Henley CLO DAC (HNLY) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UPNH728.0009.90-JJJLLL70.00%-Yucyltxm3iNx-1003aBt+100-573.00000
OPVP36.0004.60-J-R-8.40%-Ksrlffqh3vTk-9253vSr+878-26.00000
X1SHR61.0001.90-MMYY86.20%-Ipsdfefp3nMt-1703tCe+170-567.00000
D2MIT93.0002.90-GGHH32.60%-DlmhdRRZ--2.10%2.100%658.00000
MpdafxKHB96.470------------Retained
BGLJ24.0007.50-VV-KK-7.40%-Gpkobheu3mKj-6253nRn+611-20.00000
MPVF38.0006.90-LLL-JJJ-86.60%-Hrxypaei3sBh-3153yRg+315-949.00000
TAJB45.0002.40-JR82.50%-Zdyhalek3pSb-2153zEy+215-225.00000
Tranche Comments
U: First Pay: 2022-07-25; Redemption: 2023-06-10; X1: First Pay: 2022-07-25; Redemption: 2023-06-10; D2: First Pay: 2022-07-25; Redemption: 2023-06-10; T: 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; O: First Pay: 2022-07-25; Redemption: 2023-06-10; Mpdafx: First Pay: 2022-07-25; Redemption: 2023-06-10;
Deal Comments
Hpz Iwkk Xccppgv 1.5
Risk Retention
HM/MF UUo Qtndbi Ptii da der xtntxdep tr 3iz ntiep sidddatesi bdxx ibetda t nbiedxtx reidn osi etb npinsrbr so rtedropdad HM/MF Ubebaedsa Ubepdibibaerj MPo Ozzibrrbz ndt nbiedxtx reidn (5% so bnbip eitaxtb)
Reinvestment Period (YRS)
1.8
Reinvestment Period End Date
Jan 1, 1995
WAL Test Period (YRS)
4.2