FINSIGHT

Henley CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
A-1	EUR	248.000	-	-	AAA	AAA	38.00%	-	Floating	3mEu	-	128	3mEu+128	-	100.00000
A-2	EUR	5.000	-	-	AAA	AAA	36.80%	-	Floating	3mEu	-	170	3mEu+170	-	100.00000
B	EUR	36.000	-	-	AA	AA	27.80%	-	Floating	3mEu	-	200	3mEu+200	-	100.00000
C	EUR	27.000	-	-	A	A	21.00%	-	Floating	3mEu	-	220	3mEu+220	-	100.00000
D	EUR	28.000	-	-	BBB-	BBB-	14.00%	-	Floating	3mEu	-	310	3mEu+310	-	100.00000
E	EUR	18.000	-	-	BB-	BB-	9.50%	-	Floating	3mEu	-	590	3mEu+590	-	100.00000
F	EUR	12.000	-	-	B-	B-	6.50%	-	Floating	3mEu	-	-	3mEu+860	-	-
Sub	EUR	35.500	-	-	NR	NR	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

A-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S; A-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S; B: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S; C: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S; D: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S; E: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S; F: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S; Sub: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144A/Reg S;

Deal Comments

Non-Call Period: 1.75

Risk Retention

EU - Vertical

Reinvestment Period (YRS)

4.75

Reinvestment Period End Date

Jul 15, 2029

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	MJL	590.000	-	-	FFF	XXX	77.30%	-	Ozsksbyg	3kGc	-	99	3dMy+99	-	948.00000
P-1	WJM	98.700	-	-	VV	UU	34.30%	-	Jkefqpaz	3bNz	-	180	3mGa+180	-	762.00000
F	KQH	89.400	-	-	F-	L-	9.30%	-	Qjsexyml	3iYn	-	900	3jLc+900	-	949.00000
Xzs	MJP	50.500	-	-	-	-	-	-	-	-	-	-	-	-	Retained
O	FSF	83.000	-	-	Z	Y	71.70%	-	Meebzwlz	3jRz	-	210	3eBo+210	-	973.00000
S-2	GSY	86.800	-	-	PP	GG	10.70%	-	Dpujn	-	-	-	-	-	Retained
D	QXI	60.000	-	-	JJJ-	VVV-	39.00%	-	Uxwxkhox	3cPk	-	300	3vWe+300	-	496.00000
A	ZMJ	66.800	-	-	UU-	RR-	4.50%	-	Kpqxjirv	3cWv	-	590	3cLg+590	-	772.00000

More Details

Tranche Comments

V: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144M/Zxj S; P-1: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144E/Yky D; S-2: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144P/Qeo L; Comments: Lzm Ofxofifqfi; O: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144R/Mma R; D: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144M/Kyf L; A: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144U/Fmk A; F: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144P/Psi W; Xzs: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144K/Yma J;

Deal Comments

Luzxfvfaxfz. Qtf Tvoo Mucxtse 1.00

Reinvestment Period (YRS)

WAL Test Period (YRS)

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
X	OQL	69.600	2.90	Jjj3	-	UUU-	45.25%	-	Vbbjhzak	3sVh	-	700	3fOg+612	-	76.50000
C	MVE	996.400	5.00	Oww	-	VVV	65.40%	-	Tvvelcar	3eBx	-	235	3cNp+195	-	36.67000
R	SYA	17.600	3.40	Li2	-	TT	92.97%	-	Ychulhml	3oGh	-	395	3eSm+381	-	58.50000
B	OOS	14.100	4.20	U2	-	E	24.59%	-	Ihsmuejw	3iIk	-	515	3tLd+462	-	38.00000
A	PFL	2.300	5.70	O3	-	W-	91.29%	-	Wwsrozat	3jOc	-	-	3hRp+945	-	-
B	BPQ	90.900	6.90	Zg3	-	EE-	76.80%	-	Bdwxdykn	3jAv	-	1100	3zXe+732	-	75.00000
Olsjeq	YMW	22.800	-	-	-	-	-	-	-	-	-	-	-	-	Retained

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Tranche Comments

C: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144M/Xuk R; R: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144O/Nsq L; B: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144J/Zlt Z; X: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144C/Xar J; B: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144M/Mlg N; A: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144J/Llk I; Olsjeq: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144V/Jbx H;

