Henley CLO DAC (HNLY) VII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-2WNV88.900--PPNN--YtihcJIB--3.000%3.000%497.00000
BejZWZ64.900--MKHE--------Retained
IYUR64.000--ZZZ-ZZZ---Pjcozvoc3aMa-4253vJa+425-136.00000
HVXE55.000--JV--Hmudeqng3iXr-3153tCd+315-695.00000
PETE124.000--YYYSSS--Pbwsoisx3yTx-1053yUs+105-373.00000
CYJR31.100--VV-NN---Iyvpcoqf3wZl-7753rNk+714-90.30000
KIQD10.400--C-N---Pejvkykl3kJo-10503iGx+950-61.30000
C-1ZSU34.200--CCHH--Vyqymxno3lUc-2403fQq+240-309.00000
Tranche Comments
P: First Pay: 2022-10-25; Redemption: 2023-04-22; C-1: First Pay: 2022-10-25; Redemption: 2023-04-22; M-2: First Pay: 2022-10-25; Redemption: 2023-04-22; H: First Pay: 2022-10-25; Redemption: 2023-04-22; I: First Pay: 2022-10-25; Redemption: 2023-04-22; C: First Pay: 2022-10-25; Redemption: 2023-04-22; K: First Pay: 2022-10-25; Redemption: 2023-04-22; Bej: First Pay: 2022-10-25; Redemption: 2023-04-22;
Deal Comments
Moy Vzjj Dfafomt 1.00
Risk Retention
RN - Fyt
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Nov 9, 1998
WAL Test Period (YRS)
4
WAL Test Period End Date
Nov 14, 2011