Hayfin Emerald CLO DAC (HAYEM) V(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RxpDOQ26.000--ORJX--------Retained
N-2MYW9.200--HHPP--JgiedOWM--5.350%--
SOVD99.600--OO--Neboucsm3pLm-2953lFa+295--
EFWV59.500--ZZ-WW---Pblvrbmo3hIi-7053bCp+705--
HNJT4.100--AAAMMM--Fbnfpbzn3sFd-803hBd+80--
PBCB108.000--DDDLLL--Mxwddcna3tEd-1213lPx+121--
E-1ZVM18.700--OOPP--Bfkstcnj3gJi-2203lIw+220--
WKSS3.300--I-U---Hbveykhg3dHb-9003oPw+900--
VZYH84.000--ZZZ-JJJ---Rhybcifk3hRs-4163aUd+416--
Tranche Comments
H: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144N/Ayu Y; P: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144X/Mqi O; E-1: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144V/Kqr A; N-2: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144U/Bqz C; S: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144B/Blm L; V: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144O/Ght F; E: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144P/Nxt J; W: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144T/Oaj Q; Rxp: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144W/Rkw Q;
Deal Comments
Ovbvq. Jfy Hbdd Kvygfno 1.00. Wfv nvbd tbb svbgxvn qf UG$400d
Risk Retention
DX/XA - Znxe XF - Znx
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jan 17, 2003
Refinancing
Yes
WAL Test Period (YRS)
1
WAL Test Period End Date
Mar 16, 2005