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	OPJ	58.600	-	-	UU-	EE-	72.00%	-	Ukreqpsu	3kX	-	-	560	3rU+525	-	71.60000
A	CFT	222.000	-	-	TTT	WWW	47.00%	-	Ijfxklhn	3sP	-	-	90	3oI+90	-	650.00000
Y	CAY	48.900	-	-	EEE	QQQ-	47.40%	-	Vpvhedtl	3nV	-	-	300	3vI+300	-	241.00000
N2	IXL	47.000	-	-	ZZ	CC	58.50%	-	Ynupa	-	-	-	-	1.650%	1.650%	259.00000
Jjx	WBV	71.310	-	-	ME	FR	-	-	-	-	-	-	-	-	-	Retained
N1	WLK	94.000	-	-	XX	NN	-	-	Kpuvacin	3dF	-	-	135	3fY+135	-	885.00000
B	QVU	26.300	-	-	J	L	10.70%	-	Gjubthjv	3yW	-	-	210	3lQ+210	-	311.00000
B	MOQ	59.000	-	-	U-	K-	9.00%	-	Lbdzzufc	3hO	-	-	820	3lE+746	-	11.00000

Tranche Comments

A: First Pay: 2021-10-25; Redemption: 2022-10-25; N1: First Pay: 2021-10-25; Redemption: 2022-10-25; N2: First Pay: 2021-10-25; Redemption: 2022-10-25; B: First Pay: 2021-10-25; Redemption: 2022-10-25; Y: First Pay: 2021-10-25; Redemption: 2022-10-25; Q: First Pay: 2021-10-25; Redemption: 2022-10-25; B: First Pay: 2021-10-25; Redemption: 2022-10-25; Jjx: First Pay: 2021-10-25; Redemption: 2022-10-25;

Deal Comments

Dxs Gkaa Zbsqxnh 1.00

Risk Retention

Xdvfxdpqzt/Uvfgfpzqdv

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 28, 1997