38 EUR 0.4400%
Rotac Holding AB - Term Loan B1 Rotac_TLB1 Tier B 3,750,000.00 EUR 0.9842%
Rotac Holding AB - Term Loan C1 Rotac_TLC1 Tier B 3,456,521.74 EUR 0.9072%
Sweden Subtotal 13,788,368.94 EUR
Switzerland
Rank Holdings I SA - Term Loan BI RankHold_TLBI Tier B 1,179,422.50 EUR 0.3095%
Rank Holdings I SA - Term Loan BII RankHold_TLBII Tier B 57,745.53 EUR 0.0152%
Rank Holdings I SA - Term Loan CI RankHold_TLCI Tier B 1,237,168.03 EUR 0.3247%
Switzerland Subtotal 2,474,336.06 EUR
United Kingdom
ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 Tier A 7,839,647.44 EUR 2.0575%
CASTLEBIDCOLTD - Second Lien - Eur/Swap CastBidco_SecLien_EurSwap_HSAM2008 Tier A 0.00 EUR 0.0000%
Ineos Group - Term Loan B1 Ineos_TB1 Tier A 1,613,634.99 EUR 0.4235%
Ineos Group - Term Loan B3 Ineos_TLB3 Tier A 823,713.92 EUR 0.2162%
Ineos Group - Term Loan C1 Ineos_TC1 Tier A 1,613,842.89 EUR 0.4235%
Ineos Group - Term Loan C3 Ineos_TLC3 Tier A 823,713.92 EUR 0.2162%
MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 Tier A 4,885,089.00 EUR 1.2821%
Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP Tier A 1,335,671.55 EUR 0.3505%
Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP Tier A 781,391.39 EUR 0.2051%
MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 Tier A 2,821,050.00 EUR 0.7404%
MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 Tier A 2,821,050.00 EUR 0.7404%
Mother Bidco Limited - Second Lien Term Loan - Eur/Swap Mther_Bidco_2ndLienSwap_Halcy2008 Tier A 0.00 EUR 0.0000%
Mother Bidco Limited - Term Loan B - Eur/Swap Mther_Bidco_TLBSwap_Halcy2008 Tier A 0.00 EUR 0.0000%
Mother Bidco Limited - Term Loan C - Eur/sWAP Mther_Bidco_TLCswap_Halcy2008 Tier A 0.00 EUR 0.0000%
Project Alpha III - Term B3 ProjectAlpha_B3 Tier A 7,500,000.00 EUR 1.9684%
Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 Tier A 6,165,561.50 EUR 1.6181%
United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 Tier A 6,269,000.00 EUR 1.6453%
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 Tier A 1,417,606.40 EUR 0.3720%
Virgin Media Investment Holdings Limited - Term Loan B11 - Eur/Swap VirginMedia_B5Swap_HSAM2008 Tier A 2,787,959.25 EUR 0.7317%
Virgin Media Investment Holdings Limited - Term Loan B7 - Eur/Swap Virgin_B1Swap_HSAM2008 Tier A 1,734,290.00 EUR 0.4552%
Virgin Media Investment Holdings Limited - Term Loan B8 - Eur/Swap Virgin_B2Swap_HSAM2008 Tier A 2,027,110.00 EUR 0.5320%
United Kingdom Subtotal 53,260,332.25 EUR

United Kingdom Subtotal 53,260,332.25 EUR
United States
HCA Inc - Euro Term loan HCAInc_EuroTL US 8,883,610.43 EUR 2.3315%
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 US 2,969,327.02 EUR 0.7793%
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP US 2,152,206.00 EUR 0.5648%
United States Subtotal 14,005,143.45 EUR

Portfolio Assets - Industry Information - Moody's
Report Summary
Aggregate Principal
381,028,423.73 EUR 381,028,423.73 EUR 100.0000%
Security Security ID Principal Balance Principal Balance %
Aerospace and Defense

ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 7,839,647.44 EUR
BCV Investments S.C.A - Second Lien BCV Investments_2ndLien 4,500,000.00 EUR
BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro 2,239,412.91 EUR
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro 2,239,412.91 EUR
Aerospace and Defense Subtotal 16,818,473.26 EUR 4.41%
Automobile
Financiere Truck - Term Loan - Euro FinanciereTruck_TLEUR 3,340,369.24 EUR
Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap 557,215.54 EUR
Automobile Subtotal 3,897,584.78 EUR 1.02%
Beverage, Food and Tobacco - Europe

Autobar - Tranche B Charden_TLB 2,911,542.49 EUR
Autobar - Tranche C Charden_TLC 2,911,542.49 EUR
Holding - Additional HBI Facility B HOLDING-ADLFB 4,546,969.70 EUR
Holding - Additional HBI Facility C HOLDING_ADLFC 4,153,030.30 EUR
Holding - Term B1 HldgBercy_TLB1 1,500,000.00 EUR
Holding - Term C1 HldgBercy_TLC1 1,500,000.00 EUR
Orangina - Facility B1 BlackL_TLB1 150,000.00 EUR
Orangina - Facility B5a BlackL_TLB5a 9,296,875.00 EUR
Orangina - Facility B5b BlackL_TLB5b 703,125.00 EUR
Orangina - Facility C1 BlackL_TLC1 974,809.37 EUR
United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 6,269,000.00 EUR
Beverage, Food and Tobacco - Europe Subtotal 35,472,025.58 EUR 9.31%
Broadcasting and Entertainment

Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) 4,086,753.73 EUR
Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) 4,086,753.73 EUR
Amsterdamse Beheer - Term B1 Amsterdam_B1 506,747.66 EUR
Amsterdamse Beheer - Term C Amsterdam_TermC 763,246.27 EUR
BCM Ireland Finance - Facility B BCM_B 2,462,068.60 EUR
BCM Ireland Finance - Facility C BCM_C 2,462,343.10 EUR
Escaline S.a.r.l - Term B Escaline_TermB 1,503,773.95 EUR
Escaline S.a.r.l - Term C Escaline_TermC 1,503,773.95 EUR
Lavena - Mezzanine Lavena_Mezz 1,666,045.69 EUR
Lavena - Second Lien Lavena_TD 1,800,528.97 EUR
Lavena - Term B Holdco Lavena_HoldcoB 2,638,722.29 EUR
Lavena - Term C Holdco Lavena_HoldcoC 2,638,722.28 EUR

Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 3,631,289.88 EUR
MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 4,885,089.00 EUR
YPSO Hold - B Acq 1 YPSO_B ACQ 1 864,300.36 EUR
YPSO Hold - B Acq 2 YPSO_B Acq 2 1,309,353.60 EUR
YPSO Hold - B Recap 1 YPSOHolding_TBRecap1 2,728,582.46 EUR
YPSO Hold - B Recap 2 YPSOHolding_TBRecap2 97,763.58 EUR
YPSO Hold - C Acq Ypso_CAcq 1,390,000.00 EUR
YPSO Hold - C Recap Ypso_CRecap 2,610,000.00 EUR
Broadcasting and Entertainment Subtotal 43,892,357.70 EUR 11.52%
Buildings and Real Estate - Europe

CASTLEBIDCOLTD - Second Lien - Eur/Swap CastBidco_SecLien_EurSwap_HSAM2008 0.00 EUR
DSBG - Term B dsbg_tb 1,375,000.00 EUR
DSBG - Term C dsbg_tc 1,375,000.00 EUR
Financiere Daunou 9 S.AR.L - Term Loan D1 FinDaunou9_TLD1 969,230.77 EUR
Materis - Term B Materis 1,491,359.81 EUR
Materis - Term C Mat_TLC 1,491,359.81 EUR
Mother Bidco Limited - Second Lien Term Loan - Eur/Swap Mther_Bidco_2ndLienSwap_Halcy2008 0.00 EUR
Mother Bidco Limited - Term Loan B - Eur/Swap Mther_Bidco_TLBSwap_Halcy2008 0.00 EUR
Mother Bidco Limited - Term Loan C - Eur/sWAP Mther_Bidco_TLCswap_Halcy2008 0.00 EUR
Buildings and Real Estate - Europe Subtotal 7,232,719.63 EUR 1.90%
Cargo Transport
CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl 1,217,254.04 EUR
CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl 1,098,247.30 EUR
CEVAGROUPPLC - EURO pre-funded LC facility Lous_LC 1,065,290.91 EUR
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL 611,740.30 EUR
Cargo Transport Subtotal 3,992,532.55 EUR 1.05%
Chemicals, Plastics and Rubber

Brenn - Acquisition Facility 2 Brentag_acqfac 4,587,634.71 EUR
Brenn - Facility B3 EUR Brenntag_B3EUR 1,000,000.00 EUR
Brenn - Facility C1 Brentagg_fac.C1 1,563,127.46 EUR
Brenn - Facility C2 Brenntag_fac.C2 436,872.54 EUR
BRENNTAGFINANCECOIISARL - Acquisition Facility 2 BRENNTAGF_AF2 280,771.41 EUR
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 1,131,593.88 EUR
COGNIS - Term A COGNIS&MACANY_TLA 982,367.86 EUR
COGNIS - Term B COGNIS&MACANY_TLB 3,017,632.14 EUR
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 2,969,327.02 EUR
Ineos Group - Term Loan B1 Ineos_TB1 1,613,634.99 EUR
Ineos Group - Term Loan B3 Ineos_TLB3 823,713.92 EUR
Ineos Group - Term Loan C1 Ineos_TC1 1,613,842.89 EUR
Ineos Group - Term Loan C3 Ineos_TLC3 823,713.92 EUR
LYONDELLBASELL - German Tranche B3 LyondellBasell_GermanB3 0.00 EUR
Chemicals, Plastics and Rubber Subtotal 20,844,232.74 EUR 5.47%
Containers, Packaging and Glass - Europe

Rank Holdings I SA - Term Loan BI RankHold_TLBI 1,179,422.50 EUR
Rank Holdings I SA - Term Loan BII RankHold_TLBII 57,745.53 EUR
Rank Holdings I SA - Term Loan CI RankHold_TLCI 1,237,168.03 EUR
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR 3,500,000.00 EUR

SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR 3,500,000.00 EUR
Containers, Packaging and Glass - Europe Subtotal 9,474,336.06 EUR 2.49%
Diversified/Conglomerate Manufacturing
Aster 1 SA - Term Loan A1 Germany Aster_A1g 1,005,778.26 EUR
Aster 1 SA - Term Loan A2 Brussels Aster_A2b 622,243.33 EUR
Aster 1 SA - Term Loan A3 Aster_A3 232,257.29 EUR
Aster 1 SA - Term Loan A4 Germany Aster_A4g 51,479.56 EUR
Aster 1 SA - Term Loan B1 French Aster_B1F 15,587.72 EUR
Aster 1 SA - Term Loan B1 German Aster_B1G 264,441.70 EUR
Aster 1 SA - Term Loan B1 Italian Aster_B1it 150,270.88 EUR
Aster 1 SA - Term Loan B1 Spain Aster_B1sp 8,661.47 EUR
Aster 1 SA - Term Loan B1 UK Aster_B1uk 45,121.65 EUR
Aster 1 SA - Term Loan B2 Belgium Aster_B2B 531,355.90 EUR
Aster 1 SA - Term Loan B2 Netherlands Aster_B2N 86,897.22 EUR
Aster 1 SA - Term Loan B3 Aster_TLB3 404,572.06 EUR
Aster 1 SA - Term Loan B4 French Aster_B4F 430.08 EUR
Aster 1 SA - Term Loan B4 German Undrawn ASTER1_TLB4UD 12,288.04 EUR
Aster 1 SA - Term Loan B4 Spain Aster_B4S 238.97 EUR
Aster 1 SA - Term Loan B4 UK Aster_B4U 1,244.94 EUR
Aster 1 SA - Term Loan C1 French Aster_C1F 15,587.72 EUR
Aster 1 SA - Term Loan C1 German Aster_C1G 264,441.70 EUR
Aster 1 SA - Term Loan C1 Italian Aster_C1I 156,500.75 EUR
Aster 1 SA - Term Loan C1 Spain Aster_C1S 8,661.47 EUR
Aster 1 SA - Term Loan C1 UK Aster_C1uk 45,121.65 EUR
Aster 1 SA - Term Loan C2 Belgium Aster_C2B 531,355.90 EUR
Aster 1 SA - Term Loan C2 Netherlands Aster_C2N 86,897.22 EUR
Aster 1 SA - Term Loan C3 Aster_TLC3 404,572.06 EUR
Aster 1 SA - Term Loan C4 French Aster_C4F 430.08 EUR
Aster 1 SA - Term Loan C4 German Undrawn ASTER_TLC4GUD 12,288.04 EUR
Aster 1 SA - Term Loan C4 Spain Aster_C4S 238.97 EUR
Aster 1 SA - Term Loan C4 UK Aster_C4U 1,244.94 EUR
Diversified/Conglomerate Manufacturing Subtotal 5,215,943.59 EUR 1.37%
Diversified/Conglomerate Service
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP 2,152,206.00 EUR
Diversified/Conglomerate Service Subtotal 2,152,206.00 EUR 0.56%
Diversified/Conglomerate Service - Europe

Chaterhouse - Second Lien ChartHouse_2L 5,500,000.00 EUR
Chaterhouse - Term Loan B1 - Acquico Charterhouse_TLB1_Acq 1,251,391.54 EUR
Chaterhouse - Term Loan B2 Charterhouse_TLB2 248,608.46 EUR
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 1,417,606.40 EUR
Virgin Media Investment Holdings Limited - Term Loan B11 - Eur/Swap VirginMedia_B5Swap_HSAM2008 2,787,959.25 EUR
Virgin Media Investment Holdings Limited - Term Loan B7 - Eur/Swap Virgin_B1Swap_HSAM2008 1,734,290.00 EUR

Diversified/Conglomerate Service - Europe Subtotal 14,966,965.65 EUR 3.93%
Ecological - Europe
AVR Acquisitions - Term B3A avr_b3a 4,710,694.49 EUR
AVR Acquisitions - Term B3B avr_b3b 143,866.91 EUR
AVR Acquisitions - Term B3C avr_b3c 389,244.49 EUR
AVR Acquisitions - Term B3D AVR_TL_B3D 457,566.97 EUR
AVR Acquisitions - Term Loan B AVR_TLB 878,924.15 EUR
AVR Acquisitions - Term Loan C AVR_TLC 3,180,297.00 EUR
Ecological - Europe Subtotal 9,760,594.01 EUR 2.56%
Electronics
Elster - Term B1 ELSTERGRP_B1 1,802,099.05 EUR
Elster - Term C1 ELSTERGRP_C1 1,802,099.05 EUR
Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 457,418.82 EUR
Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 457,418.82 EUR
FCIINTLSAS - Term Loan B3b FCISA_TLB3B 3,987,697.43 EUR
WAM - Additional Term B1 WAMACQ_AB1 1,000,000.00 EUR
WAM - Additional Term C1 WAMACQ-AC1 1,000,000.00 EUR
WAM - Term Loan B1 WAM_B1 1,500,000.00 EUR
WAM - Term Loan B3 WAMACQ_TLB3 1,474,324.32 EUR
WAM - Term Loan C1 WAM_C1 1,500,000.00 EUR
WAM - Term Loan C3 WAMACQ_TLC3 1,474,324.32 EUR
Electronics Subtotal 20,178,856.55 EUR 5.30%
Finance (including structured products)

ISSHOLDA/S - Term Loan D ISS_TL D 4,000,000.00 EUR
Finance (including structured products) Subtotal 4,000,000.00 EUR 1.05%
Grocery - Europe
Demeter - Facility B DEMETERIB_FB 1,500,000.00 EUR
Demeter - Facility C DEMETERIB_FC 1,500,000.00 EUR
Grocery - Europe Subtotal 3,000,000.00 EUR 0.79%
Healthcare, Education and Childcare - Europe

Capio - Second Lien Tr2 OPICAAB_SLT2 1,000,000.00 EUR
Capio - Term Loan B1 opica_tlb1 196,399.24 EUR
Capio - Term Loan C1 opica_tlc1 196,399.25 EUR
Fresenius SE - Additional Tranche B1 Euro Term Loan FreseniusSE_AddB1Euro 1,000,000.00 EUR
Pages Jaunes Group S.A - Term A PagesJaunes_TermA 3,000,000.00 EUR
PFCAPITALSARL - Term Loan B1a PFCAPITL_TB1A 826,993.35 EUR
PFCAPITALSARL - Term Loan B1c PFCAPTL_B1C 257,163.88 EUR
PFCAPITALSARL - Term Loan B1e PFCAPTL_TB1E 495,075.39 EUR
PFCAPITALSARL - Term Loan B1f PFCAPTL_TLB1F 397,401.72 EUR
PFCAPITALSARL - Term Loan C1 PFCAPITL_TLC1 373,688.57 EUR
PFCAPITALSARL - Term Loan C2 PFCAPTL_TC2 138,830.41 EUR

PFCAPITALSARL - Term Loan C4 PFCAPITL_TLC4 1,174,226.77 EUR
PFCAPITALSARL - Term Loan D PFCAPITL_TLD 2,000,000.00 EUR
Rotac Holding AB - Term Loan B1 Rotac_TLB1 3,750,000.00 EUR
Rotac Holding AB - Term Loan C1 Rotac_TLC1 3,456,521.74 EUR
Healthcare, Education and Childcare - Europe Subtotal 19,593,903.27 EUR 5.14%
Healthcare, Education and Childcare - North America

HCA Inc - Euro Term loan HCAInc_EuroTL 8,883,610.43 EUR
Healthcare, Education and Childcare - North America Subtotal 8,883,610.43 EUR 2.33%
Leisure, Amusement, Motion Pictures, Entertainment - Europe

Ferretti S.P.A - Mezzanine FerrettiSPA_Mezz 1,000,000.00 EUR
Ferretti S.P.A - Tranche B Ferretti_TrB 2,888,334.09 EUR
Ferretti S.P.A - Tranche C Ferretti_TrC 2,888,334.09 EUR
GGP C - B Term Loan GGP_B TL 3,477,272.73 EUR
GGP C - C Term Loan GGP_C TL 3,477,272.73 EUR
MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 2,821,050.00 EUR
MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 2,821,050.00 EUR
Project Alpha III - Term B3 ProjectAlpha_B3 7,500,000.00 EUR
Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 1,311,351.94 EUR
Qidnax - Mezzanine Facility B Qidnax_Mezz B 1,917,168.50 EUR
Qidnax - Term Loan B2 LX070674 1,676,663.38 EUR
Qidnax - Term Loan C2 Qidnax_TLC2 1,676,663.38 EUR
Leisure, Amusement, Motion Pictures, Entertainment - Europe Subtotal 33,455,160.84 EUR 8.78%
Machinery (Non-Agriculture, Non-Construction and Non-Electronic)

