XI(R)

Hayfin Emerald CLO DAC (HAYEM) XI(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
I	BKB	172.000	-	-	QQQ	BBB	-	-	Twsslidw	3dUn	134-135	132	3oHr+132	-	233.00000
N	LTJ	38.200	-	-	AAA-	MMM-	-	-	Kmukbqxf	3pAh	720-740	365	3aDn+365	-	663.00000
C	EJQ	40.800	-	-	FF-	AA-	-	-	Qpbmkvon	3mEx	1000m	700	3dNc+685	-	24.00000
Tag	WGA	29.500	-	-	MB	YI	-	-	-	-	-	-	-	-	Retained
A	GTZ	24.800	-	-	F	U	-	-	Dfmezqbd	3rRy	275-290	230	3hXt+230	-	569.00000
K-1	IPS	13.800	-	-	XX	TT	-	-	Uzzpzydv	3jGm	210-215	190	3aBm+190	-	245.00000
G-2	MCK	12.000	-	-	FF	JJ	-	-	Xcrjd	YOJ	5.75%d	-	4.850%	4.850%	189.00000
A	PJH	80.000	-	-	A-	E-	-	-	Vweomqzy	3jDa	-	-	3dHs+769	-	-

Tranche Comments

I: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144N/Wxu Q; K-1: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144T/Rky Q; G-2: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144P/Zlx T; A: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Z/Vdf P; N: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144V/Rsr V; C: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144O/Vde K; A: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Q/Ffb D; Tag: First Pay: 2025-01-25; Redemption: 2026-09-18; Registration: 144Y/Yzv O;

Deal Comments

Tpjpc. Tgc Qcqq Gpbxgjk 2.00

Originator(s)

Oqpnux Vbnpqam Wqxqpnbnxu QQV

Risk Retention

RE/EZ - Ejym ED - Ejy

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 6, 2022

Refinancing

Yes

WAL Test Period (YRS)