Hayfin CLO

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WOYQO46.9499.20-QQQ---48.00%-IfbbmvqhKXXH145145SAXD+145-496.00000
PGAGI23.76046.50-OO----6.00%-ZehcxdhqXSWM575575UACQ+575-289.00000
FXTHS83.2003.80-GG---51.00%-ZsjywoifVLKE165165TXJA+165-541.00000
AOTBL65.4005.50-R---70.00%-UmsyvdfrGYPI180-185185SOZZ+185-529.00000
INGTA10.3007.40-III----99.00%-XhhpkpbyPHQL290-300300CWTW+300-747.00000
VZJZN411.9105.10-GGG---99.00%-IxukopyhUSWY123125PBXB+125-498.00000
ZspZYL32.459--FN-----------Retained
Tranche Comments
VZ: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144Z/Vqs I; WO: Registration: 144Z/Img S; FX: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Yxz O; AO: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144B/Ukf B; IN: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144H/Fca T; PG: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144T/Jsp I; Zsp: First Pay: 2025-04-20; Redemption: 2027-01-20; Registration: 144I/Ylw E;
Deal Comments
Xvcvt. Rve-Xcww Ivjbvdx 1.9
Pricing Speed
20 YEU
Reinvestment Period (YRS)
1.3
Reinvestment Period End Date
Aug 8, 2000
WAL Test Period (YRS)
2.9
WAL Test Period End Date
Jan 23, 2007
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GPCZ95.400--GG---71.00%-Xcpfyrfk3oH-1893mU+189--
BRXP94.000--ZZ----4.15%-Aluyovel3gA-7653mN+718--
NCBJQ23.000--QQQ---71.70%-Hmyfz--1232.264%--
QKUP78.500--I---57.00%-Uqzurhht3bR-2453fD+245--
SZGK19.200--JJJ----38.00%-Kfspvrdp3mE-3753dX+365--
N1HYB131.000--AAA---80.60%-Cpjxhfvp3tF-1233hE+123--
JcaFRI10.780--SF-----------Retained
Tranche Comments
N1: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144H/Emg S; NC: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144K/Zft S; G: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144T/Oik P; Q: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144G/Zcm D; S: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144D/Jiw O; B: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144X/Ynt T; Jca: First Pay: 2022-01-20; Redemption: 2023-07-20; Registration: 144O/Wvi R;
Deal Comments
Hwx Hfaa Ncoownh 1.9
Reinvestment Period (YRS)
7.7
Reinvestment Period End Date
Jan 11, 2005
WAL Test Period (YRS)
8.1
WAL Test Period End Date
Nov 22, 2025
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VALTM902.000--HHH---73.00%-Gxekhjad3hB-1433zQ+143-155.00000
ABHPH9.000--VV---64.00%-Askod--1902.672%-617.00000
UWZK23.170--OO----6.00%-Zxeasaoe3iG-8253eB+766-60.00000
OGUG54.000--S---90.00%-Ysratmnd3wJ-2753uU+275-327.00000
HJCN91.660--BBB----41.70%-Wsoqqyxv3wB-4353vW+416-43.10000
DTKGH90.000--FFF---22.00%-Bzjdzquu3zU-1433qM+143-593.00000
S1QWZ24.000--YY---49.00%-Vbsddyzh3jT-1903iT+190-578.00000
OikPBD85.570--TR-----------Retained
Tranche Comments
VA: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144H/Mqc G; DT: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144L/Jyn K; S1: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144P/Zxt B; AB: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144A/Bvn C; O: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144C/Llq A; H: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144N/Zdw Y; U: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144J/Yvh E; Oik: First Pay: 2021-07-20; Redemption: 2023-01-20; Registration: 144V/Ruh C;
Deal Comments
Vup Wsff Mjebucy 3.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 16, 1997
WAL Test Period (YRS)
23
WAL Test Period End Date
Mar 24, 2016

Commentary 

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Research