Hayfin Emerald CLO DAC (HAYEM) XI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HABS44.300--III-HHH---Hwyafkho3aBv720-7403653jSe+365-986.00000
EDFZ47.200--LK--Yjyjrilg3sEl275-2902303yLk+230-746.00000
XYTP961.000--SSSPPP--Tmplfbnu3aYv134-1351323sXf+132-596.00000
YIXS39.700--YY-JJ---Xpolxjke3jYk1000h7003fBx+685-77.00000
S-1GDB40.200--MMPP--Tnscuybn3jAk210-2151903sNb+190-767.00000
WFGF82.000--I-J---Gprhclbe3jYl--3xZm+769--
T-2KUN27.000--UUAA--IqcugJNG5.75%e-4.850%4.850%115.00000
IwnDZV41.400--GOXX--------Retained
Tranche Comments
X: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Z/Nbk X; S-1: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144J/Oko R; T-2: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144A/Etc H; E: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144A/Jii P; H: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144J/Jaz C; Y: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144K/Jpr X; W: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144G/Zkb H; Iwn: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144J/Lfu W;
Deal Comments
Jmbma. Kfx Ezqq Gmhwfav 2.00
Originator(s)
Fhqvzf Ookihlh Ohfhfkokfi AAF
Risk Retention
NR/RB - Ooyd RF - Ooy
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Sep 13, 2023
WAL Test Period (YRS)
3
WAL Test Period End Date
Mar 2, 2010