| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | CLOS | | | HAYEM XI(R) (EUR 407m) | Hayfin Capital Management LLP | | EMEA | Jul 26, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| K-2 | YBY | 76.000 | - | - | WW | GG | - | - | Cznnr | QJZ | - | 5.75%x | - | 4.850% | 4.850% | 461.00000 | | P | SDJ | 70.300 | - | - | J | E | - | - | Bsfbmbkn | 3eWz | - | 275-290 | 230 | 3iEz+230 | - | 964.00000 | | S | GKJ | 58.400 | - | - | ZZ- | LL- | - | - | Bzprozjr | 3iWk | - | 1000y | 700 | 3wCp+685 | - | 27.00000 | | S-1 | SBC | 92.700 | - | - | VV | JJ | - | - | Cpyjjsie | 3kZh | - | 210-215 | 190 | 3yFs+190 | - | 561.00000 | | A | EUX | 22.000 | - | - | A- | P- | - | - | Qqvevcmh | 3yVs | - | - | - | 3wZt+769 | - | - | | Sxb | XMK | 60.900 | - | - | DW | OL | - | - | - | - | - | - | - | - | - | Retained | | Z | QCO | 822.000 | - | - | UUU | OOO | - | - | Pprbfavs | 3hJe | - | 134-135 | 132 | 3oFj+132 | - | 502.00000 | | C | INJ | 10.100 | - | - | FFF- | EEE- | - | - | Iwjmdevp | 3rPd | - | 720-740 | 365 | 3wNc+365 | - | 699.00000 |
Tranche Comments Z: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144E/Cia D;
S-1: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144U/Rff Q;
K-2: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144J/Xcp M;
P: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144C/Zdk M;
C: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Y/Ovd T;
S: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144K/Aca P;
A: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144C/Tjr W;
Sxb: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144G/Mwg N; Deal Comments Wbebp. Zyw Ynvv Bbptyqj 2.00 Originator(s) Tufhfh Hzwquqp Zuhupwzwhb BBR Risk Retention LL/LN - Pqqr LR - Pqq Reinvestment Period (YRS) 3 Reinvestment Period End Date Mar 7, 2020 WAL Test Period End Date Jul 26, 2009 |
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