Hayfin Emerald CLO DAC (HAYEM) X(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
EDEG22.000--O-W---Jxldpaas3qEl--3wGw+791--
GQBV835.900--SSSHHH--Tbpcblrq3hTn-1353eEf+135-106.00000
BemFSE41.100--CQUQ--------Retained
A-1ZLE52.900--QQPP--Epeaemiy3zCa-2103kWa+210-989.00000
QOQR55.100--CCC-OOO---Lcsulhyd3bHi-4153gJl+415-784.00000
L-2ATZ16.000--AARR--Jvpva---5.800%5.800%285.00000
YSYM46.700--VF--Pepezosu3gNl-2803iOz+280-442.00000
OMGU15.300--TT-ZZ---Ehuwctsz3yIh-7203eUb+689-80.90000
Tranche Comments
G: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144P/Ddo U; A-1: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144D/Dwb X; L-2: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144O/Osy C; Y: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144W/Uvf J; Q: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144Q/Qhh L; O: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144M/Tcx T; E: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144M/Cdv X; Bem: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144N/Pbr J;
Deal Comments
Mpmpt. Som-Dpuu Npbcotx 1.00
Risk Retention
UZ - Huxq ZU - Hux
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Mar 25, 2020
WAL Test Period (YRS)
6
WAL Test Period End Date
Sep 21, 2000

Commentary 

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Deal Flow 

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