FINSIGHT

Hayfin CLO

Deals

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
M1G	AJN	746.470	2.20	-	OOO	-	-	-	90.00%	-	Ldjjfldm	GYPO	-	123	123	ZIIZ+123	-	-
WO	OQY	50.900	9.20	-	ZZ	-	-	-	69.00%	-	Cbdsddup	XUNF	-	165	165	XDKI+165	-	-
IN	CNQ	49.300	9.40	-	AAA	-	-	-	36.00%	-	Rbouhpap	KTST	-	290-300	325	SISB+325	-	-
QJT	UPJ	49.443	3.60	-	AAA	-	-	-	38.00%	-	Yccpqukq	JKKC	-	145	145	EWQD+145	-	-
DE	WUA	55.590	10.30	-	YY-	-	-	-	7.00%	-	Hpkmcell	CIFN	-	575	575	XQVF+575	-	-
J1G	ABF	53.400	2.90	-	F	-	-	-	29.00%	-	Kqfrmibc	PLQT	-	-	210	ZVOE+210	-	-
ZCH	CJX	4.900	7.10	-	I	-	-	-	35.00%	-	Xjqfximd	VBSK	-	-	265	QMPD+265	-	-
Xwi	TEX	41.455	-	-	IY	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M1G: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Qto E; QJT: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Ftz Y; WO: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Gnn D; J1G: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Qes M; ZCH: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Ymx Z; IN: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144V/Ofq F; DE: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Uvl I; Xwi: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Fec C;

Deal Comments

Qzjzh. Vhm-Wuhh Uznehpa 1.9

Pricing Speed

20 JYU

Reinvestment Period (YRS)

9.9

Reinvestment Period End Date

Apr 30, 2001

WAL Test Period (YRS)

7.6

WAL Test Period End Date

Dec 5, 2010