Hayfin Emerald CLO DAC (HAYEM) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KEWG84.400--MMM-BBB---Wmwuvdmd3jRd-6003jFx+579-32.00000
EJDC72.100--TT-UU---Fxqelmio3iEt-9003bDk+804-29.50000
Q-1XNU80.500--KKJJ--Apmrcwyg3cJo-3103mSr+310-453.00000
L-2VKJ2.300--JJHH--UztumJUY--6.825%6.825%978.00000
GVJG738.200--ZZZIII--Ehevdhsx3dOt-1743sFu+174-828.00000
PGTX79.300--T-G---Khqlhxrw3hNe--3oKr+823-98.00000
AJMB53.200--DL--Ymfoxicl3zRh-4003pLs+400-213.00000
XgyWTV15.724--QWXK--------Retained
Tranche Comments
G: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144G/Yjd Y; Q-1: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144J/Uog V; L-2: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144M/Awa D; A: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Vei U; K: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144Q/Xnb X; E: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144T/Gov Y; P: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144P/Ito D; Xgy: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144V/Whi U;
Deal Comments
Zmc Zuoo Qpcpmlz 1.5
Risk Retention
XT - Xzem TA - Xze
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 20, 2005
WAL Test Period (YRS)
9
WAL Test Period End Date
Apr 21, 2013