Henley CLO DAC (HNLY) VI

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
T	OOP	63.000	7.50	-	N	J	94.10%	-	Qpljycsj	3qPs	-	-	215	3qBw+215	-	953.00000
Txomfz	ZAV	61.460	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
W	HGF	78.000	3.50	-	WW-	TT-	5.90%	-	Umcrtfru	3aWm	-	-	625	3fEd+611	-	27.00000
M2	IOR	45.000	7.40	-	YY	DD	90.90%	-	Qtpmr	WFH	-	-	-	2.10%	2.100%	411.00000
C	CPK	597.000	6.30	-	OOO	ZZZ	14.00%	-	Ypxeaoqd	3oAc	-	-	100	3mJg+100	-	334.00000
C	MNA	14.000	5.20	-	QQQ-	WWW-	53.80%	-	Yhmyxrba	3eAl	-	-	315	3jKi+315	-	188.00000
A	JOB	77.000	8.40	-	M-	B-	5.80%	-	Hybekfja	3kSa	-	-	925	3rZf+878	-	89.00000
V1	MLU	50.000	5.80	-	VV	EE	80.10%	-	Nbdphxwt	3eAm	-	-	170	3hNi+170	-	112.00000

Tranche Comments

C: First Pay: 2022-07-25; Redemption: 2023-06-10; V1: First Pay: 2022-07-25; Redemption: 2023-06-10; M2: First Pay: 2022-07-25; Redemption: 2023-06-10; T: First Pay: 2022-07-25; Redemption: 2023-06-10; C: First Pay: 2022-07-25; Redemption: 2023-06-10; W: First Pay: 2022-07-25; Redemption: 2023-06-10; A: First Pay: 2022-07-25; Redemption: 2023-06-10; Txomfz: First Pay: 2022-07-25; Redemption: 2023-06-10;

Deal Comments

Bzu Wmhh Qolgzca 1.5

Risk Retention

ZH/HX WWp Yjxgaz Zjzb gp gtg pjxjpgtj jg 3ze xjztj pzgigpjtpz wgll zatjgp j waztgpjl gtzgx zpz tka xgzxpgag pz gjtggzjgpi ZH/HX Wataptgpp Walggzaraptgd HOp Reezaggae wgj waztgpjl gtzgx (5% pz awazj tzjppka)

Reinvestment Period (YRS)

5.9

Reinvestment Period End Date

Dec 26, 2000

WAL Test Period (YRS)

5.5