VII

Henley CLO DAC (HNLY) VII

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
J	SII	257.000	-	-	QQQ	TTT	-	-	Sruzlcki	3mGq	-	-	105	3vIj+105	-	709.00000
D-1	PMF	53.700	-	-	YY	VV	-	-	Ldvfcfto	3vLn	-	-	240	3cOf+240	-	943.00000
V	BIS	36.200	-	-	L-	G-	-	-	Gbluuboo	3bNl	-	-	1050	3iTx+950	-	30.70000
R-2	OGK	79.400	-	-	OO	OO	-	-	Katbc	OXM	-	-	-	3.000%	3.000%	127.00000
A	KUI	38.000	-	-	RRR-	OOO-	-	-	Mdcmrklg	3jAk	-	-	425	3zJw+425	-	319.00000
Alc	ZLS	22.500	-	-	QZ	KK	-	-	-	-	-	-	-	-	-	Retained
D	IAG	37.500	-	-	WW-	VV-	-	-	Izcffeaf	3gHz	-	-	775	3aLz+714	-	82.10000
E	DUN	74.000	-	-	P	C	-	-	Rvqoyujt	3hLt	-	-	315	3fWo+315	-	546.00000

Tranche Comments

J: First Pay: 2022-10-25; Redemption: 2023-04-22; D-1: First Pay: 2022-10-25; Redemption: 2023-04-22; R-2: First Pay: 2022-10-25; Redemption: 2023-04-22; E: First Pay: 2022-10-25; Redemption: 2023-04-22; A: First Pay: 2022-10-25; Redemption: 2023-04-22; D: First Pay: 2022-10-25; Redemption: 2023-04-22; V: First Pay: 2022-10-25; Redemption: 2023-04-22; Alc: First Pay: 2022-10-25; Redemption: 2023-04-22;

Deal Comments

Txu Ayhh Pnjkxdc 1.00

Risk Retention

EF - Foy

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 6, 1995

WAL Test Period (YRS)

WAL Test Period End Date

Jul 27, 2015