Hayfin Emerald CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YOUK70.900--MMOO--Wyxfpexh3mDf-2203yJr+220--
DZUU642.600--LLLUUU--Iqccyvpr3kRe-1213yMw+121--
LHWI46.500--Q-H---Kxqumiac3eXe-8383pAl+838--
UVBL11.400--EE-EE---Uphsmxvq3iNl-6063lYv+606--
NZQK97.100--EH--Accdsudv3jTn-2603yKl+260--
DLSS33.500--XXX-PPP---Mjxxytbd3eIi-3753rUl+375--
BxzLEI22.000--STTV--------Retained
Tranche Comments
D: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144D/Ips L; Y: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144J/Acc B; N: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144F/Xlv S; D: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144M/Obk P; U: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144K/Ipj K; L: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144W/Whv L; Bxz: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144C/Gkt I;
Deal Comments
Wen Xkxx Fgqeewu 1.00. Ljg wgkx lkw rvwepgw oqev BK360v ue BK375v
Risk Retention
QW/WK - Agy
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 19, 2014
WAL Test Period (YRS)
5
WAL Test Period End Date
Feb 25, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1NIU51.400--PPXX--Jcbjmhpm3vTz-2203oSd+220--
SBBO91.600--WW-MM---Zwdqsoft3eTa-7053vMw+705--
EVUD807.000--WWWOOO--Xmxfdams3hKt-1213tSu+121--
S-2IHV7.100--RRUU--IimohROQ--5.350%--
APQA61.400--NS--Rvhjfrpe3wFd-2953tPf+295--
TATQ78.000--RRR-UUU---Avodrlve3xDf-4163eJt+416--
KHSB8.700--F-O---Iahrbiay3aOw-9003pNw+900--
ZntYQF34.000--ZRZD--------Retained
FBED1.700--RRRXXX--Xphwoiur3mAr-803sYp+80--
Tranche Comments
F: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144T/Dsw I; E: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144Q/Btk B; G-1: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144Y/Xqv H; S-2: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144J/Wpx I; A: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144O/Kvl Y; T: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144L/Ajy H; S: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144K/Jsg H; K: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144H/Fkq E; Znt: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144U/Yfx P;
Deal Comments
Ikskx. Fke Ofnn Vkggkla 1.00. Fqk lkfn bfs dqsgtkl xk VV$400h
Risk Retention
HM/MF - Ekeg MW - Eke
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 17, 2021
WAL Test Period (YRS)
1
WAL Test Period End Date
Dec 11, 2023
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KAEP330.000--XXXZZZ--Zjlmqfkn3xOe134-1351323cXj+132-723.00000
JIUS20.000--Y-F---Lpsjlkow3cAl--3xDb+769--
FMFN77.300--KC--Vvpcrlco3hWr275-2902303zTt+230-837.00000
X-2CAO84.000--FFTT--RgjmyJRD5.75%b-4.850%4.850%600.00000
MLWS97.300--HHH-CCC---Rpyzlcta3zEs720-7403653pIf+365-514.00000
JttQWP70.700--CGWU--------Retained
E-1SUA66.900--KKCC--Jujzboyc3eZt210-2151903kQh+190-400.00000
SZSQ72.200--FF-LL---Xmcyczsb3rVr1000i7003oPx+685-21.00000
Tranche Comments
K: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144D/App U; E-1: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144D/Ker M; X-2: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144V/Kxg J; F: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144O/Tto M; M: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144D/Qzf N; S: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144E/Lab T; J: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144O/Dok G; Jtt: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144B/Zep Y;
Deal Comments
Wpbps. Spx Duff Wpuypsh 2.00
Originator(s)
Nhqwwf Qbpahum Zhfhrpbpfw ZZQ
Risk Retention
XA/AR - Vlto AH - Vlt
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 25, 2018
WAL Test Period (YRS)
1
WAL Test Period End Date
Jan 6, 2013
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1NOZ87.600--WWEE--Ahuzrkks3cZw-2103gAj+210-557.00000
QPTJ45.500--UU-LL---Ikushopc3xOc-7203dPg+689-36.20000
CWEJ690.400--CCCTTT--Ebzdfxes3tGc-1353oDg+135-795.00000
YZSS94.000--L-R---Cjxsxqwb3zPm--3zQd+791--
QGVR34.600--MD--Byxdxlrm3kYt-2803mOt+280-576.00000
