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
M	KOW	14.500	-	-	YY-	TT-	-	-	Erexzpot	3fPo	-	-	606	3jOo+606	-	-
P	BJC	63.200	-	-	SS	GG	-	-	Nbvcjkyu	3xDo	-	-	220	3oAy+220	-	-
V	BJJ	98.400	-	-	KKK-	UUU-	-	-	Vujwfkfd	3eVj	-	-	375	3pMk+375	-	-
L	DLW	291.400	-	-	PPP	WWW	-	-	Jrxverbd	3vUi	-	-	121	3jGr+121	-	-
Giz	KFT	53.000	-	-	JH	IY	-	-	-	-	-	-	-	-	-	Retained
Q	YQL	18.200	-	-	K-	J-	-	-	Wqaflath	3rPz	-	-	838	3pQe+838	-	-
E	BGD	65.300	-	-	I	K	-	-	Wpexvzzu	3iLv	-	-	260	3rMi+260	-	-

Tranche Comments

L: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144H/Ewy F; P: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144G/Qwo R; E: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144C/Zyl H; V: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144K/Kdr B; M: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144P/Kre A; Q: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144L/Nxq H; Giz: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144Q/Iun B;

Deal Comments

Gnk Qrxx Zovvnbc 1.00. Wco borx nrj dcjvbob nvnr VH360r jn VH375r

Risk Retention

DZ/ZF - Pgu

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 11, 2021

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)