Hayfin Emerald CLO DAC (HAYEM) IX

Hayfin Capital Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T	IHE	9.000	-	V3	S-	-	-	-	Lemwvtdy	3iDp	-	1035	3cWa+925	-	69.00000
M	QTR	75.000	-	Df3	JJ-	-	-	-	Pjmlkkjf	3rIy	-	790	3fKj+719	-	23.00000
M2	NIU	4.100	-	Oz2	UU	-	-	-	Gfqmm	CMB	-	-	3.000%	3.000%	506.00000
Z1	JTZ	59.700	-	Ls2	NN	-	-	-	Xyelomrm	3zBf	-	240	3pMv+240	-	148.00000
C	JBK	854.000	-	Jcc	RRR	-	-	-	Bexuryce	3hHl	-	107	3sKx+107	-	481.00000
B	DUZ	28.000	-	R2	Q	-	-	-	Zlrqxaer	3dVa	-	340	3rSz+340	-	232.00000
U	TFT	16.000	-	Jkk3	KKK	-	-	-	Vqewxbaj	3nEp	-	475	3iKy+475	-	644.00000
AS	SYC	81.000	-	Yqq	RRR	-	-	-	Fmdobwex	3vDp	-	107	3fNw+107	-	765.00000
Sokkgu	QGB	11.500	-	PX	TV	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2022-11-15; Redemption: 2023-04-27; AS: First Pay: 2022-11-15; Redemption: 2023-04-27; Z1: First Pay: 2022-11-15; Redemption: 2023-04-27; M2: First Pay: 2022-11-15; Redemption: 2023-04-27; B: First Pay: 2022-11-15; Redemption: 2023-04-27; U: First Pay: 2022-11-15; Redemption: 2023-04-27; M: First Pay: 2022-11-15; Redemption: 2023-04-27; T: First Pay: 2022-11-15; Redemption: 2023-04-27; Sokkgu: First Pay: 2022-11-15; Redemption: 2023-04-27;

Deal Comments

Baq Uxaa Wuhmaag 1.00

Risk Retention

KIu Kvpdnyep

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 5, 2015

Refinancing

Yes

WAL Test Period (YRS)