Fives - Term B Fives_TLB 2,659,849.65 EUR
Fives - Term C Fives_TLC 2,659,849.65 EUR
Neggio Holdings 3 GmbH - Facility B2 Negg_FacB2 1,250,000.00 EUR
Neggio Holdings 3 GmbH - Facility C2 Negg_FacC2 1,250,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB 3,600,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC 3,600,000.00 EUR
PPE - Term B ppe_tb 4,018,608.43 EUR
PPE - Term C ppe_tc 1,569,017.30 EUR
Xstrata - Tranche B1 Fin Spie_TLB 2,058,626.27 EUR
Xstrata - Tranche B3 Fin Spie_TLB3 2,058,626.27 EUR
Machinery (Non-Agriculture, Non-Construction and Non-Electronic) Subtotal 24,724,577.57 EUR 6.49%
Mining, Steel, Iron and Non-Precious Metals

Spiinnaker - Tranche E1 Spinnaker_TE1 423,544.57 EUR
Spiinnaker - Tranche F1 Spinnaker_TrF1 3,989,591.20 EUR
Mining, Steel, Iron and Non-Precious Metals Subtotal 8,826,271.54 EUR 2.32%
Printing, Publishing, and Broadcasting - Europe

Springer Science - Term Loan B1 Springer_TB1 937,634.35 EUR
Springer Science - Term Loan C1 Springer_C1 808,316.40 EUR
Springer Science - Term Loan E1 Springer_E1 1,163,963.79 EUR
Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 6,165,561.50 EUR
World Directories Acquisition Corp. - Facility 1 wdac_facility1 7,000,000.00 EUR
Yellow Brick Road - Term Loan B2 YBR_B2 910,346.00 EUR

Yellow Brick Road - Term Loan C2 YBR_C2 629,020.02 EUR
Yellow Brick Road - Tranche B YBR_TLB 2,862,783.35 EUR
Yellow Brick Road - Tranche C YBR_TLC 3,631,216.65 EUR
Printing, Publishing, and Broadcasting - Europe Subtotal 24,108,842.06 EUR 6.33%
Retail Stores - Europe

Cortefiel - Facility B1 CORTEFIEL_B1 2,859,901.10 EUR
Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP 1,335,671.55 EUR
Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP 781,391.39 EUR
Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 3,598,432.52 EUR
Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 569,563.63 EUR
Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 3,598,432.52 EUR
Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 569,563.63 EUR
Retail Stores - Europe Subtotal 21,432,848.46 EUR 5.62%
Telecommunications
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 4,467,835.34 EUR
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 4,786,546.13 EUR
Telenet Bidco NV - Term Loan C Telenet-TLC- 2,000,000.00 EUR
TYROLACQUISITION2SAS - Second Lien TYROLACQ2_2L 1,750,000.00 EUR
TYROLACQUISITION2SAS - Term B TYROLACQ2_TB 5,000,000.00 EUR
TYROLACQUISITION2SAS - Term C TYROLACQ2_TC 5,000,000.00 EUR
UPC Financing - Term Loan M UPC_TLM 5,000,000.00 EUR
Telecommunications Subtotal 28,004,381.47 EUR 7.35%
Textiles and Leather - Europe

CBRFASHIONGMBH - Term Loan B CBRFASHN_TLB 1,875,000.00 EUR
CBRFASHIONGMBH - Term Loan C LX068781 1,725,000.00 EUR
Vivarte - Term Loan B1 Vivarte_B 3,750,000.00 EUR
Vivarte - Term Loan C1 Vivarte_C 3,750,000.00 EUR
Textiles and Leather - Europe Subtotal 11,100,000.00 EUR 2.91%

Portfolio Assets - Industry Information - S&P
Report Summary
Aggregate Principal
381,028,423.73 EUR 381,028,423.73 EUR 100.0000%
Security Security ID Maintain Characteristics Principal Balance %
Aerospace & Defense

BCV Investments S.C.A - Second Lien BCV Investments_2ndLien 4,500,000.00 EUR
BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro 2,239,412.91 EUR
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro 2,239,412.91 EUR
Aerospace & Defense Subtotal 8,978,825.82 EUR 2.36%
Automotive
Financiere Truck - Term Loan - Euro FinanciereTruck_TLEUR 3,340,369.24 EUR
Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap 557,215.54 EUR
Automotive Subtotal 3,897,584.78 EUR 1.02%
Building & Development

CASTLEBIDCOLTD - Second Lien - Eur/Swap CastBidco_SecLien_EurSwap_HSAM2008 0.00 EUR
Materis - Term B Materis 1,491,359.81 EUR
Materis - Term C Mat_TLC 1,491,359.81 EUR
Mother Bidco Limited - Second Lien Term Loan - Eur/Swap Mther_Bidco_2ndLienSwap_Halcy2008 0.00 EUR
Mother Bidco Limited - Term Loan B - Eur/Swap Mther_Bidco_TLBSwap_Halcy2008 0.00 EUR
Mother Bidco Limited - Term Loan C - Eur/sWAP Mther_Bidco_TLCswap_Halcy2008 0.00 EUR
Building & Development Subtotal 4,482,719.63 EUR 1.18%
Business equipment & Services

ISSHOLDA/S - Term Loan D ISS_TL D 4,000,000.00 EUR
Business equipment & Services Subtotal 4,000,000.00 EUR 1.05%
Cable & satellite television

Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) 4,086,753.73 EUR
Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) 4,086,753.73 EUR
Amsterdamse Beheer - Term C Amsterdam_TermC 763,246.27 EUR
Escaline S.a.r.l - Term B Escaline_TermB 1,503,773.95 EUR
Escaline S.a.r.l - Term C Escaline_TermC 1,503,773.95 EUR
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 1,417,606.40 EUR
Virgin Media Investment Holdings Limited - Term Loan B11 - Eur/Swap VirginMedia_B5Swap_HSAM2008 2,787,959.25 EUR
YPSO Hold - B Acq 1 YPSO_B ACQ 1 864,300.36 EUR

YPSO Hold - B Acq 2 YPSO_B Acq 2 1,309,353.60 EUR
YPSO Hold - B Recap 1 YPSOHolding_TBRecap1 2,728,582.46 EUR
YPSO Hold - B Recap 2 YPSOHolding_TBRecap2 97,763.58 EUR
YPSO Hold - C Acq Ypso_CAcq 1,390,000.00 EUR
YPSO Hold - C Recap Ypso_CRecap 2,610,000.00 EUR
Cable & satellite television Subtotal 29,674,513.55 EUR 7.79%
Chemical & Plastics

Aster 1 SA - Term Loan A1 Germany Aster_A1g 1,005,778.26 EUR
Aster 1 SA - Term Loan A3 Aster_A3 232,257.29 EUR
Aster 1 SA - Term Loan A4 Germany Aster_A4g 51,479.56 EUR
Aster 1 SA - Term Loan B1 French Aster_B1F 15,587.72 EUR
Aster 1 SA - Term Loan B1 Italian Aster_B1it 150,270.88 EUR
Aster 1 SA - Term Loan B1 Spain Aster_B1sp 8,661.47 EUR
Aster 1 SA - Term Loan B1 UK Aster_B1uk 45,121.65 EUR
Aster 1 SA - Term Loan B3 Aster_TLB3 404,572.06 EUR
Aster 1 SA - Term Loan B4 French Aster_B4F 430.08 EUR
Aster 1 SA - Term Loan B4 German Undrawn ASTER1_TLB4UD 12,288.04 EUR
Aster 1 SA - Term Loan B4 Spain Aster_B4S 238.97 EUR
Aster 1 SA - Term Loan B4 UK Aster_B4U 1,244.94 EUR
Aster 1 SA - Term Loan C1 French Aster_C1F 15,587.72 EUR
Aster 1 SA - Term Loan C1 Italian Aster_C1I 156,500.75 EUR
Aster 1 SA - Term Loan C1 Spain Aster_C1S 8,661.47 EUR
Aster 1 SA - Term Loan C1 UK Aster_C1uk 45,121.65 EUR
Aster 1 SA - Term Loan C3 Aster_TLC3 404,572.06 EUR
Aster 1 SA - Term Loan C4 French Aster_C4F 430.08 EUR
Aster 1 SA - Term Loan C4 German Undrawn ASTER_TLC4GUD 12,288.04 EUR
Aster 1 SA - Term Loan C4 Spain Aster_C4S 238.97 EUR
Aster 1 SA - Term Loan C4 UK Aster_C4U 1,244.94 EUR
Brenn - Acquisition Facility 2 Brentag_acqfac 4,587,634.71 EUR
Brenn - Facility B3 EUR Brenntag_B3EUR 1,000,000.00 EUR
Brenn - Facility C1 Brentagg_fac.C1 1,563,127.46 EUR
Brenn - Facility C2 Brenntag_fac.C2 436,872.54 EUR
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 1,131,593.88 EUR
COGNIS - Term A COGNIS&MACANY_TLA 982,367.86 EUR
COGNIS - Term B COGNIS&MACANY_TLB 3,017,632.14 EUR
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 2,969,327.02 EUR
Ineos Group - Term Loan B1 Ineos_TB1 1,613,634.99 EUR

Ineos Group - Term Loan B3 Ineos_TLB3 823,713.92 EUR
Ineos Group - Term Loan C1 Ineos_TC1 1,613,842.89 EUR
Ineos Group - Term Loan C3 Ineos_TLC3 823,713.92 EUR
LYONDELLBASELL - German Tranche B3 LyondellBasell_GermanB3 0.00 EUR
PPE - Term B ppe_tb 4,018,608.43 EUR
PPE - Term C ppe_tc 1,569,017.30 EUR
Chemical & Plastics Subtotal 31,367,030.65 EUR 8.23%
Clothing/textiles
CBRFASHIONGMBH - Term Loan B CBRFASHN_TLB 1,875,000.00 EUR
CBRFASHIONGMBH - Term Loan C LX068781 1,725,000.00 EUR
Clothing/textiles Subtotal 3,600,000.00 EUR 0.94%
Conglomerates
Chaterhouse - Second Lien ChartHouse_2L 5,500,000.00 EUR
Chaterhouse - Term Loan B1 - Acquico Charterhouse_TLB1_Acq 1,251,391.54 EUR
Chaterhouse - Term Loan B2 Charterhouse_TLB2 248,608.46 EUR
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP 2,152,206.00 EUR
Conglomerates Subtotal 9,152,206.00 EUR 2.40%
Containers & glass products

Rank Holdings I SA - Term Loan BI RankHold_TLBI 1,179,422.50 EUR
Rank Holdings I SA - Term Loan BII RankHold_TLBII 57,745.53 EUR
Rank Holdings I SA - Term Loan CI RankHold_TLCI 1,237,168.03 EUR
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR 3,500,000.00 EUR
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR 3,500,000.00 EUR
Containers & glass products Subtotal 9,474,336.06 EUR 2.49%
Ecological services & equipment

AVR Acquisitions - Term B3A avr_b3a 4,710,694.49 EUR
AVR Acquisitions - Term B3B avr_b3b 143,866.91 EUR
AVR Acquisitions - Term B3C avr_b3c 389,244.49 EUR
AVR Acquisitions - Term B3D AVR_TL_B3D 457,566.97 EUR
AVR Acquisitions - Term Loan B AVR_TLB 878,924.15 EUR
AVR Acquisitions - Term Loan C AVR_TLC 3,180,297.00 EUR
Ecological services & equipment Subtotal 9,760,594.01 EUR 2.56%
Electronics/electrical
FCIINTLSAS - Term Loan B3b FCISA_TLB3B 3,987,697.43 EUR
WAM - Additional Term B1 WAMACQ_AB1 1,000,000.00 EUR
WAM - Additional Term C1 WAMACQ-AC1 1,000,000.00 EUR
WAM - Term Loan B1 WAM_B1 1,500,000.00 EUR
WAM - Term Loan C1 WAM_C1 1,500,000.00 EUR
Electronics/electrical Subtotal 15,659,820.81 EUR 4.11%
Food products
Demeter - Facility B DEMETERIB_FB 1,500,000.00 EUR
Demeter - Facility C DEMETERIB_FC 1,500,000.00 EUR
Orangina - Facility B1 BlackL_TLB1 150,000.00 EUR

Orangina - Facility B5a BlackL_TLB5a 9,296,875.00 EUR
Orangina - Facility B5b BlackL_TLB5b 703,125.00 EUR
United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 6,269,000.00 EUR
Food products Subtotal 20,948,940.59 EUR 5.50%
Food service
Autobar - Tranche B Charden_TLB 2,911,542.49 EUR
Autobar - Tranche C Charden_TLC 2,911,542.49 EUR
Holding - Additional HBI Facility B HOLDING-ADLFB 4,546,969.70 EUR
Holding - Additional HBI Facility C HOLDING_ADLFC 4,153,030.30 EUR
Holding - Term B1 HldgBercy_TLB1 1,500,000.00 EUR
Holding - Term C1 HldgBercy_TLC1 1,500,000.00 EUR
Food service Subtotal 17,523,084.99 EUR 4.60%
Health care
Capio - Second Lien Tr2 OPICAAB_SLT2 1,000,000.00 EUR
Fresenius SE - Additional Tranche B1 Euro Term Loan FreseniusSE_AddB1Euro 1,000,000.00 EUR
HCA Inc - Euro Term loan HCAInc_EuroTL 8,883,610.43 EUR
Pages Jaunes Group S.A - Term A PagesJaunes_TermA 3,000,000.00 EUR
PFCAPITALSARL - Term Loan B1a PFCAPITL_TB1A 826,993.35 EUR
PFCAPITALSARL - Term Loan B1c PFCAPTL_B1C 257,163.88 EUR
PFCAPITALSARL - Term Loan B1e PFCAPTL_TB1E 495,075.39 EUR
PFCAPITALSARL - Term Loan B1f PFCAPTL_TLB1F 397,401.72 EUR
PFCAPITALSARL - Term Loan C2 PFCAPTL_TC2 138,830.41 EUR
PFCAPITALSARL - Term Loan C4 PFCAPITL_TLC4 1,174,226.77 EUR
PFCAPITALSARL - Term Loan D PFCAPITL_TLD 2,000,000.00 EUR
Rotac Holding AB - Term Loan B1 Rotac_TLB1 3,750,000.00 EUR
Rotac Holding AB - Term Loan C1 Rotac_TLC1 3,456,521.74 EUR
Health care Subtotal 28,477,513.70 EUR 7.47%
Industrial equipment
DSBG - Term B dsbg_tb 1,375,000.00 EUR
DSBG - Term C dsbg_tc 1,375,000.00 EUR
Elster - Term B1 ELSTERGRP_B1 1,802,099.05 EUR
Elster - Term C1 ELSTERGRP_C1 1,802,099.05 EUR
Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 457,418.82 EUR
Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 457,418.82 EUR
Fives - Term B Fives_TLB 2,659,849.65 EUR
Fives - Term C Fives_TLC 2,659,849.65 EUR
Neggio Holdings 3 GmbH - Facility B2 Negg_FacB2 1,250,000.00 EUR
Neggio Holdings 3 GmbH - Facility C2 Negg_FacC2 1,250,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB 3,600,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC 3,600,000.00 EUR
Xstrata - Tranche B1 Fin Spie_TLB 2,058,626.27 EUR

Xstrata - Tranche B3 Fin Spie_TLB3 2,058,626.27 EUR
Industrial equipment Subtotal 26,405,987.58 EUR 6.93%
Leisure goods/activities/movies
Ferretti S.P.A - Mezzanine FerrettiSPA_Mezz 1,000,000.00 EUR
Ferretti S.P.A - Tranche B Ferretti_TrB 2,888,334.09 EUR
Ferretti S.P.A - Tranche C Ferretti_TrC 2,888,334.09 EUR
Project Alpha III - Term B3 ProjectAlpha_B3 7,500,000.00 EUR
Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 1,311,351.94 EUR
Qidnax - Mezzanine Facility B Qidnax_Mezz B 1,917,168.50 EUR
Qidnax - Term Loan B2 LX070674 1,676,663.38 EUR
Qidnax - Term Loan C2 Qidnax_TLC2 1,676,663.38 EUR
Leisure goods/activities/movies Subtotal 20,858,515.38 EUR 5.47%
Not Specified
BRENNTAGFINANCECOIISARL - Acquisition Facility 2 BRENNTAGF_AF2 280,771.41 EUR
GGP C - B Term Loan GGP_B TL 3,477,272.73 EUR
GGP C - C Term Loan GGP_C TL 3,477,272.73 EUR
MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 2,821,050.00 EUR
MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 2,821,050.00 EUR
Not Specified Subtotal 12,877,416.87 EUR 3.38%
Publishing
Springer Science - Term Loan B1 Springer_TB1 937,634.35 EUR
Springer Science - Term Loan C1 Springer_C1 808,316.40 EUR
Springer Science - Term Loan E1 Springer_E1 1,163,963.79 EUR
Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 6,165,561.50 EUR
World Directories Acquisition Corp. - Facility 1 wdac_facility1 7,000,000.00 EUR
Yellow Brick Road - Term Loan B2 YBR_B2 910,346.00 EUR
Yellow Brick Road - Term Loan C2 YBR_C2 629,020.02 EUR
Yellow Brick Road - Tranche B YBR_TLB 2,862,783.35 EUR
Yellow Brick Road - Tranche C YBR_TLC 3,631,216.65 EUR
Publishing Subtotal 24,108,842.06 EUR 6.33%
Radio & Television

Lavena - Mezzanine Lavena_Mezz 1,666,045.69 EUR
Lavena - Second Lien Lavena_TD 1,800,528.97 EUR
Lavena - Term B Holdco Lavena_HoldcoB 2,638,722.29 EUR
Lavena - Term C Holdco Lavena_HoldcoC 2,638,722.28 EUR
TYROLACQUISITION2SAS - Second Lien TYROLACQ2_2L 1,750,000.00 EUR
TYROLACQUISITION2SAS - Term B TYROLACQ2_TB 5,000,000.00 EUR
TYROLACQUISITION2SAS - Term C TYROLACQ2_TC 5,000,000.00 EUR
Radio & Television Subtotal 20,494,019.23 EUR 5.38%
Retailers (except food & drug)

Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP 1,335,671.55 EUR
Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP 781,391.39 EUR
Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 3,598,432.52 EUR
Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 569,563.63 EUR
Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 3,598,432.52 EUR

Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 569,563.63 EUR
Vivarte - Term Loan B1 Vivarte_B 3,750,000.00 EUR
Vivarte - Term Loan C1 Vivarte_C 3,750,000.00 EUR
Retailers (except food & drug) Subtotal 28,932,848.46 EUR 7.59%
Steel
Steel Subtotal 8,826,271.54 EUR 2.32%
Surface transport
CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl 1,217,254.04 EUR
CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl 1,098,247.30 EUR
CEVAGROUPPLC - EURO pre-funded LC facility Lous_LC 1,065,290.91 EUR
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL 611,740.30 EUR
Surface transport Subtotal 3,992,532.55 EUR 1.05%
Telecommunications/cellular
BCM Ireland Finance - Facility B BCM_B 2,462,068.60 EUR
BCM Ireland Finance - Facility C BCM_C 2,462,343.10 EUR
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 3,631,289.88 EUR
MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 4,885,089.00 EUR
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 4,467,835.34 EUR
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 4,786,546.13 EUR
Telenet Bidco NV - Term Loan C Telenet-TLC- 2,000,000.00 EUR
UPC Financing - Term Loan M UPC_TLM 5,000,000.00 EUR
Telecommunications/cellular Subtotal 29,695,172.04 EUR 7.79%
Utilities
ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 7,839,647.44 EUR
Utilities Subtotal 7,839,647.44 EUR 2.06%

Portfolio Assets - Affiliated Issuers - Moodys
Report Summary
Aggregate Principal
381,028,423.73 EUR 381,028,423.73 EUR 100.0000%
Moody's
Country Moody's Asset Mezzanine
Security Security ID Region Country Rating Rating Sovereign Security Level Type Obligation Principal Balance APB %

ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 United Kingdom B2 No Senior Unsecured Loan No 7,839,647.44 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V.

Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) Netherlands Ba3 No Senior Secured Loan No 4,086,753.73 EUR
Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) Netherlands Ba3 No Senior Secured Loan No 4,086,753.73 EUR
Amsterdamse Beheer - Term B1 Amsterdam_B1 Netherlands Ba3 No Senior Secured Loan No 506,747.66 EUR
Amsterdamse Beheer - Term B2 Amsterdam_B2 Netherlands Ba3 No Senior Secured Loan No 256,498.61 EUR
Amsterdamse Beheer - Term C Amsterdam_TermC Netherlands Ba3 No Senior Secured Loan No 763,246.27 EUR
Amsterdamse Beheer - En Consultingmaatschappij B.V. Subtotal 9,700,000.00 EUR 2.55%
Aster 1 SA
Aster 1 SA - Term Loan A1 Germany Aster_A1g Luxembourg Ba3 No Senior Secured Loan No 1,005,778.26 EUR
Aster 1 SA - Term Loan A2 Brussels Aster_A2b Luxembourg Ba3 No Senior Secured Loan No 622,243.33 EUR
Aster 1 SA - Term Loan A3 Aster_A3 Luxembourg Ba3 No Senior Secured Loan No 232,257.29 EUR
Aster 1 SA - Term Loan A4 Brussels Aster_A4b Luxembourg Ba3 No Senior Secured Loan No 1,076.81 EUR
Aster 1 SA - Term Loan A4 Germany Aster_A4g Luxembourg Ba3 No Senior Secured Loan No 51,479.56 EUR
Aster 1 SA - Term Loan B1 French Aster_B1F Luxembourg Ba3 No Senior Secured Loan No 15,587.72 EUR
Aster 1 SA - Term Loan B1 German Aster_B1G Luxembourg Ba3 No Senior Secured Loan No 264,441.70 EUR
Aster 1 SA - Term Loan B1 Italian Aster_B1it Luxembourg Ba3 No Senior Secured Loan No 150,270.88 EUR
Aster 1 SA - Term Loan B1 Spain Aster_B1sp Luxembourg Ba3 No Senior Secured Loan No 8,661.47 EUR
Aster 1 SA - Term Loan B1 UK Aster_B1uk Luxembourg Ba3 No Senior Secured Loan No 45,121.65 EUR
Aster 1 SA - Term Loan B2 Belgium Aster_B2B Luxembourg Ba3 No Senior Secured Loan No 531,355.90 EUR
Aster 1 SA - Term Loan B2 Netherlands Aster_B2N Luxembourg Ba3 No Senior Secured Loan No 86,897.22 EUR
Aster 1 SA - Term Loan B3 Aster_TLB3 Luxembourg Ba3 No Senior Secured Loan No 404,572.06 EUR
Aster 1 SA - Term Loan B4 Belgium Aster_B4B Luxembourg Ba3 No Senior Secured Loan No 13,397.65 EUR
Aster 1 SA - Term Loan B4 French Aster_B4F Luxembourg Ba3 No Senior Secured Loan No 430.08 EUR
Aster 1 SA - Term Loan B4 German Undrawn ASTER1_TLB4UD Luxembourg Ba3 No Senior Secured Loan No 12,288.04 EUR
Aster 1 SA - Term Loan B4 Netherlands Aster_B4N Luxembourg Ba3 No Senior Secured Loan No 2,280.57 EUR
Aster 1 SA - Term Loan B4 Spain Aster_B4S Luxembourg Ba3 No Senior Secured Loan No 238.97 EUR
Aster 1 SA - Term Loan B4 UK Aster_B4U Luxembourg Ba3 No Senior Secured Loan No 1,244.94 EUR
Aster 1 SA - Term Loan C1 French Aster_C1F Luxembourg Ba3 No Senior Secured Loan No 15,587.72 EUR
Aster 1 SA - Term Loan C1 German Aster_C1G Luxembourg Ba3 No Senior Secured Loan No 264,441.70 EUR
Aster 1 SA - Term Loan C1 Italian Aster_C1I Luxembourg Ba3 No Senior Secured Loan No 156,500.75 EUR
Aster 1 SA - Term Loan C1 Spain Aster_C1S Luxembourg Ba3 No Senior Secured Loan No 8,661.47 EUR
Aster 1 SA - Term Loan C1 UK Aster_C1uk Luxembourg Ba3 No Senior Secured Loan No 45,121.65 EUR
Aster 1 SA - Term Loan C2 Belgium Aster_C2B Luxembourg Ba3 No Senior Secured Loan No 531,355.90 EUR

Moody's
Aster 1 SA - Term Loan C2 Netherlands Aster_C2N Luxembourg Ba3 No Senior Secured Loan No 86,897.22 EUR
Aster 1 SA - Term Loan C3 Aster_TLC3 Luxembourg Ba3 No Senior Secured Loan No 404,572.06 EUR
Aster 1 SA - Term Loan C4 Belgium Aster_C4B Luxembourg Ba3 No Senior Secured Loan No 13,397.65 EUR
Aster 1 SA - Term Loan C4 French Aster_C4F Luxembourg Ba3 No Senior Secured Loan No 430.08 EUR
Aster 1 SA - Term Loan C4 German Undrawn ASTER_TLC4GUD Luxembourg Ba3 No Senior Secured Loan No 12,288.04 EUR
Aster 1 SA - Term Loan C4 Netherlands Aster_C4N Luxembourg Ba3 No Senior Secured Loan No 2,280.57 EUR
Aster 1 SA - Term Loan C4 Spain Aster_C4S Luxembourg Ba3 No Senior Secured Loan No 238.97 EUR
Aster 1 SA - Term Loan C4 UK Aster_C4U Luxembourg Ba3 No Senior Secured Loan No 1,244.94 EUR
Aster 1 SA Subtotal 5,215,943.59 EUR 1.37%

AVR Acquisitions - Term B3A avr_b3a Netherlands Ba3 No Senior Secured Loan No 4,710,694.49 EUR
AVR Acquisitions - Term B3B avr_b3b Netherlands Ba3 No Senior Secured Loan No 143,866.91 EUR
AVR Acquisitions - Term B3C avr_b3c Netherlands Ba3 No Senior Secured Loan No 389,244.49 EUR
AVR Acquisitions - Term B3D AVR_TL_B3D Netherlands Ba3 No Senior Secured Loan No 457,566.97 EUR
AVR Acquisitions - Term Loan B AVR_TLB Netherlands Ba3 No Senior Secured Loan No 878,924.15 EUR
AVR Acquisitions - Term Loan C AVR_TLC Netherlands Ba3 No Senior Secured Loan No 3,180,297.00 EUR
AVR Acquisitions B.V. Subtotal 9,760,594.01 EUR 2.56%
BCM Ireland Finance

BCM Ireland Finance - Facility B BCM_B Ireland B1 No Senior Secured Loan No 2,462,068.60 EUR
BCM Ireland Finance - Facility C BCM_C Ireland B1 No Senior Secured Loan No 2,462,343.10 EUR
BCM Ireland Finance Subtotal 4,924,411.69 EUR 1.29%

BCV Investments S.C.A - Second Lien BCV Investments_2ndLien Italy B2 No Senior Unsecured Loan No 4,500,000.00 EUR
BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro Italy B2 No Senior Secured Loan No 2,239,412.91 EUR
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro Italy B2 No Senior Secured Loan No 2,239,412.91 EUR

Orangina - Facility B1 BlackL_TLB1 France B1 No Senior Secured Loan No 150,000.00 EUR
Orangina - Facility B5a BlackL_TLB5a France B1 No Senior Secured Loan No 9,296,875.00 EUR
Orangina - Facility B5b BlackL_TLB5b France B1 No Senior Secured Loan No 703,125.00 EUR
Orangina - Facility C1 BlackL_TLC1 France B1 No Senior Secured Loan No 974,809.37 EUR
Orangina - Facility C2 BlackL_TLC2 France B1 No Senior Secured Loan No 555,131.22 EUR
Black Lion Beverages III B.V. Subtotal 11,679,940.59 EUR 3.07%

Brenn - Acquisition Facility 2 Brentag_acqfac Germany B2 No Senior Secured Loan No 4,587,634.71 EUR
Brenn - Facility B3 EUR Brenntag_B3EUR Germany B2 No Senior Secured Loan No 1,000,000.00 EUR
Brenn - Facility C1 Brentagg_fac.C1 Germany B2 No Senior Secured Loan No 1,563,127.46 EUR
Brenn - Facility C2 Brenntag_fac.C2 Germany B2 No Senior Secured Loan No 436,872.54 EUR
BRENNTAGFINANCECOIISARL - Acquisition Facility 2 BRENNTAGF_AF2 Germany B2 No Senior Secured Loan No 280,771.41 EUR
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 Germany B2 No Senior Secured Loan No 1,131,593.88 EUR
Brenntag Holding GmbH & Co. KG Subtotal 9,000,000.00 EUR 2.36%
Castle Bidco Ltd

CASTLEBIDCOLTD - Second Lien - Eur/Swap CastBidco_SecLien_EurSwap_HSAM2008 United Kingdom B3 No Senior Unsecured Loan No 0.00 EUR

Castle Bidco Ltd Subtotal 0.00 EUR
CBR Fashion GmbH

CBRFASHIONGMBH - Term Loan B CBRFASHN_TLB Germany B3 No Senior Secured Loan No 1,875,000.00 EUR
CBRFASHIONGMBH - Term Loan C LX068781 Germany B3 No Senior Secured Loan No 1,725,000.00 EUR
CBR Fashion GmbH Subtotal 3,600,000.00 EUR 0.94%
Ceva Logistics Canada ULC

CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl Netherlands B2 No Senior Secured Loan No 1,217,254.04 EUR
CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl Netherlands B2 No Senior Secured Loan No 1,098,247.30 EUR
CEVAGROUPPLC - EURO pre-funded LC facility Lous_LC Netherlands B2 No Senior Secured Loan No 1,065,290.91 EUR
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL Netherlands B2 No Senior Secured Loan No 611,740.30 EUR
Ceva Logistics Canada ULC Subtotal 3,992,532.55 EUR 1.05%
Charden International B.V.

Autobar - Tranche B Charden_TLB Netherlands B2 No Senior Secured Loan No 2,911,542.49 EUR
Autobar - Tranche C Charden_TLC Netherlands B2 No Senior Secured Loan No 2,911,542.49 EUR
Charden International B.V. Subtotal 5,823,084.99 EUR 1.53%

Chaterhouse - Second Lien ChartHouse_2L Germany B3 No Senior Unsecured Loan No 5,500,000.00 EUR
Chaterhouse - Term Loan B1 - Acquico Charterhouse_TLB1_Acq Germany B3 No Senior Secured Loan No 1,251,391.54 EUR
Chaterhouse - Term Loan B2 Charterhouse_TLB2 Germany B3 No Senior Secured Loan No 248,608.46 EUR
Cognis GMBH & Macany SARL

COGNIS - Term A COGNIS&MACANY_TLA Germany B2 No Senior Secured Loan No 982,367.86 EUR
COGNIS - Term B COGNIS&MACANY_TLB Germany B2 No Senior Secured Loan No 3,017,632.14 EUR
Cognis GMBH & Macany SARL Subtotal 4,000,000.00 EUR 1.05%
Demeter Iberia
Demeter - Facility B DEMETERIB_FB Spain B1 No Senior Secured Loan No 1,500,000.00 EUR
Demeter - Facility C DEMETERIB_FC Spain B1 No Senior Secured Loan No 1,500,000.00 EUR
Demeter Iberia Subtotal 3,000,000.00 EUR 0.79%
Elster Group GmbH

Elster - Term B1 ELSTERGRP_B1 Germany B3 No Senior Secured Loan No 1,802,099.05 EUR
Elster - Term C1 ELSTERGRP_C1 Germany B3 No Senior Secured Loan No 1,802,099.05 EUR
Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 Germany B3 No Senior Secured Loan No 457,418.82 EUR
Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 Germany B3 No Senior Secured Loan No 457,418.82 EUR
Elster Group GmbH Subtotal 4,519,035.74 EUR 1.19%
Escaline S.a.r.l
Escaline S.a.r.l - Term B Escaline_TermB Germany B2 No Senior Secured Loan No 1,503,773.95 EUR
Escaline S.a.r.l - Term C Escaline_TermC Germany B2 No Senior Secured Loan No 1,503,773.95 EUR
Escaline S.a.r.l Subtotal 3,007,547.90 EUR 0.79%
European Directories (DH6) B.V

Yellow Brick Road - Term Loan B2 YBR_B2 Netherlands B2 No Senior Secured Loan No 910,346.00 EUR
Yellow Brick Road - Term Loan C2 YBR_C2 Netherlands B2 No Senior Secured Loan No 629,020.02 EUR
Yellow Brick Road - Tranche B YBR_TLB Netherlands B2 No Senior Secured Loan No 2,862,783.35 EUR
Yellow Brick Road - Tranche C YBR_TLC Netherlands B2 No Senior Secured Loan No 3,631,216.65 EUR
European Directories (DH6) B.V Subtotal 8,033,366.02 EUR 2.11%

Moody's
FCI International SAS

FCIINTLSAS - Term Loan B3b FCISA_TLB3B France Ba3 No Senior Secured Loan No 3,987,697.43 EUR
FCI International SAS Subtotal 3,987,697.43 EUR 1.05%
Ferretti S.P.A
Ferretti S.P.A - Mezzanine FerrettiSPA_Mezz Italy B1 No Senior Unsecured Loan Yes 1,000,000.00 EUR
Ferretti S.P.A - Tranche B Ferretti_TrB Italy B1 No Senior Secured Loan No 2,888,334.09 EUR
Ferretti S.P.A - Tranche C Ferretti_TrC Italy B1 No Senior Secured Loan No 2,888,334.09 EUR

Financiere Daunou 9 S.AR.L - Term Loan D1 FinDaunou9_TLD1 Germany B2 No Senior Unsecured Loan No 969,230.77 EUR
Financiere DSBG SAS

DSBG - Term B dsbg_tb Spain Ba3 No Senior Secured Loan No 1,375,000.00 EUR
DSBG - Term C dsbg_tc Spain Ba3 No Senior Secured Loan No 1,375,000.00 EUR
Financiere DSBG SAS Subtotal 2,750,000.00 EUR 0.72%
Financiere Spie SAS

Xstrata - Tranche B1 Fin Spie_TLB France B2 No Senior Secured Loan No 2,058,626.27 EUR
Xstrata - Tranche B3 Fin Spie_TLB3 France B2 No Senior Secured Loan No 2,058,626.27 EUR
Financiere Spie SAS Subtotal 4,117,252.54 EUR 1.08%
Financiere Truck (Investissement) SAS

Financiere Truck - Term Loan - Euro FinanciereTruck_TLEUR France Ba3 No Senior Secured Loan No 3,340,369.24 EUR
Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap France Ba3 No Senior Secured Loan No 557,215.54 EUR
Financiere Truck (Investissement) SAS Subtotal 3,897,584.78 EUR 1.02%
Fives Lille
Fives - Term B Fives_TLB France B2 No Senior Secured Loan No 2,659,849.65 EUR
Fives - Term C Fives_TLC France B2 No Senior Secured Loan No 2,659,849.65 EUR
Fives Lille Subtotal 5,319,699.30 EUR 1.40%
Fresenius
Fresenius SE - Additional Tranche B1 Euro Term Loan FreseniusSE_AddB1Euro Germany Ba1 No Senior Secured Loan No 1,000,000.00 EUR
Fresenius Subtotal 1,000,000.00 EUR 0.26%
Global Garden Products C Sarl

GGP C - B Term Loan GGP_B TL Italy B1 No Senior Secured Loan No 3,477,272.73 EUR
GGP C - C Term Loan GGP_C TL Italy B1 No Senior Secured Loan No 3,477,272.73 EUR
Global Garden Products C Sarl Subtotal 6,954,545.46 EUR 1.83%
Groupe Nocibe France

Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 France B2 No Senior Secured Loan No 3,598,432.52 EUR
Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 France B2 No Senior Secured Loan No 569,563.63 EUR
Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 France B2 No Senior Secured Loan No 3,598,432.52 EUR
Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 France B2 No Senior Secured Loan No 569,563.63 EUR

Groupe Nocibe France Subtotal 8,335,992.30 EUR 2.19%
HCA Inc
HCA Inc - Euro Term loan HCAInc_EuroTL United States B2 No Senior Secured Loan No 8,883,610.43 EUR
HCA Inc Subtotal 8,883,610.43 EUR 2.33%

HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 United States B2 No Senior Secured Loan No 2,969,327.02 EUR
Hexion Specialty Chemicals Inc Subtotal 2,969,327.02 EUR 0.78%

Holding - Additional HBI Facility B HOLDING-ADLFB France B2 No Senior Secured Loan No 4,546,969.70 EUR
Holding - Additional HBI Facility C HOLDING_ADLFC France B2 No Senior Secured Loan No 4,153,030.30 EUR
Holding - Term B1 HldgBercy_TLB1 France B2 No Senior Secured Loan No 1,500,000.00 EUR
Holding - Term C1 HldgBercy_TLC1 France B2 No Senior Secured Loan No 1,500,000.00 EUR
Holding Bercy Investissement S.C.A Subtotal 11,700,000.00 EUR 3.07%
Ineos Group Limited

Ineos Group - Term Loan B1 Ineos_TB1 United Kingdom B3 No Senior Secured Loan No 1,613,634.99 EUR
Ineos Group - Term Loan B3 Ineos_TLB3 United Kingdom B3 No Senior Secured Loan No 823,713.92 EUR
Ineos Group - Term Loan C1 Ineos_TC1 United Kingdom B3 No Senior Secured Loan No 1,613,842.89 EUR
Ineos Group - Term Loan C3 Ineos_TLC3 United Kingdom B3 No Senior Secured Loan No 823,713.92 EUR
Ineos Group Limited Subtotal 4,874,905.72 EUR 1.28%
ISS Holdings A/S

ISSHOLDA/S - Term Loan D ISS_TL D Denmark B2 No Senior Unsecured Loan No 4,000,000.00 EUR

Lavena - Mezzanine Lavena_Mezz Germany Caa1 No Senior Unsecured Loan Yes 1,666,045.69 EUR
Lavena - Second Lien Lavena_TD Germany Caa1 No Senior Unsecured Loan No 1,800,528.97 EUR
Lavena - Term B Holdco Lavena_HoldcoB Germany Caa1 No Senior Secured Loan No 2,638,722.29 EUR
Lavena - Term C Holdco Lavena_HoldcoC Germany Caa1 No Senior Secured Loan No 2,638,722.28 EUR
Lyondellbasell Industries AF SCA

LYONDELLBASELL - German Tranche B3 LyondellBasell_GermanB3 Netherlands Caa3 No Senior Secured Loan No 0.00 EUR
Lyondellbasell Industries AF SCA Subtotal 0.00 EUR
MacQuarie Uk Broadcast Ventures Limited

Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 England B2 No Senior Secured Loan No 3,631,289.88 EUR
MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 United Kingdom B2 No Senior Secured Loan No 4,885,089.00 EUR
MacQuarie Uk Broadcast Ventures Limited Subtotal 8,516,378.88 EUR 2.24%
Materis SAS
Materis - Term B Materis France B2 No Senior Secured Loan No 1,491,359.81 EUR
Materis - Term C Mat_TLC France B2 No Senior Secured Loan No 1,491,359.81 EUR
Materis SAS Subtotal 2,982,719.63 EUR 0.78%
MEP II S.a.r.l.
Cortefiel - Facility B1 CORTEFIEL_B1 Spain B3 No Senior Secured Loan No 2,859,901.10 EUR

MEP II S.a.r.l. Subtotal 10,979,793.22 EUR 2.88%
Mobilserv Ltd
Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP United Kingdom B1 No Senior Secured Loan No 1,335,671.55 EUR
Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP United Kingdom B1 No Senior Secured Loan No 781,391.39 EUR
Mobilserv Ltd Subtotal 2,117,062.94 EUR 0.56%
Montjeu Bidco Ltd

MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 United Kingdom B2 No Senior Secured Loan No 2,821,050.00 EUR
MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 United Kingdom B2 No Senior Secured Loan No 2,821,050.00 EUR
Montjeu Bidco Ltd Subtotal 5,642,100.00 EUR 1.48%
Mother Bidco Limited

Mother Bidco Limited - Second Lien Term Loan - Eur/Swap Mther_Bidco_2ndLienSwap_Halcy2008 United Kingdom B3 No Senior Unsecured Loan No 0.00 EUR
Mother Bidco Limited - Term Loan B - Eur/Swap Mther_Bidco_TLBSwap_Halcy2008 United Kingdom B3 No Senior Secured Loan No 0.00 EUR
Mother Bidco Limited - Term Loan C - Eur/sWAP Mther_Bidco_TLCswap_Halcy2008 United Kingdom B3 No Senior Secured Loan No 0.00 EUR
Mother Bidco Limited Subtotal 0.00 EUR

Neggio Holdings 3 GmbH - Facility B2 Negg_FacB2 Germany Ba3 No Senior Secured Loan No 1,250,000.00 EUR
Neggio Holdings 3 GmbH - Facility C2 Negg_FacC2 Germany Ba3 No Senior Secured Loan No 1,250,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB Germany Ba3 No Senior Secured Loan No 3,600,000.00 EUR
Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC Germany Ba3 No Senior Secured Loan No 3,600,000.00 EUR
Neggio Holdings 3 GmbH Subtotal 9,700,000.00 EUR 2.55%
Opica AB
Capio - Second Lien Tr2 OPICAAB_SLT2 France B2 No Senior Unsecured Loan No 1,000,000.00 EUR
Capio - Term Loan B1 opica_tlb1 France B2 No Senior Secured Loan No 196,399.24 EUR
Capio - Term Loan C1 opica_tlc1 France B2 No Senior Secured Loan No 196,399.25 EUR
P & F Capital SARL

PFCAPITALSARL - Term Loan B1a PFCAPITL_TB1A Germany B2 No Senior Secured Loan No 826,993.35 EUR
PFCAPITALSARL - Term Loan B1c PFCAPTL_B1C Germany B2 No Senior Secured Loan No 257,163.88 EUR
PFCAPITALSARL - Term Loan B1e PFCAPTL_TB1E Germany B2 No Senior Secured Loan No 495,075.39 EUR
PFCAPITALSARL - Term Loan B1f PFCAPTL_TLB1F Germany B2 No Senior Secured Loan No 397,401.72 EUR
PFCAPITALSARL - Term Loan C1 PFCAPITL_TLC1 Germany B2 No Senior Secured Loan No 373,688.57 EUR
PFCAPITALSARL - Term Loan C2 PFCAPTL_TC2 Germany B2 No Senior Secured Loan No 138,830.41 EUR
PFCAPITALSARL - Term Loan C3 PFCAPITL_TLC3 Germany B2 No Senior Secured Loan No 288,292.88 EUR
PFCAPITALSARL - Term Loan C4 PFCAPITL_TLC4 Germany B2 No Senior Secured Loan No 1,174,226.77 EUR
PFCAPITALSARL - Term Loan D PFCAPITL_TLD Germany B2 No Senior Unsecured Loan No 2,000,000.00 EUR
Pages Jaunes Group S.A

Pages Jaunes Group S.A - Term A PagesJaunes_TermA France B3 No Senior Secured Loan No 3,000,000.00 EUR
Pages Jaunes Group S.A Subtotal 3,000,000.00 EUR 0.79%
PPE - Term B ppe_tb Spain Caa1 No Senior Secured Loan No 4,018,608.43 EUR
PPE - Term C ppe_tc Spain Caa1 No Senior Secured Loan No 1,569,017.30 EUR

Pamplona PE Holdco 5 SA Subtotal 5,587,625.73 EUR 1.47%
Project Alpha III

Project Alpha III - Term B3 ProjectAlpha_B3 United Kingdom B1 No Senior Secured Loan No 7,500,000.00 EUR
Project Alpha III Subtotal 7,500,000.00 EUR 1.97%
Qidnax AB
Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 Sweden B2 No Senior Unsecured Loan Yes 1,311,351.94 EUR
Qidnax - Mezzanine Facility B Qidnax_Mezz B Sweden B2 No Senior Unsecured Loan Yes 1,917,168.50 EUR
Qidnax - Term Loan B2 LX070674 Sweden B2 No Senior Secured Loan No 1,676,663.38 EUR
Qidnax - Term Loan C2 Qidnax_TLC2 Sweden B2 No Senior Secured Loan No 1,676,663.38 EUR
Rank Holdings I SA
Rank Holdings I SA - Term Loan BI RankHold_TLBI Switzerland B1 No Senior Secured Loan No 1,179,422.50 EUR
Rank Holdings I SA - Term Loan BII RankHold_TLBII Switzerland B1 No Senior Secured Loan No 57,745.53 EUR
Rank Holdings I SA - Term Loan CI RankHold_TLCI Switzerland B1 No Senior Secured Loan No 1,237,168.03 EUR
Rank Holdings I SA Subtotal 2,474,336.06 EUR 0.65%
Rotac Holding AB
Rotac Holding AB - Term Loan B1 Rotac_TLB1 Sweden B1 No Senior Secured Loan No 3,750,000.00 EUR
Rotac Holding AB - Term Loan C1 Rotac_TLC1 Sweden B1 No Senior Secured Loan No 3,456,521.74 EUR
Rotac Holding AB Subtotal 7,206,521.74 EUR 1.89%
Smurfit Kappa Acquisitions

SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR Ireland Ba3 No Senior Secured Loan No 3,500,000.00 EUR
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR Ireland Ba3 No Senior Secured Loan No 3,500,000.00 EUR
Smurfit Kappa Acquisitions Subtotal 7,000,000.00 EUR 1.84%
Spinnaker Holdings
Spiinnaker - Tranche E1 Spinnaker_TE1 Spain Caa2 No Senior Secured Loan No 423,544.57 EUR
Spiinnaker - Tranche E2 Spinnaker_TE2 Spain Caa2 No Senior Secured Loan No 423,544.57 EUR
Spiinnaker - Tranche F1 Spinnaker_TrF1 Spain Caa2 No Senior Secured Loan No 3,989,591.20 EUR
Spiinnaker - Tranche F2 Spinnaker_TrF2 Spain Caa2 No Senior Secured Loan No 3,989,591.20 EUR
Spinnaker Holdings Subtotal 8,826,271.54 EUR 2.32%
Springer Science & Business Media SA

Springer Science - Term Loan B1 Springer_TB1 Germany B2 No Senior Secured Loan No 937,634.35 EUR
Springer Science - Term Loan C1 Springer_C1 Germany B2 No Senior Secured Loan No 808,316.40 EUR
Springer Science - Term Loan E1 Springer_E1 Germany B2 No Senior Secured Loan No 1,163,963.79 EUR
Springer Science & Business Media SA Subtotal 2,909,914.54 EUR 0.76%
Sungard Data Systems Inc

SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP United States B2 No Senior Secured Loan No 2,152,206.00 EUR
Sungard Data Systems Inc Subtotal 2,152,206.00 EUR 0.56%
TDC A/S
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 Denmark Ba3 No Senior Secured Loan No 4,467,835.34 EUR
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 Denmark Ba3 No Senior Secured Loan No 4,786,546.13 EUR
TDC A/S Subtotal 9,254,381.47 EUR 2.43%
Telenet Bidco NV
Telenet Bidco NV - Term Loan C Telenet-TLC- Belgium Ba3 No Senior Secured Loan No 2,000,000.00 EUR

Telenet Bidco NV Subtotal 2,000,000.00 EUR 0.52%
Trader Media Corporation (2003) Limited

Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 United Kingdom B2 No Senior Secured Loan No 6,165,561.50 EUR
Trader Media Corporation (2003) Limited Subtotal 6,165,561.50 EUR 1.62%

TYROLACQUISITION2SAS - Second Lien TYROLACQ2_2L France B2 No Senior Unsecured Loan No 1,750,000.00 EUR
TYROLACQUISITION2SAS - Term B TYROLACQ2_TB France B2 No Senior Secured Loan No 5,000,000.00 EUR
TYROLACQUISITION2SAS - Term C TYROLACQ2_TC France B2 No Senior Secured Loan No 5,000,000.00 EUR
United Biscuits
United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 United Kingdom B1 No Senior Secured Loan No 6,269,000.00 EUR
United Biscuits Subtotal 6,269,000.00 EUR 1.65%
UPC Financing
UPC Financing - Term Loan M UPC_TLM Netherlands B1 No Senior Secured Loan No 5,000,000.00 EUR
UPC Financing Subtotal 5,000,000.00 EUR 1.31%
Virgin Media Investment Holdings Limited

Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 United Kingdom Ba3 No Senior Secured Loan No 1,417,606.40 EUR
Virgin Media Investment Holdings Limited - Term Loan B11 - VirginMedia_B5Swap_HSAM2008 United Kingdom Ba3 No Senior Secured Loan No 2,787,959.25 EUR
Eur/Swap
Virgin Media Investment Holdings Limited - Term Loan B7 - Virgin_B1Swap_HSAM2008 United Kingdom Ba3 No Senior Secured Loan No 1,734,290.00 EUR
Eur/Swap
Virgin Media Investment Holdings Limited - Term Loan B8 - Virgin_B2Swap_HSAM2008 United Kingdom Ba3 No Senior Secured Loan No 2,027,110.00 EUR
Eur/Swap
Virgin Media Investment Holdings Limited Subtotal 7,966,965.65 EUR 2.09%
Vivarte
Vivarte - Term Loan B1 Vivarte_B France B2 No Senior Secured Loan No 3,750,000.00 EUR
Vivarte - Term Loan C1 Vivarte_C France B2 No Senior Secured Loan No 3,750,000.00 EUR
Vivarte Subtotal 7,500,000.00 EUR 1.97%
WAM Acquisition SA
WAM - Additional Term B1 WAMACQ_AB1 Spain B1 No Senior Secured Loan No 1,000,000.00 EUR
WAM - Additional Term C1 WAMACQ-AC1 Spain B1 No Senior Secured Loan No 1,000,000.00 EUR
WAM - Term Loan B1 WAM_B1 Spain B1 No Senior Secured Loan No 1,500,000.00 EUR
WAM - Term Loan B3 WAMACQ_TLB3 Spain B1 No Senior Secured Loan No 1,474,324.32 EUR
WAM - Term Loan B4 WAMACQ_TLB4 Spain B1 No Senior Secured Loan No 1,861,737.42 EUR
WAM - Term Loan C1 WAM_C1 Spain B1 No Senior Secured Loan No 1,500,000.00 EUR
WAM - Term Loan C3 WAMACQ_TLC3 Spain B1 No Senior Secured Loan No 1,474,324.32 EUR
WAM - Term Loan C4 WAMACQ_TLC4 Spain B1 No Senior Secured Loan No 1,861,737.32 EUR
WAM Acquisition SA Subtotal 11,672,123.38 EUR 3.06%
WDAC Subsidiary Corp

World Directories Acquisition Corp. - Facility 1 wdac_facility1 Netherlands B2 No Senior Secured Loan No 7,000,000.00 EUR
WDAC Subsidiary Corp Subtotal 7,000,000.00 EUR 1.84%
YPSO Holding
YPSO Hold - B Acq 1 YPSO_B ACQ 1 France B1 No Senior Secured Loan No 864,300.36 EUR
YPSO Hold - B Acq 2 YPSO_B Acq 2 France B1 No Senior Secured Loan No 1,309,353.60 EUR
YPSO Hold - B Recap 1 YPSOHolding_TBRecap1 France B1 No Senior Secured Loan No 2,728,582.46 EUR
YPSO Hold - B Recap 2 YPSOHolding_TBRecap2 France B1 No Senior Secured Loan No 97,763.58 EUR

Moody's
YPSO Hold - C Acq Ypso_CAcq France B1 No Senior Secured Loan No 1,390,000.00 EUR
YPSO Hold - C Recap Ypso_CRecap France B1 No Senior Secured Loan No 2,610,000.00 EUR
YPSO Holding Subtotal 9,000,000.00 EUR 2.36%

Securities that have been upgraded or dowgraded
Ratings Upgraded 0.00 EUR
Ratings Downgraded 0.00 EUR
11-Feb-2009 Halcyon SAM European CLO 2008-I Securities that have Page 1
Portfolio Assets - Interest Calculation Parameters
Aggregate Par Amount: 381,028,423.73 EUR
Fixed Rate Securities (excluding Defaults) 0.00 EUR
Floating Rate Securities (excluding Defaults) 381,028,423.73 EUR
Securities Paying Annually 0.00 EUR
Securities Paying Semi-Annually 96,089,069.47 EUR
Securities Paying Quarterly 88,297,267.61 EUR
Securities Paying Bi-Monthly 7,980,594.72 EUR
Securities Paying Monthly 202,781,328.89 EUR
Below listed as a %age of APA: 0.00 EUR
Fixed Rate Securities 0.0000%
Floating Rate Securities 100.0000%
Securities Paying Annually 0.0000%
Securities Paying Semi-Annually 25.2183%
Securities Paying Quarterly 23.1734%
Securities Paying Bi-Monthly 2.0945%
Securities Paying Monthly 53.2195%
Payment Security Calc

Frequency Security Security ID Type Principal Balance Method Rate Index All-In Rate Spread Spread Balance Annual Interest
Float
Bi-monthly CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl Loan 1,217,254.04 EUR ACT/360 EURIBOR 6.8670% 3.0000% 36,517.62 EUR 83,588.83 EUR
Bi-monthly CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl Loan 1,098,247.30 EUR ACT/360 EURIBOR 6.8670% 3.0000% 32,947.42 EUR 75,416.64 EUR
Bi-monthly LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL Loan 611,740.30 EUR ACT/360 EURIBOR 6.8670% 3.0000% 18,352.21 EUR 42,008.21 EUR
Bi-monthly Rotac Holding AB - Term Loan B1 Rotac_TLB1 Loan 252,733.88 EUR ACT/360 EURIBOR 5.8263% 2.0000% 5,054.68 EUR 14,725.11 EUR
Bi-monthly Rotac Holding AB - Term Loan B1 Rotac_TLB1 Loan 2,176,563.79 EUR ACT/360 EURIBOR 5.8263% 2.0000% 43,531.28 EUR 126,813.79 EUR
Bi-monthly SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR Loan 1,116,333.15 EUR ACT/360 EURIBOR 4.7410% 1.8750% 20,931.25 EUR 52,925.35 EUR
Bi-monthly SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR Loan 187,019.93 EUR ACT/360 EURIBOR 4.9910% 2.1250% 3,974.17 EUR 9,334.16 EUR
Monthly Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) Loan 4,086,753.73 EUR ACT/360 EURIBOR 5.1920% 2.5000% 102,168.84 EUR 212,184.25 EUR
Monthly Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) Loan 4,086,753.73 EUR ACT/360 EURIBOR 5.6920% 3.0000% 122,602.61 EUR 232,618.02 EUR
Monthly Amsterdamse Beheer - Term B1 Amsterdam_B1 Loan 506,747.66 EUR ACT/360 EURIBOR 5.1920% 2.5000% 12,668.69 EUR 26,310.34 EUR
Monthly Amsterdamse Beheer - Term B2 Amsterdam_B2 Loan 256,498.61 EUR ACT/360 EURIBOR 5.1920% 2.5000% 6,412.47 EUR 13,317.41 EUR
Monthly Amsterdamse Beheer - Term C Amsterdam_TermC Loan 763,246.27 EUR ACT/360 EURIBOR 5.6920% 3.0000% 22,897.39 EUR 43,443.98 EUR
Monthly BCM Ireland Finance - Facility B BCM_B Loan 2,462,068.60 EUR ACT/360 EURIBOR 4.5670% 1.8750% 46,163.79 EUR 112,442.67 EUR
Monthly BCM Ireland Finance - Facility C BCM_C Loan 2,462,343.10 EUR ACT/360 EURIBOR 4.8170% 2.1250% 52,324.79 EUR 118,611.07 EUR
Monthly BCV Investments S.C.A - Second Lien BCV Investments_2ndLien Loan 4,500,000.00 EUR ACT/360 EURIBOR 6.9420% 4.2500% 191,250.00 EUR 312,390.00 EUR
Monthly BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro Loan 485,743.86 EUR ACT/360 EURIBOR 4.8170% 2.1250% 10,322.06 EUR 23,398.28 EUR
Monthly BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro Loan 1,753,669.05 EUR ACT/360 EURIBOR 4.8170% 2.1250% 37,265.47 EUR 84,474.24 EUR
Monthly BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro Loan 485,743.86 EUR ACT/360 EURIBOR 5.4420% 2.7500% 13,357.96 EUR 26,434.18 EUR
Monthly BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro Loan 1,753,669.05 EUR ACT/360 EURIBOR 5.4420% 2.7500% 48,225.90 EUR 95,434.67 EUR
Monthly CBRFASHIONGMBH - Term Loan B CBRFASHN_TLB Loan 1,875,000.00 EUR ACT/360 EURIBOR 4.8680% 2.1250% 39,843.75 EUR 91,275.00 EUR
Monthly CBRFASHIONGMBH - Term Loan C LX068781 Loan 1,725,000.00 EUR ACT/360 EURIBOR 5.1180% 2.3750% 40,968.75 EUR 88,285.50 EUR
Monthly Cortefiel - Facility B1 CORTEFIEL_B1 Loan 2,859,901.10 EUR ACT/360 EURIBOR 4.9420% 2.2500% 64,347.77 EUR 141,336.31 EUR

Monthly DSBG - Term B dsbg_tb Loan 1,375,000.00 EUR ACT/360 EURIBOR 5.5850% 2.2500% 30,937.50 EUR 76,793.75 EUR
Monthly DSBG - Term C dsbg_tc Loan 1,375,000.00 EUR ACT/360 EURIBOR 6.0850% 2.7500% 37,812.50 EUR 83,668.75 EUR
Monthly Elster - Term B1 ELSTERGRP_B1 Loan 1,802,099.05 EUR ACT/360 LIBOR 4.8700% 2.0000% 36,041.98 EUR 87,762.22 EUR
Monthly Elster - Term C1 ELSTERGRP_C1 Loan 1,802,099.05 EUR ACT/360 LIBOR 5.3700% 2.5000% 45,052.48 EUR 96,772.72 EUR
Monthly Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 Loan 457,418.82 EUR ACT/360 EURIBOR 4.3530% 1.4800% 6,769.80 EUR 19,911.44 EUR
Monthly Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 Loan 457,418.82 EUR ACT/360 EURIBOR 4.8330% 1.9600% 8,965.41 EUR 22,107.05 EUR
Monthly FCIINTLSAS - Term Loan B3b FCISA_TLB3B Loan 3,987,697.43 EUR ACT/360 EURIBOR 5.7100% 2.3750% 94,707.81 EUR 227,697.52 EUR
Monthly Ferretti S.P.A - Tranche C Ferretti_TrC Loan 2,888,334.09 EUR ACT/360 EURIBOR 5.6920% 3.0000% 86,650.02 EUR 164,403.98 EUR
Monthly Fives - Term B Fives_TLB Loan 2,659,849.65 EUR ACT/360 EURIBOR 4.6920% 2.0000% 53,196.99 EUR 124,800.15 EUR
Monthly Fives - Term C Fives_TLC Loan 2,659,849.65 EUR ACT/360 EURIBOR 5.4420% 2.7500% 73,145.87 EUR 144,749.02 EUR
Monthly Fresenius SE - Additional Tranche B1 Euro Term Loan FreseniusSE_AddB1Euro Loan 1,000,000.00 EUR ACT/360 EURIBOR 6.8750% 3.5000% 35,000.00 EUR 68,750.00 EUR
Monthly Holding - Additional HBI Facility B HOLDING-ADLFB Loan 4,546,969.70 EUR ACT/360 EURIBOR 4.5750% 2.0000% 90,939.39 EUR 208,023.86 EUR
Monthly Holding - Additional HBI Facility C HOLDING_ADLFC Loan 4,153,030.30 EUR ACT/360 EURIBOR 5.0750% 2.5000% 103,825.76 EUR 210,766.29 EUR
Monthly Holding - Term B1 HldgBercy_TLB1 Loan 1,500,000.00 EUR ACT/360 EURIBOR 4.5750% 2.0000% 30,000.00 EUR 68,625.00 EUR
Monthly Holding - Term C1 HldgBercy_TLC1 Loan 1,500,000.00 EUR ACT/360 EURIBOR 5.0750% 2.5000% 37,500.00 EUR 76,125.00 EUR
Monthly Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 Loan 3,631,289.88 EUR ACT/360 EURIBOR 6.2720% 3.5800% 130,000.18 EUR 227,754.50 EUR
Monthly MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 Loan 4,885,089.00 EUR ACT/360 EURIBOR 4.3320% 1.6400% 80,115.46 EUR 211,622.06 EUR
Monthly Materis - Term B Materis Loan 1,491,359.81 EUR ACT/360 EURIBOR 5.0670% 2.3750% 35,419.80 EUR 75,567.20 EUR
Monthly Materis - Term C Mat_TLC Loan 1,491,359.81 EUR ACT/360 EURIBOR 5.4420% 2.7500% 41,012.39 EUR 81,159.80 EUR
Monthly Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP Loan 1,335,671.55 EUR ACT/360 EURIBOR 4.7430% 2.0000% 26,713.43 EUR 63,350.90 EUR
Monthly Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP Loan 781,391.39 EUR ACT/360 EURIBOR 5.2630% 2.5200% 19,691.06 EUR 41,124.63 EUR
Monthly MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 Loan 2,821,050.00 EUR ACT/360 EURIBOR 5.5080% 1.9850% 55,997.84 EUR 155,383.43 EUR
Monthly MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 Loan 2,821,050.00 EUR ACT/360 EURIBOR 5.9880% 2.4650% 69,538.88 EUR 168,924.47 EUR
Monthly Neggio Holdings 3 GmbH - Facility B2 Negg_FacB2 Loan 1,250,000.00 EUR ACT/360 EURIBOR 4.7430% 2.0000% 25,000.00 EUR 59,287.50 EUR
Monthly Neggio Holdings 3 GmbH - Facility C2 Negg_FacC2 Loan 1,250,000.00 EUR ACT/360 EURIBOR 5.2430% 2.5000% 31,250.00 EUR 65,537.50 EUR
Monthly Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB Loan 253,178.49 EUR ACT/360 EURIBOR 4.7430% 2.0000% 5,063.57 EUR 12,008.26 EUR
Monthly Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB Loan 652,545.13 EUR ACT/360 EURIBOR 4.7430% 2.0000% 13,050.90 EUR 30,950.22 EUR
Monthly Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB Loan 1,228,995.06 EUR ACT/360 EURIBOR 4.7430% 2.0000% 24,579.90 EUR 58,291.24 EUR
Monthly Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB Loan 1,465,281.32 EUR ACT/360 EURIBOR 4.7430% 2.0000% 29,305.63 EUR 69,498.29 EUR
Monthly Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC Loan 273,744.00 EUR ACT/360 EURIBOR 5.2430% 2.5000% 6,843.60 EUR 14,352.40 EUR
Monthly Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC Loan 705,550.91 EUR ACT/360 EURIBOR 5.2430% 2.5000% 17,638.77 EUR 36,992.03 EUR
Monthly Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC Loan 1,291,879.65 EUR ACT/360 EURIBOR 5.2430% 2.5000% 32,296.99 EUR 67,733.25 EUR
Monthly Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC Loan 1,328,825.44 EUR ACT/360 EURIBOR 5.2430% 2.5000% 33,220.64 EUR 69,670.32 EUR
Monthly Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 Loan 3,598,432.52 EUR ACT/360 EURIBOR 4.9420% 2.2500% 80,964.73 EUR 177,834.54 EUR
Monthly Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 Loan 569,563.63 EUR ACT/360 EURIBOR 4.9420% 2.2500% 12,815.18 EUR 28,147.83 EUR
Monthly Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 Loan 3,598,432.52 EUR ACT/360 EURIBOR 5.3170% 2.6250% 94,458.85 EUR 191,328.66 EUR
Monthly Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 Loan 569,563.63 EUR ACT/360 EURIBOR 5.3170% 2.6250% 14,951.05 EUR 30,283.70 EUR
Monthly Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 Loan 4,467,835.34 EUR ACT/360 EURIBOR 5.4490% 1.8750% 83,771.91 EUR 243,452.35 EUR
Monthly Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 Loan 4,786,546.13 EUR ACT/360 EURIBOR 5.6990% 2.1250% 101,714.11 EUR 272,785.26 EUR
Monthly Orangina - Facility B5a BlackL_TLB5a Loan 4,296,875.00 EUR ACT/360 EURIBOR 4.8987% 2.1250% 91,308.59 EUR 210,491.02 EUR
Monthly Orangina - Facility B5b BlackL_TLB5b Loan 703,125.00 EUR ACT/360 EURIBOR 4.8987% 2.1250% 14,941.41 EUR 34,443.98 EUR
Monthly Pages Jaunes Group S.A - Term A PagesJaunes_TermA Loan 3,000,000.00 EUR ACT/360 EURIBOR 4.5200% 1.5000% 45,000.00 EUR 135,600.00 EUR
Monthly Project Alpha III - Term B3 ProjectAlpha_B3 Loan 7,500,000.00 EUR ACT/360 EURIBOR 4.9420% 2.2500% 168,750.00 EUR 370,650.00 EUR
Monthly Rank Holdings I SA - Term Loan BI RankHold_TLBI Loan 538,386.93 EUR ACT/360 EURIBOR 5.3540% 2.2500% 12,113.71 EUR 28,825.24 EUR
Monthly Rank Holdings I SA - Term Loan BI RankHold_TLBI Loan 641,035.57 EUR ACT/360 EURIBOR 5.3540% 2.2500% 14,423.30 EUR 34,321.04 EUR
Monthly Rank Holdings I SA - Term Loan BII RankHold_TLBII Loan 57,745.53 EUR ACT/360 EURIBOR 5.3540% 2.2500% 1,299.27 EUR 3,091.70 EUR
Monthly Rank Holdings I SA - Term Loan CI RankHold_TLCI Loan 134,770.01 EUR ACT/360 EURIBOR 5.6040% 2.5000% 3,369.25 EUR 7,552.51 EUR
Monthly Rotac Holding AB - Term Loan C1 Rotac_TLC1 Loan 1,026,467.63 EUR ACT/360 EURIBOR 4.9610% 2.2500% 23,095.52 EUR 50,923.06 EUR
Monthly Rotac Holding AB - Term Loan C1 Rotac_TLC1 Loan 2,430,054.11 EUR ACT/360 EURIBOR 4.9610% 2.2500% 54,676.22 EUR 120,554.98 EUR
Monthly SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR Loan 55,816.54 EUR ACT/360 EURIBOR 4.7170% 1.8750% 1,046.56 EUR 2,632.87 EUR
Monthly SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR Loan 24,737.14 EUR ACT/360 EURIBOR 4.9670% 2.1250% 525.66 EUR 1,228.69 EUR
Monthly SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR Loan 62,089.77 EUR ACT/360 EURIBOR 4.9670% 2.1250% 1,319.41 EUR 3,084.00 EUR

Monthly Springer Science - Term Loan B1 Springer_TB1 Loan 937,634.35 EUR ACT/360 Euribor 5.0680% 2.3750% 22,268.82 EUR 47,519.31 EUR
Monthly Springer Science - Term Loan C1 Springer_C1 Loan 808,316.40 EUR ACT/360 Euribor 5.4430% 2.7500% 22,228.70 EUR 43,996.66 EUR
Monthly Springer Science - Term Loan E1 Springer_E1 Loan 1,163,963.79 EUR ACT/360 Euribor 5.4430% 2.7500% 32,009.00 EUR 63,354.55 EUR
Monthly Telenet Bidco NV - Term Loan C Telenet-TLC- Loan 2,000,000.00 EUR ACT/360 EURIBOR 5.4420% 2.7500% 55,000.00 EUR 108,840.00 EUR
Monthly TYROLACQUISITION2SAS - Second Lien TYROLACQ2_2L Loan 1,750,000.00 EUR ACT/360 EURIBOR 5.9420% 3.2500% 56,875.00 EUR 103,985.00 EUR
Monthly TYROLACQUISITION2SAS - Term B TYROLACQ2_TB Loan 5,000,000.00 EUR ACT/360 EURIBOR 4.6920% 2.0000% 100,000.00 EUR 234,600.00 EUR
Monthly United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 Loan 2,586,503.35 EUR ACT/360 EURIBOR 4.8920% 2.1200% 54,833.87 EUR 126,531.74 EUR
Monthly UPC Financing - Term Loan M UPC_TLM Loan 5,000,000.00 EUR ACT/360 EURIBOR 5.6117% 2.0000% 100,000.00 EUR 280,585.00 EUR
Monthly Vivarte - Term Loan B1 Vivarte_B Loan 3,750,000.00 EUR ACT/360 EURIBOR 5.1570% 2.0000% 75,000.00 EUR 193,387.50 EUR
Monthly Vivarte - Term Loan C1 Vivarte_C Loan 3,750,000.00 EUR ACT/360 EURIBOR 5.6570% 2.5000% 93,750.00 EUR 212,137.50 EUR
Monthly WAM - Additional Term B1 WAMACQ_AB1 Loan 1,000,000.00 EUR ACT/360 LIBOR 5.5247% 2.0000% 20,000.00 EUR 55,247.00 EUR
Monthly WAM - Additional Term C1 WAMACQ-AC1 Loan 1,000,000.00 EUR ACT/360 LIBOR 6.0247% 2.5000% 25,000.00 EUR 60,247.00 EUR
Monthly WAM - Term Loan B1 WAM_B1 Loan 1,500,000.00 EUR ACT/360 Euribor 5.5247% 2.0000% 30,000.00 EUR 82,870.50 EUR
Monthly WAM - Term Loan B3 WAMACQ_TLB3 Loan 1,474,324.32 EUR ACT/360 EURIBOR 5.5247% 2.0000% 29,486.49 EUR 81,452.00 EUR
Monthly WAM - Term Loan B4 WAMACQ_TLB4 Loan 1,861,737.42 EUR ACT/360 EURIBOR 5.5247% 2.0000% 37,234.75 EUR 102,855.41 EUR
Monthly WAM - Term Loan C1 WAM_C1 Loan 1,500,000.00 EUR ACT/360 Euribor 6.0247% 2.5000% 37,500.00 EUR 90,370.50 EUR
Monthly WAM - Term Loan C3 WAMACQ_TLC3 Loan 1,474,324.32 EUR ACT/360 EURIBOR 6.0247% 2.5000% 36,858.11 EUR 88,823.62 EUR
Monthly WAM - Term Loan C4 WAMACQ_TLC4 Loan 1,861,737.32 EUR ACT/360 EURIBOR 6.0247% 2.5000% 46,543.43 EUR 112,164.09 EUR
Monthly Xstrata - Tranche B1 Fin Spie_TLB Loan 2,058,626.27 EUR ACT/360 EURIBOR 4.9610% 2.2500% 46,319.09 EUR 102,128.45 EUR
Monthly Xstrata - Tranche B3 Fin Spie_TLB3 Loan 2,058,626.27 EUR ACT/360 EURIBOR 4.9610% 2.2500% 46,319.09 EUR 102,128.45 EUR
Monthly Yellow Brick Road - Term Loan B2 YBR_B2 Loan 910,346.00 EUR ACT/360 EURIBOR 5.1931% 2.5000% 22,758.65 EUR 47,275.18 EUR
Monthly Yellow Brick Road - Term Loan C2 YBR_C2 Loan 629,020.02 EUR ACT/360 EURIBOR 5.6931% 3.0000% 18,870.60 EUR 35,810.74 EUR
Monthly Yellow Brick Road - Tranche B YBR_TLB Loan 1,298,799.67 EUR ACT/360 Euribor 5.1931% 2.5000% 32,469.99 EUR 67,447.97 EUR
Monthly Yellow Brick Road - Tranche B YBR_TLB Loan 1,563,983.68 EUR ACT/360 Euribor 5.1931% 2.5000% 39,099.59 EUR 81,219.24 EUR
Monthly Yellow Brick Road - Tranche C YBR_TLC Loan 452,309.35 EUR ACT/360 Euribor 5.6931% 3.0000% 13,569.28 EUR 25,750.42 EUR
Monthly Yellow Brick Road - Tranche C YBR_TLC Loan 3,178,907.30 EUR ACT/360 Euribor 5.6931% 3.0000% 95,367.22 EUR 180,978.37 EUR
Monthly YPSO Hold - B Acq 1 YPSO_B ACQ 1 Loan 864,300.36 EUR ACT/360 EURIBOR 5.1920% 2.5000% 21,607.51 EUR 44,874.47 EUR
Monthly YPSO Hold - B Acq 2 YPSO_B Acq 2 Loan 1,309,353.60 EUR ACT/360 EURIBOR 5.1920% 2.5000% 32,733.84 EUR 67,981.64 EUR
Monthly YPSO Hold - B Recap 1 YPSOHolding_TBRecap1 Loan 2,728,582.46 EUR ACT/360 EURIBOR 5.1920% 2.5000% 68,214.56 EUR 141,668.00 EUR
Monthly YPSO Hold - B Recap 2 YPSOHolding_TBRecap2 Loan 97,763.58 EUR ACT/360 EURIBOR 5.1920% 2.5000% 2,444.09 EUR 5,075.89 EUR
Monthly YPSO Hold - C Acq Ypso_CAcq Loan 1,390,000.00 EUR ACT/360 EURIBOR 5.4420% 2.7500% 38,225.00 EUR 75,643.80 EUR
Monthly YPSO Hold - C Recap Ypso_CRecap Loan 2,610,000.00 EUR ACT/360 EURIBOR 5.4420% 2.7500% 71,775.00 EUR 142,036.20 EUR
Quarterly AVR Acquisitions - Term B3A avr_b3a Loan 4,710,694.49 EUR ACT/360 EURIBOR 5.2230% 2.2500% 105,990.63 EUR 246,039.57 EUR
Quarterly AVR Acquisitions - Term B3B avr_b3b Loan 143,866.91 EUR ACT/360 EURIBOR 5.2230% 2.2500% 3,237.01 EUR 7,514.17 EUR
Quarterly AVR Acquisitions - Term B3C avr_b3c Loan 142,801.63 EUR ACT/360 EURIBOR 5.2230% 2.2500% 3,213.04 EUR 7,458.53 EUR
Quarterly AVR Acquisitions - Term B3C avr_b3c Loan 246,442.86 EUR ACT/360 EURIBOR 5.2230% 2.2500% 5,544.96 EUR 12,871.71 EUR
Quarterly AVR Acquisitions - Term B3D AVR_TL_B3D Loan 457,566.97 EUR ACT/360 EURIBOR 5.2230% 2.2500% 10,295.26 EUR 23,898.72 EUR
Quarterly AVR Acquisitions - Term Loan B AVR_TLB Loan 213,859.42 EUR ACT/360 EURIBOR 5.2230% 2.2500% 4,811.84 EUR 11,169.88 EUR
Quarterly AVR Acquisitions - Term Loan B AVR_TLB Loan 665,064.73 EUR ACT/360 EURIBOR 5.2230% 2.2500% 14,963.96 EUR 34,736.33 EUR
Quarterly AVR Acquisitions - Term Loan C AVR_TLC Loan 3,180,297.00 EUR ACT/360 EURIBOR 5.4730% 2.5000% 79,507.43 EUR 174,057.65 EUR
Quarterly BRENNTAGFINANCECOIISARL - Acquisition Facility 2 BRENNTAGF_AF2 Loan 280,771.41 EUR ACT/360 EURIBOR 7.1360% 2.0000% 5,615.43 EUR 20,035.85 EUR
Quarterly BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 Loan 1,131,593.88 EUR ACT/360 EURIBOR 7.1360% 2.0000% 22,631.88 EUR 80,750.54 EUR
Quarterly Capio - Second Lien Tr2 OPICAAB_SLT2 Loan 1,000,000.00 EUR ACT/360 EURIBOR 8.9148% 4.0000% 40,000.00 EUR 89,147.90 EUR
Quarterly Capio - Term Loan B1 opica_tlb1 Loan 196,399.24 EUR ACT/360 EURIBOR 7.1648% 2.2500% 4,418.98 EUR 14,071.59 EUR
Quarterly Capio - Term Loan C1 opica_tlc1 Loan 196,399.25 EUR ACT/360 EURIBOR 7.2898% 2.3750% 4,664.48 EUR 14,317.09 EUR
Quarterly CEVAGROUPPLC - EURO pre-funded LC facility Lous_LC Loan 1,065,290.91 EUR ACT/360 LOC 5.9730% 5.9730% 63,629.83 EUR 63,629.83 EUR
Quarterly COGNIS - Term A COGNIS&MACANY_TLA Loan 982,367.86 EUR ACT/360 EURIBOR 5.3290% 2.0000% 19,647.36 EUR 52,350.38 EUR
Quarterly COGNIS - Term B COGNIS&MACANY_TLB Loan 3,017,632.14 EUR ACT/360 EURIBOR 5.3290% 2.0000% 60,352.64 EUR 160,809.62 EUR
Quarterly Financiere Truck - Term Loan - Euro FinanciereTruck_TLEUR Loan 3,340,369.24 EUR ACT/360 EURIBOR 5.7837% 2.5000% 83,509.23 EUR 193,196.94 EUR
Quarterly HCA Inc - Euro Term loan HCAInc_EuroTL Loan 8,883,610.43 EUR ACT/360 EURIBOR 4.9644% 2.0000% 177,672.21 EUR 441,016.18 EUR
Quarterly HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 Loan 2,969,327.02 EUR ACT/360 EURIBOR 4.9420% 2.2500% 66,809.86 EUR 146,744.14 EUR
Quarterly ISSHOLDA/S - Term Loan D ISS_TL D Loan 4,000,000.00 EUR ACT/360 EURIBOR 6.9930% 3.7500% 150,000.00 EUR 279,720.00 EUR

