Henley CLO DAC (HNLY) XII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YXKB71.000--PP48.00%-Fnucycfn3sHn-2203xRb+220-397.00000
TSQJ49.000--VVV-LLL-97.00%-Mvcxcuek3dGe-3103wDb+310-660.00000
V-2TDP6.000--EEEIII90.60%-Rfvmahtu3fDz-1703eUe+170-449.00000
VMAW21.000--UUFF57.50%-Jrmyduob3nCk-2003lBr+200-365.00000
WNJP34.000--A-R-8.90%-Bzppmuyv3pUf--3cKc+860--
G-1KCB194.000--AAAYYY61.00%-Qlyrsoug3aUm-1283yJd+128-474.00000
NCSM57.000--RR-ZZ-2.60%-Tdremcak3cSq-5903oVe+590-298.00000
LzeQDD35.100--ZMYT--------Retained
Tranche Comments
G-1: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144I/Muk K; V-2: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144N/Thm I; V: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144E/Jaz Q; Y: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144B/Qjf A; T: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144D/Rdm R; N: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144J/Jjx W; W: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144F/Hql T; Lze: First Pay: 2025-07-15; Redemption: 2026-07-15; Registration: 144U/Twp K;
Deal Comments
Zwg-Jngg Mwyfwtr 1.75
Risk Retention
PF - Oigmqkio
Reinvestment Period (YRS)
4.58
Reinvestment Period End Date
Feb 25, 2001
Reset
Yes