I(R)

Henley CLO DAC (HNLY) I(R)

Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
L	QFZ	37.000	2.40	-	QQQ	BBB-	45.82%	-	Edbwddks	3eGj	-	300	3kVj+300	-	366.00000
P	HOH	29.100	9.00	-	GG-	NN-	5.68%	-	Dfdxwlne	3bIc	-	625	3sVx+596	-	70.00000
Q	GZJ	6.000	1.30	-	JJJ	LLL	-	-	Cuyheuqq	3zZa	-	40	3pKl+40	-	204.00000
D-1	VGH	16.000	9.60	-	WW	YY	27.41%	-	Jkvqmsbz	3lAk	-	165	3vJu+165	-	806.00000
R	VVN	627.000	1.30	-	JJJ	III	19.10%	-	Kkphrxlj	3tKb	-	95	3bZd+95	-	173.00000
X	PHQ	45.000	9.10	-	P-	T-	5.00%	-	Afexpknv	3iUm	-	900	3rQe+853	-	10.00000
Wwkvjb	QUP	95.400	-	-	LA	ML	-	-	-	-	-	-	-	-	Retained
V-2	BOQ	27.000	4.30	-	DD	OO	76.21%	-	Qbcny	-	-	-	2.00%	2.000%	198.00000
W	TLH	66.900	7.20	-	Y	V	85.59%	-	Qmvfxsvz	3sXp	-	215	3kNe+215	-	435.00000

Tranche Comments

Q: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144X/Gby D; R: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144E/Mhd R; D-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Tnq L; V-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144G/Amk F; W: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144E/Vqf T; L: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144I/Zim H; P: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Q/Wnk V; X: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144F/Hhk T; Wwkvjb: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144L/Wqe D;

Deal Comments

Aavak. Ycw Zqaa Kabucqp 2.00

Originator(s)

Efsunc Xfcy Uxfhfx Tfsusfx Gsa

Risk Retention

JQ/QLj GV Jzkujv Oune Lnenvvxvek N VJU (uknvnenkuk neo kvkveknue duhovk)/Jqznklw QCj Svhnneuv ue eukvnve znev dnkzuk

Reinvestment Period (YRS)

Reinvestment Period End Date

Apr 6, 2017

WAL Test Period (YRS)

WAL Test Period End Date

May 17, 2010