Henley CLO DAC (HNLY) IV

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
Q	VBD	682.000	-	-	TTT	TTT	91.00%	-	Twxyqcnh	3qB	-	-	90	3nP+90	-	299.00000
S	HPL	83.300	-	-	B	M	88.80%	-	Vcywddcy	3cL	-	-	210	3yU+210	-	930.00000
M	BWT	51.000	-	-	M-	P-	2.00%	-	Trsvzbcn	3mG	-	-	820	3gZ+746	-	65.00000
R	DWT	17.300	-	-	PP-	ZZ-	12.00%	-	Hhscdokq	3lB	-	-	560	3nX+525	-	84.90000
L2	WMU	56.000	-	-	CC	TT	22.50%	-	Fbvbw	-	-	-	-	1.650%	1.650%	789.00000
J1	TIU	24.000	-	-	OO	AA	-	-	Qhlmtrnt	3qX	-	-	135	3zD+135	-	777.00000
P	NHD	41.300	-	-	EEE	PPP-	74.50%	-	Vwhqxsre	3fA	-	-	300	3jX+300	-	558.00000
Oag	GKV	49.960	-	-	UD	AR	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2021-10-25; Redemption: 2022-10-25; J1: First Pay: 2021-10-25; Redemption: 2022-10-25; L2: First Pay: 2021-10-25; Redemption: 2022-10-25; S: First Pay: 2021-10-25; Redemption: 2022-10-25; P: First Pay: 2021-10-25; Redemption: 2022-10-25; R: First Pay: 2021-10-25; Redemption: 2022-10-25; M: First Pay: 2021-10-25; Redemption: 2022-10-25; Oag: First Pay: 2021-10-25; Redemption: 2022-10-25;

Deal Comments

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Risk Retention

Qybspyfjcd/Jbsrsfcjyb

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 10, 2003