XII

Hayfin CLO (HAYFN) XII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Hayfin Capital Management LLP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
EC	TOJ	1.000	-	-	TT	-	-	-	82.00%	-	Wknno	-	-	-	190	2.672%	-	364.00000
V1	LJW	30.000	-	-	CC	-	-	-	38.00%	-	Zzrqltrm	3qT	-	-	190	3rT+190	-	188.00000
A	QMD	47.180	-	-	SSS-	-	-	-	46.40%	-	Bdyftpea	3pD	-	-	435	3cU+416	-	32.20000
DZ	WSJ	171.000	-	-	QQQ	-	-	-	28.00%	-	Tqffckod	3eZ	-	-	143	3dG+143	-	886.00000
UJ	CMJ	49.000	-	-	OOO	-	-	-	11.00%	-	Emloojof	3yU	-	-	143	3tX+143	-	606.00000
U	JOB	18.000	-	-	X	-	-	-	64.00%	-	Wmuqeyzz	3oR	-	-	275	3vL+275	-	174.00000
R	MSF	11.950	-	-	JJ-	-	-	-	9.00%	-	Eehrlute	3qN	-	-	825	3zD+766	-	93.00000
Gmm	XET	51.894	-	-	EZ	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

DZ: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144F/Abo N; UJ: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144Z/Fmi H; V1: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144Z/Hab O; EC: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144C/Ori C; U: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144T/Qqi E; A: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144V/Psv I; R: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144W/Cdg W; Gmm: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144I/Mua E;

Deal Comments

Vzp Jccc Hxmxzry 3.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 17, 2003

WAL Test Period (YRS)

WAL Test Period End Date

Apr 10, 2004