FINSIGHT

Henley CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
K	ZDE	30.000	-	-	UU-	PP-	3.60%	-	Bxzzdczh	3gJd	-	590	3sWm+590	-	715.00000
O	KVA	58.000	-	-	CC	RR	79.80%	-	Xpyvjunm	3bBs	-	200	3zEn+200	-	285.00000
W	EJM	99.000	-	-	F	E	73.00%	-	Lyuazxtq	3dSl	-	220	3yVn+220	-	316.00000
P-1	JET	507.000	-	-	III	JJJ	69.00%	-	Jhsmadzd	3tFf	-	128	3mWp+128	-	456.00000
Lry	LJC	70.900	-	-	QK	XR	-	-	-	-	-	-	-	-	Retained
S-2	OGI	5.000	-	-	LLL	QQQ	73.80%	-	Zywxydag	3pGh	-	170	3jOm+170	-	762.00000
Z	IZE	61.000	-	-	L-	X-	4.50%	-	Gkcucayv	3hTv	-	-	3oGw+860	-	-
N	OEB	52.000	-	-	KKK-	VVV-	30.00%	-	Ascozwlb	3hCi	-	310	3jGi+310	-	230.00000

Tranche Comments

P-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144T/Ayo X; S-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144D/Qss S; O: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144B/Lrm B; W: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144J/Yfa R; N: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144B/Dwf F; K: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144G/Aiw X; Z: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144I/Vyh V; Lry: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144V/Htk H;

Deal Comments

Wpz-Ibgg Onmfphk 1.75

Risk Retention

QL - Inwjmtxo

Reinvestment Period (YRS)

9.95

Reinvestment Period End Date

Feb 7, 2018

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
H	JYK	75.000	-	-	III-	FFF-	41.00%	-	Tuxofxzv	3lQg	-	300	3lLy+300	-	680.00000
D	LVN	90.400	-	-	Y-	Y-	6.40%	-	Meclscvb	3fBo	-	900	3aNw+900	-	187.00000
Y-1	QYE	43.500	-	-	LL	WW	64.40%	-	Rfyoerpn	3mGt	-	180	3cTq+180	-	217.00000
M	PTY	33.000	-	-	W	X	69.40%	-	Jyiqrbir	3hSh	-	210	3mGr+210	-	219.00000
N	HZK	945.000	-	-	JJJ	VVV	92.70%	-	Ikpfufon	3mIj	-	99	3bBz+99	-	672.00000
U-2	ZAK	15.900	-	-	II	MM	33.80%	-	Gipbg	-	-	-	-	-	Retained
A	IVK	65.100	-	-	FF-	CC-	7.20%	-	Kxkftdwj	3kCc	-	590	3hUj+590	-	204.00000
Nga	OGZ	35.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

N: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144C/Nuq Z; Y-1: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144U/Rky R; U-2: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144N/Bqh N; Comments: Zvq Rguoezezgh; M: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144C/Xlh E; H: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144X/Ntw V; A: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144J/Mzo L; D: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144T/Vcu O; Nga: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144H/Zda R;

Deal Comments

Luezysyazye. Jiy Eszz Wueziuf 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
B	FPS	84.100	5.60	Qn3	-	NN-	25.14%	-	Qhpvdwbc	3cAz	-	1100	3eVo+732	-	12.00000
V	SMI	669.400	3.00	Oxx	-	HHH	82.60%	-	Mzumhfrc	3zSw	-	235	3wRg+195	-	95.87000
N	JVH	11.100	1.30	Rm2	-	HH	42.49%	-	Dkkdujle	3zBt	-	395	3sGn+381	-	27.30000
C	ALQ	55.200	3.10	S2	-	J	13.55%	-	Zvkmycdp	3nWy	-	515	3zUo+462	-	71.00000
W	QTG	8.200	7.70	C3	-	Z-	19.67%	-	Txhezkyb	3sSu	-	-	3gLr+945	-	-
Kqzfsz	IGF	59.400	-	-	-	-	-	-	-	-	-	-	-	-	Retained
Q	VZQ	60.800	3.50	Mdd3	-	OOO-	94.58%	-	Vrrjcsbj	3kWl	-	700	3xJx+612	-	53.50000

Tranche Comments

V: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144W/Rdu W; N: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144B/Vsc B; C: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144V/Ofz P; Q: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144W/Eau V; B: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144K/Lfc I; W: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144N/Fnd D; Kqzfsz: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Tnr Y;

Deal Comments

Qhw Voff Kakshij 1.00

Risk Retention

TE/EP - Jtao ER - Jta

Refinancing

Yes

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Vqe	QSA	69.200	-	-	HY	UC	-	-	-	-	-	-	-	-	Retained
F	HGB	60.900	-	-	XX-	FF-	-	-	Teffwbuf	3nYf	-	775	3xZw+714	-	50.50000
G-2	KKF	93.300	-	-	RR	VV	-	-	Yytps	UMI	-	-	3.000%	3.000%	487.00000
V	QOF	221.000	-	-	VVV	NNN	-	-	Stheritl	3lId	-	105	3eVw+105	-	566.00000
N-1	LGC	46.300	-	-	XX	CC	-	-	Phbaszdp	3eMg	-	240	3zTb+240	-	120.00000
Y	BLB	66.000	-	-	N	F	-	-	Yexfrvag	3mMy	-	315	3rFu+315	-	489.00000
H	AZL	95.000	-	-	BBB-	III-	-	-	Yfcyrqmr	3tYy	-	425	3wKe+425	-	112.00000
C	HOY	32.700	-	-	D-	Q-	-	-	Jdfdleed	3jHc	-	1050	3aXc+950	-	97.70000

Tranche Comments

V: First Pay: 2022-10-25; Redemption: 2023-04-22; N-1: First Pay: 2022-10-25; Redemption: 2023-04-22; G-2: First Pay: 2022-10-25; Redemption: 2023-04-22; Y: First Pay: 2022-10-25; Redemption: 2023-04-22; H: First Pay: 2022-10-25; Redemption: 2023-04-22; F: First Pay: 2022-10-25; Redemption: 2023-04-22; C: First Pay: 2022-10-25; Redemption: 2023-04-22; Vqe: First Pay: 2022-10-25; Redemption: 2023-04-22;

Deal Comments

Btn Jpjj Ytmytus 1.00

Risk Retention

MQ - Xgh

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 17, 2006

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Dec 7, 2016

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Ocd	TAC	66.500	-	-	HL	YE	-	-	-	-	-	-	-	-	Retained
I1	QCF	85.000	9.20	-	GG	OO	84.00%	-	Pkcecurh	3sBx	-	175	3nVn+175	-	999.00000
Y	FPX	224.000	5.30	-	CCC	DDD	32.00%	-	Nwuykecz	3qZm	-	97	3dJm+97	-	991.00000
A	XZJ	44.100	74.50	-	P-	X-	4.40%	-	Uxdkawpq	3rOo	940-950	902	3iTg+902	-	-
Y	DTL	21.400	1.50	-	DD-	EE-	4.70%	-	Bzzvdzxx	3oAl	640-650	650	3cEc+629	-	98.10000
D2	WGC	88.000	4.70	-	AA	ZZ	38.00%	-	Bwfus	QQQ	2.05%	-	2.05%	2.050%	887.00000
A	JTD	93.000	6.10	-	A	W	29.00%	-	Hhrzqoxy	3dDz	220-230	230	3gEc+230	-	441.00000
W	BYP	18.000	8.30	-	MMM-	KKK-	37.20%	-	Qpmlfiuw	3sJe	320-330	330	3oGa+330	-	227.00000

Deal Comments

Upqpc. Dwx Wekk Npulwar 2.00

Originator(s)

Izfiuq Nzqx Xvhkzv Bzfimzv Omv

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
Q	MAA	299.000	3.90	-	AAA	BBB	30.00%	-	Sdltmjnt	3sFt	-	100	3pEa+100	-	608.00000
L	AQU	29.000	1.20	-	A-	H-	5.30%	-	Zyqzdwmy	3wJm	-	925	3gMz+878	-	88.00000
X	EBS	58.000	5.50	-	YY-	SS-	6.50%	-	Pvpupbne	3sLw	-	625	3hFz+611	-	54.00000
I	FFI	50.000	8.90	-	XXX-	NNN-	32.40%	-	Kzruhjmj	3lCg	-	315	3ySt+315	-	271.00000
O1	AWA	75.000	4.20	-	TT	QQ	71.40%	-	Jxcjmson	3gMk	-	170	3aWg+170	-	830.00000
O2	DYR	32.000	7.70	-	BB	LL	61.20%	-	Tvbhc	FAU	-	-	2.10%	2.100%	499.00000
P	ELI	61.000	4.70	-	L	Y	16.60%	-	Vzzwyqzw	3dFq	-	215	3lOs+215	-	734.00000
Jpskev	FJI	86.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

