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
F	QJS	79.000	-	Ln3	RR-	-	-	-	Bqkzqqfz	3hPg	-	-	790	3eUz+719	-	18.00000
R	MNQ	2.000	-	F3	D-	-	-	-	Pljblwyo	3jId	-	-	1035	3rMk+925	-	98.00000
A	QDU	356.000	-	Pxx	III	-	-	-	Yhcrxmhb	3gFl	-	-	107	3rIh+107	-	780.00000
J1	JJT	79.700	-	Fa2	NN	-	-	-	Wmfoernc	3lWc	-	-	240	3eFh+240	-	874.00000
B2	VVD	9.500	-	Os2	CC	-	-	-	Qpztd	OEC	-	-	-	3.000%	3.000%	309.00000
MO	MXK	73.000	-	Bjj	SSS	-	-	-	Jwvddrpm	3aKh	-	-	107	3eEx+107	-	259.00000
A	HHS	30.000	-	Eoo3	WWW	-	-	-	Tebplulj	3kPg	-	-	475	3eTd+475	-	618.00000
Neunjs	QWM	45.900	-	UR	DO	-	-	-	-	-	-	-	-	-	-	Retained
Q	FNL	85.000	-	M2	O	-	-	-	Wtllhrjt	3hBd	-	-	340	3zSb+340	-	285.00000

Tranche Comments

A: First Pay: 2022-11-15; Redemption: 2023-04-27; MO: First Pay: 2022-11-15; Redemption: 2023-04-27; J1: First Pay: 2022-11-15; Redemption: 2023-04-27; B2: First Pay: 2022-11-15; Redemption: 2023-04-27; Q: First Pay: 2022-11-15; Redemption: 2023-04-27; A: First Pay: 2022-11-15; Redemption: 2023-04-27; F: First Pay: 2022-11-15; Redemption: 2023-04-27; R: First Pay: 2022-11-15; Redemption: 2023-04-27; Neunjs: First Pay: 2022-11-15; Redemption: 2023-04-27;

Deal Comments

Dmw Mogg Kkjlmmf 1.00

Risk Retention

KXx Ixzqsdgm

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 3, 1996

Refinancing

Yes

WAL Test Period (YRS)