Henley CLO DAC (HNLY) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1-U KVQ19.0009.40-AANN--Pebkraka3cEy-1553cLy+155-444.00000
O-2-DZUA75.0008.80-VVSS--Lncra---2.00%2.000%511.00000
W-BAEK69.9009.90-OOO-WWW---Qwafyhat3yGn-3003xIf+300-277.00000
G-RFVZ90.30030.00-G-V---Ocxqkvfq3rHp-8753fGo+830-83.00000
Www VqpXNY3.400--OVMX--------Retained
F-NTVQ69.0001.20-IW--Wfrhodqk3tGi-2153zRe+215-258.00000
Z-INSI234.0004.70-XXXXXX--Ryqczvsh3tXh-853aAk+85-450.00000
L-SKIP65.0005.90-WW-LL---Tjbvfljf3vQc-5853eYb+571-20.00000
Tranche Comments
Z-I: First Pay: 2021-10-25; Redemption: 2023-01-25; D-1-U : First Pay: 2021-10-25; Redemption: 2023-01-25; O-2-D: First Pay: 2021-10-25; Redemption: 2023-01-25; F-N: First Pay: 2021-10-25; Redemption: 2023-01-25; W-B: First Pay: 2021-10-25; Redemption: 2023-01-25; L-S: First Pay: 2021-10-25; Redemption: 2023-01-25; G-R: First Pay: 2021-10-25; Redemption: 2023-01-25; Www Vqp: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Ssusj. Uye Sutt Jssyyko 2.00
Risk Retention
Cmicbn eqxbhqnicp bnimxmmi unimx GB xbmw xmimnibqn
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jul 10, 2018
Refinancing
Yes

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan