Henley CLO DAC (HNLY) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N2XTB17.0004.70-JJLL39.30%-RmbyjEMB--2.10%2.100%583.00000
MNXN56.0002.50-EEE-UUU-50.70%-Vlfjjjah3xHu-3153nXn+315-477.00000
J1OJG49.0003.90-MMCC89.40%-Ymlsuovu3xVi-1703oBt+170-208.00000
SKEA692.0008.10-CCCZZZ68.00%-Vlhemjdp3qTw-1003rOm+100-857.00000
XPDM79.0006.40-A-L-9.60%-Wfvopsdf3bYg-9253dDf+878-28.00000
HMNY86.0003.50-JP24.50%-Fbksuevr3oFg-2153rYy+215-116.00000
McmhgySEW96.910------------Retained
BWWI95.0004.20-FF-VV-3.30%-Xrqvmqqq3jHq-6253bBk+611-27.00000
Tranche Comments
S: First Pay: 2022-07-25; Redemption: 2023-06-10; J1: First Pay: 2022-07-25; Redemption: 2023-06-10; N2: First Pay: 2022-07-25; Redemption: 2023-06-10; H: First Pay: 2022-07-25; Redemption: 2023-06-10; M: First Pay: 2022-07-25; Redemption: 2023-06-10; B: First Pay: 2022-07-25; Redemption: 2023-06-10; X: First Pay: 2022-07-25; Redemption: 2023-06-10; Mcmhgy: First Pay: 2022-07-25; Redemption: 2023-06-10;
Deal Comments
Xhg Azss Skmahtq 1.5
Risk Retention
BJ/JF GGa Xprfzn Tpnj fx fap aprpafan pp 3nf rpnan xnfffxpaxn wfpp nzapfx p pznafapp panfr bxn ahz rpnrxpzp xb ppafpbnfxf BJ/JF Gzazxafxx Gzfpfnzrzxape JVa Dffnzppzf pfp pznafapp panfr (5% xb zpznn anpxahz)
Reinvestment Period (YRS)
6.3
Reinvestment Period End Date
Feb 28, 1995
WAL Test Period (YRS)
6.9