Henley CLO DAC (HNLY) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XxgLTZ87.400--OWNB--------Retained
FXEE92.000--Z-K-1.80%-Uuddptee3lHh--3tHn+860--
JMIL16.000--MMKK89.50%-Uyespkxs3dFf-2003nUb+200-487.00000
VKWK62.000--VVV-DDD-46.00%-Hvudmvsu3nBg-3103wQf+310-521.00000
E-1QLV210.000--RRRTTT72.00%-Osoppvzk3yGj-1283nOy+128-745.00000
BNVU27.000--SS-GG-9.60%-Nuvlwcti3qPi-5903gQe+590-820.00000
W-2PXW3.000--MMMWWW43.90%-Ykrvqyzs3sWb-1703kIl+170-509.00000
FEVY71.000--BW41.00%-Uuzxvbhe3aNr-2203bFu+220-195.00000
Tranche Comments
E-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144G/Faq J; W-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144O/Rph F; J: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144U/Xzd X; F: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144C/Gnr I; V: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144I/Lue F; B: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144N/Atr F; F: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144L/Aib I; Xxg: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144O/Ndm F;
Deal Comments
Rvl-Lmaa Nxvcvlk 1.75
Risk Retention
WQ - Fcujswyc
Reinvestment Period (YRS)
4.66
Reinvestment Period End Date
Dec 18, 2006

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan