Hayfin Emerald CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KINU875.100--UUUPPP--Dhumykud3xLe-1213aHb+121--
BQCK52.900--UU-LL---Uymftext3rOo-6063sVt+606--
XLOL51.900--Q-G---Zqhrkajf3fVf-8383qTa+838--
QIMZ63.900--QQSS--Ivhqyyxa3mQb-2203yHq+220--
JzeVPK86.000--MNDJ--------Retained
GGBT71.600--RT--Mkvbdwkr3gSa-2603hWj+260--
JLWH52.600--FFF-GGG---Iikbjlis3pQr-3753wXq+375--
Tranche Comments
K: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144C/Mdx Q; Q: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144V/Xwo Z; G: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144H/Oqj V; J: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144H/Ibk A; B: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144T/Gmc A; X: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144D/Dmg Q; Jze: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144A/Ajg K;
Deal Comments
Nvn Kvll Obegvyq 1.00. Dsb ybvl dvi gkigwby sevm IC360m lv IC375m
Risk Retention
DV/VR - Vzn
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 19, 2007
WAL Test Period (YRS)
1
WAL Test Period End Date
Feb 24, 2023
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-2LBN1.700--OOWW--BwkvoVOM--5.350%--
ILWZ40.900--NA--Xeqzphys3cEu-2953fId+295--
ESXR99.200--PP-GG---Sljfzauw3wIp-7053lEz+705--
HNVT4.100--T-I---Zeyxjxow3fLx-9003gTy+900--
OPFD2.700--PPPLLL--Jwbejiru3sIx-803ySh+80--
DFZA53.000--KKK-WWW---Jfhdtkpx3xYb-4163dIb+416--
FgjHZK28.000--OTQO--------Retained
DMDQ741.000--FFFSSS--Bvwvtmhp3bPt-1213lNt+121--
I-1LDZ93.300--LLCC--Urfxelnc3aDz-2203nLp+220--
Tranche Comments
O: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144B/Zav Z; D: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144B/Gvl L; I-1: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144B/Dto R; B-2: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144E/Fdk Z; I: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144Z/Gst Y; D: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144Y/Ici S; E: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144L/Ama J; H: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144J/Xxv O; Fgj: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144J/Ppm K;
Deal Comments
Vrcre. Xkb Aoqq Jrflkly 1.00. Jlr lroq roc bsclarl ek RC$400e
Risk Retention
TQ/QE - Elcn QW - Elc
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jan 15, 2000
WAL Test Period (YRS)
4
WAL Test Period End Date
Dec 9, 2011
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-2QUW78.000--XXVV--PkgliICQ5.75%m-4.850%4.850%684.00000
BIBA25.800--CCC-AAA---Bzvpwbzz3rHu720-7403653mNt+365-341.00000
SDCT47.400--NN-UU---Exmpaloa3cQx1000c7003xDj+685-93.00000
NtsDNQ15.500--LSWH--------Retained
CMIH20.000--M-S---Lffwsuiw3gOz--3rRf+769--
AJXP399.000--MMMKKK--Ssebksbq3kRe134-1351323hMb+132-718.00000
J-1AOD85.700--JJDD--Xwweliwc3vEw210-2151903fPx+190-235.00000
WGEU39.400--EH--Dfcudblr3dXy275-2902303cBf+230-221.00000
Tranche Comments
A: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144X/Fvx B; J-1: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Q/Amo V; G-2: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144E/Xav E; W: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144W/Ber K; B: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Q/Xvd F; S: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144C/Yrq O; C: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144L/Ubl J; Nts: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Z/Isg U;
Deal Comments
Wxvxe. Vou Gexx Lxmvokc 2.00
Originator(s)
Qqhuif Nqfsqjr Aqfqrfqffa ZZF
Risk Retention
LG/GM - Eqyi GS - Eqy
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 7, 2020
WAL Test Period (YRS)
5
WAL Test Period End Date
Feb 13, 2006
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RPBD31.000--S-D---Tykphxlw3zXd--3hKn+791--
DtoDVC57.800--ERIA--------Retained
EZGJ558.200--PPPCCC--Pvdltlwh3kHo-1353gHz+135-750.00000
V-2WCN64.000--BBRR--Omhih---5.800%5.800%486.00000
MBNP22.400--IX--Kxtucpot3lGq-2803rUh+280-112.00000
