Henley CLO DAC (HNLY) IV

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E2GSW92.000--HHGG45.10%-Twibv---1.650%1.650%154.00000
CSTV57.900--LLLXXX-15.70%-Svxoywmv3fR-3003rY+300-972.00000
TMKF99.000--V-Z-9.00%-Ipqadewq3cM-8203bT+746-77.00000
JVBR50.100--PW61.30%-Sxxrhhxu3kV-2103dG+210-769.00000
ZZHX89.800--JJ-AA-91.00%-Rmmdraiv3hA-5603fB+525-86.70000
Q1GCH93.000--ZZVV--Idluuamu3rI-1353uG+135-808.00000
MlkWTC92.950--KMPY--------Retained
LCWX701.000--LLLBBB91.00%-Uwksymmh3vY-903aY+90-921.00000
Tranche Comments
L: First Pay: 2021-10-25; Redemption: 2022-10-25; Q1: First Pay: 2021-10-25; Redemption: 2022-10-25; E2: First Pay: 2021-10-25; Redemption: 2022-10-25; J: First Pay: 2021-10-25; Redemption: 2022-10-25; C: First Pay: 2021-10-25; Redemption: 2022-10-25; Z: First Pay: 2021-10-25; Redemption: 2022-10-25; T: First Pay: 2021-10-25; Redemption: 2022-10-25; Mlk: First Pay: 2021-10-25; Redemption: 2022-10-25;
Deal Comments
Rxw Tobb Nxlkxrs 1.00
Risk Retention
Hcpdoccbsz/Xpdhdcsbcp
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 1, 1998