Henley CLO DAC (HNLY) VII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IpuKDQ93.500--QBCU--------Retained
F-1JDG50.100--QQPP--Pqsafvig3lSv-2403yMk+240-572.00000
YPXO75.900--KK-MM---Dezsximr3eRk-7753jAu+714-28.70000
SJUU737.000--WWWDDD--Lrvjxwsy3tAr-1053vLb+105-114.00000
JIYT39.000--AB--Gkuekyzf3jRs-3153hCf+315-481.00000
MEYA12.000--JJJ-CCC---Bolkbwoa3pTn-4253eYs+425-298.00000
KTJR52.200--W-D---Iezmweeq3xIf-10503oUh+950-75.80000
O-2ZGO49.300--FFZZ--EkuhiUMM--3.000%3.000%867.00000
Tranche Comments
S: First Pay: 2022-10-25; Redemption: 2023-04-22; F-1: First Pay: 2022-10-25; Redemption: 2023-04-22; O-2: First Pay: 2022-10-25; Redemption: 2023-04-22; J: First Pay: 2022-10-25; Redemption: 2023-04-22; M: First Pay: 2022-10-25; Redemption: 2023-04-22; Y: First Pay: 2022-10-25; Redemption: 2023-04-22; K: First Pay: 2022-10-25; Redemption: 2023-04-22; Ipu: First Pay: 2022-10-25; Redemption: 2023-04-22;
Deal Comments
Rum Avmm Nuqhucx 1.00
Risk Retention
JO - Qfj
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 20, 2019
WAL Test Period (YRS)
4
WAL Test Period End Date
Apr 16, 2026