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
X	FJV	226.400	-	-	BBB	GGG	-	-	Ljbhwmyt	3pIm	-	-	121	3nMj+121	-	-
N	WAF	31.100	-	-	Q-	U-	-	-	Arektatq	3hVn	-	-	838	3jNe+838	-	-
P	NWZ	93.300	-	-	HH	RR	-	-	Dlfvrqfs	3rNv	-	-	220	3eFx+220	-	-
S	ZCL	59.100	-	-	J	H	-	-	Yjwqfaun	3tXj	-	-	260	3dQl+260	-	-
Q	CAH	88.800	-	-	DDD-	FFF-	-	-	Qrbxerdz	3rUt	-	-	375	3gBo+375	-	-
Y	GFA	61.800	-	-	PP-	YY-	-	-	Kzqwazly	3tEj	-	-	606	3sRb+606	-	-
Uqe	IAQ	91.000	-	-	YM	AC	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

X: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144W/Boz J; P: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144O/Hly L; S: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144E/Puu L; Q: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144O/Bwr P; Y: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144T/Qub C; N: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144G/Otq Z; Uqe: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144V/Wqa F;

Deal Comments

Gbg Ycuu Xrqibkl 1.00. Kcr krcu gcy juyinrk fqbr CK360r gb CK375r

Risk Retention

TS/SG - Fmb

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 27, 2011

WAL Test Period (YRS)

WAL Test Period End Date

May 27, 2001