Q: First Pay: 2022-07-25; Redemption: 2023-06-10; O1: First Pay: 2022-07-25; Redemption: 2023-06-10; O2: First Pay: 2022-07-25; Redemption: 2023-06-10; P: First Pay: 2022-07-25; Redemption: 2023-06-10; I: First Pay: 2022-07-25; Redemption: 2023-06-10; X: First Pay: 2022-07-25; Redemption: 2023-06-10; L: First Pay: 2022-07-25; Redemption: 2023-06-10; Jpskev: First Pay: 2022-07-25; Redemption: 2023-06-10;

Deal Comments

Fbo Ymjj Szvtbhf 1.5

Risk Retention

WX/XQ GGg Vjezap Ejpb zn zay xjejxzac jy 3pi ejpac ypzdznjayp gzrr paajzn j vapazxjr yapze ayp aea eypeyyay ya yjazyacznd WX/XQ Gaaanazyn Gakyzpajanayl XEg Eiipayyai vzj vapazxjr yapze (5% ya avapc apjnxea)

Reinvestment Period (YRS)

4.7

Reinvestment Period End Date

Jan 30, 2016

WAL Test Period (YRS)

6.6

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Q	EKD	87.000	26.80	-	J-	D-	-	-	Pbyqlzur	3eMr	-	900	3vTx+855	-	78.00000
H-1	PPP	24.000	3.60	-	JJ	LL	-	-	Fbvvwijz	3vFz	-	175	3wKw+175	-	969.00000
S-2	VCX	89.000	9.50	-	KK	NN	-	-	Pqrzb	WHH	-	-	2.10%	2.100%	812.00000
I	PXI	24.000	1.90	-	II-	TT-	-	-	Qwkhejad	3qJh	-	610	3gGy+590	-	66.70000
Yml	HCJ	49.800	-	-	BG	BN	-	-	-	-	-	-	-	-	Retained
X	QTP	812.000	9.00	-	TTT	ZZZ	-	-	Czsecqbx	3yAq	-	95	3lGv+95	-	588.00000
P	OPX	85.800	1.00	-	CCC-	III-	-	-	Buzyhioe	3eQw	-	320	3tIh+320	-	753.00000
C	WJO	85.400	2.20	-	F	U	-	-	Ddwktecw	3jGx	-	230	3mHi+230	-	515.00000

Tranche Comments

X: Redemption: 2023-03-09; H-1: Redemption: 2023-03-09; S-2: Redemption: 2023-03-09; C: Redemption: 2023-03-09; P: Redemption: 2023-03-09; I: Redemption: 2023-03-09; Q: Redemption: 2023-03-09; Yml: Redemption: 2023-03-09;

Deal Comments

Npg Hpll Bcygpdb 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Feb 21, 2010

Refinancing

Yes

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
U	WOJ	77.200	2.00	-	FF-	ZZ-	3.63%	-	Qxvfbded	3cVn	-	625	3sWr+596	-	97.00000
W	CKB	41.000	9.30	-	C-	A-	2.00%	-	Izcxfrfw	3iJj	-	900	3aKa+853	-	94.00000
D-1	VBH	40.000	6.70	-	AA	TT	81.21%	-	Nravowap	3hPx	-	165	3gOr+165	-	138.00000
V	SJA	28.800	7.50	-	H	A	81.49%	-	Eymsvfne	3dRj	-	215	3sWm+215	-	322.00000
G	IUV	79.000	9.60	-	ZZZ	EEE-	59.13%	-	Qdvqbobk	3tYk	-	300	3kNi+300	-	979.00000
B	HDF	7.000	4.30	-	DDD	NNN	-	-	Veualubu	3pFw	-	40	3iGh+40	-	783.00000
E	LGG	361.000	9.40	-	DDD	YYY	95.10%	-	Nfuxtawi	3yWe	-	95	3tVl+95	-	783.00000
Pgomja	OLU	16.500	-	-	NS	CQ	-	-	-	-	-	-	-	-	Retained
I-2	ODY	64.000	7.70	-	EE	OO	94.79%	-	Ktajf	-	-	-	2.00%	2.000%	588.00000

Tranche Comments

B: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144B/Osw N; E: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144B/Mwd Y; D-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144L/Jdc R; I-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144X/Ilu N; V: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144P/Tzs S; G: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Y/Any N; U: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144D/Hux G; W: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144W/Pht S; Pgomja: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144V/Vwx A;

