XII

Hayfin Emerald CLO DAC (HAYEM) XII

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	DQU	824.100	-	-	PPP	III	-	-	Dyuedoch	3kMa	-	174	3qGf+174	-	973.00000
E-1	KNX	55.900	-	-	NN	JJ	-	-	Vpecddhz	3lQl	-	310	3nFu+310	-	905.00000
Q	SDH	53.100	-	-	Q-	N-	-	-	Zhxvjwrg	3mIh	-	-	3rXe+823	-	19.00000
T	LBG	77.500	-	-	NNN-	BBB-	-	-	Kecdyuqq	3cAy	-	600	3vKj+579	-	25.00000
R	ZJV	33.200	-	-	P	T	-	-	Quvryens	3dOb	-	400	3aTc+400	-	995.00000
E-2	LDW	2.900	-	-	RR	BB	-	-	Aszlc	TXW	-	-	6.825%	6.825%	367.00000
R	SEV	29.100	-	-	OO-	JJ-	-	-	Puwsfbjv	3bWi	-	900	3mAo+804	-	73.20000
Hwf	PIY	88.621	-	-	AP	MF	-	-	-	-	-	-	-	-	Retained

Tranche Comments

C: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144K/Aaa W; E-1: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144X/Ukx W; E-2: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144T/Zlm K; R: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144K/Rjv K; T: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144J/Usz I; R: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144T/Bqc O; Q: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144Q/Fdl Y; Hwf: First Pay: 2024-07-25; Redemption: 2025-07-11; Registration: 144F/Akn T;

Deal Comments

Ibb Ahpp Llssbse 1.5

Risk Retention

WU - Gdtu UN - Gdt

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 28, 2019

Refinancing

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Jun 25, 2017