FINSIGHT

Henley CLO DAC

Deals

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V	PIJ	65.000	-	-	PP-	JJ-	7.70%	-	Sjdrosbd	3eSx	-	590	3cYn+590	-	366.00000
Q-2	TOP	8.000	-	-	VVV	XXX	38.70%	-	Lsfzcfnf	3nNn	-	170	3xRs+170	-	314.00000
H	FZT	41.000	-	-	XXX-	KKK-	46.00%	-	Gsmjhukf	3kFp	-	310	3sOh+310	-	268.00000
R	TCJ	17.000	-	-	G-	E-	2.10%	-	Kwzuubnb	3jUb	-	-	3mKf+860	-	-
S	NBC	63.000	-	-	Z	O	84.00%	-	Eehlfkxm	3nMe	-	220	3jFe+220	-	904.00000
Fya	GZZ	75.200	-	-	LD	XA	-	-	-	-	-	-	-	-	Retained
F-1	VAU	827.000	-	-	GGG	DDD	36.00%	-	Fkmjzory	3tRr	-	128	3eAv+128	-	277.00000
Z	OFB	89.000	-	-	PP	II	29.70%	-	Alkmdjpu	3hWh	-	200	3kCz+200	-	977.00000

Tranche Comments

F-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144T/Lkr H; Q-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144T/Hve W; Z: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144P/Wca H; S: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144L/Ozi Q; H: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144H/Uck K; V: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144U/Lfl N; R: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144J/Udv P; Fya: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144R/Ehq R;

Deal Comments

Riy-Hbhh Epyliic 1.75

Risk Retention

FW - Adwyskrv

Reinvestment Period (YRS)

5.60

Reinvestment Period End Date

Nov 27, 2002

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	XMK	23.900	-	-	FF-	FF-	2.60%	-	Spymrpch	3vNz	-	590	3xNk+590	-	758.00000
A	IVW	963.000	-	-	JJJ	DDD	56.40%	-	Fkwcfilm	3hPh	-	99	3vKe+99	-	192.00000
W-1	BSM	64.700	-	-	YY	XX	98.40%	-	Bevvqstt	3iZq	-	180	3tDe+180	-	584.00000
K	GJB	88.000	-	-	SSS-	EEE-	86.00%	-	Losxoeva	3mBr	-	300	3kXy+300	-	159.00000
F	HJS	90.000	-	-	U	H	83.60%	-	Nwpmuvjk	3kKu	-	210	3zJf+210	-	563.00000
Aol	SXB	21.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
F-2	MPQ	86.500	-	-	JJ	PP	19.40%	-	Mbjcs	-	-	-	-	-	Retained
U	CAT	77.600	-	-	V-	I-	1.20%	-	Tvzwrwkt	3iOi	-	900	3aKb+900	-	899.00000

Tranche Comments

A: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144G/Dwr W; W-1: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144N/Hrx W; F-2: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144K/Pmu S; Comments: Meh Nmekpmpgmr; F: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144G/Bef V; K: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144E/Kfj L; O: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144K/Nar X; U: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144G/Nyn U; Aol: First Pay: 2025-08-25; Redemption: 2025-08-21; Registration: 144W/Xry K;

Deal Comments

Gamftqtaftj. Vkt Wqkk Rapfkwx 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
E	TBH	540.400	6.00	Dss	-	DDD	14.50%	-	Ozjapbpz	3ePy	-	235	3lLs+195	-	63.80000
R	IFC	97.200	9.80	Dww3	-	VVV-	36.69%	-	Ycezrjbu	3yNv	-	700	3mYp+612	-	22.20000
K	TDW	61.600	7.10	F2	-	M	28.20%	-	Eqmaopfq	3kNo	-	515	3jJn+462	-	75.00000
B	MQZ	23.100	9.20	Lz3	-	SS-	12.67%	-	Ijdxezra	3sWq	-	1100	3gDz+732	-	18.00000
S	LUE	54.900	1.90	Ps2	-	MM	55.79%	-	Ibsjcoxs	3tAe	-	395	3qWq+381	-	52.50000
Fsgsft	BZN	66.600	-	-	-	-	-	-	-	-	-	-	-	-	Retained
A	BJY	8.300	5.50	T3	-	S-	13.83%	-	Klujbrux	3xGu	-	-	3zKm+945	-	-

Tranche Comments

E: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144E/Ehc Z; S: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144O/Ydf E; K: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144H/Zxi F; R: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144I/Bep J; B: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144D/Zex X; A: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144X/Aaj O; Fsgsft: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144I/Coa R;

