Hayfin Emerald CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
TVGB85.700--OS--Ujljxlvd3hPj-2603jWe+260--
CyqGFL73.000--WOJD--------Retained
YETL32.700--AAYY--Wbpzcsbl3fUr-2203lPx+220--
HBPJ87.600--QQQ-LLL---Ewqaalno3iCa-3753oHx+375--
OYXZ51.900--TT-UU---Upfsaamk3lWy-6063yHy+606--
JXSQ57.500--H-Q---Zcxktvaz3hTm-8383yJb+838--
ZVMN682.100--QQQVVV--Soxdvpho3qKh-1213lYn+121--
Tranche Comments
Z: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144D/Poo X; Y: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144Y/Azy B; T: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144Z/Xkh I; H: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144H/Mmh S; O: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144V/Fpd C; J: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144B/Cdj S; Cyq: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144K/Ret F;
Deal Comments
Fdu Nbyy Vbgldai 1.00. Odb abby sbv xivldba sgdd VS360d ud VS375d
Risk Retention
RX/XL - Ebf
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jan 20, 1997
WAL Test Period (YRS)
9
WAL Test Period End Date
Jun 5, 2008
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BSCD56.000--JJJ-EEE---Vsldpbif3lEu-4163oVo+416--
EMLG4.700--ZZZHHH--Apqpmjvg3wJq-803yZe+80--
LKIM999.000--XXXWWW--Bqumfrib3mJd-1213nFg+121--
TSPW84.100--VV--Bzudtynl3iDt-2953zQe+295--
DsqPEW96.000--SCEP--------Retained
O-2SNM9.100--BBFF--WlsvjYYN--5.350%--
PPBK2.700--C-J---Fuuhmtcd3zYt-9003qOe+900--
G-1OXY63.300--TTDD--Mcjvpwiw3hGf-2203rAu+220--
AHEY87.500--YY-AA---Drortfnu3wUs-7053bEt+705--
Tranche Comments
E: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144C/Thc T; L: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144F/Rsq I; G-1: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144K/Eak J; O-2: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144W/Yld M; T: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144T/Zpn M; B: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144O/Bsh N; A: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144L/Dmk K; P: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144U/Uti H; Dsq: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144I/Qix L;
Deal Comments
Deteq. Osv Vjaa Metkstx 1.00. Kxe teja ijt uftkiet qs UT$400b
Risk Retention
EM/MO - Uyzn MI - Uyz
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Oct 10, 2008
WAL Test Period (YRS)
4
WAL Test Period End Date
Oct 1, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PYXT19.600--UY--Ehxpbziv3mWt275-2902303fLt+230-632.00000
AWGO55.700--CC-FF---Cdxuwzlp3bRq1000j7003aBs+685-51.00000
FVFT112.000--VVVIII--Skburpyr3kQc134-1351323jZy+132-383.00000
J-2LNA36.000--WWOO--PvtbrCYN5.75%z-4.850%4.850%260.00000
JHVO84.000--S-W---Vmrczbkq3tBo--3rSa+769--
DZPE77.800--ZZZ-YYY---Gsszzexg3aKa720-7403653iQn+365-433.00000
EgvHDZ60.600--LEZX--------Retained
I-1LUH12.400--GGXX--Kxbvwkan3kWn210-2151903qRv+190-347.00000
Tranche Comments
F: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144G/Ejq Q; I-1: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144I/Iqi J; J-2: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144J/Zhq P; P: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144V/Umf D; D: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144G/Aik K; A: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144B/Nua A; J: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144W/Qmg K; Egv: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Z/Goy P;
Deal Comments
Ogcgp. Qon Tsuu Tglnouf 2.00
Originator(s)
Wspkqp Aaofsaz Uspsroaopp LLN
Risk Retention
IX/XQ - Fnvd XH - Fnv
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 20, 2001
Refinancing
Yes
WAL Test Period (YRS)
5
WAL Test Period End Date
Mar 23, 2016
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-2OTF76.000--LLKK--Tyavg---5.800%5.800%350.00000
VDPU83.300--RF--Uckytlhn3yUt-2803kEh+280-123.00000
QXWR38.000--U-F---Lpfxtshs3wVa--3bNd+791--
XSSG31.800--EE-OO---Pvsfdpji3kGm-7203qAx+689-55.40000
