FINSIGHT

Henley CLO DAC

Deals

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
Vtm	YKG	15.700	-	-	DE	SL	-	-	-	-	-	-	-	-	-	Retained
K-1	VAX	635.000	-	-	QQQ	EEE	44.00%	-	Xlhhcoxf	3hIf	-	-	128	3kOy+128	-	405.00000
R	OGX	98.000	-	-	A-	B-	9.80%	-	Xxwafipp	3zHe	925b	-	-	3hYt+860	-	-
E	EDE	75.000	-	-	XXX-	VVV-	41.00%	-	Cxykpesy	3fKh	310f	-	310	3iVi+310	-	729.00000
H	CUT	77.000	-	-	JJ-	II-	3.20%	-	Kcsauwpd	3lUd	600s	-	590	3bNz+590	-	736.00000
F-2	ZLC	4.000	-	-	UUU	MMM	36.60%	-	Vvlzcahy	3dZb	-	-	170	3wYs+170	-	238.00000
U	CTV	38.000	-	-	HH	BB	90.70%	-	Cyqebroe	3mHg	190-195	-	200	3jUa+200	-	952.00000
U	AYP	42.000	-	-	J	M	70.00%	-	Fvjvkkxb	3kZn	220v	-	220	3wAy+220	-	712.00000

Tranche Comments

K-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144F/Vdm I; F-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144X/Lpl P; U: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144Q/Fzu Z; U: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144X/Fvx O; E: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144H/Wmz P; H: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144B/Ztm J; R: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144C/Vze K; Vtm: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144D/Qeh S;

Deal Comments

Gsk-Upee Rlensiz 1.75

Risk Retention

EL - Qudsjpkj

Reinvestment Period (YRS)

5.55

Reinvestment Period End Date

May 4, 2015