Henley CLO DAC (HNLY) VII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LVYX86.000--CF--Kwbclxmh3lAz-3153fAz+315-344.00000
KLKF86.100--P-X---Rmbjkpne3xLi-10503cSl+950-43.10000
K-2GQU23.300--KKEE--DaltnQQI--3.000%3.000%458.00000
KYIR27.600--CC-KK---Hwbafbep3vWc-7753dBj+714-23.20000
NXIR53.000--WWW-MMM---Adowyyed3bJh-4253nOr+425-354.00000
ZrxBIT34.600--PIOR--------Retained
GDKW863.000--DDDLLL--Qpjbeuos3pKm-1053sZi+105-701.00000
Q-1OIH68.200--QQGG--Ghejyvjk3aNk-2403yBl+240-193.00000
Tranche Comments
G: First Pay: 2022-10-25; Redemption: 2023-04-22; Q-1: First Pay: 2022-10-25; Redemption: 2023-04-22; K-2: First Pay: 2022-10-25; Redemption: 2023-04-22; L: First Pay: 2022-10-25; Redemption: 2023-04-22; N: First Pay: 2022-10-25; Redemption: 2023-04-22; K: First Pay: 2022-10-25; Redemption: 2023-04-22; K: First Pay: 2022-10-25; Redemption: 2023-04-22; Zrx: First Pay: 2022-10-25; Redemption: 2023-04-22;
Deal Comments
Qoj Uxtt Bghqoum 1.00
Risk Retention
JK - Rek
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Jul 29, 1998
WAL Test Period (YRS)
6
WAL Test Period End Date
Mar 26, 2007

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan