Hayfin Emerald CLO DAC (HAYEM) XI

Hayfin Capital Management LLP

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C-1	BTQ	66.100	-	-	BB	XX	-	-	Avkeqzwa	3mYx	-	390	3wDc+365	-	37.25000
W-2	JJH	63.000	-	-	TT	XX	-	-	Yqzrw	NAD	-	-	7.000%	-	59.50000
M	QLZ	24.000	-	-	S-	K-	-	-	Mhfkdpvq	3cWj	-	835	3tZp+830	-	65.85000
W	PSP	285.300	-	-	WWW	UUU	-	-	Suebhokl	3eMz	-	213	3gGx+200	-	78.20000
O	XNV	45.200	-	-	K	X	-	-	Bsyycjfk	3yBr	-	450	3vKr+411	-	24.00000
Y	JZI	30.600	-	-	RRR-	AAA-	-	-	Djvlxezh	3zJa	-	695	3hDy+626	-	46.30000
J	BJY	34.300	-	-	RR-	LL-	-	-	Gqdypusq	3iPz	-	1100	3dZr+812	-	54.50000
Dvv	AIT	17.300	-	-	VG	WJ	-	-	-	-	-	-	-	-	915.00000

Tranche Comments

W: First Pay: 2023-07-25; Redemption: 2024-07-25; C-1: First Pay: 2023-07-25; Redemption: 2024-07-25; W-2: First Pay: 2023-07-25; Redemption: 2024-07-25; O: First Pay: 2023-07-25; Redemption: 2024-07-25; Y: First Pay: 2023-07-25; Redemption: 2024-07-25; J: First Pay: 2023-07-25; Redemption: 2024-07-25; M: First Pay: 2023-07-25; Redemption: 2024-07-25; Comments: Gexxmep ikkvxnne gixnnbe (3/11/2024); Dvv: First Pay: 2023-07-25; Redemption: 2024-07-25;

Deal Comments

Gjh Fxtt Djntjzv 1.50

Risk Retention

CB - Txum KC - Txu

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 15, 2018

WAL Test Period (YRS)

WAL Test Period End Date

Jan 1, 2000