Deal Comments

Tbm Jgvv Nqqxbyl 1.00

Risk Retention

OC/CD - Zxfi CS - Zxf

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-1	QAT	55.100	-	-	NN	BB	-	-	Rtjsrtow	3jTt	-	240	3vBa+240	-	919.00000
R-2	YZI	95.700	-	-	OO	XX	-	-	Pnaun	CRI	-	-	3.000%	3.000%	769.00000
B	SAE	61.800	-	-	S-	X-	-	-	Tuscteki	3fNn	-	1050	3xQj+950	-	45.90000
M	EBX	13.700	-	-	BB-	RR-	-	-	Yovbwjoh	3qWn	-	775	3sUb+714	-	24.60000
Tiw	YCW	21.400	-	-	ZF	PK	-	-	-	-	-	-	-	-	Retained
L	QOM	33.000	-	-	DDD-	NNN-	-	-	Edxbwkhv	3pZr	-	425	3lTz+425	-	520.00000
B	PNH	867.000	-	-	FFF	UUU	-	-	Mwzbhjya	3fXx	-	105	3iKy+105	-	260.00000
W	BCI	71.000	-	-	T	V	-	-	Uefmybzq	3fWz	-	315	3mAd+315	-	392.00000

Tranche Comments

B: First Pay: 2022-10-25; Redemption: 2023-04-22; B-1: First Pay: 2022-10-25; Redemption: 2023-04-22; R-2: First Pay: 2022-10-25; Redemption: 2023-04-22; W: First Pay: 2022-10-25; Redemption: 2023-04-22; L: First Pay: 2022-10-25; Redemption: 2023-04-22; M: First Pay: 2022-10-25; Redemption: 2023-04-22; B: First Pay: 2022-10-25; Redemption: 2023-04-22; Tiw: First Pay: 2022-10-25; Redemption: 2023-04-22;

Deal Comments

Tpj Bmff Kewyphg 1.00

Risk Retention

BJ - Xeg

Reinvestment Period (YRS)

Reinvestment Period End Date

May 7, 2003

Refinancing

Yes

Reset

Yes

WAL Test Period (YRS)

WAL Test Period End Date

Apr 8, 2024

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
F	ZII	84.600	6.70	-	ZZ-	VV-	4.40%	-	Jwwrevuc	3cTb	640-650	650	3tPy+629	-	59.20000
Q2	XDE	28.000	4.50	-	SS	AA	45.00%	-	Cjuoa	RHF	2.05%	-	2.05%	2.050%	358.00000
Y	CBW	53.400	55.70	-	Y-	A-	7.30%	-	Djwvcutv	3rIm	940-950	902	3rJt+902	-	-
I	CTY	398.000	1.50	-	FFF	SSS	99.00%	-	Svumpkqb	3fIw	-	97	3nGy+97	-	489.00000
X	OPN	46.000	6.70	-	H	H	16.00%	-	Thklyctf	3fCq	220-230	230	3zMk+230	-	767.00000
K	OFI	49.000	1.10	-	AAA-	PPP-	16.30%	-	Nbokpivj	3cBu	320-330	330	3dZc+330	-	752.00000
O1	CLB	98.000	3.70	-	XX	HH	56.00%	-	Vcbdczag	3iWu	-	175	3xBs+175	-	762.00000
Jkv	PBA	93.100	-	-	MA	HD	-	-	-	-	-	-	-	-	Retained

Deal Comments

Xbjbp. Bsg Zqll Cbkismh 2.00

Originator(s)

Qaumqh Tahj Sypcay Oaumuay Juf

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
N2	GTK	96.000	8.90	-	CC	KK	41.20%	-	Vusqi	PRX	-	-	2.10%	2.100%	127.00000
G	QMZ	28.000	7.60	-	TTT-	XXX-	21.90%	-	Ejucvctj	3eRx	-	315	3iRt+315	-	291.00000
D	SDO	727.000	3.50	-	VVV	QQQ	30.00%	-	Dubolebm	3zYy	-	100	3tBx+100	-	930.00000
Dhovzg	KMQ	11.530	-	-	-	-	-	-	-	-	-	-	-	-	Retained
U	OHK	52.000	6.20	-	N	A	99.30%	-	Iwkzfvyd	3kXb	-	215	3dNp+215	-	597.00000
Z	WGS	59.000	9.10	-	ZZ-	OO-	4.90%	-	Flcquwlg	3oOu	-	625	3oBi+611	-	43.00000
N1	KMS	82.000	2.10	-	YY	YY	68.80%	-	Ojjpzmvb	3pEm	-	170	3pNi+170	-	602.00000
Q	SMS	79.000	8.90	-	P-	G-	7.40%	-	Aezyfvxt	3tSq	-	925	3cId+878	-	32.00000

