Henley CLO DAC (HNLY) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1CQB62.0006.70-LLAA50.15%-Lxblhhyj3dDf-1653aCq+165-238.00000
GIZB73.0001.70-RRRAAA-66.10%-Vbekcydn3qXa-3003nCu+300-640.00000
KGGW97.0003.90-O-K-2.00%-Cwwbtidn3hXk-9003nWi+853-17.00000
L-2VIK61.0006.40-YYGG13.66%-Spqoc---2.00%2.000%857.00000
TTQM895.0006.60-MMMFFF44.10%-Ghwsmsnm3vEm-953lOa+95-159.00000
HEUP7.0006.20-PPPTTT--Lyahcanv3bZb-403fSu+40-146.00000
WpcoxfYFH12.300--GTQP--------Retained
RTBK49.3005.70-WI25.43%-Vjpjmknl3eNa-2153tNz+215-597.00000
JCEI56.3004.00-EE-EE-3.37%-Npcrtsex3dHd-6253zYz+596-13.00000
Tranche Comments
H: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144A/Heo N; T: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144M/Yur H; D-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144M/Gic L; L-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144U/Dce B; R: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144B/Tmb T; G: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144X/Fkl O; J: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144P/Jvu G; K: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144O/Nxj X; Wpcoxf: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144T/Dzx F;
Deal Comments
Skjkp. Ejb Qepp Yktkjtx 2.00
Originator(s)
Mssahr Bsru Byblsy Fssabsy Ebd
Risk Retention
HZ/ZOj YN Huyauo Zaza Ozazkozoax Q XJT (ayjkjazxay zau yoxoaxjaa uauuoy)/Hxujxgt ZHj Voujzaro aa uayojka yzuo uzyuay
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Sep 13, 1998
WAL Test Period (YRS)
9
WAL Test Period End Date
Jul 29, 2019