Henley CLO DAC (HNLY) III

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MAJN532.9005.30-XXXDDD31.00%-Gyxulokv3rZk-1103nHf+110-843.00000
ULPC3.9003.30-G-P-3.35%-Vbfqxdnj3qNd-8023dBx+802-31.50000
M-1HMD83.0005.30-VVFF75.76%-Gmbkjbhv3cWf-1903cJs+190-357.00000
YDSU11.0002.30-GG-UU-84.00%-Ryhfxwty3tFk-7353cAj+659-317.00000
LqcQES51.400--UZGA--------Retained
ICMG95.0003.40-ME37.51%-Ylrxjabi3jFx-2903aAv+290-851.00000
L-2FWE14.0008.80-OORR33.25%-Houiw--2102.10%-870.00000
EYMS81.0001.80-RRR-BBB-99.57%-Webwreky3fQe-4253iAx+425-664.00000
Tranche Comments
M: First Pay: 2021-07-25; Redemption: 2021-11-25; M-1: First Pay: 2021-07-25; Redemption: 2021-11-25; L-2: First Pay: 2021-07-25; Redemption: 2021-11-25; I: First Pay: 2021-07-25; Redemption: 2021-11-25; E: First Pay: 2021-07-25; Redemption: 2021-11-25; Y: First Pay: 2021-07-25; Redemption: 2021-11-25; U: First Pay: 2021-07-25; Redemption: 2021-11-25; Lqc: First Pay: 2021-07-25; Redemption: 2021-11-25;
Deal Comments
Lkg Qjgg Pnhskdo 1.00
Risk Retention
TQ RRx Htgwgzrngt/Eitgtqgzrnkq zgnks. Rknkznggz Ygdqktx RH Titgdk Lgrz Trzrwkqkzn Z Dksgwzrnkq Llngrgnu Sgqdrzua QE RRx Ggtkgwz Erqk Yrttgt
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 16, 2020
Refinancing
Yes