III(R)

Hayfin Emerald CLO DAC (HAYEM) III(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	AOT	619.000	-	Uii	-	EEE	-	-	Yzmkzkmo	3eHf	-	98	3jKh+98	-	448.00000
D-1	CEK	12.100	-	Pk2	-	UU	-	-	Cspcbtai	3nRk	-	175	3vJc+175	-	253.00000
E-2	QHM	36.000	-	Re2	-	AA	-	-	Dqlsd	HCH	-	-	2.050%	2.050%	804.00000
Lzs	VBV	70.400	-	BY	-	TH	-	-	-	-	-	-	-	-	Retained
K	FMB	18.000	-	Uf3	-	XX-	-	-	Krekljtc	3xLe	-	655	3yYn+635	-	92.60000
G	CWD	83.300	-	R2	-	L	-	-	Yhfekpnl	3gLw	-	220	3yLg+220	-	380.00000
Q	LHW	67.000	-	Kee3	-	SSS-	-	-	Mmlczfzv	3lSx	-	340	3xAs+340	-	517.00000
M	XFJ	64.800	-	K3	-	V-	-	-	Pfljrtcy	3wNv	-	940	3jHf+888	-	50.50000

Tranche Comments

M: First Pay: 2022-04-15; Redemption: 2023-11-23; D-1: First Pay: 2022-04-15; Redemption: 2023-11-23; E-2: First Pay: 2022-04-15; Redemption: 2023-11-23; G: First Pay: 2022-04-15; Redemption: 2023-11-23; Q: First Pay: 2022-04-15; Redemption: 2023-11-23; K: First Pay: 2022-04-15; Redemption: 2023-11-23; M: First Pay: 2022-04-15; Redemption: 2023-11-23; Lzs: First Pay: 2022-04-15; Redemption: 2023-11-23;

Deal Comments

Uvzvu. Vew Xzss Wvteewh 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 16, 2023

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 18, 2007