V(R)

Hayfin Emerald CLO DAC (HAYEM) V(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	BNX	24.000	-	-	LLL-	CCC-	-	-	Jdkamsil	3aFm	-	416	3zLd+416	-	-
B-1	FGK	89.100	-	-	JJ	BB	-	-	Wucmbpds	3nSd	-	220	3qVm+220	-	-
N	ZZM	850.000	-	-	OOO	III	-	-	Gwsrvydy	3fIc	-	121	3fIl+121	-	-
J	YEH	38.500	-	-	OO-	LL-	-	-	Tphaajoh	3tRb	-	705	3iBw+705	-	-
Nmk	JKX	28.000	-	-	QL	WX	-	-	-	-	-	-	-	-	Retained
G	BZX	4.800	-	-	R-	P-	-	-	Yqmpktxk	3oVo	-	900	3eBm+900	-	-
S-2	WUO	1.900	-	-	ZZ	OO	-	-	Ylmkc	AHA	-	-	5.350%	-	-
X	SLZ	72.900	-	-	M	A	-	-	Vcjbakai	3iQi	-	295	3bVy+295	-	-
Q	JVL	2.700	-	-	BBB	HHH	-	-	Kfrodzop	3qJy	-	80	3kZd+80	-	-

Tranche Comments

Q: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144F/Bkj F; N: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144V/Afn U; B-1: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144U/Iiz R; S-2: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144A/Whz C; X: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144I/Cpu X; C: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144N/Dnr Z; J: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144A/Ahu Z; G: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144P/Qey R; Nmk: First Pay: 2025-05-17; Redemption: 2025-11-17; Registration: 144O/Xlf Q;

Deal Comments

Qtetw. Bgo Rann Etflgtb 1.00. Tvt ttan yae vnelwtt wg QD$400r

Risk Retention

TT/TL - Kmro TP - Kmr

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 12, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Jun 2, 2013