XIV

Hayfin Emerald CLO DAC (HAYEM) XIV

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
I	KHP	15.300	-	-	XX-	WW-	-	-	Efbfmpqx	3kWt	-	-	606	3jSv+606	-	-
D	GFM	761.100	-	-	EEE	HHH	-	-	Tmjouchl	3gKg	-	-	121	3zKw+121	-	-
G	GAD	76.100	-	-	II	HH	-	-	Yftwjtok	3aPy	-	-	220	3xRs+220	-	-
Z	LOW	41.200	-	-	M-	J-	-	-	Kqzcmfsq	3fAa	-	-	838	3xMi+838	-	-
D	MEW	89.500	-	-	X	A	-	-	Eszkoqhk	3zWu	-	-	260	3lAh+260	-	-
S	EAA	46.800	-	-	PPP-	GGG-	-	-	Ydopdmjb	3rRd	-	-	375	3qMa+375	-	-
Qmw	NZP	16.000	-	-	MP	IN	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

D: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144Q/Xbi C; G: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144Y/Xty K; D: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144I/Zzx S; S: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144A/Dss B; I: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144D/Twg T; Z: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144V/Hqf J; Qmw: First Pay: 2025-07-22; Redemption: 2026-01-22; Registration: 144Y/Gcm T;

Deal Comments

Koq Egnn Ewybocr 1.00. Cqw cwgn dgx jcxbjwc wyoe WJ360e co WJ375e

Risk Retention

ZC/CX - Bmk

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 1, 1997

WAL Test Period (YRS)

WAL Test Period End Date

Apr 18, 2011