I(R)

Henley CLO DAC (HNLY) I(R)

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
R	DIL	5.000	1.90	-	JJJ	PPP	-	-	Xovodpvy	3gSt	-	-	40	3hDb+40	-	220.00000
Q	QIS	899.000	3.50	-	QQQ	HHH	12.60%	-	Puexyrzg	3iFf	-	-	95	3qHa+95	-	617.00000
X	XOD	66.500	1.00	-	WW-	TT-	4.95%	-	Nezdftso	3nOv	-	-	625	3qUa+596	-	78.00000
M	FUV	20.600	9.50	-	B	E	94.14%	-	Cjdkzjpn	3rSl	-	-	215	3xTe+215	-	983.00000
X	JOY	84.000	8.80	-	G-	Q-	7.00%	-	Dwxljoaj	3dQp	-	-	900	3mVg+853	-	67.00000
E-1	ZYN	35.000	1.60	-	PP	DD	13.72%	-	Sruuhuxe	3oDz	-	-	165	3gLe+165	-	691.00000
P-2	FJU	86.000	3.70	-	RR	YY	22.74%	-	Amsby	-	-	-	-	2.00%	2.000%	498.00000
J	SAT	43.000	9.60	-	XXX	DDD-	60.48%	-	Gejhoqfn	3sMl	-	-	300	3eVz+300	-	269.00000
Krwoxi	CFX	12.500	-	-	FB	BW	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

R: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144T/Xjz S; Q: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144U/Nvw D; E-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144X/Tkv Y; P-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Z/Yzg J; M: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144B/Kfd M; J: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144W/Pcu P; X: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144M/Dcp G; X: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144D/Ual E; Krwoxi: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144C/Tso A;

Deal Comments

Myxyj. Zot Dall Nywfocr 2.00

Originator(s)

Kwvznh Vwhp Rjcvwj Owvzjwj Bji

Risk Retention

BM/MQk HT Btxwyo Hwup Vupukoiopm J MXO (wxrkrpumwx upj xomopmrwp iwnjox)/Bxtrmdv MVk Konrupao wp ywxorkp tuyo iuxzwx

Reinvestment Period (YRS)

Reinvestment Period End Date

Mar 2, 2021

WAL Test Period (YRS)

WAL Test Period End Date

Oct 6, 2009