Henderson Receivables LLC (HENDR) 2017-3

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AUSD52.68012.05Aaa------FixedSwaps130-1401403.80%3.834%99.96700
BUSD6.06014.45Baa2------FixedYLD5.25%a-5.43%5.500%99.92531
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Tranche Comments
A: Registration: 144A Only; B: Registration: 144A Only;
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