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
BGQ	NUI	36.361	2.70	-	HHH	-	-	-	64.00%	-	Tslxbkcm	MQNA	-	145	145	BYDU+145	-	-
JK	TWJ	37.800	4.90	-	FF	-	-	-	90.00%	-	Bdoftxzl	BXTH	-	165	165	XTGW+165	-	-
Ywq	QEW	14.935	-	-	DE	-	-	-	-	-	-	-	-	-	-	-	-	Retained
PF	HIY	49.100	6.40	-	UUU	-	-	-	10.00%	-	Mlsbeuza	GOIG	-	290-300	325	EGYS+325	-	-
KGF	NNA	2.600	6.10	-	N	-	-	-	68.00%	-	Ahsembpj	WHNA	-	-	265	SICD+265	-	-
NJ	TCY	39.860	42.80	-	WW-	-	-	-	4.00%	-	Eposjwjq	IGYY	-	575	575	ADIT+575	-	-
Z1I	IYL	64.500	4.80	-	D	-	-	-	12.00%	-	Trcluyfl	SPHN	-	-	210	YHDI+210	-	-
X1U	JRK	964.620	8.20	-	QQQ	-	-	-	44.00%	-	Epkkovcx	UXCT	-	123	123	BZOI+123	-	-

Tranche Comments

X1U: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144U/Hdq Z; BGQ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Izx M; JK: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Y/Qbn L; Z1I: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144K/Ddh U; KGF: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144G/Luj A; PF: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144W/Jiv T; NJ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144M/Glk O; Ywq: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Ezg V;

Deal Comments

Glmlh. Hes-Nubb Wllbeon 1.9

Pricing Speed

20 YLL

Reinvestment Period (YRS)

9.6

Reinvestment Period End Date

Sep 29, 2010

Reset

Yes

WAL Test Period (YRS)

6.9