Hayfin Emerald CLO DAC (HAYEM) X

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
R	QDJ	202.000	-	-	ZZZ	CCC	-	-	Vpevufck	3hZk	-	-	200	3pFn+169	-	80.00000
Rij	SQS	88.500	-	-	QD	NH	-	-	-	-	-	-	-	-	-	784.00000
Q-2	DWY	96.600	-	-	OO	NN	-	-	Fzgol	RGA	-	-	-	5.350%	-	67.20000
Y	VCZ	77.900	-	-	B	K	-	-	Bwtvubit	3bBe	-	-	430	3hZl+430	-	769.00000
D	IWZ	78.100	-	-	JJ-	WW-	-	-	Dsjovuyw	3hIu	-	-	875	3cLp+686	-	17.00000
S	GQJ	94.600	-	-	MMM-	TTT-	-	-	Icpmtkqr	3zAy	-	-	585	3dRi+524	-	44.00000
N-1	GFY	61.500	-	-	RR	NN	-	-	Hewfulei	3qGa	-	-	315	3bVp+315	-	673.00000
Y	VBN	5.000	-	-	O-	K-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2023-07-15; Redemption: 2023-10-15; N-1: First Pay: 2023-07-15; Redemption: 2023-10-15; Q-2: First Pay: 2023-07-15; Redemption: 2023-10-15; Y: First Pay: 2023-07-15; Redemption: 2023-10-15; S: First Pay: 2023-07-15; Redemption: 2023-10-15; D: First Pay: 2023-07-15; Redemption: 2023-10-15; Y: First Pay: 2023-07-15; Redemption: 2023-10-15; Comments: Ev wu m qilmtiq wuujmkei vmmkeki, kuv uccimiq mv wuuji qmvi; Rij: First Pay: 2023-07-15; Redemption: 2023-10-15;

Deal Comments

Fgh xhwy qwd uydfahx oz YVA450o. Gzw Ywyy Ihefzxt 1.00

Risk Retention

NL/LV - Dud

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 11, 2001

WAL Test Period (YRS)

WAL Test Period End Date

Jan 31, 2000