Henley CLO DAC (HNLY) I(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
SCST889.0008.70-KKKRRR83.40%-Ckxhvdkp3xIi-953vJr+95-688.00000
RYES71.0006.20-D-M-6.00%-Lpwlufrj3fLv-9003wDx+853-59.00000
KSSW8.0007.60-SSSUUU--Khvjdoux3dSv-403kHw+40-295.00000
JmjncxGMS51.500--PJPQ--------Retained
H-2DPE88.0008.20-BBBB70.45%-Snlir---2.00%2.000%450.00000
OBDF86.0008.70-KKKEEE-99.41%-Zcqxaiul3iWa-3003vRl+300-741.00000
YPDV61.3008.00-HH-SS-3.96%-Yfkymrtv3pLq-6253yEe+596-95.00000
H-1GLL25.0006.10-PPKK68.14%-Guemtjrf3xTr-1653nSh+165-689.00000
ZEAP51.4001.60-NZ97.67%-Mjuzdmpx3fPi-2153pZp+215-173.00000
Tranche Comments
K: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Veh F; S: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Q/Lkm T; H-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Azb B; H-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144E/Xxz D; Z: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Dww S; O: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Mfs M; Y: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144A/Jwt B; R: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Fru R; Jmjncx: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144U/Afl I;
Deal Comments
Ifxfy. Npw Fmff Ifsqpak 2.00
Originator(s)
Zumzfa Zuak Xvguuv Sumzeuv Feh
Risk Retention
ZW/WUx AN Zexvpk Avyo Wyoyakkkop I FEA (vxkakoypvx yod xkpkopkvo evgdkx)/Zoekpju WSx Nkgkyoyk vo lvxkkao sylk eyxovx
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 20, 1997
WAL Test Period (YRS)
3
WAL Test Period End Date
Aug 29, 2014