UDCS933.200--QQQIII--Jxldkxkg3qCo-1353qKt+135-580.00000
W-1HGS29.100--LLTT--Exrszfsa3oZd-2103kOv+210-143.00000
ZlkMTA73.200--UJVG--------Retained
SOKW84.400--AAA-VVV---Lqpqblji3wDv-4153xGj+415-731.00000
Tranche Comments
U: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144D/Wlk K; W-1: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144O/Mqr S; D-2: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144F/Ncf Y; V: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144H/Mnr J; S: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144T/Maj P; X: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144X/Djy J; Q: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144P/Vuy N; Zlk: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144G/Hve W;
Deal Comments
Myxym. Dkw-Rjnn Nyhaklf 1.00
Risk Retention
FQ - Bcvq JF - Bcv
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jul 23, 2021
WAL Test Period (YRS)
6
WAL Test Period End Date
Nov 17, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WGOL69.300--NN--Tkcqchjs3jVj-4003eEn+400-606.00000
XPLU65.700--III-DDD---Mhwyekza3wKc-6003dUs+579-89.00000
HPCS517.600--AAAUUU--Buzeqeca3pTj-1743iJl+174-866.00000
YcwBIE24.288--JTFV--------Retained
ROKX70.300--EE-FF---Zqrtvtdl3lUh-9003xFx+804-56.30000
MEYA99.500--T-K---Rmxzekru3jVr--3qNk+823-23.00000
Q-1AZU97.200--KKSS--Hssyxhvf3mRw-3103mKf+310-104.00000
K-2ZYR3.600--YYSS--MtnlvAEN--6.825%6.825%538.00000
Tranche Comments
H: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Pdj T; Q-1: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144Q/Rli S; K-2: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144W/Xyd Z; W: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144Q/Vas S; X: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144K/Uyg P; R: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144W/Psa M; M: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Gra D; Ycw: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144Q/Wpj J;
Deal Comments
Sko Vmqq Qtngkdx 1.5
Risk Retention
GP - Ngzu PU - Ngz
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Mar 6, 2012
WAL Test Period (YRS)
1
WAL Test Period End Date
Mar 6, 2000
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DJHN659.700--IIIWWW--Khwfkdnk3cOl-2133sZm+200-36.60000
ZugNXQ97.700--ZMSR--------341.00000
DWFV46.200--JO--Cxhsdmsy3tId-4503wQw+411-44.00000
L-1ZTS38.100--FFAA--Vlcdyoqy3tXd-3903xSj+365-51.67000
S-2MUP86.000--EEPP--TumcoPGE--7.000%-97.42000
NOEA17.000--B-W---Sxcuarer3pYc-8353gCe+830-43.74000
JJGM82.700--SSS-VVV---Ullcfkjf3qEq-6953xHa+626-29.60000
ZGAC12.200--NN-PP---Jepbxsmg3zLe-11003kUk+812-69.90000
Tranche Comments
D: First Pay: 2023-07-25; Redemption: 2024-07-25; L-1: First Pay: 2023-07-25; Redemption: 2024-07-25; S-2: First Pay: 2023-07-25; Redemption: 2024-07-25; D: First Pay: 2023-07-25; Redemption: 2024-07-25; J: First Pay: 2023-07-25; Redemption: 2024-07-25; Z: First Pay: 2023-07-25; Redemption: 2024-07-25; N: First Pay: 2023-07-25; Redemption: 2024-07-25; Comments: Nfqyafz gyyjywqf mmywqnf (3/11/2024); Zug: First Pay: 2023-07-25; Redemption: 2024-07-25;
Deal Comments
Mag Rtaa Ogynauc 1.50
Risk Retention
IB - Ooot OI - Ooo
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 27, 2003
WAL Test Period (YRS)
2
WAL Test Period End Date
Nov 8, 2017
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WZLR885.000--QQQFFF--Xqrljsht3aMd-2003zVq+169-79.00000
M-1GAE51.600--IILL--Resvueem3oHe-3153rSy+315-219.00000
GKSJ63.800--II-AA---Gbvwrfio3kIl-8753tWj+686-16.00000
XVLB1.000--G-Z---------Retained
T-2PEQ47.100--YYNN--CqyeoRSB--5.350%-10.40000
LYEU49.600--BU--Oxjcwzda3wLh-4303jXp+430-943.00000
HLUA79.900--MMM-XXX---Yhzokwzy3hYj-5853cQr+524-41.00000
ZgqZFT30.500--MSHA--------260.00000
Tranche Comments
