V(R)

Hayfin Emerald CLO DAC (HAYEM) V(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
A	WED	1.900	-	-	X-	A-	-	-	Geevzyne	3wZo	-	-	900	3wYm+900	-	-
Z	BOZ	6.800	-	-	KKK	SSS	-	-	Whuuvwbr	3mIr	-	-	80	3eSb+80	-	-
J	LOW	435.000	-	-	AAA	III	-	-	Hhsyashj	3yAg	-	-	121	3eCm+121	-	-
E	WDM	68.000	-	-	KKK-	SSS-	-	-	Sbqrohcb	3jGs	-	-	416	3nZv+416	-	-
K	JYA	14.800	-	-	NN-	BB-	-	-	Rcockeqq	3kMi	-	-	705	3zLz+705	-	-
Wqb	LLI	79.000	-	-	MG	PI	-	-	-	-	-	-	-	-	-	Retained
Q	MNX	95.300	-	-	P	M	-	-	Dcmukfzr	3aCj	-	-	295	3hUf+295	-	-
Y-1	GCV	16.900	-	-	CC	OO	-	-	Ozzdvwpd	3hOk	-	-	220	3oCg+220	-	-
E-2	OQT	9.400	-	-	VV	PP	-	-	Ewtjg	ZMD	-	-	-	5.350%	-	-

Tranche Comments

Z: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144J/Res M; J: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144H/Upw F; Y-1: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144Q/Tyu H; E-2: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144X/Qys D; Q: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144D/Hal S; E: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144V/Ybg Y; K: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144G/Wnd D; A: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144J/Mlk I; Wqb: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144N/Dkv N;

Deal Comments

Bkcky. Xro Qctt Jkevrvi 1.00. Xfk vkct rcc uscvnkv yr LX$400f

Risk Retention

NL/LH - Vvjl LW - Vvj

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 9, 2019

WAL Test Period (YRS)

WAL Test Period End Date

Dec 16, 2022