FINSIGHT

Henley CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A	EUR	190.500	2.00	Aaa	-	AAA	36.50%	-	Floating	3mEu	-	235	3mEu+195	-	99.25000
B	EUR	23.300	4.10	Aa2	-	AA	28.73%	-	Floating	3mEu	-	395	3mEu+381	-	99.50000
C	EUR	16.200	4.50	A2	-	A	23.33%	-	Floating	3mEu	-	515	3mEu+462	-	98.00000
D	EUR	16.800	5.10	Baa3	-	BBB-	17.73%	-	Floating	3mEu	-	700	3mEu+612	-	96.50000
E	EUR	19.500	5.40	Ba3	-	BB-	11.23%	-	Floating	3mEu	-	1100	3mEu+732	-	86.00000
F	EUR	2.400	6.60	B3	-	B-	10.43%	-	Floating	3mEu	-	-	3mEu+945	-	-
Equity	EUR	13.300	-	-	-	-	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S; B: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S; C: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S; D: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S; E: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S; F: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S; Equity: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;

Deal Comments

Non Call Period: 1.00

Risk Retention

EU/UK - Yes; US - Yes

Napier Park Global Capital