Henley CLO DAC (HNLY) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-1CTB375.000--JJJTTT15.00%-Jwzzlpdz3pMl-1283eZx+128-319.00000
CHEA34.000--OOO-GGG-20.00%-Qpvcddsz3eZp-3103wWm+310-947.00000
UxjJBL39.700--NNHL--------Retained
MBCG41.000--IIII12.20%-Mfrqhtmf3mNu-2003aKw+200-801.00000
YGYB84.000--GG-AA-2.80%-Aveyjksh3aLb-5903aGm+590-156.00000
D-2IPE7.000--AAAPPP76.20%-Cbrdzbwq3wSu-1703zKw+170-399.00000
RFPK52.000--DB29.00%-Rcpykutd3qYp-2203lAm+220-416.00000
NLKE85.000--G-U-8.40%-Vdbuxpjs3sRs--3qKw+860--
Tranche Comments
T-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144U/Ycf P; D-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144X/Kfv M; M: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144C/Gwe E; R: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144U/Xve G; C: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144M/Nxs K; Y: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144F/Wpt P; N: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144V/Nsb L; Uxj: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144M/Wpc V;
Deal Comments
Wkj-Qmgg Dhkckgo 1.75
Risk Retention
NM - Znymzrju
Reinvestment Period (YRS)
8.12
Reinvestment Period End Date
Sep 11, 2007