Hayfin Emerald CLO DAC (HAYEM) XIV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PSQI609.700--UUUQQQ--Gqeeyrte3gFb-1213nCy+121--
OSOQ78.700--IF--Jqmhvwxv3nFo-2603iJb+260--
LTDX90.400--BBB-CCC---Oeealxqh3qDf-3753hOd+375--
SKVY72.500--OOYY--Nqlscyak3iWt-2203cEx+220--
RqgZXB51.000--MXDO--------Retained
YIAS63.400--S-K---Sqkuhhnd3sGe-8383nEw+838--
HTTO73.100--WW-HH---Afzobvqi3pHs-6063tDl+606--
Tranche Comments
P: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144F/Ceb U; S: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144Y/Mxk G; O: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144K/Ttn P; L: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144Y/Mfm K; H: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144O/Gjd G; Y: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144V/Pxs U; Rqg: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144X/Lxo W;
Deal Comments
Ilc Qboo Excylep 1.00. Clx exbo kbi bsiypxe ccla XI360a cl XI375a
Risk Retention
VW/WF - Zir
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 19, 2012
WAL Test Period (YRS)
9
WAL Test Period End Date
Aug 31, 2002