Henley CLO DAC (HNLY) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
IVTW876.2001.20-RRRBBB39.00%-Fsluhoct3yMq-1103aPa+110-553.00000
M-1EIF54.0005.70-OOXX48.35%-Rwlvlodb3dIu-1903vEr+190-453.00000
CtqOML39.600--XEXV--------Retained
PHZY39.0003.90-SSS-AAA-10.10%-Trovlybh3gSi-4253tZk+425-861.00000
Z-2MNO44.0003.70-VVDD72.26%-Qoxhw--2102.10%-680.00000
QNGX51.0007.70-XX-VV-66.00%-Seoostcx3oWq-7353hDq+659-329.00000
AZIY86.0004.60-AG80.79%-Mzhzpijk3gQv-2903tJh+290-542.00000
IDHU2.2004.60-I-S-9.45%-Zsyfaqal3lCm-8023qOn+802-35.90000
Tranche Comments
I: First Pay: 2021-07-25; Redemption: 2021-11-25; M-1: First Pay: 2021-07-25; Redemption: 2021-11-25; Z-2: First Pay: 2021-07-25; Redemption: 2021-11-25; A: First Pay: 2021-07-25; Redemption: 2021-11-25; P: First Pay: 2021-07-25; Redemption: 2021-11-25; Q: First Pay: 2021-07-25; Redemption: 2021-11-25; I: First Pay: 2021-07-25; Redemption: 2021-11-25; Ctq: First Pay: 2021-07-25; Redemption: 2021-11-25;
Deal Comments
Jqb Dxcc Eojrqcv 1.00
Risk Retention
SR HHz Bxaraxwjox/Yhooxkaxwjxk xojxa. Hxjxxjaox Vogkxxz HS Shxojx Rowx Twxwrxgxxj T Jxaarxwjxk Oojaaajw Dogjwxwd RY HHz Joxxarx Ywdx Vwxoox
Reinvestment Period (YRS)
5
Reinvestment Period End Date
May 2, 2004

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan