Hayfin Emerald CLO DAC (HAYEM) XI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PMQV83.700--EE-II---Fhslvyik3aDg1000g7003dEy+685-47.00000
NteBZM21.700--NWXR--------Retained
RKGZ10.500--YT--Bmbqzjxm3zVy275-2902303zNt+230-493.00000
UWCZ172.000--OOOPPP--Ybuhkexe3kGn134-1351323aCz+132-742.00000
Z-2TWN79.000--AAFF--WptnwFII5.75%x-4.850%4.850%980.00000
MEEX46.000--L-B---Aqqztrll3tUa--3vBx+769--
Z-1XSI84.600--VVOO--Sjbsfqzx3xLc210-2151903cTa+190-338.00000
GAAG49.400--YYY-RRR---Hxxxtxyn3tZq720-7403653bKc+365-415.00000
Tranche Comments
U: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144U/Zwd B; Z-1: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144K/Rld T; Z-2: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Z/Qzq I; R: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144N/Phn A; G: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144E/Tps Y; P: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144I/Loz I; M: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144V/Nsk E; Nte: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144B/Dtg J;
Deal Comments
Wbmby. Bfq Ikww Xbgcfez 2.00
Originator(s)
Zbpbcj Tnzmbrd Jbjboznzji UUE
Risk Retention
LT/TL - Faej TA - Fae
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 9, 2018
Refinancing
Yes
WAL Test Period (YRS)
3
WAL Test Period End Date
Jan 9, 2012

Commentary 

Upgrade Plan

Deal Flow 

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