VIII

Hayfin Emerald CLO DAC (HAYEM) VIII

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Hayfin Capital Management LLP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A-1	AOC	179.700	-	Nee	KKK	-	27.00%	-	Cdjqhveh	3wLo	-	-	96	3lNf+96	-	897.00000
N	BVT	62.400	-	P2	T	-	73.60%	-	Xbujztue	3mJg	-	-	240	3fWt+240	-	128.00000
A	JMD	51.000	-	Wx2	GG	-	63.00%	-	Ovchbixs	3eFs	-	-	175	3hQo+175	-	993.00000
G	JTL	97.900	-	Vyy3	KKK	-	24.30%	-	Aqpztehs	3iJu	-	-	350	3dOr+350	-	608.00000
P	LGN	40.000	-	Xx3	WW-	-	3.90%	-	Nmevorlz	3oZt	-	-	660	3vMn+633	-	21.00000
M	LNE	49.600	-	I3	N-	-	3.50%	-	Qqirikiw	3xUc	-	-	940	3kRj+896	-	54.00000
Xpy	LOT	81.500	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
T-2	JIK	88.400	-	Ttt	ZZZ	-	64.00%	-	Pxqsfwtk	3zHy	-	-	125	3jPb+125	-	455.00000

Tranche Comments

A-1: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144W/Lsx U; T-2: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144I/Cmd A; A: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144G/Xou T; N: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144P/Ebz O; G: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144Q/Bxf D; P: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144F/Mjx J; M: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144K/Kix W; Xpy: First Pay: 2022-07-17; Redemption: 2024-01-17; Registration: 144T/Epe X;

Deal Comments

Ymv-Mccc Tntompu 3.0.

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 10, 2011

WAL Test Period (YRS)

WAL Test Period End Date

Oct 19, 2010