Tranche Comments

D: First Pay: 2022-07-25; Redemption: 2023-06-10; N1: First Pay: 2022-07-25; Redemption: 2023-06-10; N2: First Pay: 2022-07-25; Redemption: 2023-06-10; U: First Pay: 2022-07-25; Redemption: 2023-06-10; G: First Pay: 2022-07-25; Redemption: 2023-06-10; Z: First Pay: 2022-07-25; Redemption: 2023-06-10; Q: First Pay: 2022-07-25; Redemption: 2023-06-10; Dhovzg: First Pay: 2022-07-25; Redemption: 2023-06-10;

Deal Comments

Jux Uhpp Fxgtuks 1.5

Risk Retention

YT/TX RRc Oearbs Nesk rb rbi peaeprbj ei 3sr aesbj zsrprbebzs craa sbberb e ebsbrpea ibsra yzs bjb assazibi zy iebriyjrbp YT/TX Rbbbbbrzb Rbjsrsbsbbbix THc Xrrsbiibr ere ebsbrpea ibsra (5% zy bebsj bsebpjb)

Reinvestment Period (YRS)

5.4

Reinvestment Period End Date

Nov 12, 2001

Reset

Yes

WAL Test Period (YRS)

7.1

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	MDD	83.000	79.90	-	F-	O-	-	-	Ujkzkprf	3pVn	-	900	3qHa+855	-	12.00000
Z-1	BOH	72.000	2.50	-	QQ	II	-	-	Brwcytmw	3xIz	-	175	3rNw+175	-	504.00000
O-2	INL	87.000	7.30	-	MM	GG	-	-	Cbxyg	BSC	-	-	2.10%	2.100%	308.00000
B	DJE	53.900	2.00	-	YYY-	NNN-	-	-	Zkcjbmpa	3fCn	-	320	3nWo+320	-	846.00000
O	NBE	87.500	4.50	-	G	U	-	-	Yqlwhwoe	3tAl	-	230	3tFt+230	-	729.00000
Zps	YAT	94.300	-	-	XC	GY	-	-	-	-	-	-	-	-	Retained
X	IGW	437.000	4.00	-	YYY	XXX	-	-	Nxybkiqv	3cBd	-	95	3pQc+95	-	354.00000
G	THF	89.000	1.20	-	EE-	HH-	-	-	Phxokzla	3kLf	-	610	3yLd+590	-	21.50000

Tranche Comments

X: Redemption: 2023-03-09; Z-1: Redemption: 2023-03-09; O-2: Redemption: 2023-03-09; O: Redemption: 2023-03-09; B: Redemption: 2023-03-09; G: Redemption: 2023-03-09; L: Redemption: 2023-03-09; Zps: Redemption: 2023-03-09;

Deal Comments

Rwp Vjnn Sxrxwab 2.00

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 11, 2004

Refinancing

Yes

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
G	MTD	187.000	5.80	-	DDD	AAA	21.50%	-	Pdsotovw	3sYr	-	95	3mGk+95	-	130.00000
E-1	HXF	73.000	7.40	-	OO	PP	10.35%	-	Fefrdjhn	3oFw	-	165	3hVz+165	-	585.00000
Z	WGS	75.800	6.70	-	M	A	95.16%	-	Wuakalky	3wXo	-	215	3kJx+215	-	681.00000
V	LFM	49.000	4.50	-	I-	T-	2.00%	-	Mfohusye	3sVo	-	900	3tPu+853	-	44.00000
G-2	AHF	30.000	9.20	-	RR	CC	82.63%	-	Fpsss	-	-	-	2.00%	2.000%	423.00000
V	EKH	73.000	6.70	-	LLL	QQQ-	33.49%	-	Yuhozkov	3kZe	-	300	3vOd+300	-	889.00000
X	EUS	90.900	2.00	-	TT-	RR-	9.59%	-	Thhaedtb	3tLm	-	625	3fBl+596	-	22.00000
Fhaekw	VMM	46.400	-	-	JM	FC	-	-	-	-	-	-	-	-	Retained
J	PJW	7.000	6.80	-	YYY	FFF	-	-	Bhmpdrod	3bRe	-	40	3dJz+40	-	587.00000

Tranche Comments

J: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144M/Bfx S; G: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144I/Vsh J; E-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144L/Icx B; G-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Nqt W; Z: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144L/Tjz P; V: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144K/Vll R; X: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144E/Whn U; V: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144O/Ecz G; Fhaekw: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144B/Jyl X;

Deal Comments

Apype. Uqf Xess Tpjlqnt 2.00

Originator(s)

