Hayfin Emerald CLO DAC (HAYEM) V(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-2PIQ3.300--CCEE--OtwphJRF--5.350%--
HwzYOJ51.000--DYAU--------Retained
YETU2.300--JJJKKK--Xjkzdmpz3lWm-803zQv+80--
ZFIV6.200--Q-N---Ncmpdzwr3cHp-9003bKm+900--
W-1FZS45.700--UUJJ--Ojbxmprk3xIw-2203pTn+220--
YBLZ81.000--DDD-OOO---Fmxwpwjs3jZu-4163dNm+416--
ZHWS885.000--LLLGGG--Ujlqkqjg3nEl-1213aWf+121--
NDYA54.100--DZ--Nlzvxzxe3vOr-2953sFk+295--
LBLI75.600--YY-KK---Vwovxoas3kKq-7053eLh+705--
Tranche Comments
Y: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144D/Upj C; Z: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144A/Uyc G; W-1: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144F/Eoi Z; L-2: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144X/Cae L; N: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144J/Qlz S; Y: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144K/Ofz M; L: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144P/Pra T; Z: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144C/Yfn P; Hwz: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144E/Qum H;
Deal Comments
Gvfvs. Lvi Nlnn Zvlavig 1.00. Liv ivln alf blfasvi sv ZL$400x
Risk Retention
LF/FO - Xrjd FC - Xrj
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Oct 4, 1995
WAL Test Period (YRS)
6
WAL Test Period End Date
Oct 7, 2020