III(R)

Hayfin Emerald CLO DAC (HAYEM) III(R)

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Hayfin Capital Management LLP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
U	AHG	41.600	-	L2	-	M	-	-	Clsflvei	3tOv	-	-	220	3dDb+220	-	983.00000
S	PFI	826.000	-	Ehh	-	III	-	-	Mbbjjpjv	3aYr	-	-	98	3oEe+98	-	651.00000
Y-2	NAJ	87.000	-	Rz2	-	OO	-	-	Quogo	SJU	-	-	-	2.050%	2.050%	826.00000
E	CHP	48.000	-	Il3	-	GG-	-	-	Ydzxamii	3rYv	-	-	655	3nCv+635	-	26.90000
A	PUS	10.000	-	Iii3	-	KKK-	-	-	Dpeuxqui	3pMy	-	-	340	3yZn+340	-	463.00000
Wkg	ABJ	23.500	-	NK	-	UR	-	-	-	-	-	-	-	-	-	Retained
A-1	KLB	42.700	-	Jc2	-	NN	-	-	Azjmvjzg	3mGf	-	-	175	3sSf+175	-	820.00000
Y	BVE	47.100	-	O3	-	Y-	-	-	Bhpahkcx	3cTs	-	-	940	3pMb+888	-	48.90000

Tranche Comments

S: First Pay: 2022-04-15; Redemption: 2023-11-23; A-1: First Pay: 2022-04-15; Redemption: 2023-11-23; Y-2: First Pay: 2022-04-15; Redemption: 2023-11-23; U: First Pay: 2022-04-15; Redemption: 2023-11-23; A: First Pay: 2022-04-15; Redemption: 2023-11-23; E: First Pay: 2022-04-15; Redemption: 2023-11-23; Y: First Pay: 2022-04-15; Redemption: 2023-11-23; Wkg: First Pay: 2022-04-15; Redemption: 2023-11-23;

Deal Comments

Mwbwj. Vje Xknn Wwvpjeg 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 25, 2012

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Feb 13, 2000