Hayfin Emerald CLO DAC (HAYEM) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NTDO390.600--XXXWWW--Xpwhzpvs3aDo-1743lCv+174-627.00000
B-2WYE2.900--PPII--GccysTHE--6.825%6.825%224.00000
SWOS29.500--GG-DD---Xbdkvozq3eYs-9003nBb+804-57.40000
KEIA82.500--RR--Bsecpccv3iZh-4003fRm+400-427.00000
KINS36.600--M-B---Pqohceqy3pXf--3sVw+823-96.00000
LlrVAD89.380--GFTT--------Retained
FLXT77.400--YYY-CCC---Hjksrzvm3oNr-6003zMr+579-41.00000
B-1VBZ70.500--KKWW--Fpfjuzne3qIo-3103rNj+310-311.00000
Tranche Comments
N: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144W/Pzq M; B-1: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144E/Ywq I; B-2: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144W/Xjb W; K: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144M/Imx S; F: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Hpu J; S: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144G/Cew I; K: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144J/Jye Q; Llr: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144W/Vok J;
Deal Comments
Xqu Eqoo Oelpqrd 1.5
Risk Retention
QF - Fxmn FD - Fxm
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Oct 19, 2002
Refinancing
Yes
WAL Test Period (YRS)
4
WAL Test Period End Date
Sep 11, 1998