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
K	BJO	273.000	-	Lss	DDD	-	-	-	Jexwoxnl	3iIn	-	-	107	3wCi+107	-	620.00000
J	LPV	77.000	-	Koo3	KKK	-	-	-	Ydorxkro	3rOh	-	-	475	3mQu+475	-	767.00000
O	VTK	65.000	-	Kb3	AA-	-	-	-	Hpmqeakt	3vZu	-	-	790	3jPr+719	-	45.00000
Ungzej	JUF	90.500	-	ES	JX	-	-	-	-	-	-	-	-	-	-	Retained
L1	SNX	33.300	-	Xt2	SS	-	-	-	Xryjvone	3iWf	-	-	240	3sJu+240	-	242.00000
WL	QPM	64.000	-	Ngg	AAA	-	-	-	Sxwxvmjk	3cPo	-	-	107	3kIj+107	-	939.00000
L	WZT	91.000	-	X2	Q	-	-	-	Svcptiqt	3qPy	-	-	340	3pTb+340	-	426.00000
K2	HXR	3.100	-	Mi2	VV	-	-	-	Grcez	SBD	-	-	-	3.000%	3.000%	864.00000
L	WVZ	7.000	-	Z3	Y-	-	-	-	Zqkhwmke	3sXg	-	-	1035	3pRn+925	-	59.00000

Tranche Comments

K: First Pay: 2022-11-15; Redemption: 2023-04-27; WL: First Pay: 2022-11-15; Redemption: 2023-04-27; L1: First Pay: 2022-11-15; Redemption: 2023-04-27; K2: First Pay: 2022-11-15; Redemption: 2023-04-27; L: First Pay: 2022-11-15; Redemption: 2023-04-27; J: First Pay: 2022-11-15; Redemption: 2023-04-27; O: First Pay: 2022-11-15; Redemption: 2023-04-27; L: First Pay: 2022-11-15; Redemption: 2023-04-27; Ungzej: First Pay: 2022-11-15; Redemption: 2023-04-27;

Deal Comments

Xqz Fhuu Ctlxqlj 1.00

Risk Retention

FBj Jcrubvqc

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 9, 2013

WAL Test Period (YRS)