Hayfin Emerald CLO DAC (HAYEM) XI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CiwHOX64.700--LHXK--------670.00000
MLJC79.500--JJJ-FFF---Umkzthum3rTg-6953pPr+626-47.90000
FXHP69.700--GG-LL---Qfezcacu3aSa-11003yRo+812-66.60000
T-2EAE28.000--MMWW--UcyqwRHY--7.000%-52.93000
ILLE72.000--Z-W---Vqzsvmdy3qIw-8353mTd+830-59.48000
DKII37.500--GU--Sqfqwips3sUx-4503aHs+411-29.00000
NAGN145.200--HHHHHH--Rxlcjmvm3bIb-2133rAs+200-20.20000
Q-1XPK30.100--YYPP--Umeckqll3vXu-3903jPj+365-22.54000
Tranche Comments
N: First Pay: 2023-07-25; Redemption: 2024-07-25; Q-1: First Pay: 2023-07-25; Redemption: 2024-07-25; T-2: First Pay: 2023-07-25; Redemption: 2024-07-25; D: First Pay: 2023-07-25; Redemption: 2024-07-25; M: First Pay: 2023-07-25; Redemption: 2024-07-25; F: First Pay: 2023-07-25; Redemption: 2024-07-25; I: First Pay: 2023-07-25; Redemption: 2024-07-25; Comments: Xwsqnwa zppsqdcw zmqdcnw (3/11/2024); Ciw: First Pay: 2023-07-25; Redemption: 2024-07-25;
Deal Comments
Ybj Lqll Ezwjbpu 1.50
Risk Retention
WK - Tbgw OW - Tbg
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Mar 10, 1999
WAL Test Period (YRS)
6
WAL Test Period End Date
Jul 28, 2010

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan