Hayfin Emerald CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR232.500--AAAAAA--Floating3mEu-1213mEu+121--
BEUR39.300--AAAA--Floating3mEu-2203mEu+220--
CEUR24.400--AA--Floating3mEu-2603mEu+260--
DEUR25.300--BBB-BBB---Floating3mEu-3753mEu+375--
EEUR16.900--BB-BB---Floating3mEu-6063mEu+606--
FEUR10.300--B-B---Floating3mEu-8383mEu+838--
SubEUR30.000--NRNR--------Retained
Tranche Comments
A: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144A/Reg S; B: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144A/Reg S; C: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144A/Reg S; D: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144A/Reg S; E: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144A/Reg S; F: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144A/Reg S; Sub: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00. The deal was upsized from US360m to US375m
Risk Retention
EU/UK - Yes
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 22, 2027
Reset
Yes
WAL Test Period (YRS)
6
WAL Test Period End Date
Jan 22, 2031
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GTNH35.200--OX--Sfqajldv3hYc-2953vKg+295--
COUJ8.800--MMMFFF--Xoubopei3wNk-803rSv+80--
JPEH15.400--YY-QQ---Jwfsymep3sLh-7053tUk+705--
WOXJ4.200--O-V---Xbzfscmb3sQk-9003cAz+900--
MgmOUD89.000--SZSJ--------Retained
HWQW63.000--NNN-VVV---Cpsehrqs3lGj-4163fPe+416--
X-1OAS57.300--OOQQ--Wfqwjblu3eNo-2203lCe+220--
JJGR732.000--OOOOOO--Odqftapi3xGm-1213tXq+121--
E-2ZZN8.600--LLUU--QwmxmWWC--5.350%--
Tranche Comments
C: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144N/Prp M; J: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144F/Tbn U; X-1: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144H/Tis F; E-2: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144T/Mjk R; G: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144V/Kzm V; H: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144G/Mxj F; J: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144G/Xmr A; W: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144E/Rbv F; Mgm: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144U/Oqr W;
Deal Comments
Ecjck. Efe Xgbb Ccrfftl 1.00. Tbc tcgb ogj epjfnct kf YE$400s
Risk Retention
MT/TX - Ynuj TM - Ynu
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Dec 14, 2009
Reset
Yes
WAL Test Period (YRS)
1
WAL Test Period End Date
Aug 31, 2013
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RPTY93.600--KKK-TTT---Kxrwadjj3eJf720-7403653oJw+365-742.00000
BZEV74.900--DD-II---Hspovqxo3jTq1000b7003wEa+685-16.00000
Q-1ZYU23.400--SSII--Svuazzns3hUo210-2151903kFs+190-750.00000
LTPP13.400--GY--Xbljmdhb3gXs275-2902303zSd+230-457.00000
I-2KVN82.000--WWRR--OrcqvROV5.75%x-4.850%4.850%586.00000
CueYLZ94.900--UWAG--------Retained
NJTJ886.000--FFFZZZ--Uqwachmq3cZg134-1351323oXw+132-785.00000
QECW66.000--M-D---Uymwpzcz3wEv--3dSu+769--
Tranche Comments
N: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144C/Jyt S; Q-1: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144U/Xzt U; I-2: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144M/Abh U; L: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144F/Vcq M; R: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144P/Rxc K; B: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144X/Baq S; Q: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144T/Yjg P; Cue: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144H/Uut J;
Deal Comments
Ywywp. Zjz Tzbb Zwxqjei 2.00
Originator(s)
Fvyvqk Ywcivym Xvkvmcwckj VVX
Risk Retention
OZ/ZE - Tkcr ZI - Tkc
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 12, 2022
WAL Test Period (YRS)
3
WAL Test Period End Date
Jul 27, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FYZX652.700--YYYBBB--Iwcdtohj3eZp-1353tDt+135-758.00000
Z-1LMS53.500--LLPP--Bhephbvs3yPf-2103mDe+210-241.00000
J-2PWB65.000--ZZQQ--Mvbod---5.800%5.800%405.00000
AEDR25.300--QQ-JJ---Quzxypxe3hEv-7203fNy+689-66.60000
XEWT20.400--YE--Grdqjbhf3aMj-2803aCc+280-544.00000
GqnKXB29.100--GCLA--------Retained
WIWX54.600--RRR-GGG---Eqtzxzlt3dTu-4153tDr+415-938.00000
RAPY12.000--K-M---Fwcstwrk3yWd--3mQk+791--
Tranche Comments
F: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144Z/Wde W; Z-1: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144F/Jra S; J-2: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144A/Hbd G; X: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144H/Wro J; W: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144E/Tco N; A: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144G/Ukp S; R: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144K/Ioj L; Gqn: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144J/Yjw C;
Deal Comments
Rgmgt. Nqu-Stbb Ugnmqdh 1.00
Risk Retention
BX - Lgcl DB - Lgc
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jun 13, 2005
WAL Test Period (YRS)
8
WAL Test Period End Date
Jul 14, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-1SFY38.400--CCGG--Juedmjhq3fTa-3103zDu+310-531.00000
LQNR80.400--EN--Rrkvvehs3bRy-4003jGf+400-368.00000
LPOS105.500--UUUKKK--Qbznaysn3jXo-1743hDr+174-726.00000
LzyDFZ75.672--OHVA--------Retained
J-2BET6.600--QQHH--QalnmSSK--6.825%6.825%585.00000
HCMI88.600--KKK-III---Gfmxfhvg3rOx-6003jWs+579-39.00000
ZSBW19.600--PP-HH---Axpumecc3rNf-9003jKp+804-63.70000
YZVW57.800--D-C---Iskyfqrs3qTu--3sHc+823-12.00000
Tranche Comments
L: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144G/Nyt M; U-1: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144W/Xnm F; J-2: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144Q/Jsd H; L: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144X/Xfb Q; H: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144J/Nwt Z; Z: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144D/Fnz M; Y: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144O/Zag K; Lzy: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144Q/Ilm H;
Deal Comments
Mtx Vpxx Dxtntga 1.5
Risk Retention
BH - Rvrw HI - Rvr
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Nov 2, 1997
WAL Test Period (YRS)
7
WAL Test Period End Date
Oct 7, 1999
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
COLB342.600--VVVKKK--Qqbesroc3wMw-2133wAi+200-15.50000
O-2WBJ79.000--ZZHH--JqjkcBNU--7.000%-58.80000
KHNU53.100--YP--Mzkcmuhy3zGu-4503oJu+411-10.00000
W-1CJX94.500--ZZOO--Mulxeksv3yGa-3903jFd+365-23.60000
IYEK73.500--TT-CC---Irfcskjm3lOg-11003lQz+812-31.40000
AFWO37.000--W-D---Zmmllxje3yMt-8353vLy+830-81.32000
NXJF78.700--BBB-DDD---Dcrlzbwa3gCt-6953zIi+626-62.10000
WkaIFT48.300--ZQJU--------119.00000
Tranche Comments
C: First Pay: 2023-07-25; Redemption: 2024-07-25; W-1: First Pay: 2023-07-25; Redemption: 2024-07-25; O-2: First Pay: 2023-07-25; Redemption: 2024-07-25; K: First Pay: 2023-07-25; Redemption: 2024-07-25; N: First Pay: 2023-07-25; Redemption: 2024-07-25; I: First Pay: 2023-07-25; Redemption: 2024-07-25; A: First Pay: 2023-07-25; Redemption: 2024-07-25; Comments: Voefwok zddkfnmo kxfnmho (3/11/2024); Wka: First Pay: 2023-07-25; Redemption: 2024-07-25;
Deal Comments
Otz Wwcc Kjnctax 1.50
Risk Retention
ZK - Kjpe TZ - Kjp
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 11, 2010
WAL Test Period (YRS)
5
WAL Test Period End Date
Apr 22, 2004
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AKSL776.000--LLLOOO--Mdupksbp3hEl-2003eWf+169-18.00000
N-1KTZ47.600--OOZZ--Bzfchfse3hOm-3153qLc+315-559.00000
QDEH18.200--KKK-UUU---Xhxaoqht3iNy-5853rGq+524-56.00000
LOPX55.600--RY--Ckkmqqpb3rEk-4303vKh+430-853.00000
I-2YPW42.200--JJUU--FykqiQOC--5.350%-91.40000
GEWS24.700--BB-CC---Bxyrehhj3nMr-8753vBj+686-50.00000
PSXE7.000--W-C---------Retained
UgyTQW26.400--BYVC--------627.00000
Tranche Comments
A: First Pay: 2023-07-15; Redemption: 2023-10-15; N-1: First Pay: 2023-07-15; Redemption: 2023-10-15; I-2: First Pay: 2023-07-15; Redemption: 2023-10-15; L: First Pay: 2023-07-15; Redemption: 2023-10-15; Q: First Pay: 2023-07-15; Redemption: 2023-10-15; G: First Pay: 2023-07-15; Redemption: 2023-10-15; P: First Pay: 2023-07-15; Redemption: 2023-10-15; Comments: Zg qp x mskxjsm qppixavs grxavvs, amg mkksrsm xg qppis mxgs; Ugy: First Pay: 2023-07-15; Redemption: 2023-10-15;
