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
V1A	FQF	78.300	5.10	-	L	-	-	-	59.00%	-	Izdrtyxy	CAJH	-	-	210	NIKO+210	-	-
WE	RVN	23.100	7.20	-	HH	-	-	-	70.00%	-	Zsdqewir	YIJO	-	165	165	JLNW+165	-	-
ZHE	VUR	39.903	7.50	-	CCC	-	-	-	16.00%	-	Dpmlmwud	QOGN	-	145	145	TVBE+145	-	-
Lsu	XIW	30.655	-	-	PA	-	-	-	-	-	-	-	-	-	-	-	-	Retained
NL	PPZ	14.100	5.40	-	BBB	-	-	-	69.00%	-	Ljhyarae	DDNX	-	290-300	325	AGJF+325	-	-
V1T	NII	271.500	9.60	-	TTT	-	-	-	46.00%	-	Xkduqttk	TPNI	-	123	123	PHKB+123	-	-
JD	EZW	80.720	22.20	-	UU-	-	-	-	8.00%	-	Sqbjdaqk	QSHP	-	575	575	TKTS+575	-	-
BAS	AJD	6.410	3.80	-	X	-	-	-	30.00%	-	Lyfujhay	TBLS	-	-	265	PMPN+265	-	-

Tranche Comments

V1T: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144C/Bud L; ZHE: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Img P; WE: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Qcz U; V1A: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Djy Z; BAS: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Dta T; NL: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144D/Aaz R; JD: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144H/Nwa E; Lsu: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144E/Jtv I;

Deal Comments

Wquqz. Bhe-Qemm Oquhhws 1.9

Pricing Speed

20 AXA

Reinvestment Period (YRS)

9.5

Reinvestment Period End Date

Nov 17, 2016

Reset

Yes

WAL Test Period (YRS)

1.8