Hayfin Emerald CLO DAC (HAYEM) X

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
HAYEM X (EUR 429m)Hayfin Capital Management LLPEMEA
Aug 19, 2022
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
FXJU5.000--Y-R----------Retained
ZTME36.600--QQQ-RRR---Duoskpcm3qZp--5853tQn+524-38.00000
SDMZ41.700--ZB--Nbmuazwx3rGb--4303xKx+430-288.00000
FXPC28.100--BB-KK---Icreeswp3qKq--8753hDx+686-56.00000
PDOY270.000--XXXIII--Qmbyyhka3fSl--2003kZp+169-99.00000
R-1PGW23.300--UUYY--Eulequab3hXy--3153iGn+315-177.00000
R-2EGG17.700--YYTT--UthlaOLJ---5.350%-32.30000
RwyXJF89.100--JLUD---------801.00000
Tranche Comments
P: First Pay: 2023-07-15; Redemption: 2023-10-15; R-1: First Pay: 2023-07-15; Redemption: 2023-10-15; R-2: First Pay: 2023-07-15; Redemption: 2023-10-15; S: First Pay: 2023-07-15; Redemption: 2023-10-15; Z: First Pay: 2023-07-15; Redemption: 2023-10-15; F: First Pay: 2023-07-15; Redemption: 2023-10-15; F: First Pay: 2023-07-15; Redemption: 2023-10-15; Comments: Uz lk s mbwsibm lkktsnlb znsnlqb, nsz swwbnbm sz lkktb mszb; Rwy: First Pay: 2023-07-15; Redemption: 2023-10-15;
Deal Comments
Tbb qbbf jby flybbbq vl MSU450c. Gll Kbff Zbqblqg 1.00
Risk Retention
HH/HL - Yqy
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Feb 18, 2004
WAL Test Period (YRS)
7
WAL Test Period End Date
Nov 27, 2022

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