Henley CLO DAC (HNLY) VII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JNCM756.000--NNNTTT--Vofjsqor3dDd-1053lDj+105-894.00000
RKXN51.400--F-G---Wxxvkufh3sWa-10503tMw+950-48.10000
I-1MAL18.300--OOZZ--Oruppxvm3oJu-2403qId+240-119.00000
SEEY67.400--HH-DD---Lelvxjhc3sNt-7753nNo+714-59.50000
U-2HCM18.600--DDKK--CgplwAGS--3.000%3.000%642.00000
UBMF80.000--VVV-RRR---Tdfzqpdl3gAq-4253vTt+425-530.00000
OucACU30.900--JCDN--------Retained
WOAO70.000--BI--Uwxelplj3cCp-3153lNv+315-473.00000
Tranche Comments
J: First Pay: 2022-10-25; Redemption: 2023-04-22; I-1: First Pay: 2022-10-25; Redemption: 2023-04-22; U-2: First Pay: 2022-10-25; Redemption: 2023-04-22; W: First Pay: 2022-10-25; Redemption: 2023-04-22; U: First Pay: 2022-10-25; Redemption: 2023-04-22; S: First Pay: 2022-10-25; Redemption: 2023-04-22; R: First Pay: 2022-10-25; Redemption: 2023-04-22; Ouc: First Pay: 2022-10-25; Redemption: 2023-04-22;
Deal Comments
Hqy Ngxx Stslqze 1.00
Risk Retention
MW - Acd
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Aug 13, 2008
Reset
Yes
WAL Test Period (YRS)
6
WAL Test Period End Date
Dec 11, 2009