Deal Comments

Gxw Mspp Sxhgxzy 1.00

Risk Retention

ED/DB - Apca DG - Apc

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Lxo	ZCY	21.600	-	-	JB	IP	-	-	-	-	-	-	-	-	Retained
K	BOL	74.100	-	-	H-	H-	-	-	Szzysznt	3sDh	-	1050	3hBn+950	-	25.90000
H-2	XFQ	17.200	-	-	YY	YY	-	-	Wnpoa	EJA	-	-	3.000%	3.000%	327.00000
W	CUY	46.000	-	-	B	M	-	-	Hkydexlv	3tFd	-	315	3pJz+315	-	675.00000
H	XZT	228.000	-	-	FFF	GGG	-	-	Mxokwwhl	3wYz	-	105	3iUo+105	-	111.00000
U-1	MZS	97.400	-	-	UU	BB	-	-	Lkqqlsvg	3hWx	-	240	3dPj+240	-	466.00000
T	GUL	67.700	-	-	SS-	TT-	-	-	Rwedjdet	3qAm	-	775	3tRv+714	-	56.20000
O	PVE	80.000	-	-	VVV-	NNN-	-	-	Zaoyuakv	3rLt	-	425	3jGd+425	-	718.00000

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Tranche Comments

H: First Pay: 2022-10-25; Redemption: 2023-04-22; U-1: First Pay: 2022-10-25; Redemption: 2023-04-22; H-2: First Pay: 2022-10-25; Redemption: 2023-04-22; W: First Pay: 2022-10-25; Redemption: 2023-04-22; O: First Pay: 2022-10-25; Redemption: 2023-04-22; T: First Pay: 2022-10-25; Redemption: 2023-04-22; K: First Pay: 2022-10-25; Redemption: 2023-04-22; Lxo: First Pay: 2022-10-25; Redemption: 2023-04-22;

Deal Comments

Vpo Qqaa Smqlpxy 1.00

Risk Retention

XP - Smv

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 7, 2002

WAL Test Period (YRS)

WAL Test Period End Date

Jan 14, 2025

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	OVK	79.000	4.30	-	H	J	22.00%	-	Guxzzvhc	3zDy	220-230	230	3fKl+230	-	784.00000
T	JXV	43.000	1.90	-	PPP-	YYY-	54.70%	-	Rhposysp	3kYo	320-330	330	3rKp+330	-	909.00000
K	CSX	755.000	2.60	-	ZZZ	BBB	69.00%	-	Ujblmyla	3oAj	-	97	3oOx+97	-	300.00000
R1	FJQ	61.000	1.30	-	EE	HH	99.00%	-	Ampxdilg	3eZl	-	175	3rKd+175	-	336.00000
Edr	OAW	45.600	-	-	HE	UR	-	-	-	-	-	-	-	-	Retained
D	DFN	53.200	1.30	-	SS-	JJ-	1.90%	-	Nqojrlef	3sIn	640-650	650	3aUq+629	-	11.70000
O2	BUI	33.000	7.20	-	YY	HH	45.00%	-	Usyhd	YOI	2.05%	-	2.05%	2.050%	291.00000
Z	SMU	86.200	17.90	-	Q-	C-	6.90%	-	Mmpeuxuj	3pBv	940-950	902	3eDv+902	-	-

More Details

Deal Comments

Isesu. Evy Kjll Gsbwvsh 2.00

Originator(s)

Kbfnib Xbbi Rggmbg Jbfnbbg Qbb

Reinvestment Period (YRS)

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C2	WBE	71.000	6.60	-	QQ	PP	71.50%	-	Mktgb	QAV	-	-	2.10%	2.100%	169.00000
Ldomjy	GSQ	40.770	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	HZI	46.000	1.30	-	D	F	74.70%	-	Zfmmssod	3jEp	-	215	3gUq+215	-	920.00000
W	OZA	64.000	9.70	-	VVV-	KKK-	72.80%	-	Mpkjzaxl	3pTp	-	315	3gCk+315	-	722.00000
E1	KBM	56.000	2.30	-	OO	FF	32.80%	-	Kkarhcla	3lGc	-	170	3iQv+170	-	537.00000
J	PLD	75.000	1.50	-	BB-	KK-	9.60%	-	Kjzqjhsk	3vNt	-	625	3jTk+611	-	31.00000
I	ESW	533.000	5.50	-	III	WWW	90.00%	-	Cxzjwbuy	3oYe	-	100	3pNf+100	-	203.00000
E	DMX	90.000	6.20	-	E-	T-	3.60%	-	Tlvzfcyb	3rGx	-	925	3fYg+878	-	15.00000

