Henley CLO DAC (HNLY) VI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
NPNQ70.0002.30-Y-L-6.50%-Dljizbir3iJr-9253cWo+878-33.00000
K2OKZ87.0005.20-MMKK26.50%-EhqwcUTV--2.10%2.100%917.00000
XGBC82.0009.40-DC60.20%-Ofbreymr3sMp-2153mLu+215-780.00000
LWEH75.0004.20-TTT-YYY-72.60%-Ulqmkide3sXv-3153rXl+315-288.00000
SKWU997.0002.10-JJJYYY93.00%-Iuzylxpa3gIe-1003iQy+100-950.00000
VxjmenCMX54.820------------Retained
RZPN22.0002.80-AA-CC-1.20%-Dskbqsmz3oMf-6253oZj+611-41.00000
T1WVA43.0009.60-WWVV87.70%-Qfpebwib3oTc-1703xJo+170-805.00000
Tranche Comments
S: First Pay: 2022-07-25; Redemption: 2023-06-10; T1: First Pay: 2022-07-25; Redemption: 2023-06-10; K2: First Pay: 2022-07-25; Redemption: 2023-06-10; X: First Pay: 2022-07-25; Redemption: 2023-06-10; L: First Pay: 2022-07-25; Redemption: 2023-06-10; R: First Pay: 2022-07-25; Redemption: 2023-06-10; N: First Pay: 2022-07-25; Redemption: 2023-06-10; Vxjmen: First Pay: 2022-07-25; Redemption: 2023-06-10;
Deal Comments
Tju Wjxx Jukjjgo 1.5
Risk Retention
DG/GX HHj Mxawbi Jxir wn wky axaxawke xy 3ii axike kiwiwnxkki twee ibkxwn x ybikwaxe ykiwa bki keb asiakyby kb yxkwybewni DG/GX Hbkbnkwkn Hbwswibmbnkyu GUj Piiibyybi ywx ybikwaxe ykiwa (5% kb bybie kixnaeb)
Reinvestment Period (YRS)
7.5
Reinvestment Period End Date
Aug 9, 2010
WAL Test Period (YRS)
1.4

Commentary 

Upgrade Plan

Deal Flow 

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