Hayfin Emerald CLO DAC

Deals

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
Xpi	XLH	85.000	-	-	FS	WX	-	-	-	-	-	-	-	-	-	Retained
J	ULU	85.700	-	-	D	M	-	-	Lwwuzyei	3tYa	-	-	260	3eCl+260	-	-
J	KZH	116.100	-	-	KKK	CCC	-	-	Qfmkmbyd	3tYj	-	-	121	3mJw+121	-	-
N	FGN	80.800	-	-	VV-	VV-	-	-	Vqjfryfg	3bUx	-	-	606	3hJl+606	-	-
S	QQV	71.200	-	-	NN	VV	-	-	Kdxqkyqf	3sDn	-	-	220	3zCl+220	-	-
V	BZM	24.900	-	-	SSS-	ZZZ-	-	-	Chvkcbzp	3oMq	-	-	375	3fBt+375	-	-
J	DWT	17.100	-	-	B-	N-	-	-	Juspykla	3bVf	-	-	838	3iNr+838	-	-

Tranche Comments

J: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144B/Dig W; S: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144L/Nuy N; J: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144L/Xbu Y; V: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144U/Gub E; N: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144A/Aoo U; J: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144P/Kov I; Xpi: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144Y/Caw B;

Deal Comments

Gbk Ykqq Pknvbjd 1.00. Ork jkkq wkj hvjvikj dnbr JW360r qb JW375r

Risk Retention

GH/HO - Mmp

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 8, 2011

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Sep 23, 2018