Henley CLO DAC (HNLY) II

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Napier Park Global Capital

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
O	VZD	39.000	-	-	JJJ	CCC-	-	-	Obuddkzr	3vLf	-	-	500	3rCw+447	-	-
X	EKS	793.000	-	-	KKK	NNN	-	-	Fcbrxuky	3hBx	-	-	200	3zDa+174	-	-
Q	WZU	4.700	-	-	LL-	PP-	-	-	Ifleqwco	3mXc	-	-	-	3nBj+743	-	-
H	JCY	1.000	-	-	T-	D-	-	-	Slzhhszs	3kZg	-	-	-	3iUk+854	-	-
Xos	HOU	65.380	-	-	MS	HF	-	-	-	-	-	-	-	-	-	-
J	YEG	49.800	-	-	FF	XX	-	-	Cyzqxvcl	3kOp	-	-	280	3gQh+260	-	-
J	MHJ	21.000	-	-	A	T	-	-	Pevrjlhp	3zIv	-	-	380	3jFo+362	-	-

Tranche Comments

X: First Pay: 2020-12-15; Redemption: 2021-06-10; J: First Pay: 2020-12-15; Redemption: 2021-06-10; J: First Pay: 2020-12-15; Redemption: 2021-06-10; O: First Pay: 2020-12-15; Redemption: 2021-06-10; Q: First Pay: 2020-12-15; Redemption: 2021-06-10; H: First Pay: 2020-12-15; Redemption: 2021-06-10; Xos: First Pay: 2020-12-15; Redemption: 2021-06-10;

Deal Comments

Rqh-Dbpp Qocpqlr 1.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 28, 1997