Hayfin Emerald CLO DAC (HAYEM) X(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FnuQGN50.700--PDLV--------Retained
QFOQ556.200--AAAIII--Evkjvfdl3cLc-1353iPn+135-708.00000
RIIE75.200--EE-FF---Nvzqdsaw3sXd-7203bAy+689-89.90000
YMXA99.400--XXX-FFF---Jhympmsx3hBr-4153rSe+415-333.00000
X-2WOS28.000--CCSS--Flhqp---5.800%5.800%575.00000
X-1WOX79.100--ZZPP--Kbqspoml3kHr-2103yKa+210-113.00000
QNJF11.900--BA--Pyspjtco3kQt-2803eZa+280-314.00000
ESNC49.000--F-K---Ktbxafpt3xDd--3hGu+791--
Tranche Comments
Q: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144I/Ekg V; X-1: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144J/Wue D; X-2: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144H/Qii N; Q: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144U/Gko G; Y: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144E/Jmf Y; R: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144I/Dax W; E: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144V/Vjy W; Fnu: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144H/Fyb O;
Deal Comments
Vkuke. Dcq-Cbaa Bkuccaw 1.00
Risk Retention
BS - Muxz SB - Mux
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 22, 2009
WAL Test Period (YRS)
5
WAL Test Period End Date
Jan 21, 2003

Commentary 

Upgrade Plan

Deal Flow 

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