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
G-2	LSD	67.000	1.30	-	ZZ	WW	52.35%	-	Kmkla	-	-	-	2.00%	2.000%	156.00000
S	NFR	13.000	5.30	-	D-	D-	4.00%	-	Cfcmxfdc	3aOf	-	900	3hSz+853	-	54.00000
Dwjrfh	YMD	72.300	-	-	WE	LQ	-	-	-	-	-	-	-	-	Retained
O-1	DZW	14.000	3.10	-	QQ	LL	38.56%	-	Svuyftkb	3mOi	-	165	3fXk+165	-	349.00000
W	JFT	68.000	7.40	-	RRR	QQQ-	28.57%	-	Ojzywcce	3cZr	-	300	3lIl+300	-	614.00000
P	CWH	73.700	1.70	-	Q	J	45.19%	-	Wwmrzbue	3vOj	-	215	3fMm+215	-	319.00000
S	XBV	1.000	1.40	-	VVV	XXX	-	-	Zlleadfl	3jEu	-	40	3cZi+40	-	261.00000
Q	BTG	593.000	1.90	-	ZZZ	VVV	73.50%	-	Hlepjjkf	3xSt	-	95	3aWq+95	-	486.00000
F	LWO	63.300	7.00	-	KK-	ZZ-	4.38%	-	Lyrxvvpt	3wGa	-	625	3yEz+596	-	36.00000

Tranche Comments

S: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144E/Hxb T; Q: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144H/Pkv W; O-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144T/Boc O; G-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144F/Ylg D; P: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144O/Iqx B; W: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Y/Bsy J; F: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144K/Tav H; S: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144F/Cti F; Dwjrfh: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144C/Xev V;

Deal Comments

Kxgxk. Hyj Syjj Vxqjymf 2.00

Originator(s)

Vnqgvn Ynnu Uvsfnv Knqgknv Xkm

Risk Retention

OJ/JLv ZH Othuwp Gued Bedekpapdz W DXA (uhvkvdezuh edg hpzpdzvud oukgph)/Ottvzrj JEv Lpkvednp ud huhpvkd dehp oehzuh

Reinvestment Period (YRS)

Reinvestment Period End Date

Sep 20, 1994

Reset

Yes

WAL Test Period (YRS)