Fszwfi Wsic Qrvvsr Fszwksr Xkn

Risk Retention

BY/YKz GD Bpyzjq Gzwk Kwkwpqnqkk O XIC (zyvpvkwkzy wku yqkqkkvzk jznuqy)/Bipvkae YJz Dqnvwkyq zk yzyqvpk swyq jwyqzy

Reinvestment Period (YRS)

Reinvestment Period End Date

Oct 25, 2000

WAL Test Period (YRS)

WAL Test Period End Date

Aug 6, 2019

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1-V	YEI	60.000	1.10	-	EE	YY	-	-	Iulwkshy	3aEc	-	155	3cIv+155	-	457.00000
A-B	CDA	59.500	32.00	-	S-	U-	-	-	Jzwdqkkv	3pFg	-	875	3iWg+830	-	81.00000
S-2-M	GJU	31.000	4.30	-	RR	BB	-	-	Kzrnm	-	-	-	2.00%	2.000%	595.00000
Q-A	QPP	68.500	8.70	-	QQQ-	LLL-	-	-	Jhlqylvg	3wFu	-	300	3qJg+300	-	390.00000
Err Iex	ZSR	8.600	-	-	DT	NL	-	-	-	-	-	-	-	-	Retained
V-X	LSJ	210.000	5.90	-	ZZZ	UUU	-	-	Hkjemkrv	3oWl	-	85	3gIg+85	-	429.00000
G-T	SJA	39.000	8.80	-	K	G	-	-	Wqhxoqqb	3yOi	-	215	3cOl+215	-	853.00000
A-I	IPI	68.000	5.90	-	ZZ-	JJ-	-	-	Adehmbvn	3qVx	-	585	3cMu+571	-	61.00000

Tranche Comments

V-X: First Pay: 2021-10-25; Redemption: 2023-01-25; W-1-V : First Pay: 2021-10-25; Redemption: 2023-01-25; S-2-M: First Pay: 2021-10-25; Redemption: 2023-01-25; G-T: First Pay: 2021-10-25; Redemption: 2023-01-25; Q-A: First Pay: 2021-10-25; Redemption: 2023-01-25; A-I: First Pay: 2021-10-25; Redemption: 2023-01-25; A-B: First Pay: 2021-10-25; Redemption: 2023-01-25; Err Iex: First Pay: 2021-10-25; Redemption: 2023-01-25;

Deal Comments

Afcfj. Buk Sbff Ufpbumr 2.00

Risk Retention

Iqejyb qanyvabejc ybeqnqne qbbqn QL nynv nqeqbeyab

Reinvestment Period (YRS)

Reinvestment Period End Date

Dec 14, 2011

Refinancing

Yes

Reset

Yes

Napier Park Global Capital

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
O	LXJ	30.700	-	-	Q	G	17.60%	-	Gvlzcbzi	3nR	-	210	3cC+210	-	508.00000
E	VWU	40.900	-	-	HH-	HH-	34.00%	-	Yevyjwiu	3lA	-	560	3kF+525	-	64.10000
G1	CPS	33.000	-	-	HH	EE	-	-	Rurbzycf	3zR	-	135	3zR+135	-	508.00000
D	ECK	37.800	-	-	UUU	GGG-	29.60%	-	Cxwkbdqh	3vE	-	300	3tR+300	-	370.00000
Ivr	GET	15.280	-	-	JD	NI	-	-	-	-	-	-	-	-	Retained
T2	JFV	83.000	-	-	RR	UU	12.30%	-	Amvgw	-	-	-	1.650%	1.650%	948.00000
W	XPM	15.000	-	-	B-	H-	8.00%	-	Uzqovivv	3dH	-	820	3hC+746	-	70.00000
M	MXV	660.000	-	-	EEE	ZZZ	15.00%	-	Zmwbjtbi	3yT	-	90	3gX+90	-	432.00000

Tranche Comments

M: First Pay: 2021-10-25; Redemption: 2022-10-25; G1: First Pay: 2021-10-25; Redemption: 2022-10-25; T2: First Pay: 2021-10-25; Redemption: 2022-10-25; O: First Pay: 2021-10-25; Redemption: 2022-10-25; D: First Pay: 2021-10-25; Redemption: 2022-10-25; E: First Pay: 2021-10-25; Redemption: 2022-10-25; W: First Pay: 2021-10-25; Redemption: 2022-10-25; Ivr: First Pay: 2021-10-25; Redemption: 2022-10-25;

Deal Comments

Zqy Ekww Zxheqrl 1.00

Risk Retention

Ajeqkjyjan/Aeqbqyajje

Reinvestment Period (YRS)

Reinvestment Period End Date

Jun 17, 2011