Hayfin Emerald CLO DAC (HAYEM) X(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WspALI63.400--BMYK--------Retained
M-1WID69.600--MMOO--Ajubaiek3oJt-2103nJk+210-853.00000
V-2POS95.000--QQRR--Fqaam---5.800%5.800%175.00000
TLAA96.300--XS--Ujomzkjt3qDr-2803gAm+280-675.00000
XMUE33.900--SSS-MMM---Qzppvdqh3oJd-4153vJe+415-551.00000
XOMX623.400--JJJCCC--Ylfhodre3zCl-1353qVk+135-136.00000
QGXO49.300--EE-DD---Iqjoeiqf3hYa-7203tTg+689-15.50000
AMYE52.000--G-Y---Fnvyhhon3sZo--3zVf+791--
Tranche Comments
X: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144G/Xco G; M-1: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144F/Awc X; V-2: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144B/Wbi U; T: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144D/Rkf C; X: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144I/Owo W; Q: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144Q/Vdt H; A: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144M/Ysx U; Wsp: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144L/Hhr K;
Deal Comments
Abcbt. Dyv-Whxx Fbrsymk 1.00
Risk Retention
KN - Clto QK - Clt
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 3, 2008
WAL Test Period (YRS)
7
WAL Test Period End Date
Jan 29, 2019