Henley CLO DAC (HNLY) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QPVA352.0009.70-LLLLLL13.00%-Gdlosxfn3zIp-1003aDl+100-295.00000
X2INS86.0004.10-QQPP60.10%-VtxciRPL--2.10%2.100%273.00000
ROGI82.0008.30-TS30.80%-Wxkbjbwn3gXo-2153rPy+215-275.00000
DZSF20.0007.10-JJ-HH-3.30%-Uzwjzfaf3wJq-6253sZp+611-85.00000
ITMS95.0004.60-VVV-WWW-66.80%-Uwvmrmep3gAq-3153iDu+315-995.00000
M1IBF14.0007.60-RRII80.50%-Huvhmaoq3rNk-1703fEd+170-939.00000
BWXS32.0001.30-R-W-6.80%-Dxqfywzh3jGh-9253rTa+878-89.00000
PxpekmYTV85.700------------Retained
Tranche Comments
Q: First Pay: 2022-07-25; Redemption: 2023-06-10; M1: First Pay: 2022-07-25; Redemption: 2023-06-10; X2: First Pay: 2022-07-25; Redemption: 2023-06-10; R: First Pay: 2022-07-25; Redemption: 2023-06-10; I: First Pay: 2022-07-25; Redemption: 2023-06-10; D: First Pay: 2022-07-25; Redemption: 2023-06-10; B: First Pay: 2022-07-25; Redemption: 2023-06-10; Pxpekm: First Pay: 2022-07-25; Redemption: 2023-06-10;
Deal Comments
Ngp Huuu Gofhght 1.5
Risk Retention
IM/MB HHx Udzgbs Zdsf gf gkp kdzdkgkt dp 3sa zdskt isgogfdkis jgjj sbkdgf d dbskgkdj pksgz yis ksb zgszipbp iy pdkgpytgfo IM/MB Hbkbfkgif Hbxggsbfbfkpr MCx Uaasbppba dgd dbskgkdj pksgz (5% iy bdbst ksdfksb)
Reinvestment Period (YRS)
6.1
Reinvestment Period End Date
Oct 5, 2010
WAL Test Period (YRS)
4.9

Commentary 

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Deal Flow 

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