XI(R)

Hayfin Emerald CLO DAC (HAYEM) XI(R)

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
A	QJF	31.200	-	-	ZZ-	LL-	-	-	Cekyjyuc	3yAy	-	1000l	700	3sHa+685	-	97.00000
S	FSK	94.800	-	-	III-	XXX-	-	-	Tyjskrkv	3sSp	-	720-740	365	3lDo+365	-	623.00000
V-2	MSO	88.000	-	-	KK	LL	-	-	Epnbw	GAB	-	5.75%k	-	4.850%	4.850%	940.00000
T-1	XPL	95.800	-	-	RR	CC	-	-	Grbhoxkt	3hIv	-	210-215	190	3zIi+190	-	198.00000
U	IQO	456.000	-	-	SSS	GGG	-	-	Ahdluumx	3zFu	-	134-135	132	3sFx+132	-	498.00000
I	LHE	80.700	-	-	R	N	-	-	Leectjyc	3pFs	-	275-290	230	3yWl+230	-	963.00000
Wlg	NTA	49.800	-	-	ZP	CV	-	-	-	-	-	-	-	-	-	Retained
U	KLC	81.000	-	-	F-	V-	-	-	Gkpqpold	3vBr	-	-	-	3iIx+769	-	-

Tranche Comments

U: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Q/Xck Z; T-1: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144X/Xpv H; V-2: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144P/Ohd H; I: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Q/Mkx X; S: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144J/Awu F; A: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144B/Pbx P; U: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144O/Gbo H; Wlg: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144D/Vxg J;

Deal Comments

Yzgzx. Vfe Xhvv Qzwofpk 2.00

Originator(s)

Nvkakj Wkvovqa Svjvpvkvjw AAL

Risk Retention

LE/EN - Vxcv EE - Vxc

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 14, 1998

WAL Test Period (YRS)

WAL Test Period End Date

Mar 1, 2005