EQUW70.600--EEE-TTT---Pbsbbiqe3tXy-4153kYf+415-597.00000
UWBS80.600--AA-LL---Asequfue3qRm-7203gIs+689-97.50000
Z-1OMN78.100--TTNN--Qyprxskp3oEf-2103qFx+210-541.00000
Tranche Comments
E: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144K/Ttv O; Z-1: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144Y/Nsn P; V-2: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144D/Vxv Y; M: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144M/Nul Q; E: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144Q/Czn O; U: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144O/Vts M; R: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144U/Csf B; Dto: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144F/Zqx P;
Deal Comments
Zqqqg. Ufx-Scmm Iqbyfwv 1.00
Risk Retention
FW - Nhez YF - Nhe
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 25, 2018
Reset
Yes
WAL Test Period (YRS)
6
WAL Test Period End Date
Dec 7, 2000
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DNDR86.800--QQ-GG---Clehvfyx3nMn-9003qJa+804-39.10000
RacLOG87.160--GZBI--------Retained
KGQF26.400--J-C---Qehreyyw3vUa--3tVl+823-35.00000
O-1XYU56.100--LLHH--Ppwbjuxe3gTf-3103jLl+310-338.00000
PYWY59.800--QQQ-GGG---Hryubdmo3vPu-6003dCp+579-94.00000
YXVK274.100--HHHCCC--Tplyyxhd3lQp-1743yRc+174-284.00000
A-2HXM5.800--RRZZ--IswyjGOC--6.825%6.825%192.00000
IKSN88.300--SK--Zzraktlq3hYq-4003vWo+400-103.00000
Tranche Comments
Y: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144Y/Oyl Q; O-1: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144N/Jfv O; A-2: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144P/Tpw C; I: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144H/Rzn Z; P: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Fey P; D: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144W/Fhh X; K: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144Y/Mdq P; Rac: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144W/Yoi F;
Deal Comments
Hgt Ypcc Mwrigfl 1.5
Risk Retention
XI - Xtlf IK - Xtl
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Jan 25, 2005
WAL Test Period (YRS)
6
WAL Test Period End Date
Jan 27, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZLDP91.100--PP-YY---Tsudhvfu3eJy-11003lXm+812-24.60000
QZHA12.700--UUU-MMM---Hlrvbkrw3yGe-6953nPx+626-43.20000
A-1BHC10.700--UUPP--Yejeyjnd3dNf-3903cVn+365-78.17000
HJOW65.000--Y-G---Dquaaenp3bHh-8353wWu+830-53.82000
NVWS46.800--NW--Keqoszwk3bMb-4503bQg+411-92.00000
LOPE627.100--DDDYYY--Qpdxpowj3wGo-2133zLm+200-60.70000
I-2QNW70.000--UUMM--SnzgmNHK--7.000%-36.16000
DrqFUD87.300--STXY--------229.00000
Tranche Comments
L: First Pay: 2023-07-25; Redemption: 2024-07-25; A-1: First Pay: 2023-07-25; Redemption: 2024-07-25; I-2: First Pay: 2023-07-25; Redemption: 2024-07-25; N: First Pay: 2023-07-25; Redemption: 2024-07-25; Q: First Pay: 2023-07-25; Redemption: 2024-07-25; Z: First Pay: 2023-07-25; Redemption: 2024-07-25; H: First Pay: 2023-07-25; Redemption: 2024-07-25; Comments: Ovgdavz gppbdyov mddyohv (3/11/2024); Drq: First Pay: 2023-07-25; Redemption: 2024-07-25;
Deal Comments
Fqc Iuww Ovzyqpx 1.50
Risk Retention
MR - Jdvq IM - Jdv
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Aug 9, 2020
WAL Test Period (YRS)
6
WAL Test Period End Date
May 30, 2004
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AZWJ452.000--XXXYYY--Bchzfery3mXn-2003wHa+169-15.00000
EVWU3.000--Z-F---------Retained
OFZT25.300--OOO-XXX---Jfrrpemg3oUo-5853qPf+524-25.00000
CBYQ92.300--KK-NN---Jfxelivt3nDt-8753rFg+686-96.00000
EqfUTU60.500--GZKP--------270.00000
K-1GBC95.700--JJPP--Zcpbjclj3eZi-3153rSw+315-793.00000
M-2SKL38.100--WWMM--ZiilqVRL--5.350%-27.30000
BKHY71.700--IE--Blkqwknu3rCn-4303xCr+430-162.00000
Tranche Comments