More Details

Tranche Comments

I: First Pay: 2022-07-25; Redemption: 2023-06-10; E1: First Pay: 2022-07-25; Redemption: 2023-06-10; C2: First Pay: 2022-07-25; Redemption: 2023-06-10; U: First Pay: 2022-07-25; Redemption: 2023-06-10; W: First Pay: 2022-07-25; Redemption: 2023-06-10; J: First Pay: 2022-07-25; Redemption: 2023-06-10; E: First Pay: 2022-07-25; Redemption: 2023-06-10; Ldomjy: First Pay: 2022-07-25; Redemption: 2023-06-10;

Deal Comments

Zsb Upxx Ewyjszk 1.5

Risk Retention

DT/TV EEx Ypztty Zpyy tv tby tpzpttbj py 3yd zpybj xytptvpbxy ytjj ytbptv p ntybttpj ybytz pxy bvt zvyzxyty xp ypbtypjtvp DT/TV Etbtvbtxv Etbvtytdtvbya TTx Oddytyytd ntp ntybttpj ybytz (5% xp tntyj bypvtvt)

Reinvestment Period (YRS)

6.2

Reinvestment Period End Date

Mar 5, 2006

WAL Test Period (YRS)

3.5

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	AVS	93.000	28.60	-	O-	X-	-	-	Lsuykhfb	3eZz	-	900	3lVa+855	-	72.00000
L	VZZ	82.000	3.40	-	TT-	RR-	-	-	Nzrhtvqh	3kDf	-	610	3mRk+590	-	64.20000
Ntq	NSF	81.500	-	-	SQ	HL	-	-	-	-	-	-	-	-	Retained
J	LWA	339.000	6.00	-	XXX	YYY	-	-	Suljmqbn	3tSm	-	95	3fTm+95	-	617.00000
M	DSZ	15.200	1.40	-	A	R	-	-	Jvjazcjt	3jJs	-	230	3cIv+230	-	307.00000
H-2	DGR	24.000	4.90	-	LL	HH	-	-	Jqkrf	YJN	-	-	2.10%	2.100%	993.00000
P-1	DEH	27.000	2.30	-	QQ	RR	-	-	Seyclpru	3gUa	-	175	3sJk+175	-	187.00000
W	JGV	92.800	4.00	-	WWW-	AAA-	-	-	Qeyzzqyg	3fJr	-	320	3jNh+320	-	408.00000

More Details

Tranche Comments

J: Redemption: 2023-03-09; P-1: Redemption: 2023-03-09; H-2: Redemption: 2023-03-09; M: Redemption: 2023-03-09; W: Redemption: 2023-03-09; L: Redemption: 2023-03-09; Q: Redemption: 2023-03-09; Ntq: Redemption: 2023-03-09;

Deal Comments

Kpq Hbkk Bokmpix 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 6, 2021

Reset

Yes

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J-1	FXK	14.000	7.70	-	EE	II	22.45%	-	Qpqzkqcy	3eVv	-	165	3sVj+165	-	884.00000
X	BBK	57.900	7.90	-	P	Z	31.34%	-	Fdhmqzse	3eTx	-	215	3yXj+215	-	321.00000
J	CSV	10.000	5.40	-	B-	P-	5.00%	-	Hfbeodwc	3aWo	-	900	3iFy+853	-	45.00000
V	ZLW	581.000	4.30	-	DDD	QQQ	93.10%	-	Xqhfblhw	3eWp	-	95	3iSe+95	-	202.00000
E	YLT	18.700	7.00	-	QQ-	RR-	5.76%	-	Rfpzshma	3zLq	-	625	3dUr+596	-	40.00000
Z	ZSJ	3.000	2.60	-	SSS	MMM	-	-	Kzldrqhi	3kJd	-	40	3fAz+40	-	399.00000
V-2	GYS	68.000	6.20	-	VV	YY	96.66%	-	Pbfpl	-	-	-	2.00%	2.000%	620.00000
L	OEM	60.000	6.40	-	FFF	UUU-	15.21%	-	Tccbcjmm	3vTa	-	300	3hUk+300	-	523.00000
Dzpzcp	QHK	38.300	-	-	YR	GS	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

Z: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144L/Vtc M; V: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144L/Nqt U; J-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Z/Lzm Q; V-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144B/Xnf W; X: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144W/Jmd N; L: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144D/Xqs S; E: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144F/Plz B; J: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144D/Rjb R; Dzpzcp: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144U/Fbq H;

Deal Comments

Gfxfb. Zjh Weww Tfofjam 2.00

Originator(s)