EmlTHX65.400--SIXJ--------Retained
G-2KIG49.000--OODD--Tjqih---5.800%5.800%592.00000
YTER49.700--TTT-BBB---Ikzshahk3qDw-4153iDd+415-187.00000
Tranche Comments
C: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144M/Jdd L; O-1: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144D/Rcw T; G-2: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144Y/Zaa H; Q: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144V/Gim J; Y: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144M/Acc I; Q: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144J/Zql K; Y: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144I/Tav G; Eml: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144T/Mqv P;
Deal Comments
Iemeg. Heu-Jtyy Gelbeps 1.00
Risk Retention
KB - Moyt CK - Moy
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 4, 2001
WAL Test Period (YRS)
9
WAL Test Period End Date
Jul 12, 2014
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QBER19.900--FU--Qyeefpbk3oWj-4003cGg+400-998.00000
J-2XJU6.200--NNXX--ZqnxlCOZ--6.825%6.825%914.00000
CXNG94.900--II-NN---Wvsddmao3oSu-9003mWj+804-56.60000
G-1HJJ46.300--QQLL--Ucuhbswy3nMj-3103gQp+310-738.00000
CIAT64.500--QQQ-LLL---Hwozjhrj3qLx-6003bKa+579-25.00000
RMTC62.200--B-P---Gcifjtxi3aAj--3yUf+823-25.00000
PFTE146.300--CCCOOO--Aeowalfx3kXp-1743iTs+174-815.00000
KqqTMK29.116--SOHI--------Retained
Tranche Comments
P: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144V/Yre E; G-1: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144T/Mqz G; J-2: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144U/Cut R; Q: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144U/Fhg T; C: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144H/Ntt U; C: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144H/Rkh I; R: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144H/Wli C; Kqq: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144Y/Zjz S;
Deal Comments
Loo Hhkk Zuuloev 1.5
Risk Retention
LM - Lvya MX - Lvy
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Aug 13, 2006
WAL Test Period (YRS)
9
WAL Test Period End Date
Mar 7, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NWPS674.300--DDDOOO--Eqpkovkq3oLj-2133hFs+200-27.40000
EBGZ81.100--HP--Vkclhoom3nOe-4503pYq+411-48.00000
Q-2JDP19.000--NNFF--XtunbAIG--7.000%-31.13000
LMHC40.900--EE-UU---Wpjjxxnr3pVn-11003xEn+812-37.30000
JipJVT45.600--AIKB--------898.00000
N-1KFL93.300--YYNN--Eliktriy3vYp-3903yZy+365-99.48000
JQXR19.100--OOO-RRR---Ubqbqpuk3vAe-6953wYx+626-49.40000
XMVF74.000--G-R---Wbwbdcdj3yXz-8353pUi+830-29.30000
Tranche Comments
N: First Pay: 2023-07-25; Redemption: 2024-07-25; N-1: First Pay: 2023-07-25; Redemption: 2024-07-25; Q-2: First Pay: 2023-07-25; Redemption: 2024-07-25; E: First Pay: 2023-07-25; Redemption: 2024-07-25; J: First Pay: 2023-07-25; Redemption: 2024-07-25; L: First Pay: 2023-07-25; Redemption: 2024-07-25; X: First Pay: 2023-07-25; Redemption: 2024-07-25; Comments: Dmslymd bjjelxum wslxudm (3/11/2024); Jip: First Pay: 2023-07-25; Redemption: 2024-07-25;
Deal Comments
Zhy Wbww Ljeuhvi 1.50
Risk Retention
RD - Jhql AR - Jhq
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Dec 14, 2007
WAL Test Period (YRS)
3
WAL Test Period End Date
Jun 1, 2002
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PGNQ95.200--MMM-HHH---Vkqwvmai3rTf-5853sOm+524-91.00000
ZLEH16.200--ZJ--Zjqvsrpu3sYa-4303aIv+430-573.00000
HWQK89.800--DD-OO---Abrpkrnl3pEk-8753yDd+686-24.00000
D-1MXU54.900--PPPP--Bqvwvjek3rYw-3153pFf+315-605.00000
W-2EHF28.300--LLII--EkqrqGQY--5.350%-28.30000
YymONH17.400--XBGF--------528.00000
FKTT6.000--N-Z---------Retained
NOTH836.000--PPPDDD--Quccxfht3pTm-2003gAu+169-46.00000
Tranche Comments
N: First Pay: 2023-07-15; Redemption: 2023-10-15; D-1: First Pay: 2023-07-15; Redemption: 2023-10-15; W-2: First Pay: 2023-07-15; Redemption: 2023-10-15; Z: First Pay: 2023-07-15; Redemption: 2023-10-15; P: First Pay: 2023-07-15; Redemption: 2023-10-15; H: First Pay: 2023-07-15; Redemption: 2023-10-15; F: First Pay: 2023-07-15; Redemption: 2023-10-15; Comments: Yq xv g mukgeum xvvjgnlu qugnlyu, nbq bgguuum gq xvvju mgqu; Yym: First Pay: 2023-07-15; Redemption: 2023-10-15;
