XII

Hayfin Emerald CLO DAC (HAYEM) XII

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
N	PMF	70.800	-	-	V-	B-	-	-	Wfpdbmlg	3vSn	-	-	-	3hTf+823	-	47.00000
S-1	AWI	35.400	-	-	AA	II	-	-	Vsyvfiid	3aKt	-	-	310	3yGz+310	-	757.00000
Afb	BNK	51.475	-	-	FO	FD	-	-	-	-	-	-	-	-	-	Retained
O	ZEE	76.100	-	-	ZZZ-	DDD-	-	-	Smljzrps	3iHp	-	-	600	3rVd+579	-	41.00000
H	NBV	32.400	-	-	PP-	FF-	-	-	Zrkllphp	3nXg	-	-	900	3bOy+804	-	82.70000
W	DXH	216.100	-	-	PPP	PPP	-	-	Zczhabso	3mJa	-	-	174	3zOx+174	-	277.00000
J-2	JNS	9.700	-	-	KK	EE	-	-	Wmeke	ZYL	-	-	-	6.825%	6.825%	806.00000
B	BMS	64.300	-	-	Z	I	-	-	Cjqcabki	3xIz	-	-	400	3tRz+400	-	848.00000

Tranche Comments

W: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144L/Pcd A; S-1: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144V/Iku B; J-2: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144K/Idc Q; B: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144I/Piz U; O: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144Z/Ebl L; H: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144M/Nwy A; N: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144A/Dtw C; Afb: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144L/Cpg V;

Deal Comments

Sxq Obqq Gshaxxi 1.5

Risk Retention

WA - Wilp AB - Wil

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 19, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Jan 23, 2005