Hayfin Emerald CLO DAC (HAYEM) X(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YGFP64.200--WWW-RRR---Hvcvdwsn3xXv-4153zRy+415-438.00000
BeyLKG98.400--HHPX--------Retained
G-1VLJ50.400--YYZZ--Wwhefftq3hVh-2103hTr+210-368.00000
QAUI50.700--KA--Rwezteaa3dYv-2803pAx+280-478.00000
IHJU121.600--VVVEEE--Fdevepkn3kDw-1353oZu+135-509.00000
J-2ILG68.000--BBNN--Xioae---5.800%5.800%298.00000
CTMP63.400--RR-OO---Pdbamabo3aQv-7203sYp+689-32.10000
RDUB38.000--R-X---Kvslbwpc3fPu--3kLa+791--
Tranche Comments
I: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144L/Lrd Z; G-1: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144H/Pkz P; J-2: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144B/Dsr P; Q: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144B/Aso B; Y: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144I/Moy C; C: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144X/Tfi F; R: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144G/Bbr L; Bey: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144W/Woi W;
Deal Comments
Mpupq. Xsb-Xbmm Ypyjsln 1.00
Risk Retention
JS - Vhov NJ - Vho
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 13, 2007
WAL Test Period (YRS)
7
WAL Test Period End Date
Jul 13, 2007