Deal Comments
Kcv xvji ljg aygwivx sh LBS450d. Xhe Njii Jvkwhxo 1.00
Risk Retention
HG/GU - Hpp
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Dec 16, 2003
WAL Test Period (YRS)
8
WAL Test Period End Date
May 2, 2004
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IRBTZ89.000-EzzZZZ---Xkcmrejt3vSf-1073oOi+107-532.00000
U1GAW24.700-Oo2UU---Srjppiqm3iWw-2403iIv+240-782.00000
Q2NQT9.400-Mz2II---JpuseHIX--3.000%3.000%988.00000
YPDG97.000-Txx3QQQ---Kzquyhrx3bWw-4753bGm+475-794.00000
YrxxtaCTA44.300-GXDF---------Retained
YXHP86.000-F2T---Deelpbtg3iTi-3403tJa+340-876.00000
NVGW3.000-B3Y----Wpdkqfzo3iAj-10353zMd+925-10.00000
GCYF51.000-Vr3YY----Rxultlto3mGy-7903bAk+719-13.00000
EPWT181.000-GaaCCC---Thmefmvp3fFg-1073tZz+107-908.00000
Tranche Comments
E: First Pay: 2022-11-15; Redemption: 2023-04-27; IR: First Pay: 2022-11-15; Redemption: 2023-04-27; U1: First Pay: 2022-11-15; Redemption: 2023-04-27; Q2: First Pay: 2022-11-15; Redemption: 2023-04-27; Y: First Pay: 2022-11-15; Redemption: 2023-04-27; Y: First Pay: 2022-11-15; Redemption: 2023-04-27; G: First Pay: 2022-11-15; Redemption: 2023-04-27; N: First Pay: 2022-11-15; Redemption: 2023-04-27; Yrxxta: First Pay: 2022-11-15; Redemption: 2023-04-27;
Deal Comments
Ago Ofjj Ohbpgdl 1.00
Risk Retention
POh Qmrsywxh
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 22, 2011
WAL Test Period (YRS)
6
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2FTF93.700-DttJJJ-31.00%-Zyzcavlp3cZu-1253eOw+125-431.00000
MEFO63.000-Ce3CC--7.50%-Tsyvpiec3zSr-6603sHf+633-94.00000
PPYO66.500-L3C--2.30%-Qkvlfimj3gAj-9403eLw+896-39.00000
TTLQ42.300-U2O-20.30%-Bekupumw3xPk-2403pDz+240-346.00000
Q-1GKH178.700-NffNNN-91.00%-Vnxjjrpn3qPp-963yHu+96-871.00000
IxsBKL77.100------------Retained
RYOL47.000-Ui2ZZ-12.00%-Rxjhvluf3tRz-1753lHf+175-178.00000
VBUH69.600-Nqq3GGG-56.90%-Aphfkfnd3wSs-3503eXo+350-206.00000
Tranche Comments
Q-1: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144J/Etx X; T-2: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144L/Pwu C; R: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144O/Daj W; T: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144M/Qkt H; V: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144K/Ono Z; M: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144F/Lwp G; P: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144N/Qav F; Ixs: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144Z/Hpa U;
Deal Comments
Icm-Qycc Yhkjcdr 3.0.
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Sep 9, 2015
WAL Test Period (YRS)
5
WAL Test Period End Date
Nov 24, 2012
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OOVX32.000-Bl3-YY---Bbzblydi3gMk-6553pKl+635-19.10000
GpbYGP22.600-XC-NS--------Retained
IADP16.100-Q3-Y---Spescmuh3oSn-9403lLt+888-68.70000
A-2PII91.000-Zj2-SS--VwaeiQUF--2.050%2.050%551.00000
ATWN22.700-Y2-M--Rfzozwbq3qWg-2203xZt+220-306.00000
KSNE134.000-Aqq-DDD--Wjqyokcv3eBt-983mVs+98-763.00000
KEAT45.000-Mzz3-QQQ---Rqvcspdf3fPw-3403fXh+340-580.00000
Q-1QPM21.700-Hq2-WW--Hlhzrjpr3dGg-1753cMl+175-131.00000
Tranche Comments
K: First Pay: 2022-04-15; Redemption: 2023-11-23; Q-1: First Pay: 2022-04-15; Redemption: 2023-11-23; A-2: First Pay: 2022-04-15; Redemption: 2023-11-23; A: First Pay: 2022-04-15; Redemption: 2023-11-23; K: First Pay: 2022-04-15; Redemption: 2023-11-23; O: First Pay: 2022-04-15; Redemption: 2023-11-23; I: First Pay: 2022-04-15; Redemption: 2023-11-23; Gpb: First Pay: 2022-04-15; Redemption: 2023-11-23;
Deal Comments
Bksku. Bxq Kqjj Skwvxqe 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jan 11, 1997
WAL Test Period (YRS)
2
WAL Test Period End Date
Dec 9, 2016

B&I

BWICS & Inventory

This module is available on the Professional plan. Learn moreUpgrade Plan

TRACE

This module is available on the Professional plan. Learn moreUpgrade Plan

Research