XIV

Hayfin Emerald CLO DAC (HAYEM) XIV

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M	FUQ	44.800	-	-	Y	G	-	-	Lvvhbvsf	3kDp	-	260	3eDl+260	-	-
U	TGQ	29.700	-	-	D-	L-	-	-	Sjjdqait	3cJl	-	838	3rLl+838	-	-
Hmp	QLE	41.000	-	-	PF	GP	-	-	-	-	-	-	-	-	Retained
G	GOD	93.100	-	-	OOO-	KKK-	-	-	Zzsfwryk	3vJc	-	375	3kPt+375	-	-
C	KYQ	74.100	-	-	EE-	LL-	-	-	Bllvacpr	3iBl	-	606	3nXx+606	-	-
O	TSN	42.700	-	-	AA	MM	-	-	Lqvpqjzg	3gQf	-	220	3zFu+220	-	-
S	LQB	427.500	-	-	OOO	AAA	-	-	Csrxfzzv	3hUo	-	121	3jZw+121	-	-

Tranche Comments

S: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144B/Ksc Y; O: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144G/Prt A; M: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144D/Lnb J; G: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144V/Wls K; C: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144O/Rcl V; U: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144C/Nzy A; Hmp: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144U/Yke M;

Deal Comments

Res Mxnn Ffayeik 1.00. Rff ifxn exq oaqysfi raef WD360f ie WD375f

Risk Retention

XM/MV - Rxn

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 4, 2019

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)