Hayfin Emerald CLO DAC (HAYEM) XI

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
B-2	AOR	95.000	-	-	VV	GG	-	-	Qvpcn	BTK	-	-	-	7.000%	-	13.49000
O	JMF	96.800	-	-	XX-	RR-	-	-	Ljowlmom	3eIu	-	-	1100	3oCz+812	-	36.20000
W	KHR	78.600	-	-	TTT-	RRR-	-	-	Rhhcqvlm	3nLs	-	-	695	3fZy+626	-	10.60000
L	WWV	69.200	-	-	L	A	-	-	Efohfvcj	3jQe	-	-	450	3sKh+411	-	37.00000
M	VZM	31.000	-	-	T-	M-	-	-	Yvlmusok	3eNh	-	-	835	3wKv+830	-	36.16000
Vrh	QGE	26.200	-	-	ZB	TF	-	-	-	-	-	-	-	-	-	764.00000
H	LZX	979.400	-	-	MMM	AAA	-	-	Ccudafew	3nVe	-	-	213	3tZs+200	-	20.10000
Z-1	CAF	61.400	-	-	XX	CC	-	-	Kroxuywq	3pNj	-	-	390	3cIv+365	-	43.87000

Tranche Comments

H: First Pay: 2023-07-25; Redemption: 2024-07-25; Z-1: First Pay: 2023-07-25; Redemption: 2024-07-25; B-2: First Pay: 2023-07-25; Redemption: 2024-07-25; L: First Pay: 2023-07-25; Redemption: 2024-07-25; W: First Pay: 2023-07-25; Redemption: 2024-07-25; O: First Pay: 2023-07-25; Redemption: 2024-07-25; M: First Pay: 2023-07-25; Redemption: 2024-07-25; Comments: Skbgaki oggfgwxk tigwxgk (3/11/2024); Vrh: First Pay: 2023-07-25; Redemption: 2024-07-25;

Deal Comments

Exl Ucmm Tuuyxle 1.50

Risk Retention

WL - Vcvz EW - Vcv

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 10, 1998

WAL Test Period (YRS)

WAL Test Period End Date

May 10, 2023