Henley CLO DAC (HNLY) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F2JTK42.000--HHOO46.60%-Qnnak---1.650%1.650%787.00000
U1MSM66.000--AAWW--Hmkahaqd3yT-1353uJ+135-397.00000
WHLK95.900--DS61.60%-Hbjucxpp3xI-2103hI+210-549.00000
FSKY83.100--EEEUUU-81.10%-Yvkoysda3hK-3003vU+300-845.00000
XFKO10.300--DD-MM-81.00%-Oelpzkdp3nX-5603rW+525-98.80000
CBWV414.000--TTTCCC31.00%-Rzmcrraf3dC-903kZ+90-829.00000
ELOX15.000--K-X-1.00%-Omjecjfa3wD-8203dV+746-22.00000
BcvPAP73.300--FUOM--------Retained
Tranche Comments
C: First Pay: 2021-10-25; Redemption: 2022-10-25; U1: First Pay: 2021-10-25; Redemption: 2022-10-25; F2: First Pay: 2021-10-25; Redemption: 2022-10-25; W: First Pay: 2021-10-25; Redemption: 2022-10-25; F: First Pay: 2021-10-25; Redemption: 2022-10-25; X: First Pay: 2021-10-25; Redemption: 2022-10-25; E: First Pay: 2021-10-25; Redemption: 2022-10-25; Bcv: First Pay: 2021-10-25; Redemption: 2022-10-25;
Deal Comments
Dcw Xbuu Lfoicgn 1.00
Risk Retention
Hujfkueiyw/Djfbfeyiuj
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jul 14, 2010
Refinancing
Yes