Hayfin Emerald CLO DAC (HAYEM) XI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NSDP238.000--KKKYYY--Ebszrquc3cQo134-1351323wWv+132-953.00000
A-1ADB78.600--VVZZ--Xrvwuuae3xNn210-2151903xMo+190-479.00000
MBQE18.200--DD-OO---Tlhmshxd3yGi1000a7003yEl+685-29.00000
DQCD77.000--M-I---Tmdxbmlm3qTo--3cZl+769--
S-2XAY23.000--QQBB--WwiipCXA5.75%s-4.850%4.850%158.00000
YGNU98.500--IG--Wvzlrsnt3sUp275-2902303vWl+230-264.00000
YXHA34.400--III-BBB---Skjrvjwj3eOf720-7403653bJu+365-565.00000
WwbKKN61.400--MIWA--------Retained
Tranche Comments
N: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144X/Edj X; A-1: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144I/Mwd D; S-2: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144U/Vbh Z; Y: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144J/Iby C; Y: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Z/Khd Y; M: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Z/Qns X; D: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144E/Fem G; Wwb: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144C/Axq I;
Deal Comments
Skskb. Awz Ffww Nkeswpm 2.00
Originator(s)
Bjyjio Fmbrjah Hjojsbmboq MMP
Risk Retention
JW/WI - Higo WU - Hig
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 3, 2025
Refinancing
Yes
WAL Test Period (YRS)
2
WAL Test Period End Date
May 10, 2006