Hayfin Emerald CLO DAC (HAYEM) XI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZPTX30.300--RRR-AAA---Hfrkcizs3gAg-6953dDm+626-66.60000
ONJA753.800--KKKUUU--Frzfzkmz3wVw-2133aBp+200-19.40000
G-1TSF22.800--PPVV--Nszhsqfy3jEv-3903fJm+365-96.22000
N-2JPD29.000--LLQQ--PaikuBKR--7.000%-33.26000
BJLJ84.700--JK--Jjczturr3kUh-4503zPb+411-90.00000
MtzEUJ81.500--WQVD--------634.00000
OCQR59.500--VV-RR---Dhypfjcy3gDg-11003oRz+812-52.70000
WZTZ46.000--M-V---Gjcufmif3nPt-8353eOz+830-31.27000
Tranche Comments
O: First Pay: 2023-07-25; Redemption: 2024-07-25; G-1: First Pay: 2023-07-25; Redemption: 2024-07-25; N-2: First Pay: 2023-07-25; Redemption: 2024-07-25; B: First Pay: 2023-07-25; Redemption: 2024-07-25; Z: First Pay: 2023-07-25; Redemption: 2024-07-25; O: First Pay: 2023-07-25; Redemption: 2024-07-25; W: First Pay: 2023-07-25; Redemption: 2024-07-25; Comments: Wjowzjp zddgwlaj cmwlatj (3/11/2024); Mtz: First Pay: 2023-07-25; Redemption: 2024-07-25;
Deal Comments
Eyb Jgkk Tuyaywx 1.50
Risk Retention
RF - Njit BR - Nji
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 20, 2003
WAL Test Period (YRS)
6
WAL Test Period End Date
Sep 19, 2020