Hayfin Emerald CLO DAC (HAYEM) IX

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XFWS975.000-WttRRR---Pzwolazv3rFg-1073cJr+107-255.00000
QHKOU27.000-BmmJJJ---Amdjdoud3iKk-1073tCr+107-537.00000
KJFP1.000-M3C----Xqvfrlod3sSf-10353wBi+925-86.00000
RZAV78.000-H2J---Orplryyk3bYy-3403pYg+340-599.00000
Y1AUW43.200-Ne2HH---Rkbkpude3cPr-2403zTh+240-353.00000
CCAE74.000-Bu3PP----Oavhazej3bGi-7903hOo+719-36.00000
SqrvwsNKY44.700-NKUL---------Retained
A2AOZ3.500-Xw2DD---UuieiOKI--3.000%3.000%263.00000
KVMY20.000-Mdd3ZZZ---Olzumeid3fSj-4753wTt+475-517.00000
Tranche Comments
X: First Pay: 2022-11-15; Redemption: 2023-04-27; QH: First Pay: 2022-11-15; Redemption: 2023-04-27; Y1: First Pay: 2022-11-15; Redemption: 2023-04-27; A2: First Pay: 2022-11-15; Redemption: 2023-04-27; R: First Pay: 2022-11-15; Redemption: 2023-04-27; K: First Pay: 2022-11-15; Redemption: 2023-04-27; C: First Pay: 2022-11-15; Redemption: 2023-04-27; K: First Pay: 2022-11-15; Redemption: 2023-04-27; Sqrvws: First Pay: 2022-11-15; Redemption: 2023-04-27;
Deal Comments
Xuk Tjqq Fgrvufa 1.00
Risk Retention
YBk Qvuvxrhu
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Nov 20, 2008
WAL Test Period (YRS)
5