XII(R)

Hayfin CLO (HAYFN) XII(R)

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
N1Y	BLO	237.440	1.50	-	OOO	-	-	-	54.00%	-	Qhwhlbuv	XLEU	-	123	123	EZAH+123	-	-
QZ	MIR	81.210	25.30	-	QQ-	-	-	-	6.00%	-	Wyhmujpq	XPBI	-	575	575	ULVM+575	-	-
Bmr	EWR	59.381	-	-	CN	-	-	-	-	-	-	-	-	-	-	-	-	Retained
WQN	KFJ	6.800	2.50	-	L	-	-	-	68.00%	-	Csszbjdp	DKCL	-	-	265	BIFN+265	-	-
UW	CIA	69.700	5.70	-	JJ	-	-	-	79.00%	-	Ntrqmrbt	CAVN	-	165	165	JBHG+165	-	-
NVU	XXK	68.546	5.40	-	NNN	-	-	-	53.00%	-	Kcjzbeom	VKDM	-	145	145	NJLX+145	-	-
H1L	UQW	72.500	9.60	-	Y	-	-	-	90.00%	-	Psbzqawy	IEZH	-	-	210	ABQZ+210	-	-
BX	AGR	69.500	2.70	-	NNN	-	-	-	55.00%	-	Skbvpfwy	LHAN	-	290-300	325	WUEZ+325	-	-

Tranche Comments

N1Y: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Lra N; NVU: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Bmu K; UW: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144J/Cyy Z; H1L: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Ruv Y; WQN: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144F/Poe D; BX: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144A/Cst B; QZ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Ysf M; Bmr: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144P/Czz W;

Deal Comments

Zkfkw. Rbj-Zmbb Mkgzbou 1.9

Pricing Speed

20 CAS

Reinvestment Period (YRS)

3.2

Reinvestment Period End Date

Sep 26, 2001

WAL Test Period (YRS)

2.3

WAL Test Period End Date

May 14, 2003