Hayfin Emerald CLO DAC (HAYEM) IX

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
C2	IPG	3.200	-	Ac2	BB	-	-	-	Agcbv	SGE	-	-	-	3.000%	3.000%	349.00000
R	ISX	57.000	-	H2	S	-	-	-	Uywwojie	3mTg	-	-	340	3wHs+340	-	328.00000
M1	QND	61.400	-	Fa2	NN	-	-	-	Fllffeve	3cDv	-	-	240	3gFh+240	-	118.00000
P	YNK	9.000	-	T3	O-	-	-	-	Yrbezqtp	3bPo	-	-	1035	3bYk+925	-	34.00000
G	LXX	172.000	-	Fmm	LLL	-	-	-	Afomhwpl	3iJe	-	-	107	3pQb+107	-	578.00000
HZ	BAG	35.000	-	Bkk	WWW	-	-	-	Gueqcaro	3iIp	-	-	107	3dYe+107	-	825.00000
H	MPM	29.000	-	Xoo3	KKK	-	-	-	Pkxczlfm	3rOw	-	-	475	3dVm+475	-	499.00000
Dmnzcn	OQR	65.400	-	ND	EG	-	-	-	-	-	-	-	-	-	-	Retained
P	YWQ	95.000	-	Ci3	II-	-	-	-	Xrxxzuoo	3vXx	-	-	790	3jVd+719	-	53.00000

Tranche Comments

G: First Pay: 2022-11-15; Redemption: 2023-04-27; HZ: First Pay: 2022-11-15; Redemption: 2023-04-27; M1: First Pay: 2022-11-15; Redemption: 2023-04-27; C2: First Pay: 2022-11-15; Redemption: 2023-04-27; R: First Pay: 2022-11-15; Redemption: 2023-04-27; H: First Pay: 2022-11-15; Redemption: 2023-04-27; P: First Pay: 2022-11-15; Redemption: 2023-04-27; P: First Pay: 2022-11-15; Redemption: 2023-04-27; Dmnzcn: First Pay: 2022-11-15; Redemption: 2023-04-27;

Deal Comments

Mqh Zgxx Gaptqqc 1.00

Risk Retention

BOk Nqgnvohk

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 7, 2001

WAL Test Period (YRS)