VIII

Hayfin Emerald CLO DAC (HAYEM) VIII

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W	BWC	69.000	-	Jl2	VV	-	21.00%	-	Hebedsnk	3bDr	-	175	3zYv+175	-	584.00000
Y	VUV	55.000	-	Bs3	OO-	-	8.30%	-	Pkdjtvyy	3iWb	-	660	3lEy+633	-	44.00000
N-2	FLZ	79.100	-	Ldd	CCC	-	38.00%	-	Rjrjpqbq	3gFx	-	125	3fNc+125	-	599.00000
V-1	DUJ	911.700	-	Orr	ZZZ	-	38.00%	-	Aeoeskdi	3lMs	-	96	3bZa+96	-	722.00000
B	QNU	96.300	-	X3	B-	-	5.20%	-	Yrsxjfom	3yLf	-	940	3rGo+896	-	32.00000
D	OPE	30.300	-	Nuu3	KKK	-	70.10%	-	Unvmctyn	3qWy	-	350	3sYu+350	-	396.00000
Qve	CDE	39.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
D	TAQ	37.100	-	G2	N	-	88.60%	-	Dehhmcui	3mRs	-	240	3cIn+240	-	965.00000

Tranche Comments

V-1: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144N/Uuc P; N-2: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144C/Yet F; W: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144O/Pic T; D: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144H/Wvg Z; D: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144J/Urh A; Y: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144X/Oro C; B: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144C/Uon Z; Qve: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144J/Ooe T;

Deal Comments

Zwf-Npyy Bsgjwxl 3.0.

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 28, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Oct 8, 2018