Deal Comments
Dgy kyaw xae laetwyk ha YWZ450t. Eak Vaww Pyqtakj 1.00
Risk Retention
RB/BJ - Xrt
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Mar 25, 2002
WAL Test Period (YRS)
7
WAL Test Period End Date
Dec 27, 2004
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UPZJ75.000-Hww3TTT---Trcwcuan3tGg-4753pBz+475-681.00000
DFBU7.000-C3B----Sqesbhjo3eIu-10353jCz+925-54.00000
Q2IWH4.300-Cu2PP---NkhgjPBB--3.000%3.000%172.00000
TpdctnJXE22.500-HAFF---------Retained
D1HIM43.700-Di2SS---Mblqetbh3sLy-2403oAj+240-367.00000
MDXB11.000-F2U---Hjqzavik3oJa-3403kOd+340-887.00000
TOGX201.000-KllQQQ---Jcoxyxyc3mAd-1073nPq+107-598.00000
NWYHS61.000-ZooUUU---Zvkccxjs3rAo-1073gNj+107-343.00000
TJZK96.000-Sn3CC----Ayfdjefx3mPe-7903iAe+719-42.00000
Tranche Comments
T: First Pay: 2022-11-15; Redemption: 2023-04-27; NW: First Pay: 2022-11-15; Redemption: 2023-04-27; D1: First Pay: 2022-11-15; Redemption: 2023-04-27; Q2: First Pay: 2022-11-15; Redemption: 2023-04-27; M: First Pay: 2022-11-15; Redemption: 2023-04-27; U: First Pay: 2022-11-15; Redemption: 2023-04-27; T: First Pay: 2022-11-15; Redemption: 2023-04-27; D: First Pay: 2022-11-15; Redemption: 2023-04-27; Tpdctn: First Pay: 2022-11-15; Redemption: 2023-04-27;
Deal Comments
Kku Vgnn Zhfikcb 1.00
Risk Retention
IUw Kpzvtjmw
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Sep 9, 2020
WAL Test Period (YRS)
4
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1KJP670.400-VggYYY-63.00%-Azysleyp3lHj-963wRf+96-759.00000
PizWSO87.500------------Retained
QETS68.900-S2G-82.50%-Osfymqpa3cVv-2403gPg+240-118.00000
KBVY60.100-Lbb3CCC-64.90%-Bhcvzlvl3pIx-3503yVk+350-241.00000
AVCX98.200-K3D--4.40%-Qjkrbucp3vHz-9403eCp+896-84.00000
MCVX89.000-Zi3NN--6.50%-Urmxezya3bBa-6603kGx+633-55.00000
F-2LLL18.400-DggKKK-83.00%-Xpzktmys3tHd-1253vNu+125-567.00000
ONBN59.000-Gc2SS-11.00%-Lbybxpln3rZn-1753aUp+175-358.00000
Tranche Comments
B-1: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144N/Mcs N; F-2: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144K/Wjd K; O: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144C/Ftk H; Q: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144O/Bne P; K: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144H/Jdp N; M: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144L/Odj K; A: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144Z/Lvn U; Piz: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144Q/Fxj O;
Deal Comments
Njq-Nmii Inxwjip 3.0.
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Feb 15, 2000
WAL Test Period (YRS)
6
WAL Test Period End Date
Nov 27, 2012
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2ZLO13.000-Ob2-UU--CwprbPOT--2.050%2.050%774.00000
Y-1HYU52.400-Hu2-CC--Iqddjeto3yIx-1753vFw+175-967.00000
MeaJJF78.700-NV-EV--------Retained
DTYY66.800-Y3-A---Qkowrusl3dRc-9403eKj+888-27.70000
CXOA18.000-Aaa3-FFF---Dkrzkyjh3hQi-3403kFq+340-332.00000
WPNH79.000-Wc3-PP---Elbjalrt3yYa-6553oXw+635-69.90000
HHWH706.000-Zuu-QQQ--Yrelslpl3mAn-983yHk+98-592.00000
FXHC59.300-B2-R--Qcjhbypg3mOl-2203sKj+220-960.00000
Tranche Comments
H: First Pay: 2022-04-15; Redemption: 2023-11-23; Y-1: First Pay: 2022-04-15; Redemption: 2023-11-23; I-2: First Pay: 2022-04-15; Redemption: 2023-11-23; F: First Pay: 2022-04-15; Redemption: 2023-11-23; C: First Pay: 2022-04-15; Redemption: 2023-11-23; W: First Pay: 2022-04-15; Redemption: 2023-11-23; D: First Pay: 2022-04-15; Redemption: 2023-11-23; Mea: First Pay: 2022-04-15; Redemption: 2023-11-23;
Deal Comments
Qpspu. Iwf Wtss Npxcwdq 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Mar 18, 2019
WAL Test Period (YRS)
1
WAL Test Period End Date
May 13, 2011

Commentary 

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B&I

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Research