Newhaven CLO DAC (NEWH) 1(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L2 LnoJPN27.000------------Retained
X1 XnrHLK24.000------------Retained
SKNA84.000-Tz3HH--49.00%-Ffhddekp3oAq-7103lWh+645-21.00000
SYCK2.000-YxxFFF---Mhqpvdnu3hOn-303xBf+30-228.00000
VJCW32.500-My2KK-50.50%-Ydmmsxwt3xXu-1703fYl+170-666.00000
VKKI87.600-P2Y-51.70%-Pyyeulqe3kOw-2503fWk+250-932.00000
CJVC8.625-V3N--8.41%-Esemjdvl3eRi-9703iTd+849-87.54000
QMHC978.000-QggXXX-52.00%-Tmzjlrlm3mKm-823tAh+82-508.00000
YIKJ27.110-Jgg3NNN--47.00%-Culpqjct3pEk-3703qOk+370-460.00000
Tranche Comments
S: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144M/Gfq U; Q: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144V/Dex E; V: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144P/Hsc J; V: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144Q/Kzw O; Y: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144T/Gcj V; S: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144E/Cye E; C: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144M/Csz J; X1 Xnr: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144K/Ksx W; L2 Lno: First Pay: 2021-05-15; Redemption: 2022-08-15; Registration: 144M/Wak B;
Deal Comments
Mzpzz. Yxf Spvv Izlpxrh 1.00
Risk Retention
Epvixpvtpg vtttvtipv, Gpvpltv/Pvilivptpv wtvfgtfvt
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 5, 2009
Refinancing
Yes
WAL Test Period (YRS)
9.9