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
Q2	HCC	6.200	-	Lj2	QQ	-	-	-	Tkkmn	ASR	-	-	-	3.000%	3.000%	467.00000
FT	QEK	10.000	-	Wii	DDD	-	-	-	Awkabzuv	3eHb	-	-	107	3iMq+107	-	333.00000
I	XVC	97.000	-	X2	V	-	-	-	Ucrfsehk	3tHm	-	-	340	3oLc+340	-	168.00000
K	AUI	844.000	-	Pww	BBB	-	-	-	Jkvdtjwb	3mFn	-	-	107	3hGl+107	-	711.00000
G	GDZ	35.000	-	Xd3	EE-	-	-	-	Buraxfll	3rVv	-	-	790	3nMi+719	-	11.00000
Y1	CXV	86.700	-	Db2	OO	-	-	-	Xxlbhdsa	3xXr	-	-	240	3yVx+240	-	823.00000
I	XSU	29.000	-	Idd3	OOO	-	-	-	Bjsocmti	3jDn	-	-	475	3hXf+475	-	525.00000
F	CGV	7.000	-	H3	F-	-	-	-	Nzcsrzqd	3gIr	-	-	1035	3fRx+925	-	69.00000
Amuenj	GIN	91.100	-	YL	UL	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

K: First Pay: 2022-11-15; Redemption: 2023-04-27; FT: First Pay: 2022-11-15; Redemption: 2023-04-27; Y1: First Pay: 2022-11-15; Redemption: 2023-04-27; Q2: First Pay: 2022-11-15; Redemption: 2023-04-27; I: First Pay: 2022-11-15; Redemption: 2023-04-27; I: First Pay: 2022-11-15; Redemption: 2023-04-27; G: First Pay: 2022-11-15; Redemption: 2023-04-27; F: First Pay: 2022-11-15; Redemption: 2023-04-27; Amuenj: First Pay: 2022-11-15; Redemption: 2023-04-27;

Deal Comments

Slo Xkff Jatllqx 1.00

Risk Retention

KFz Kwbngkxj

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 4, 2012

WAL Test Period (YRS)