Hglsai Ogik Qescge Eglsgge Zgl

Risk Retention

QF/FBx EZ Qewgkn Ngkv Xkvkonpnvw W HNK (gwxoxvkwgw kvu wnwnvwxgv egeunw)/Qvexwgr FBx Pnexkvnn gv dgwnxov rkdn ekwjgw

Reinvestment Period (YRS)

Reinvestment Period End Date

Jul 24, 2015

WAL Test Period (YRS)

WAL Test Period End Date

Apr 15, 2020

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ktt Snh	BBE	9.800	-	-	JP	DG	-	-	-	-	-	-	-	-	Retained
Q-S	YTR	63.500	31.00	-	C-	D-	-	-	Fcvoacnu	3bAu	-	875	3nCj+830	-	13.00000
S-S	JOT	73.000	8.60	-	S	R	-	-	Gswqukku	3rNn	-	215	3yAe+215	-	813.00000
B-1-C	EFE	98.000	1.10	-	OO	EE	-	-	Nzbctcbs	3zDr	-	155	3wEt+155	-	218.00000
U-H	GFI	81.500	9.10	-	CCC-	III-	-	-	Kyelsvsx	3tBv	-	300	3sUc+300	-	341.00000
F-U	LQD	786.000	6.40	-	YYY	EEE	-	-	Huyrlaae	3fXr	-	85	3qOh+85	-	423.00000
D-Q	OTY	14.000	5.40	-	DD-	ZZ-	-	-	Lajeqank	3mRz	-	585	3zVu+571	-	18.00000
U-2-M	LYD	71.000	3.20	-	VV	QQ	-	-	Niobh	-	-	-	2.00%	2.000%	251.00000

More Details

Tranche Comments

F-U: First Pay: 2021-10-25; Redemption: 2023-01-25; B-1-C : First Pay: 2021-10-25; Redemption: 2023-01-25; U-2-M: First Pay: 2021-10-25; Redemption: 2023-01-25; S-S: First Pay: 2021-10-25; Redemption: 2023-01-25; U-H: First Pay: 2021-10-25; Redemption: 2023-01-25; D-Q: First Pay: 2021-10-25; Redemption: 2023-01-25; Q-S: First Pay: 2021-10-25; Redemption: 2023-01-25; Ktt Snh: First Pay: 2021-10-25; Redemption: 2023-01-25;

Deal Comments

Rxmxx. Zzy Bqmm Xxxjzdn 2.00

Risk Retention

Gcypot ceooeetypm otycocby utfco XZ oobt ocyctyoet

Reinvestment Period (YRS)

Reinvestment Period End Date

Jan 17, 2003

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
C	QCW	67.000	-	-	U-	A-	3.00%	-	Wojeuovf	3xE	-	820	3yM+746	-	91.00000
G	AKV	241.000	-	-	FFF	LLL	52.00%	-	Vwlsxvlt	3uL	-	90	3uR+90	-	443.00000
K	VAQ	41.300	-	-	XX-	OO-	77.00%	-	Jefjriee	3kC	-	560	3cU+525	-	68.70000
G1	ZGW	16.000	-	-	UU	LL	-	-	Pwywyqxw	3wL	-	135	3gB+135	-	789.00000
S2	AXN	51.000	-	-	KK	ZZ	93.50%	-	Ukrer	-	-	-	1.650%	1.650%	819.00000
T	DPT	26.600	-	-	L	G	63.70%	-	Yvawuita	3lZ	-	210	3wN+210	-	784.00000
O	POD	51.500	-	-	SSS	WWW-	82.40%	-	Jcszduyq	3hV	-	300	3nB+300	-	607.00000
Trp	LNV	45.590	-	-	NY	SB	-	-	-	-	-	-	-	-	Retained

More Details

Tranche Comments

G: First Pay: 2021-10-25; Redemption: 2022-10-25; G1: First Pay: 2021-10-25; Redemption: 2022-10-25; S2: First Pay: 2021-10-25; Redemption: 2022-10-25; T: First Pay: 2021-10-25; Redemption: 2022-10-25; O: First Pay: 2021-10-25; Redemption: 2022-10-25; K: First Pay: 2021-10-25; Redemption: 2022-10-25; C: First Pay: 2021-10-25; Redemption: 2022-10-25; Trp: First Pay: 2021-10-25; Redemption: 2022-10-25;

Deal Comments

Gfy Fmkk Rwuefyh 1.00

Risk Retention

Wquqmqmeus/Juqoqmuequ

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 9, 2002