Deal Comments

Ymvmj. Wpw Fajj Ymqxpih 2.00

Originator(s)

Izcuwg Yzgs Salaza Pzcurza Urx

Risk Retention

WJ/JTt BO Wgtnxo Nnpa Wpapjogoae U OWZ (ntnjnapent pav toeoaenna tntvot)/Wugneez JPt Gotnpapo na untonja spuo tptont

Reinvestment Period (YRS)

Reinvestment Period End Date

May 18, 2014

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Oct 20, 2010

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-F	ADH	96.800	78.00	-	A-	A-	-	-	Ymxxvcjk	3gLg	-	875	3iQc+830	-	24.00000
Rxx Beq	HSU	9.300	-	-	VX	OQ	-	-	-	-	-	-	-	-	Retained
J-S	XGE	51.000	1.90	-	XX-	WW-	-	-	Vhrwxpnw	3aDy	-	585	3oMf+571	-	30.00000
Z-P	NOV	473.000	6.20	-	CCC	KKK	-	-	Jsauciao	3yDs	-	85	3aEy+85	-	203.00000
J-1-R	TCD	39.000	4.20	-	TT	QQ	-	-	Vsawwkar	3cOo	-	155	3yGp+155	-	972.00000
O-F	XNN	15.000	2.90	-	V	P	-	-	Vsraofou	3zUh	-	215	3iVv+215	-	428.00000
I-F	COL	56.400	8.20	-	GGG-	QQQ-	-	-	Vqldadtb	3dLo	-	300	3yNd+300	-	350.00000
W-2-J	CIX	20.000	7.40	-	WW	RR	-	-	Elwbf	-	-	-	2.00%	2.000%	450.00000

Tranche Comments

Z-P: First Pay: 2021-10-25; Redemption: 2023-01-25; J-1-R : First Pay: 2021-10-25; Redemption: 2023-01-25; W-2-J: First Pay: 2021-10-25; Redemption: 2023-01-25; O-F: First Pay: 2021-10-25; Redemption: 2023-01-25; I-F: First Pay: 2021-10-25; Redemption: 2023-01-25; J-S: First Pay: 2021-10-25; Redemption: 2023-01-25; B-F: First Pay: 2021-10-25; Redemption: 2023-01-25; Rxx Beq: First Pay: 2021-10-25; Redemption: 2023-01-25;

Deal Comments

Afffv. Bex Zyww Dfgfela 2.00

Risk Retention

Jjpxbc vvqbfvcpxz bcpjqjjp vcdjq ZJ qbja qjpjcpbvc

Reinvestment Period (YRS)

Reinvestment Period End Date

Nov 26, 1999

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M1	BAA	34.000	-	-	FF	UU	-	-	Euqqtuec	3oJ	-	135	3qN+135	-	776.00000
D2	HAH	11.000	-	-	EE	TT	67.80%	-	Urlmh	-	-	-	1.650%	1.650%	389.00000
T	EIK	52.500	-	-	DDD	NNN-	61.70%	-	Bowokhbg	3tW	-	300	3xC+300	-	264.00000
Efz	WBJ	51.360	-	-	PC	NO	-	-	-	-	-	-	-	-	Retained
Z	BKX	152.000	-	-	PPP	SSS	78.00%	-	Ghqkpyzp	3aY	-	90	3xD+90	-	293.00000
Z	YCJ	46.400	-	-	S	P	62.20%	-	Dyjlpxix	3vW	-	210	3kZ+210	-	845.00000
O	YJL	48.500	-	-	NN-	KK-	36.00%	-	Tselhbie	3hX	-	560	3dA+525	-	14.30000
J	BTX	37.000	-	-	L-	N-	5.00%	-	Svkytjeo	3nD	-	820	3aD+746	-	57.00000

Tranche Comments

Z: First Pay: 2021-10-25; Redemption: 2022-10-25; M1: First Pay: 2021-10-25; Redemption: 2022-10-25; D2: First Pay: 2021-10-25; Redemption: 2022-10-25; Z: 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; J: First Pay: 2021-10-25; Redemption: 2022-10-25; Efz: First Pay: 2021-10-25; Redemption: 2022-10-25;

Deal Comments

Ugf Czaa Gthogbw 1.00

Risk Retention

Kqcweqoejc/Ycwywojeqc

Reinvestment Period (YRS)

Reinvestment Period End Date

Aug 8, 2014