Quarterly Lavena - Mezzanine Lavena_Mezz Loan 1,114.76 EUR ACT/360 EURIBOR 8.8733% 3.5000% 39.02 EUR 98.92 EUR
Quarterly PFCAPITALSARL - Term Loan B1a PFCAPITL_TB1A Loan 826,993.35 EUR ACT/360 EURIBOR 5.6567% 2.5000% 20,674.83 EUR 46,780.53 EUR
Quarterly PFCAPITALSARL - Term Loan B1c PFCAPTL_B1C Loan 257,163.88 EUR ACT/360 EURIBOR 5.6567% 2.5000% 6,429.10 EUR 14,546.99 EUR
Quarterly PFCAPITALSARL - Term Loan B1e PFCAPTL_TB1E Loan 495,075.39 EUR ACT/360 EURIBOR 5.6567% 2.5000% 12,376.88 EUR 28,004.93 EUR
Quarterly PFCAPITALSARL - Term Loan B1f PFCAPTL_TLB1F Loan 397,401.72 EUR ACT/360 EURIBOR 5.6567% 2.5000% 9,935.04 EUR 22,479.82 EUR
Quarterly PFCAPITALSARL - Term Loan C1 PFCAPITL_TLC1 Loan 373,688.57 EUR ACT/360 EURIBOR 6.1567% 3.0000% 11,210.66 EUR 23,006.88 EUR
Quarterly PFCAPITALSARL - Term Loan C2 PFCAPTL_TC2 Loan 138,830.41 EUR ACT/360 EURIBOR 6.1567% 3.0000% 4,164.91 EUR 8,547.37 EUR
Quarterly PFCAPITALSARL - Term Loan C3 PFCAPITL_TLC3 Loan 288,292.88 EUR ACT/360 EURIBOR 6.1567% 3.0000% 8,648.79 EUR 17,749.33 EUR
Quarterly PFCAPITALSARL - Term Loan C4 PFCAPITL_TLC4 Loan 1,174,226.77 EUR ACT/360 EURIBOR 6.1567% 3.0000% 35,226.80 EUR 72,293.62 EUR
Quarterly PFCAPITALSARL - Term Loan D PFCAPITL_TLD Loan 2,000,000.00 EUR ACT/360 EURIBOR 7.6567% 4.5000% 90,000.00 EUR 153,134.00 EUR
Quarterly PPE - Term B ppe_tb Loan 4,018,608.43 EUR ACT/360 EURIBOR 6.1510% 2.2500% 90,418.69 EUR 247,184.60 EUR
Quarterly PPE - Term C ppe_tc Loan 1,569,017.30 EUR ACT/360 EURIBOR 6.6510% 2.7500% 43,147.98 EUR 104,355.34 EUR
Quarterly SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR Loan 73,222.09 EUR ACT/360 EURIBOR 7.2200% 1.8750% 1,372.91 EUR 5,286.63 EUR
Quarterly SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR Loan 70,699.63 EUR ACT/360 EURIBOR 7.4700% 2.1250% 1,502.37 EUR 5,281.26 EUR
Quarterly Spiinnaker - Tranche E1 Spinnaker_TE1 Loan 423,544.57 EUR ACT/360 EURIBOR 8.1050% 2.7500% 11,647.48 EUR 34,328.29 EUR
Quarterly Spiinnaker - Tranche E2 Spinnaker_TE2 Loan 423,544.57 EUR ACT/360 EURIBOR 8.6050% 3.2500% 13,765.20 EUR 36,446.01 EUR
Quarterly Spiinnaker - Tranche F1 Spinnaker_TrF1 Loan 3,989,591.20 EUR ACT/360 EURIBOR 8.1050% 2.7500% 109,713.76 EUR 323,356.37 EUR
Quarterly Spiinnaker - Tranche F2 Spinnaker_TrF2 Loan 3,989,591.20 EUR ACT/360 EURIBOR 8.6050% 3.2500% 129,661.71 EUR 343,304.32 EUR
Quarterly SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP Loan 2,152,206.00 EUR ACT/360 EURIBOR 4.8020% 1.7500% 37,663.61 EUR 103,348.93 EUR
Quarterly Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 Loan 6,165,561.50 EUR ACT/360 EURIBOR 6.8500% 1.7600% 108,513.88 EUR 422,340.96 EUR
Quarterly World Directories Acquisition Corp. - Facility 1 wdac_facility1 Loan 7,000,000.00 EUR ACT/360 EURIBOR 5.6527% 1.7500% 122,500.00 EUR 395,689.00 EUR
Semi-Annual ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 Loan 7,839,647.44 EUR ACT/360 EURIBOR 8.7200% 3.5800% 280,659.38 EUR 683,617.26 EUR
Semi-Annual Aster 1 SA - Term Loan A1 Germany Aster_A1g Loan 1,005,778.26 EUR ACT/360 EURIBOR6 5.2887% 2.2500% 22,630.01 EUR 53,192.59 EUR
Semi-Annual Aster 1 SA - Term Loan A2 Brussels Aster_A2b Loan 622,243.33 EUR ACT/360 EURIBOR6 5.2887% 2.2500% 14,000.47 EUR 32,908.58 EUR
Semi-Annual Aster 1 SA - Term Loan A3 Aster_A3 Loan 232,257.29 EUR ACT/360 EURIBOR6 5.2887% 2.2500% 5,225.79 EUR 12,283.39 EUR
Semi-Annual Aster 1 SA - Term Loan A4 Brussels Aster_A4b Loan 1,076.81 EUR ACT/360 EURIBOR6 5.2887% 2.2500% 24.23 EUR 56.95 EUR
Semi-Annual Aster 1 SA - Term Loan A4 Germany Aster_A4g Loan 3,707.51 EUR ACT/360 EURIBOR6 5.2887% 2.2500% 83.42 EUR 196.08 EUR
Semi-Annual Aster 1 SA - Term Loan A4 Germany Aster_A4g Loan 47,772.05 EUR ACT/360 EURIBOR6 5.2887% 2.2500% 1,074.87 EUR 2,526.52 EUR
Semi-Annual Aster 1 SA - Term Loan B1 French Aster_B1F Loan 3,241.87 EUR ACT/360 Euribor 7.5417% 2.2500% 72.94 EUR 244.49 EUR
Semi-Annual Aster 1 SA - Term Loan B1 French Aster_B1F Loan 12,345.85 EUR ACT/360 Euribor 7.5417% 2.2500% 277.78 EUR 931.09 EUR
Semi-Annual Aster 1 SA - Term Loan B1 German Aster_B1G Loan 57,531.99 EUR ACT/360 Euribor 7.5417% 2.2500% 1,294.47 EUR 4,338.89 EUR
Semi-Annual Aster 1 SA - Term Loan B1 Italian Aster_B1it Loan 150,270.88 EUR ACT/360 EURIBOR 7.5417% 2.2500% 3,381.09 EUR 11,332.98 EUR
Semi-Annual Aster 1 SA - Term Loan B1 Spain Aster_B1sp Loan 1,980.53 EUR ACT/360 EURIBOR 7.5417% 2.2500% 44.56 EUR 149.37 EUR
Semi-Annual Aster 1 SA - Term Loan B1 Spain Aster_B1sp Loan 6,680.94 EUR ACT/360 EURIBOR 7.5417% 2.2500% 150.32 EUR 503.86 EUR
Semi-Annual Aster 1 SA - Term Loan B1 UK Aster_B1uk Loan 45,121.65 EUR ACT/360 EURIBOR 7.5417% 2.2500% 1,015.24 EUR 3,402.94 EUR
Semi-Annual Aster 1 SA - Term Loan B2 Belgium Aster_B2B Loan 531,355.90 EUR ACT/360 Euribor 7.5417% 2.2500% 11,955.51 EUR 40,073.27 EUR
Semi-Annual Aster 1 SA - Term Loan B2 Netherlands Aster_B2N Loan 86,897.22 EUR ACT/360 Euribor 7.5417% 2.2500% 1,955.19 EUR 6,553.53 EUR
Semi-Annual Aster 1 SA - Term Loan B3 Aster_TLB3 Loan 404,572.06 EUR ACT/360 EURIBOR 7.5417% 2.2500% 9,102.87 EUR 30,511.61 EUR
Semi-Annual Aster 1 SA - Term Loan B4 Belgium Aster_B4B Loan 13,397.65 EUR ACT/360 Euribor 7.5417% 2.2500% 301.45 EUR 1,010.41 EUR
Semi-Annual Aster 1 SA - Term Loan B4 French Aster_B4F Loan 89.46 EUR ACT/360 Euribor 7.5417% 2.2500% 2.01 EUR 6.75 EUR
Semi-Annual Aster 1 SA - Term Loan B4 French Aster_B4F Loan 340.62 EUR ACT/360 Euribor 7.5417% 2.2500% 7.66 EUR 25.69 EUR
Semi-Annual Aster 1 SA - Term Loan B4 German Aster_B4G Loan 4,137.06 EUR ACT/360 Euribor 7.5417% 2.2500% 93.08 EUR 312.00 EUR
Semi-Annual Aster 1 SA - Term Loan B4 German Aster_B4G Loan 6,396.82 EUR ACT/360 Euribor 7.5417% 2.2500% 143.93 EUR 482.43 EUR
Semi-Annual Aster 1 SA - Term Loan B4 German Undrawn ASTER1_TLB4UD Loan 12,288.04 EUR ACT/360 EURIBOR 7.5417% 2.2500% 276.48 EUR 926.73 EUR
Semi-Annual Aster 1 SA - Term Loan B4 Netherlands Aster_B4N Loan 2,280.57 EUR ACT/360 Euribor 7.5417% 2.2500% 51.31 EUR 171.99 EUR
Semi-Annual Aster 1 SA - Term Loan B4 Spain Aster_B4S Loan 238.97 EUR ACT/360 Euribor 7.5417% 2.2500% 5.38 EUR 18.02 EUR
Semi-Annual Aster 1 SA - Term Loan B4 UK Aster_B4U Loan 1,244.94 EUR ACT/360 Euribor 7.5417% 2.2500% 28.01 EUR 93.89 EUR
Semi-Annual Aster 1 SA - Term Loan C1 French Aster_C1F Loan 3,241.89 EUR ACT/360 Euribor 7.5417% 2.2500% 72.94 EUR 244.49 EUR
Semi-Annual Aster 1 SA - Term Loan C1 French Aster_C1F Loan 12,345.83 EUR ACT/360 Euribor 7.5417% 2.2500% 277.78 EUR 931.09 EUR
Semi-Annual Aster 1 SA - Term Loan C1 German Aster_C1G Loan 57,531.99 EUR ACT/360 Euribor 7.5417% 2.2500% 1,294.47 EUR 4,338.89 EUR
Semi-Annual Aster 1 SA - Term Loan C1 Italian Aster_C1I Loan 156,500.75 EUR ACT/360 Euribor 7.5417% 2.2500% 3,521.27 EUR 11,802.82 EUR
Semi-Annual Aster 1 SA - Term Loan C1 Spain Aster_C1S Loan 8,661.47 EUR ACT/360 Euribor 7.5417% 2.2500% 194.88 EUR 653.22 EUR
Semi-Annual Aster 1 SA - Term Loan C1 UK Aster_C1uk Loan 45,121.65 EUR ACT/360 EURIBOR 7.5417% 2.2500% 1,015.24 EUR 3,402.94 EUR