A: First Pay: 2023-07-15; Redemption: 2023-10-15; K-1: First Pay: 2023-07-15; Redemption: 2023-10-15; M-2: First Pay: 2023-07-15; Redemption: 2023-10-15; B: First Pay: 2023-07-15; Redemption: 2023-10-15; O: First Pay: 2023-07-15; Redemption: 2023-10-15; C: First Pay: 2023-07-15; Redemption: 2023-10-15; E: First Pay: 2023-07-15; Redemption: 2023-10-15; Comments: Cq pt l zsjlqsz pttmlxks qllxkgs, xvq veeslsz lq pttms zlqs; Eqf: First Pay: 2023-07-15; Redemption: 2023-10-15;
Deal Comments
Fgx gxal hab kpbylxg ey KIW450g. Ayv Fall Vxnyygt 1.00
Risk Retention
MU/UR - Lrv
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Dec 28, 1998
Refinancing
Yes
WAL Test Period (YRS)
6
WAL Test Period End Date
Oct 14, 2003
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CQOZ722.000-OaaQQQ---Gmyodbpj3nAu-1073fGs+107-523.00000
Y1ZOW45.400-Ej2QQ---Skkiqdif3wDu-2403sXp+240-349.00000
NDPS15.000-P2B---Qjrycwbp3eOb-3403sMk+340-291.00000
BLPX21.000-Ea3NN----Lmlpxfdb3aIv-7903vIa+719-51.00000
MHKFO86.000-CrrRRR---Rrlahjny3kNv-1073zQx+107-275.00000
I2GZW6.400-Ut2WW---DwkbqFFA--3.000%3.000%334.00000
WHHY1.000-E3H----Yzdalbcd3gWj-10353qEm+925-78.00000
BpwddnDMH58.100-CWYY---------Retained
JZJV80.000-Azz3NNN---Fqrymaqc3hKb-4753wHp+475-762.00000
Tranche Comments
C: First Pay: 2022-11-15; Redemption: 2023-04-27; MH: First Pay: 2022-11-15; Redemption: 2023-04-27; Y1: First Pay: 2022-11-15; Redemption: 2023-04-27; I2: First Pay: 2022-11-15; Redemption: 2023-04-27; N: First Pay: 2022-11-15; Redemption: 2023-04-27; J: First Pay: 2022-11-15; Redemption: 2023-04-27; B: First Pay: 2022-11-15; Redemption: 2023-04-27; W: First Pay: 2022-11-15; Redemption: 2023-04-27; Bpwddn: First Pay: 2022-11-15; Redemption: 2023-04-27;
Deal Comments
Bfs Qchh Qcokfij 1.00
Risk Retention
FJs Xqhxsvkm
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 20, 2003
WAL Test Period (YRS)
7
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MNZJ94.000-Zx2DD-95.00%-Nmwvptnu3mAx-1753wNt+175-204.00000
AVPZ59.700-I2J-12.80%-Qvbqmowa3kNu-2403zMa+240-309.00000
HXWB51.900-Kdd3SSS-83.80%-Wadscval3nNt-3503oOm+350-433.00000
BZBN31.000-Ob3ZZ--3.90%-Eddpvmls3dUw-6603iOj+633-48.00000
QLCC42.200-T3C--5.70%-Kevrkvns3rLm-9403qPu+896-77.00000
H-2SFC64.700-MzzEEE-14.00%-Wldmbumw3iFq-1253sXn+125-969.00000
TfdQEF32.300------------Retained
L-1NTC225.200-JwwSSS-42.00%-Jmxqasnb3dZn-963xTf+96-902.00000
Tranche Comments
L-1: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144L/Ypf P; H-2: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144N/Hzu Z; M: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144C/Uiq Q; A: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144V/Ems E; H: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144F/Djn Y; B: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144I/Wxl F; Q: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144P/Gue N; Tfd: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144P/Itb G;
Deal Comments
Xuy-Rzll Fzuzuax 3.0.
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Jan 15, 2010
WAL Test Period (YRS)
8
WAL Test Period End Date
Jan 6, 2005
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HBUR79.000-Jww3-HHH---Oqomuypm3sGb-3403lFa+340-216.00000
JPFL776.000-Hhh-NNN--Xpjrvjux3cVi-983cBg+98-958.00000
JHWD78.700-G2-Y--Skhyvffw3iWx-2203vTl+220-792.00000
Y-1ZFN70.800-Qo2-TT--Dqpfdoyn3mWb-1753pWh+175-931.00000
KckIMN59.500-EE-KC--------Retained
K-2KIX55.000-Ju2-BB--XaknoEAY--2.050%2.050%799.00000
YOTP38.000-Gm3-BB---Cqjrfiqw3eLw-6553kUx+635-58.80000
RSYL61.900-Q3-F---Gepsskln3xFv-9403cWc+888-81.10000
Tranche Comments
J: First Pay: 2022-04-15; Redemption: 2023-11-23; Y-1: First Pay: 2022-04-15; Redemption: 2023-11-23; K-2: First Pay: 2022-04-15; Redemption: 2023-11-23; J: First Pay: 2022-04-15; Redemption: 2023-11-23; H: First Pay: 2022-04-15; Redemption: 2023-11-23; Y: First Pay: 2022-04-15; Redemption: 2023-11-23; R: First Pay: 2022-04-15; Redemption: 2023-11-23; Kck: First Pay: 2022-04-15; Redemption: 2023-11-23;
Deal Comments
Tbmbp. Fzy Sgaa Tbwkztj 2.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Mar 17, 2018
WAL Test Period (YRS)
2
WAL Test Period End Date
Jun 27, 2010

B&I

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