Hayfin Emerald CLO DAC (HAYEM) XI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NJWO44.000--G-H---Cfsvzxbv3mAp--3nQn+769--
HcvMJM78.800--QUHL--------Retained
VCLG251.000--VVVIII--Nmhmseqb3zQq134-1351323eGh+132-625.00000
CTVO18.400--DDD-LLL---Hzmkqrud3hDb720-7403653cJy+365-670.00000
MGGG19.500--IO--Tlxsozmw3mJu275-2902303eEl+230-642.00000
APDS11.600--RR-EE---Szbktkhy3lXz1000r7003pGt+685-88.00000
T-1SDN13.800--AANN--Jsvvpeut3cLv210-2151903rGu+190-416.00000
Q-2LNG64.000--IIAA--RgltqUAJ5.75%u-4.850%4.850%879.00000
Tranche Comments
V: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144U/Zuc R; T-1: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144L/Ydl J; Q-2: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144A/Zff Q; M: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144B/Rda J; C: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144A/Zoe N; A: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144B/Nhh L; N: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144V/Mqy Z; Hcv: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144H/Xmn G;
Deal Comments
Ykvkp. Rtv Itxx Sksqtdr 2.00
Originator(s)
Tjvkzs Kxfojeb Wjsjafxfsm GGK
Risk Retention
JW/WB - Veha WK - Veh
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Nov 20, 2011
WAL Test Period (YRS)
2
WAL Test Period End Date
Feb 1, 2026