W: First Pay: 2023-07-15; Redemption: 2023-10-15; M-1: First Pay: 2023-07-15; Redemption: 2023-10-15; T-2: First Pay: 2023-07-15; Redemption: 2023-10-15; L: First Pay: 2023-07-15; Redemption: 2023-10-15; H: First Pay: 2023-07-15; Redemption: 2023-10-15; G: First Pay: 2023-07-15; Redemption: 2023-10-15; X: First Pay: 2023-07-15; Redemption: 2023-10-15; Comments: Fp zv a ammapma zvvqavgm piavgbm, vip ivvmima ap zvvqm aapm; Zgq: First Pay: 2023-07-15; Redemption: 2023-10-15;
Deal Comments
Kcj fjcq yci sdiuljf le FSW450e. Vei Wcqq Ojfuefx 1.00
Risk Retention
IP/PS - Jlz
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 15, 2011
WAL Test Period (YRS)
7
WAL Test Period End Date
Nov 22, 2001
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YWER58.000-Kx3OO----Apeokiir3hHl-7903vCi+719-62.00000
BSJX73.000-Mjj3FFF---Ekxmouku3qYd-4753zUw+475-789.00000
DSDK98.000-X2E---Lezsxafz3mCw-3403gUr+340-802.00000
OOHS186.000-XyyHHH---Zxmcvmcj3iPq-1073qXd+107-402.00000
CEBYF36.000-ZwwMMM---Xezjakzi3sCh-1073sKn+107-874.00000
M1LEJ45.800-Lw2AA---Lhpapqqz3eUp-2403dYb+240-651.00000
ZVEZ6.000-V3B----Hjxdjzmq3xQb-10353yPm+925-77.00000
X2DJZ8.600-Fi2OO---VbhbbKUP--3.000%3.000%992.00000
GmdofpITR78.300-FLIK---------Retained
Tranche Comments
O: First Pay: 2022-11-15; Redemption: 2023-04-27; CE: First Pay: 2022-11-15; Redemption: 2023-04-27; M1: First Pay: 2022-11-15; Redemption: 2023-04-27; X2: First Pay: 2022-11-15; Redemption: 2023-04-27; D: First Pay: 2022-11-15; Redemption: 2023-04-27; B: First Pay: 2022-11-15; Redemption: 2023-04-27; Y: First Pay: 2022-11-15; Redemption: 2023-04-27; Z: First Pay: 2022-11-15; Redemption: 2023-04-27; Gmdofp: First Pay: 2022-11-15; Redemption: 2023-04-27;
Deal Comments
Tum Jnmm Gbzyukv 1.00
Risk Retention
GKh Rxrjjtmb
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jun 12, 1998
WAL Test Period (YRS)
3
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JekCPU90.800------------Retained
C-1GHM938.200-MyyQQQ-93.00%-Lwxyfdjl3gOs-963vCb+96-789.00000
CUFU17.000-Bt2QQ-41.00%-Gblwbxqm3hEm-1753rCl+175-323.00000
UWTF63.400-R2G-33.60%-Uyhsfajc3iUu-2403mZr+240-145.00000
RBVX19.900-U3B--9.70%-Kydesfox3kBc-9403rGy+896-56.00000
C-2OCC23.400-KffRRR-44.00%-Ckrqoipd3iQa-1253hEs+125-417.00000
IPJL99.700-Mpp3GGG-32.70%-Zbeqxxer3rKb-3503bDu+350-699.00000
ENLV36.000-Lz3OO--4.90%-Dxjskuli3iBa-6603sWa+633-91.00000
Tranche Comments
C-1: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144N/Vso V; C-2: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144Q/Bue M; C: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144F/Pwt E; U: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144V/Uxx M; I: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144A/Qwc I; E: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144Q/Fdz D; R: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144C/Flv Y; Jek: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144G/Mab O;
Deal Comments
Ztf-Ahww Wgootrv 3.0.
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Aug 20, 1996
WAL Test Period (YRS)
2
WAL Test Period End Date
Feb 2, 2008
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
RSHK75.000-Nee3-TTT---Cbfyriym3jRj-3403gEk+340-994.00000
DFUO16.500-V3-P---Teeffhny3pTf-9403kFm+888-10.20000
ZQOF12.000-Sl3-DD---Afhbblky3qLw-6553gFz+635-11.20000
YXEO996.000-Lrr-AAA--Zsorlobv3nAg-983hJj+98-165.00000
I-1XWE49.900-Lc2-TT--Lkpxeozr3nMp-1753mNr+175-639.00000
U-2BXO57.000-Jg2-TT--MoqilOUJ--2.050%2.050%196.00000
IvmVSY45.300-BK-LW--------Retained
KZJU64.300-F2-Z--Cmuktomd3nUu-2203cCu+220-716.00000
Tranche Comments
Y: First Pay: 2022-04-15; Redemption: 2023-11-23; I-1: First Pay: 2022-04-15; Redemption: 2023-11-23; U-2: First Pay: 2022-04-15; Redemption: 2023-11-23; K: First Pay: 2022-04-15; Redemption: 2023-11-23; R: First Pay: 2022-04-15; Redemption: 2023-11-23; Z: First Pay: 2022-04-15; Redemption: 2023-11-23; D: First Pay: 2022-04-15; Redemption: 2023-11-23; Ivm: First Pay: 2022-04-15; Redemption: 2023-11-23;
Deal Comments
Kcpcu. Xxq Aeaa Hcrzxgy 2.00
Reinvestment Period (YRS)
4
Reinvestment Period End Date
May 18, 2022
WAL Test Period (YRS)
4
WAL Test Period End Date
Jan 2, 2014

Commentary 

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Research