X(R)

Hayfin Emerald CLO DAC (HAYEM) X(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	GIB	10.900	-	-	V	N	-	-	Nlmpctju	3xRt	-	280	3pPo+280	-	292.00000
V-2	LWJ	89.000	-	-	SS	HH	-	-	Dvgqk	-	-	-	5.800%	5.800%	885.00000
D	IUE	22.800	-	-	HH-	FF-	-	-	Yhfzwrzr	3aTj	-	720	3nUz+689	-	90.70000
R	ZAY	75.000	-	-	X-	D-	-	-	Sukhawyr	3aRp	-	-	3gPx+791	-	-
T	SCC	14.200	-	-	CCC-	BBB-	-	-	Youoplwq	3dDz	-	415	3oWw+415	-	219.00000
Llm	OUR	92.100	-	-	QN	VH	-	-	-	-	-	-	-	-	Retained
I	VDU	525.200	-	-	EEE	NNN	-	-	Eruqbpsy	3cXt	-	135	3pRe+135	-	294.00000
N-1	ZOY	90.200	-	-	JJ	LL	-	-	Svqbfcbz	3nQe	-	210	3hPg+210	-	423.00000

Tranche Comments

I: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144J/Ilr O; N-1: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144H/Qaj V; V-2: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144J/Kym I; K: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144P/Jmr L; T: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144X/Wed I; D: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144V/Owa L; R: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144E/Fvp R; Llm: First Pay: 2024-10-18; Redemption: 2025-06-18; Registration: 144L/Fjl U;

Deal Comments

Lhsho. Huu-Dkee Ghcouxa 1.00

Risk Retention

DS - Lebq CD - Leb

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 2010

WAL Test Period (YRS)

WAL Test Period End Date

Apr 30, 2015