Semi-Annual Aster 1 SA - Term Loan C2 Belgium Aster_C2B Loan 531,355.90 EUR ACT/360 Euribor 7.5417% 2.2500% 11,955.51 EUR 40,073.27 EUR
Semi-Annual Aster 1 SA - Term Loan C2 Netherlands Aster_C2N Loan 86,897.22 EUR ACT/360 Euribor 7.5417% 2.2500% 1,955.19 EUR 6,553.53 EUR
Semi-Annual Aster 1 SA - Term Loan C3 Aster_TLC3 Loan 404,572.06 EUR ACT/360 Euribor 7.5417% 2.2500% 9,102.87 EUR 30,511.61 EUR
Semi-Annual Aster 1 SA - Term Loan C4 Belgium Aster_C4B Loan 13,397.65 EUR ACT/360 Euribor 7.5417% 2.2500% 301.45 EUR 1,010.41 EUR
Semi-Annual Aster 1 SA - Term Loan C4 French Aster_C4F Loan 89.44 EUR ACT/360 Euribor 7.5417% 2.2500% 2.01 EUR 6.75 EUR
Semi-Annual Aster 1 SA - Term Loan C4 French Aster_C4F Loan 340.64 EUR ACT/360 Euribor 7.5417% 2.2500% 7.66 EUR 25.69 EUR
Semi-Annual Aster 1 SA - Term Loan C4 German Aster_C4G Loan 10,533.88 EUR ACT/360 Euribor 7.5417% 2.2500% 237.01 EUR 794.43 EUR
Semi-Annual Aster 1 SA - Term Loan C4 German Undrawn ASTER_TLC4GUD Loan 12,288.04 EUR ACT/360 EURIBOR 7.5417% 2.2500% 276.48 EUR 926.73 EUR
Semi-Annual Aster 1 SA - Term Loan C4 Netherlands Aster_C4N Loan 2,280.57 EUR ACT/360 Euribor 7.5417% 2.2500% 51.31 EUR 171.99 EUR
Semi-Annual Aster 1 SA - Term Loan C4 Spain Aster_C4S Loan 238.97 EUR ACT/360 Euribor 7.5417% 2.2500% 5.38 EUR 18.02 EUR
Semi-Annual Aster 1 SA - Term Loan C4 UK Aster_C4U Loan 1,244.94 EUR ACT/360 Euribor 7.5417% 2.2500% 28.01 EUR 93.89 EUR
Semi-Annual Autobar - Tranche B Charden_TLB Loan 2,911,542.49 EUR ACT/360 EURIBOR 7.8028% 2.5000% 72,788.56 EUR 227,181.84 EUR
Semi-Annual Autobar - Tranche C Charden_TLC Loan 2,911,542.49 EUR ACT/360 EURIBOR 8.3028% 3.0000% 87,346.27 EUR 241,739.55 EUR
Semi-Annual Brenn - Acquisition Facility 2 Brentag_acqfac Loan 85,082.24 EUR ACT/360 EURIBOR 7.1360% 2.0000% 1,701.64 EUR 6,071.47 EUR
Semi-Annual Brenn - Acquisition Facility 2 Brentag_acqfac Loan 442,427.68 EUR ACT/360 EURIBOR 7.1360% 2.0000% 8,848.55 EUR 31,571.64 EUR
Semi-Annual Brenn - Acquisition Facility 2 Brentag_acqfac Loan 1,020,986.95 EUR ACT/360 EURIBOR 7.1360% 2.0000% 20,419.74 EUR 72,857.63 EUR
Semi-Annual Brenn - Acquisition Facility 2 Brentag_acqfac Loan 3,039,137.84 EUR ACT/360 EURIBOR 7.1360% 2.0000% 60,782.76 EUR 216,872.88 EUR
Semi-Annual Brenn - Facility B3 EUR Brenntag_B3EUR Loan 127,709.28 EUR ACT/360 EURIBOR 7.1360% 2.0000% 2,554.19 EUR 9,113.33 EUR
Semi-Annual Brenn - Facility C1 Brentagg_fac.C1 Loan 370,534.74 EUR ACT/360 EURIBOR 7.3860% 2.2500% 8,337.03 EUR 27,367.70 EUR
Semi-Annual Brenn - Facility C1 Brentagg_fac.C1 Loan 1,192,592.72 EUR ACT/360 EURIBOR 7.3860% 2.2500% 26,833.34 EUR 88,084.90 EUR
Semi-Annual Brenn - Facility C2 Brenntag_fac.C2 Loan 436,872.54 EUR ACT/360 EURIBOR 7.3860% 2.2500% 9,829.63 EUR 32,267.41 EUR
Semi-Annual Chaterhouse - Second Lien ChartHouse_2L Loan 5,500,000.00 EUR ACT/360 EURIBOR 6.8430% 3.7500% 206,250.00 EUR 376,366.65 EUR
Semi-Annual Chaterhouse - Term Loan B1 - Acquico Charterhouse_TLB1_Acq Loan 1,251,391.54 EUR ACT/360 EURIBOR 5.0930% 2.0000% 25,027.83 EUR 63,733.75 EUR
Semi-Annual Chaterhouse - Term Loan B2 Charterhouse_TLB2 Loan 2,422.15 EUR ACT/360 EURIBOR 5.0930% 2.0000% 48.44 EUR 123.36 EUR
Semi-Annual Chaterhouse - Term Loan B2 Charterhouse_TLB2 Loan 83,317.27 EUR ACT/360 EURIBOR 5.0930% 2.0000% 1,666.35 EUR 4,243.37 EUR
Semi-Annual Chaterhouse - Term Loan B2 Charterhouse_TLB2 Loan 162,869.04 EUR ACT/360 EURIBOR 5.0930% 2.0000% 3,257.38 EUR 8,294.97 EUR
Semi-Annual Demeter - Facility B DEMETERIB_FB Loan 1,500,000.00 EUR ACT/360 EURIBOR 6.6840% 2.3750% 35,625.00 EUR 100,260.00 EUR
Semi-Annual Demeter - Facility C DEMETERIB_FC Loan 1,500,000.00 EUR ACT/360 EURIBOR 7.0590% 2.7500% 41,250.00 EUR 105,885.00 EUR
Semi-Annual Escaline S.a.r.l - Term B Escaline_TermB Loan 125,314.51 EUR ACT/360 EURIBOR 7.9090% 2.7500% 3,446.15 EUR 9,911.12 EUR
Semi-Annual Escaline S.a.r.l - Term B Escaline_TermB Loan 1,378,459.44 EUR ACT/360 EURIBOR 6.7060% 2.7500% 37,907.63 EUR 92,439.49 EUR
Semi-Annual Escaline S.a.r.l - Term C Escaline_TermC Loan 1,503,773.95 EUR ACT/360 EURIBOR 8.4090% 3.2500% 48,872.65 EUR 126,452.35 EUR
Semi-Annual Ferretti S.P.A - Mezzanine FerrettiSPA_Mezz Loan 1,000,000.00 EUR ACT/360 EURIBOR 9.1530% 4.0000% 40,000.00 EUR 91,530.00 EUR
Semi-Annual Ferretti S.P.A - Tranche B Ferretti_TrB Loan 2,888,334.09 EUR ACT/360 EURIBOR 6.4560% 2.5000% 72,208.35 EUR 186,470.85 EUR
Semi-Annual Financiere Daunou 9 S.AR.L - Term Loan D1 FinDaunou9_TLD1 Loan 969,230.77 EUR ACT/360 EURIBOR 6.6620% 3.6250% 35,134.62 EUR 64,570.15 EUR
Semi-Annual Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap Loan 557,215.54 EUR ACT/360 EURIBOR6 5.8970% 2.1100% 11,757.25 EUR 32,859.00 EUR
Semi-Annual GGP C - B Term Loan GGP_B TL Loan 3,477,272.73 EUR ACT/360 EURIBOR 5.6670% 2.2500% 100,738.64 EUR 253,727.05 EUR
Semi-Annual GGP C - C Term Loan GGP_C TL Loan 3,477,272.73 EUR ACT/360 EURIBOR 6.1670% 2.7500% 123,125.00 EUR 276,113.41 EUR
Semi-Annual Ineos Group - Term Loan B1 Ineos_TB1 Loan 1,613,634.99 EUR ACT/360 EURIBOR 9.7770% 4.5000% 72,613.57 EUR 157,765.09 EUR
Semi-Annual Ineos Group - Term Loan B3 Ineos_TLB3 Loan 823,713.92 EUR ACT/360 EURIBOR 9.7770% 4.5000% 37,067.13 EUR 80,534.51 EUR
Semi-Annual Ineos Group - Term Loan C1 Ineos_TC1 Loan 1,613,842.89 EUR ACT/360 EURIBOR 10.2770% 5.0000% 80,692.14 EUR 165,854.63 EUR
Semi-Annual Ineos Group - Term Loan C3 Ineos_TLC3 Loan 823,713.92 EUR ACT/360 EURIBOR 10.2770% 5.0000% 41,185.70 EUR 84,653.08 EUR
Semi-Annual Lavena - Mezzanine Lavena_Mezz Loan 68,416.07 EUR ACT/360 EURIBOR 8.6510% 3.5000% 2,394.56 EUR 5,918.67 EUR
Semi-Annual Lavena - Mezzanine Lavena_Mezz Loan 1,596,514.86 EUR ACT/360 EURIBOR 8.6510% 3.5000% 55,878.02 EUR 138,114.50 EUR
Semi-Annual Lavena - Second Lien Lavena_TD Loan 1,800,528.97 EUR ACT/360 EURIBOR 8.9010% 3.7500% 67,519.84 EUR 160,265.08 EUR
Semi-Annual Lavena - Term B Holdco Lavena_HoldcoB Loan 2,638,722.29 EUR ACT/360 EURIBOR 7.5260% 2.3750% 62,669.65 EUR 198,590.24 EUR
Semi-Annual Lavena - Term C Holdco Lavena_HoldcoC Loan 2,638,722.28 EUR ACT/360 EURIBOR 7.7760% 2.6250% 69,266.46 EUR 205,187.04 EUR
Semi-Annual Orangina - Facility B1 BlackL_TLB1 Loan 150,000.00 EUR ACT/360 EURIBOR 7.6117% 2.3750% 3,562.50 EUR 11,417.55 EUR
Semi-Annual Orangina - Facility B5a BlackL_TLB5a Loan 5,000,000.00 EUR ACT/360 EURIBOR 5.3287% 2.1250% 106,250.00 EUR 266,435.00 EUR
Semi-Annual Orangina - Facility C1 BlackL_TLC1 Loan 974,809.37 EUR ACT/360 EURIBOR 8.1117% 2.8750% 28,025.77 EUR 79,073.61 EUR
Semi-Annual Orangina - Facility C2 BlackL_TLC2 Loan 555,131.22 EUR ACT/360 EURIBOR 6.0417% 2.8750% 15,960.02 EUR 33,539.36 EUR
Semi-Annual Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 Loan 1,311,351.94 EUR ACT/360 EURIBOR 7.5560% 3.6000% 47,208.67 EUR 99,085.75 EUR
Semi-Annual Qidnax - Mezzanine Facility B Qidnax_Mezz B Loan 1,917,168.50 EUR ACT/360 EURIBOR 8.4560% 4.5000% 86,272.58 EUR 162,115.77 EUR
Semi-Annual Qidnax - Term Loan B2 LX070674 Loan 1,676,663.38 EUR ACT/360 EURIBOR 5.8310% 1.8750% 31,437.44 EUR 97,766.24 EUR
Semi-Annual Qidnax - Term Loan C2 Qidnax_TLC2 Loan 1,676,663.38 EUR ACT/360 EURIBOR 6.3310% 2.3750% 39,820.76 EUR 106,149.56 EUR
Semi-Annual SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR Loan 186,055.47 EUR ACT/360 EURIBOR 4.9120% 1.8750% 3,488.54 EUR 9,139.04 EUR
Semi-Annual TYROLACQUISITION2SAS - Term C TYROLACQ2_TC Loan 5,000,000.00 EUR ACT/365 EURIBOR 7.4010% 2.2500% 112,500.00 EUR 370,050.00 EUR
Semi-Annual United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 Loan 3,682,496.65 EUR ACT/360 EURIBOR 7.2780% 2.1200% 78,068.93 EUR 268,012.11 EUR

Semi-Annual Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 Loan 1,417,606.40 EUR ACT/360 EURIBOR 8.4150% 3.2600% 46,213.97 EUR 119,291.58 EUR
Semi-Annual Virgin Media Investment Holdings Limited - Term Loan B11 - Eur/Swap VirginMedia_B5Swap_HSAM2008 Loan 2,787,959.25 EUR ACT/360 EURIBOR 8.4150% 3.2600% 90,887.47 EUR 234,606.77 EUR
Semi-Annual Virgin Media Investment Holdings Limited - Term Loan B7 - Eur/Swap Virgin_B1Swap_HSAM2008 Loan 1,734,290.00 EUR ACT/360 EURIBOR 8.4060% 3.2600% 56,537.85 EUR 145,784.42 EUR
Semi-Annual Virgin Media Investment Holdings Limited - Term Loan B8 - Eur/Swap Virgin_B2Swap_HSAM2008 Loan 2,027,110.00 EUR ACT/360 EURIBOR 8.4060% 3.2600% 66,083.79 EUR 170,398.87 EUR
9,648,106.60
Float Subtotal 381,028,423.73 EUR 23,001,207.02 EUR
EUR
Grand Total 381,028,423.73 EUR 9,648,106.60 EUR 23,001,207.02 EUR

Portfolio Assets - Rating Information - S&P
Aggregate Principal Balance 381,028,423.73 EUR
Listed below as a % of APB:
Securities Rated 100.0000%
Securities Not Rated 0.0000%
Derived from Moody's 0.0000%
Derived from S&P 0.0000%
Per Collateral Manager 0.0000%
Estimated 0.0000%
Implied Ratings 0.0000%
CCC+ or Less 7.2507%
Shadow Rated 0.0000%
Date
Defaulted Unadjusted S&P Prior Rating
Security Security ID Obligation Principal Balance S&P Rating Type Rating Rating Changed
ADI Finance 2 Ltd - Subordinated Term Loan - Eur/Swap ADIFinance_SubTL_EurSwp_HSAM2008-1 No 7,839,647.44 EUR BBB+ BBB-
Amsterdamse Beheer - Kabel - Term Loan B Amsterdamse_TLB (Kabelcom) No 4,086,753.73 EUR B B
Amsterdamse Beheer - Kabel - Term Loan C Amsterdamse_TLC (Kabelcom) No 4,086,753.73 EUR B B
Amsterdamse Beheer - Term B1 Amsterdam_B1 No 506,747.66 EUR B B
Amsterdamse Beheer - Term B2 Amsterdam_B2 No 256,498.61 EUR B B
Amsterdamse Beheer - Term C Amsterdam_TermC No 763,246.27 EUR B B
Aster 1 SA - Term Loan A1 Germany Aster_A1g No 1,005,778.26 EUR B+ B+
Aster 1 SA - Term Loan A2 Brussels Aster_A2b No 622,243.33 EUR B+ B+
Aster 1 SA - Term Loan A3 Aster_A3 No 232,257.29 EUR B+ B+
Aster 1 SA - Term Loan A4 Brussels Aster_A4b No 1,076.81 EUR B+ B+
Aster 1 SA - Term Loan A4 Germany Aster_A4g No 51,479.56 EUR B+ B+
Aster 1 SA - Term Loan B1 French Aster_B1F No 15,587.72 EUR B+ B+
Aster 1 SA - Term Loan B1 German Aster_B1G No 264,441.70 EUR B+ B+
Aster 1 SA - Term Loan B1 Italian Aster_B1it No 150,270.88 EUR B+ B+
Aster 1 SA - Term Loan B1 Spain Aster_B1sp No 8,661.47 EUR B+ B+
Aster 1 SA - Term Loan B1 UK Aster_B1uk No 45,121.65 EUR B+ B+
Aster 1 SA - Term Loan B2 Belgium Aster_B2B No 531,355.90 EUR B+ B+
Aster 1 SA - Term Loan B2 Netherlands Aster_B2N No 86,897.22 EUR B+ B+
Aster 1 SA - Term Loan B3 Aster_TLB3 No 404,572.06 EUR B+ B+
Aster 1 SA - Term Loan B4 Belgium Aster_B4B No 13,397.65 EUR B+ B+
Aster 1 SA - Term Loan B4 French Aster_B4F No 430.08 EUR B+ B+
Aster 1 SA - Term Loan B4 German Undrawn ASTER1_TLB4UD No 12,288.04 EUR B+ B+
Aster 1 SA - Term Loan B4 Netherlands Aster_B4N No 2,280.57 EUR B+ B+
Aster 1 SA - Term Loan B4 Spain Aster_B4S No 238.97 EUR B+ B+
Aster 1 SA - Term Loan B4 UK Aster_B4U No 1,244.94 EUR B+ B+
Aster 1 SA - Term Loan C1 French Aster_C1F No 15,587.72 EUR B+ B+
Aster 1 SA - Term Loan C1 German Aster_C1G No 264,441.70 EUR B+ B+
Aster 1 SA - Term Loan C1 Italian Aster_C1I No 156,500.75 EUR B+ B+

Date
Aster 1 SA - Term Loan C1 Spain Aster_C1S No 8,661.47 EUR B+ B+
Aster 1 SA - Term Loan C1 UK Aster_C1uk No 45,121.65 EUR B+ B+
Aster 1 SA - Term Loan C2 Belgium Aster_C2B No 531,355.90 EUR B+ B+
Aster 1 SA - Term Loan C2 Netherlands Aster_C2N No 86,897.22 EUR B+ B+
Aster 1 SA - Term Loan C3 Aster_TLC3 No 404,572.06 EUR B+ B+
Aster 1 SA - Term Loan C4 Belgium Aster_C4B No 13,397.65 EUR B+ B+
Aster 1 SA - Term Loan C4 French Aster_C4F No 430.08 EUR B+ B+
Aster 1 SA - Term Loan C4 German Undrawn ASTER_TLC4GUD No 12,288.04 EUR B+ B+
Aster 1 SA - Term Loan C4 Netherlands Aster_C4N No 2,280.57 EUR B+ B+
Aster 1 SA - Term Loan C4 Spain Aster_C4S No 238.97 EUR B+ B+
Aster 1 SA - Term Loan C4 UK Aster_C4U No 1,244.94 EUR B+ B+
Autobar - Tranche B Charden_TLB No 2,911,542.49 EUR B B
Autobar - Tranche C Charden_TLC No 2,911,542.49 EUR B B
AVR Acquisitions - Term B3A avr_b3a No 4,710,694.49 EUR B B
AVR Acquisitions - Term B3B avr_b3b No 143,866.91 EUR B B
AVR Acquisitions - Term B3C avr_b3c No 389,244.49 EUR B B
AVR Acquisitions - Term B3D AVR_TL_B3D No 457,566.97 EUR B B
AVR Acquisitions - Term Loan B AVR_TLB No 878,924.15 EUR B B
AVR Acquisitions - Term Loan C AVR_TLC No 3,180,297.00 EUR B B
BCM Ireland Finance - Facility B BCM_B No 2,462,068.60 EUR B+ B+
BCM Ireland Finance - Facility C BCM_C No 2,462,343.10 EUR B+ B+
BCV Investments S.C.A - Second Lien BCV Investments_2ndLien No 4,500,000.00 EUR B B
BCV Investments S.C.A - Term B Euro BCV Investments_TB Euro No 2,239,412.91 EUR B B
BCV Investments S.C.A - Term C Euro BCV Investments_TC Euro No 2,239,412.91 EUR B B
Brenn - Acquisition Facility 2 Brentag_acqfac No 4,587,634.71 EUR B B
Brenn - Facility B3 EUR Brenntag_B3EUR No 1,000,000.00 EUR B B
Brenn - Facility C1 Brentagg_fac.C1 No 1,563,127.46 EUR B B
Brenn - Facility C2 Brenntag_fac.C2 No 436,872.54 EUR B B
BRENNTAGFINANCECOIISARL - Acquisition Facility 2 BRENNTAGF_AF2 No 280,771.41 EUR B B
BRENNTAGHOLDINGSNVNETH - Acquisition Facility 2 BRENTGH_ACQF2 No 1,131,593.88 EUR B B
Capio - Second Lien Tr2 OPICAAB_SLT2 No 1,000,000.00 EUR B- B-
Capio - Term Loan B1 opica_tlb1 No 196,399.24 EUR B- B-
Capio - Term Loan C1 opica_tlc1 No 196,399.25 EUR B- B-
CASTLEBIDCOLTD - Second Lien - Eur/Swap CastBidco_SecLien_EurSwap_HSAM2008 Yes 0.00 EUR CCC+ D
CBRFASHIONGMBH - Term Loan B CBRFASHN_TLB No 1,875,000.00 EUR B B
CBRFASHIONGMBH - Term Loan C LX068781 No 1,725,000.00 EUR B B
CEVAGROUPPLC - Canadian Term Loan Louis_Candiantl No 1,217,254.04 EUR B B
CEVAGROUPPLC - Dutch Term Loan Louis_Dutchtl No 1,098,247.30 EUR B B
CEVAGROUPPLC - EURO pre-funded LC facility Lous_LC No 1,065,290.91 EUR B B
Chaterhouse - Second Lien ChartHouse_2L No 5,500,000.00 EUR B B
Chaterhouse - Term Loan B1 - Acquico Charterhouse_TLB1_Acq No 1,251,391.54 EUR B B
Chaterhouse - Term Loan B2 Charterhouse_TLB2 No 248,608.46 EUR B B
COGNIS - Term A COGNIS&MACANY_TLA No 982,367.86 EUR B B
COGNIS - Term B COGNIS&MACANY_TLB No 3,017,632.14 EUR B B
Cortefiel - Facility B1 CORTEFIEL_B1 No 2,859,901.10 EUR B

Date
Demeter - Facility B DEMETERIB_FB No 1,500,000.00 EUR B+ B+
Demeter - Facility C DEMETERIB_FC No 1,500,000.00 EUR B+ B+
DSBG - Term B dsbg_tb No 1,375,000.00 EUR B+ B+
DSBG - Term C dsbg_tc No 1,375,000.00 EUR B+ B+
Elster - Term B1 ELSTERGRP_B1 No 1,802,099.05 EUR B+ B+
Elster - Term C1 ELSTERGRP_C1 No 1,802,099.05 EUR B+ B+
Elster - Term Loan B - Eur/Swap Elster_TLB_EurSwap_HSAM2008 No 457,418.82 EUR B+ B+
Elster - Term Loan C - Eur/Swap Elster_TLC_EurSwap_HSAM2008 No 457,418.82 EUR B+ B+
Escaline S.a.r.l - Term B Escaline_TermB No 1,503,773.95 EUR B- B-
Escaline S.a.r.l - Term C Escaline_TermC No 1,503,773.95 EUR B- B-
FCIINTLSAS - Term Loan B3b FCISA_TLB3B No 3,987,697.43 EUR BB- BB-
Ferretti S.P.A - Mezzanine FerrettiSPA_Mezz No 1,000,000.00 EUR B B
Ferretti S.P.A - Tranche B Ferretti_TrB No 2,888,334.09 EUR B B
Ferretti S.P.A - Tranche C Ferretti_TrC No 2,888,334.09 EUR B B
Financiere Daunou 9 S.AR.L - Term Loan D1 FinDaunou9_TLD1 No 969,230.77 EUR BBB CCC+
Financiere Truck - Term Loan - Euro FinanciereTruck_TLEUR No 3,340,369.24 EUR B+ B+
Financiere Truck - Term Loan B - Euro/Swap Fraikin_TLB_Swap No 557,215.54 EUR B+ B+
Fives - Term B Fives_TLB No 2,659,849.65 EUR B+ B+
Fives - Term C Fives_TLC No 2,659,849.65 EUR B+ B+
Fresenius SE - Additional Tranche B1 Euro Term Loan FreseniusSE_AddB1Euro No 1,000,000.00 EUR BB BB
GGP C - B Term Loan GGP_B TL No 3,477,272.73 EUR B B
GGP C - C Term Loan GGP_C TL No 3,477,272.73 EUR B B
HCA Inc - Euro Term loan HCAInc_EuroTL No 8,883,610.43 EUR B+ B+
HEXIONSPECIALTYCHEMICALS - Tranche C-6 Term Loan Hexion_C-6 No 2,969,327.02 EUR B- CCC+
Holding - Additional HBI Facility B HOLDING-ADLFB No 4,546,969.70 EUR B+ B+
Holding - Additional HBI Facility C HOLDING_ADLFC No 4,153,030.30 EUR B+ B+
Holding - Term B1 HldgBercy_TLB1 No 1,500,000.00 EUR B+ B+
Holding - Term C1 HldgBercy_TLC1 No 1,500,000.00 EUR B+ B+
Ineos Group - Term Loan B1 Ineos_TB1 No 1,613,634.99 EUR B- B
Ineos Group - Term Loan B3 Ineos_TLB3 No 823,713.92 EUR B- B
Ineos Group - Term Loan C1 Ineos_TC1 No 1,613,842.89 EUR B- B
Ineos Group - Term Loan C3 Ineos_TLC3 No 823,713.92 EUR B- B
ISSHOLDA/S - Term Loan D ISS_TL D No 4,000,000.00 EUR BB- BB-
Lavena - Mezzanine Lavena_Mezz No 1,666,045.69 EUR B CCC+
Lavena - Second Lien Lavena_TD No 1,800,528.97 EUR B CCC+
Lavena - Term B Holdco Lavena_HoldcoB No 2,638,722.29 EUR B CCC+
Lavena - Term C Holdco Lavena_HoldcoC No 2,638,722.28 EUR B CCC+
LOUISAUSTRALIAHOLDCOPTYLIMITED - Australian Term Loan Louis Oz Holdco TL No 611,740.30 EUR B B
LYONDELLBASELL - German Tranche B3 LyondellBasell_GermanB3 Yes 0.00 EUR CC D
Macq UK Broadcast Ent Ltd - Junior Term Loan - Eur/Swap MacqEnterpise_JuniorTLSwap_HSAM2008 No 3,631,289.88 EUR B- B-
MacQuarie - Facility A2 - Eur/Swap MAcQBroadcast_A2Swap_HSAM2008 No 4,885,089.00 EUR B- B-
Materis - Term B Materis No 1,491,359.81 EUR B B
Materis - Term C Mat_TLC No 1,491,359.81 EUR B B
Mobilserv Ltd - Term B - Euro/Swap Mobilserv Ltd_TLB_SWAP No 1,335,671.55 EUR B B
Mobilserv Ltd - Term C - Euro/Swap Mobilserv Ltd_TLC_SWAP No 781,391.39 EUR B B
MONTJEUBIDCOLTD - Facility B - Eur/Swap MontBidco_FacB_eurSwap_HSAM08 No 2,821,050.00 EUR B- B-
MONTJEUBIDCOLTD - Facility C - Eur/Swap MontBidco_FacC_EurSwap_HSAM08 No 2,821,050.00 EUR B- B-
Mother Bidco Limited - Second Lien Term Loan - Eur/Swap Mther_Bidco_2ndLienSwap_Halcy2008 Yes 0.00 EUR CCC+ CCC+
Mother Bidco Limited - Term Loan B - Eur/Swap Mther_Bidco_TLBSwap_Halcy2008 Yes 0.00 EUR CCC+ CCC+
Mother Bidco Limited - Term Loan C - Eur/sWAP Mther_Bidco_TLCswap_Halcy2008 Yes 0.00 EUR CCC+ CCC+
Neggio Holdings 3 GmbH - Facility B2 Negg_FacB2 No 1,250,000.00 EUR BB BB

