X(R)

Hayfin Emerald CLO DAC (HAYEM) X(R)

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
I	FFL	95.000	-	-	Y-	P-	-	-	Xkormdcq	3eDy	-	-	-	3vQy+791	-	-
Dqh	QQV	65.800	-	-	PG	GN	-	-	-	-	-	-	-	-	-	Retained
V-2	PMM	24.000	-	-	WW	AA	-	-	Sagru	-	-	-	-	5.800%	5.800%	530.00000
X	CFQ	13.500	-	-	G	T	-	-	Kfhclanu	3qEn	-	-	280	3fAx+280	-	707.00000
T	SAQ	196.900	-	-	III	MMM	-	-	Pqcervne	3gCi	-	-	135	3zMg+135	-	644.00000
P	GYQ	41.100	-	-	LLL-	WWW-	-	-	Lxoechkq	3fWp	-	-	415	3rLy+415	-	149.00000
O-1	AAL	58.600	-	-	UU	RR	-	-	Xxmcwsyi	3xAs	-	-	210	3wUe+210	-	809.00000
C	SEB	90.300	-	-	FF-	XX-	-	-	Gphmxxft	3bAa	-	-	720	3qBl+689	-	23.60000

Tranche Comments

T: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144X/Vyr Y; O-1: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144N/Uiv N; V-2: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144D/Pke N; X: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144K/Pjb L; P: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144B/Aut O; C: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144B/Okj W; I: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144M/Ovu K; Dqh: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144D/Lmr W;

Deal Comments

Spkpo. Aqj-Fcjj Opqkqox 1.00

Risk Retention

RD - Kdik YR - Kdi

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 20, 2001

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 19, 2021