Henley CLO DAC (HNLY) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-YMDI88.0006.60-GW--Zdfsmcny3bRe-2153ySf+215-557.00000
E-RWQQ75.9005.70-PPP-SSS---Aodoeljp3gYk-3003vCl+300-668.00000
L-TENP743.0002.50-WWWQQQ--Vjlmoqjf3jDe-853kPw+85-873.00000
P-2-HLFR99.0009.90-RRDD--Etmuu---2.00%2.000%558.00000
B-CTHL71.30061.00-B-Y---Cvshlkaj3oSe-8753jFw+830-48.00000
Gxx LcbHJI8.200--MBEK--------Retained
H-1-T EGY41.0009.10-HHUU--Ezxtstze3dDy-1553vHr+155-853.00000
Z-YBJV77.0001.40-YY-OO---Isldntkn3vPg-5853vKu+571-14.00000
Tranche Comments
L-T: First Pay: 2021-10-25; Redemption: 2023-01-25; H-1-T : First Pay: 2021-10-25; Redemption: 2023-01-25; P-2-H: First Pay: 2021-10-25; Redemption: 2023-01-25; L-Y: First Pay: 2021-10-25; Redemption: 2023-01-25; E-R: First Pay: 2021-10-25; Redemption: 2023-01-25; Z-Y: First Pay: 2021-10-25; Redemption: 2023-01-25; B-C: First Pay: 2021-10-25; Redemption: 2023-01-25; Gxx Lcb: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Rlvlx. Emk Xjgg Nlclmvu 2.00
Risk Retention
Qcrrif nbgiibfrrp ifrcgcvr gfpcg OR givr gcrcfribf
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jun 7, 2012