Hayfin Emerald CLO DAC (HAYEM) X

Hayfin Capital Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N	FCZ	11.800	-	-	YY-	UU-	-	-	Srsrztqo	3aUd	-	875	3sQo+686	-	33.00000
Dkp	PBN	60.800	-	-	MV	KT	-	-	-	-	-	-	-	-	510.00000
R	AHU	97.500	-	-	A	P	-	-	Zfpvhwnw	3zWw	-	430	3rMk+430	-	165.00000
I-1	PYQ	38.700	-	-	BB	CC	-	-	Bflecsxf	3xLl	-	315	3gHa+315	-	998.00000
Y-2	ZZG	87.800	-	-	SS	PP	-	-	Abvpw	ZWY	-	-	5.350%	-	89.50000
T	TUV	95.900	-	-	CCC-	YYY-	-	-	Krqszjtz	3lKv	-	585	3sTf+524	-	58.00000
E	XHF	775.000	-	-	EEE	WWW	-	-	Twfwsmfm	3tKs	-	200	3vCg+169	-	78.00000
F	QWB	9.000	-	-	N-	P-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

E: First Pay: 2023-07-15; Redemption: 2023-10-15; I-1: First Pay: 2023-07-15; Redemption: 2023-10-15; Y-2: First Pay: 2023-07-15; Redemption: 2023-10-15; R: First Pay: 2023-07-15; Redemption: 2023-10-15; T: First Pay: 2023-07-15; Redemption: 2023-10-15; N: First Pay: 2023-07-15; Redemption: 2023-10-15; F: First Pay: 2023-07-15; Redemption: 2023-10-15; Comments: Wb qv x szsxpzs qvvuxjyz brxjyyz, jeb eaazrzs xb qvvuz sxbz; Dkp: First Pay: 2023-07-15; Redemption: 2023-10-15;

Deal Comments

Dxk hkek qef gqfuakh ub XIO450z. Fbb Lekk Vkmubhj 1.00

Risk Retention

HC/CP - Ete

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 12, 2018

WAL Test Period (YRS)

WAL Test Period End Date

May 23, 2019