Date
Neggio Holdings 3 GmbH - Facility C2 Negg_FacC2 No 1,250,000.00 EUR BB BB
Neggio Holdings 3 GmbH - Term Loan B Neggio_TLB No 3,600,000.00 EUR BB BB
Neggio Holdings 3 GmbH - Term Loan C Neggio_TLC No 3,600,000.00 EUR BB BB
Nocibe - Additional Term B1 Groupe Nocibe_AddTB1 No 3,598,432.52 EUR B+ B
Nocibe - Additional Term B2 Groupe Nocibe_AddTB2 No 569,563.63 EUR B+ B
Nocibe - Additional Term C1 Groupe Nocibe_AddTC1 No 3,598,432.52 EUR B+ B
Nocibe - Additional Term C2 Groupe Nocibe_AddTC2 No 569,563.63 EUR B+ B
Nordic Telephone Company Holding ApS. - Term B2 Nordic_B2 No 4,467,835.34 EUR BB- BB-
Nordic Telephone Company Holding ApS. - Term C2 Nordic_C2 No 4,786,546.13 EUR BB- BB-
Orangina - Facility B1 BlackL_TLB1 No 150,000.00 EUR B B
Orangina - Facility B5a BlackL_TLB5a No 9,296,875.00 EUR B B
Orangina - Facility B5b BlackL_TLB5b No 703,125.00 EUR B B
Orangina - Facility C1 BlackL_TLC1 No 974,809.37 EUR B B
Orangina - Facility C2 BlackL_TLC2 No 555,131.22 EUR B B
Pages Jaunes Group S.A - Term A PagesJaunes_TermA No 3,000,000.00 EUR B B
PFCAPITALSARL - Term Loan B1a PFCAPITL_TB1A No 826,993.35 EUR B B
PFCAPITALSARL - Term Loan B1c PFCAPTL_B1C No 257,163.88 EUR B B
PFCAPITALSARL - Term Loan B1e PFCAPTL_TB1E No 495,075.39 EUR B B
PFCAPITALSARL - Term Loan B1f PFCAPTL_TLB1F No 397,401.72 EUR B B
PFCAPITALSARL - Term Loan C1 PFCAPITL_TLC1 No 373,688.57 EUR B B
PFCAPITALSARL - Term Loan C2 PFCAPTL_TC2 No 138,830.41 EUR B B
PFCAPITALSARL - Term Loan C3 PFCAPITL_TLC3 No 288,292.88 EUR B B
PFCAPITALSARL - Term Loan C4 PFCAPITL_TLC4 No 1,174,226.77 EUR B B
PFCAPITALSARL - Term Loan D PFCAPITL_TLD No 2,000,000.00 EUR B B
PPE - Term B ppe_tb No 4,018,608.43 EUR CCC+
PPE - Term C ppe_tc No 1,569,017.30 EUR CCC+
Project Alpha III - Term B3 ProjectAlpha_B3 No 7,500,000.00 EUR B+
Qidnax - Mezzanine Facility A - Eur/Swap Qidnax_MezzFacA_EurSwp_Halcyon2008 No 1,311,351.94 EUR BB- BB-
Qidnax - Mezzanine Facility B Qidnax_Mezz B No 1,917,168.50 EUR BB- BB-
Qidnax - Term Loan B2 LX070674 No 1,676,663.38 EUR BB- BB-
Qidnax - Term Loan C2 Qidnax_TLC2 No 1,676,663.38 EUR BB- BB-
Rank Holdings I SA - Term Loan BI RankHold_TLBI No 1,179,422.50 EUR B+ B+
Rank Holdings I SA - Term Loan BII RankHold_TLBII No 57,745.53 EUR B+ B+
Rank Holdings I SA - Term Loan CI RankHold_TLCI No 1,237,168.03 EUR B+ B+
Rotac Holding AB - Term Loan B1 Rotac_TLB1 No 3,750,000.00 EUR B- B-
Rotac Holding AB - Term Loan C1 Rotac_TLC1 No 3,456,521.74 EUR B- B-
SMURFITKAPPAACQUISITIONS - Term Loan B1 - Euro SMRFKP_TB1EUR No 3,500,000.00 EUR BB BB
SMURFITKAPPAACQUISITIONS - Term Loan C1 - Euro SMRFKP_TC1EUR No 3,500,000.00 EUR BB BB
Spiinnaker - Tranche E1 Spinnaker_TE1 No 423,544.57 EUR B CCC-
Spiinnaker - Tranche E2 Spinnaker_TE2 No 423,544.57 EUR B CCC-
Spiinnaker - Tranche F1 Spinnaker_TrF1 No 3,989,591.20 EUR B CCC-
Spiinnaker - Tranche F2 Spinnaker_TrF2 No 3,989,591.20 EUR B CCC-
Springer Science - Term Loan B1 Springer_TB1 No 937,634.35 EUR B
Springer Science - Term Loan C1 Springer_C1 No 808,316.40 EUR B
Springer Science - Term Loan E1 Springer_E1 No 1,163,963.79 EUR B
SUNGARDDATASYSINC - Incremental Term Loan - Euro Swap Sungard_INC_SWAP No 2,152,206.00 EUR B+ B+
Telenet Bidco NV - Term Loan C Telenet-TLC- No 2,000,000.00 EUR B B
Trader Media Corp - Facility B - Eur/Swao TraderMedia_BSwap_HSAM2008 No 6,165,561.50 EUR B+ B+
TYROLACQUISITION2SAS - Second Lien TYROLACQ2_2L No 1,750,000.00 EUR BB- BB-
TYROLACQUISITION2SAS - Term B TYROLACQ2_TB No 5,000,000.00 EUR BB- BB-
TYROLACQUISITION2SAS - Term C TYROLACQ2_TC No 5,000,000.00 EUR BB- BB-
United Biscuits - Term B1 - Eur/Swap UnitedBiscuits_TB1_EurSwap_HSAM08 No 6,269,000.00 EUR B B
UPC Financing - Term Loan M UPC_TLM No 5,000,000.00 EUR B+ B+

Date
Virgin Media Investment Holdings Limited - Facility B12 - eur/Swap Virgin_B6Swap_HSAM2008 No 1,417,606.40 EUR B+ B+
Virgin Media Investment Holdings Limited - Term Loan B11 - Eur/Swap VirginMedia_B5Swap_HSAM2008 No 2,787,959.25 EUR B+ B+
Virgin Media Investment Holdings Limited - Term Loan B7 - Eur/Swap Virgin_B1Swap_HSAM2008 No 1,734,290.00 EUR B+ B+
Virgin Media Investment Holdings Limited - Term Loan B8 - Eur/Swap Virgin_B2Swap_HSAM2008 No 2,027,110.00 EUR B+ B+
Vivarte - Term Loan B1 Vivarte_B No 3,750,000.00 EUR B
Vivarte - Term Loan C1 Vivarte_C No 3,750,000.00 EUR B
WAM - Additional Term B1 WAMACQ_AB1 No 1,000,000.00 EUR BB- BB-
WAM - Additional Term C1 WAMACQ-AC1 No 1,000,000.00 EUR BB- BB-
WAM - Term Loan B1 WAM_B1 No 1,500,000.00 EUR BB- BB-
WAM - Term Loan B3 WAMACQ_TLB3 No 1,474,324.32 EUR BB- BB-
WAM - Term Loan B4 WAMACQ_TLB4 No 1,861,737.42 EUR BB- BB-
WAM - Term Loan C1 WAM_C1 No 1,500,000.00 EUR BB- BB-
WAM - Term Loan C3 WAMACQ_TLC3 No 1,474,324.32 EUR BB- BB-
WAM - Term Loan C4 WAMACQ_TLC4 No 1,861,737.32 EUR BB- BB-
World Directories Acquisition Corp. - Facility 1 wdac_facility1 No 7,000,000.00 EUR B B
Xstrata - Tranche B1 Fin Spie_TLB No 2,058,626.27 EUR B B
Xstrata - Tranche B3 Fin Spie_TLB3 No 2,058,626.27 EUR B B
Yellow Brick Road - Term Loan B2 YBR_B2 No 910,346.00 EUR B B
Yellow Brick Road - Term Loan C2 YBR_C2 No 629,020.02 EUR B B
Yellow Brick Road - Tranche B YBR_TLB No 2,862,783.35 EUR B B
Yellow Brick Road - Tranche C YBR_TLC No 3,631,216.65 EUR B B
YPSO Hold - B Acq 1 YPSO_B ACQ 1 No 864,300.36 EUR B B
YPSO Hold - B Acq 2 YPSO_B Acq 2 No 1,309,353.60 EUR B B
YPSO Hold - B Recap 1 YPSOHolding_TBRecap1 No 2,728,582.46 EUR B B
YPSO Hold - B Recap 2 YPSOHolding_TBRecap2 No 97,763.58 EUR B B
YPSO Hold - C Acq Ypso_CAcq No 1,390,000.00 EUR B B
YPSO Hold - C Recap Ypso_CRecap No 2,610,000.00 EUR B B

Portfolio Assets - Securities Sold Detail
Report Summary
Maximum Investment
404,000,000.00 EUR 34,892,246.95 EUR 8.64% <= 20.00% In Compliance
Issuer Asset Reason For Sale Sale Date Price Trade Amount
Avio S.p.A. Facility B2 Discretionary 05-Sep-2008 81.00 769,729.37 EUR
Avio S.p.A. Facility B2 Discretionary 05-Sep-2008 82.00 1,155,981.58 EUR
Avio S.p.A. Facility C2 Discretionary 05-Sep-2008 81.00 816,816.72 EUR
Avio S.p.A. Facility C2 Discretionary 05-Sep-2008 82.00 1,226,697.48 EUR
AVR Acquisitions B.V. Term B3A Discretionary 07-Jul-2008 94.63 1,600,000.00 EUR
BCV Investments S.C.A Term B Euro Discretionary 07-Nov-2008 90.00 500,000.00 EUR
BCV Investments S.C.A Term C Euro Discretionary 07-Nov-2008 90.00 500,000.00 EUR
Black Lion Beverages III B.V. Facility B1 Discretionary 28-Oct-2008 80.00 600,000.00 EUR
Black Lion Beverages III B.V. Facility C1 Discretionary 28-Oct-2008 80.00 600,000.00 EUR
Black Lion Beverages III B.V. Term Loan B3 Discretionary 28-Oct-2008 80.00 220,588.24 EUR
Black Lion Beverages III B.V. Term Loan B4 Discretionary 28-Oct-2008 80.00 1,279,411.76 EUR
Condor Systems Inc Term Loan B Discretionary 17-Jul-2008 82.50 1,867,729.11 EUR
Condor Systems Inc Term Loan C1 Discretionary 17-Jul-2008 82.50 1,098,664.17 EUR
Condor Systems Inc Term Loan C2 Discretionary 17-Jul-2008 82.50 741,598.56 EUR
Gala Electric Casinos Limited Term Loan B - GBP Discretionary 26-Jun-2008 88.00 841,128.81 EUR
Gala Electric Casinos Limited Term Loan C - GBP Discretionary 26-Jun-2008 88.00 841,128.81 EUR
Global Garden Products C Sarl B Term Loan Discretionary 31-Dec-2009 65.00 1,000,000.00 EUR
Global Garden Products C Sarl C Term Loan Discretionary 31-Dec-2009 65.00 1,000,000.00 EUR
Holding Bercy Investissement S.C.A Additional HBI Facility B Discretionary 30-Oct-2008 79.00 2,150,000.00 EUR
Holding Bercy Investissement S.C.A Additional HBI Facility C Discretionary 30-Oct-2008 79.00 2,150,000.00 EUR
Kabel Deutschland Gmbh Tranche A Discretionary 19-Dec-2008 82.00 2,000,000.00 EUR
Kabel Deutschland Gmbh Tranche A Discretionary 19-Dec-2008 82.00 3,000,000.00 EUR
Macquarie UK Broadcast Enterprises Limited Junior Term Loan - Eur/Swap Discretionary 29-Aug-2008 100.00 1,253,800.00 EUR
Nordic Telephone Company Holding ApS. Term B2 Discretionary 09-Oct-2008 94.25 485,305.38 EUR
Nordic Telephone Company Holding ApS. Term C2 Discretionary 09-Oct-2008 94.25 485,305.38 EUR
United Biscuits Holdco Limited Term B1 - GBP Discretionary 01-Aug-2008 91.50 3,508,361.60 EUR
WAM Acquisition SA Term Loan B3 Discretionary 13-Oct-2008 82.50 1,600,000.00 EUR
WAM Acquisition SA Term Loan C3 Discretionary 13-Oct-2008 82.50 1,600,000.00 EUR


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Halcyon SAM European CLO 2008-I

As Of 12/31/2008 Scenario : Initial

(1) Requirements Summary 1

Table Of Contents (Continued)

(27) (b) Senior Secured Loans 97

Total Number of Pages: 160

Requirements Summary Asset Information

11-Feb-2009 Halcyon SAM European CLO 2008-I Requirements Summary 1

11-Feb-2009 Halcyon SAM European CLO 2008-I Requirements Summary 2

11-Feb-2009 Halcyon SAM European CLO 2008-I Requirements Summary 3

11-Feb-2009 Halcyon SAM European CLO 2008-I Requirements Summary 4

11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 1

11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 2

11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 3

11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 4

Loan Subtotal 381,028,423.73 EUR

Grand Total 381,028,423.73 EUR

11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 5

11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 1

11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 2

11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 3

11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 4

11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 5

11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 6

11-Feb-2009 Halcyon SAM European CLO 2008-I Portfolio Assets - Page 7

11-Feb-2009 Halcyon SAM European CLO 2008-I Account Balances 1

Grand Total 12,669,549.82 EUR 13,969,549.82 EUR 1,729.75 EUR

11-Feb-2009 Halcyon SAM European CLO 2008-I Account Balances 2

Current Collection Period : 11-Dec-2008 - 10-Jun-2009

11-Feb-2009 Halcyon SAM European CLO 2008-I Class A Overcollateralisation 1

Current Collection Period : 11-Dec-2008 - 10-Jun-2009

11-Feb-2009 Halcyon SAM European CLO 2008-I Class B Overcollateralisation 1

Current Collection Period : 11-Dec-2008 - 10-Jun-2009

11-Feb-2009 Halcyon SAM European CLO 2008-I Class C OverCollateralisation 1

Current Collection Period : 11-Dec-2008 - 10-Jun-2009

11-Feb-2009 Halcyon SAM European CLO 2008-I Class D Overcollateralisation 1

Current Collection Period : 11-Dec-2008 - 10-Jun-2009

11-Feb-2009 Halcyon SAM European CLO 2008-I Class E Overcollateralization 1

Current Collection Period : 11-Dec-2008 - 10-Jun-2009

11-Feb-2009 Halcyon SAM European CLO 2008-I Class A Interest Page 1

Class A Senior Secured

Class A Senior Secured Subtotal 5,835,405.33 EUR 278,000,000.00 EUR

Grand Total 5,835,405.33 EUR 278,000,000.00 EUR

11-Feb-2009 Halcyon SAM European CLO 2008-I Class A Interest Page 2

Current Collection Period : 11-Dec-2008 - 10-Jun-2009

11-Feb-2009 Halcyon SAM European CLO 2008-I Class B Interest Page 1

Class A Senior Secured

Class A Senior Secured Subtotal 5,835,405.33 EUR 278,000,000.00 EUR

Class B Subtotal 338,823.33 EUR 10,000,000.00 EUR

Grand Total 6,174,228.67 EUR 288,000,000.00 EUR

11-Feb-2009 Halcyon SAM European CLO 2008-I Class B Interest Page 2

Current Collection Period : 11-Dec-2008 - 10-Jun-2009

11-Feb-2009 Halcyon SAM European CLO 2008-I Class C Interest Page 1

Class A Senior Secured

Class A Senior Secured Subtotal 5,835,405.33 EUR 278,000,000.00 EUR

Class B Subtotal 338,823.33 EUR 10,000,000.00 EUR

Class C Subtotal 854,591.11 EUR 20,000,000.00 EUR

Grand Total 7,028,819.78 EUR 308,000,000.00 EUR

11-Feb-2009 Halcyon SAM European CLO 2008-I Class C Interest Page 2

Current Collection Period : 11-Dec-2008 - 10-Jun-2009

11-Feb-2009 Halcyon SAM European CLO 2008-I Class D Interest Page 1

Class A Senior Secured