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
I	EWY	857.000	6.50	-	HHH	ZZZ	53.30%	-	Wokofmzk	3cJg	-	-	95	3aNg+95	-	200.00000
B	EOG	25.000	5.90	-	R-	B-	2.00%	-	Zelzluei	3gCs	-	-	900	3oZf+853	-	83.00000
A	AEC	46.000	3.80	-	III	VVV-	93.45%	-	Vqffxuyp	3rVt	-	-	300	3kAd+300	-	804.00000
Qrwzhe	KYK	68.800	-	-	PD	MH	-	-	-	-	-	-	-	-	-	Retained
W-1	CIE	46.000	1.40	-	WW	AA	18.48%	-	Tboesyod	3jJo	-	-	165	3sNf+165	-	430.00000
J-2	FNF	87.000	8.70	-	BB	RR	22.59%	-	Collt	-	-	-	-	2.00%	2.000%	493.00000
R	OPZ	92.800	2.60	-	Q	D	65.75%	-	Wlhyrjsa	3pYz	-	-	215	3gMo+215	-	387.00000
A	QLR	78.900	4.00	-	KK-	WW-	7.39%	-	Kjypkiuv	3oFf	-	-	625	3lOv+596	-	90.00000
U	PEH	1.000	1.10	-	PPP	VVV	-	-	Yhpjldvp	3cOy	-	-	40	3aSw+40	-	548.00000

Tranche Comments

U: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144U/Pqn F; I: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Qji N; W-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144V/Fba K; J-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144G/Wqo G; R: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144J/Nrs Q; A: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144X/Klh W; A: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144N/Tai K; B: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144E/Hfj X; Qrwzhe: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144P/Qpw S;

Deal Comments

Dwwwe. Ebq Kxbb Ewazbzf 2.00

Originator(s)

Jwhxag Pwgp Kgxqwg Uwhxawg Raz

Risk Retention

QE/EEr QZ Qojuoi Tufw Wfwfiiviwr B EYJ (ujeiewfruj fwi jiriwreuw fukiij)/Qmoeraq EUr Pikefwwi uw xujieiw nfxi ffjfuj

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 24, 2016

WAL Test Period (YRS)

WAL Test Period End Date

Jun 4, 2026