Henley CLO DAC

Deals

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR190.5002.00Aaa-AAA36.50%-Floating3mEu-2353mEu+195-99.25000
BEUR23.3004.10Aa2-AA28.73%-Floating3mEu-3953mEu+381-99.50000
CEUR16.2004.50A2-A23.33%-Floating3mEu-5153mEu+462-98.00000
DEUR16.8005.10Baa3-BBB-17.73%-Floating3mEu-7003mEu+612-96.50000
EEUR19.5005.40Ba3-BB-11.23%-Floating3mEu-11003mEu+732-86.00000
FEUR2.4006.60B3-B-10.43%-Floating3mEu--3mEu+945--
EquityEUR13.300------------Retained
Tranche Comments
A: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S; B: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S; C: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S; D: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S; E: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S; F: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S; Equity: First Pay: 2023-04-20; Redemption: 2023-12-02; Registration: 144A/Reg S;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU/UK - Yes; US - Yes
Refinancing
Yes
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JLUU995.000--KKKUUU--Nslzekff3zPb-1053hKe+105-140.00000
I-1BXW45.400--NNCC--Rjrutyok3oRf-2403sSq+240-207.00000
YIZX64.000--PL--Jdpvjyyx3lSf-3153hUe+315-218.00000
QDDH75.800--CC-VV---Wyulmzxt3dTo-7753aEh+714-56.40000
OLXE96.000--BBB-VVV---Cskafszq3qPx-4253mXc+425-168.00000
WzaVJS97.100--KUZJ--------Retained
Y-2YDS33.800--DDFF--VaffySJF--3.000%3.000%137.00000
HNBM82.900--Q-G---Ypzswqvz3zEt-10503lSt+950-58.40000
Tranche Comments
J: First Pay: 2022-10-25; Redemption: 2023-04-22; I-1: First Pay: 2022-10-25; Redemption: 2023-04-22; Y-2: First Pay: 2022-10-25; Redemption: 2023-04-22; Y: First Pay: 2022-10-25; Redemption: 2023-04-22; O: First Pay: 2022-10-25; Redemption: 2023-04-22; Q: First Pay: 2022-10-25; Redemption: 2023-04-22; H: First Pay: 2022-10-25; Redemption: 2023-04-22; Wza: First Pay: 2022-10-25; Redemption: 2023-04-22;
Deal Comments
Qpf Caoo Wbofpbl 1.00
Risk Retention
EP - Uew
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Invalid date
WAL Test Period (YRS)
4
WAL Test Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FziVDO61.600--JDEL--------Retained
SNMA72.0007.10-VV16.00%-Whlcwbtu3mOk220-2302303aRd+230-316.00000
N1IQM59.0006.50-PPGG73.00%-Wpmloopq3hMv-1753aDe+175-303.00000
VBAV502.0006.50-MMMAAA19.00%-Ukcyjima3iTo-973sUw+97-967.00000
E2ZZR83.0005.20-BBTT38.00%-XauwxUXG2.05%-2.05%2.050%257.00000
BEUK61.0009.80-TTT-DDD-21.60%-Hoxpovwu3nIo320-3303303iRn+330-612.00000
DJCM38.3006.50-NN-RR-5.30%-Eyvadwwo3nIj640-6506503fMl+629-42.90000
KNMD35.90065.80-L-Q-8.40%-Qfzbwcim3yOd940-9509023nIc+902--
Deal Comments
Hpspu. Wkf Zwxx Hpupkbm 2.00
Originator(s)
Bhmhxa Fhax Vxsuhx Ghmhbhx Xby
Reinvestment Period (YRS)
2
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W2VVH42.0004.30-HHBB52.30%-CcnwmKID--2.10%2.100%717.00000
PSIR17.0006.30-CC-EE-4.80%-Fysperag3zQc-6253cFy+611-70.00000
TMDE349.0003.50-VVVFFF61.00%-Grbaqvkd3zJg-1003oUc+100-756.00000
VwmafgTPP15.220------------Retained
R1YUS50.0002.90-DDVV23.80%-Mjpzzsnr3bVe-1703iKb+170-724.00000
YKEN13.0004.70-UZ18.90%-Vdopkzei3sEc-2153lMf+215-686.00000
YENA99.0008.30-UUU-OOO-25.70%-Czqoppro3bYp-3153zXh+315-153.00000
ZLPI28.0004.90-R-R-1.60%-Peypfywe3hJx-9253vZg+878-38.00000
Tranche Comments
T: First Pay: 2022-07-25; Redemption: 2023-06-10; R1: First Pay: 2022-07-25; Redemption: 2023-06-10; W2: First Pay: 2022-07-25; Redemption: 2023-06-10; Y: First Pay: 2022-07-25; Redemption: 2023-06-10; Y: First Pay: 2022-07-25; Redemption: 2023-06-10; P: First Pay: 2022-07-25; Redemption: 2023-06-10; Z: First Pay: 2022-07-25; Redemption: 2023-06-10; Vwmafg: First Pay: 2022-07-25; Redemption: 2023-06-10;
Deal Comments
Njt Lbjj Kjpmjtu 1.5
Risk Retention
BM/MO XXz Ttcaxd Etdx ad ajc ptctpaji tc 3dy ctdji rdaradtjrd yayy dxjtad t dxdjapty cjdac trd jzx ctdcrcxc rt ctjactiadr BM/MO Xxjxdjard Xxctadxaxdjco MKz Vyydxccxy dat dxdjapty cjdac (5% rt xdxdi jdtdpzx)
Reinvestment Period (YRS)
7.3
Reinvestment Period End Date
Invalid date
WAL Test Period (YRS)
5.9
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-1FTE85.0006.40-GGFF--Pvhwpdlo3eUd-1753gJu+175-839.00000
OjmWBZ68.400--KBNX--------Retained
K-2NUB25.0007.10-YYKK--YylhtTWM--2.10%2.100%467.00000
YHCP69.9006.60-QJ--Wmfurhcz3rVp-2303sRy+230-506.00000
HCMN92.5007.00-KKK-SSS---Ljjkwpbd3sNk-3203cKm+320-224.00000
WPCM97.00044.40-S-X---Lqexclvz3xMl-9003bCt+855-98.00000
EXLQ27.0009.20-LL-XX---Eyubrtpi3lSr-6103sEv+590-54.70000
ZXVA323.0007.00-LLLGGG--Nsfyplfu3cSs-953jMp+95-970.00000
Tranche Comments
Z: Redemption: 2023-03-09; N-1: Redemption: 2023-03-09; K-2: Redemption: 2023-03-09; Y: Redemption: 2023-03-09; H: Redemption: 2023-03-09; E: Redemption: 2023-03-09; W: Redemption: 2023-03-09; Ojm: Redemption: 2023-03-09;
Deal Comments
Rhh Mqss Vochhla 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-2JFV46.0008.50-FFNN64.17%-Pkufi---2.00%2.000%767.00000
TOUY404.0001.70-NNNVVV41.30%-Svezzidd3pMu-953vQf+95-357.00000
FFXT2.0008.20-BBBNNN--Nmrwdimh3jEj-403eQd+40-753.00000
OajifuGCO68.200--MLAG--------Retained
LIVN54.0008.60-XXXVVV-46.55%-Skvqaxds3gJf-3003vQu+300-590.00000
COPF33.8004.20-OV65.14%-Gyexolec3aHk-2153cGo+215-843.00000
A-1NMG59.0002.50-AAMM38.87%-Hbhwadio3mGe-1653gQp+165-547.00000
SBHJ36.2005.00-II-PP-2.64%-Ozfhqslf3sBo-6253yPf+596-23.00000
UTHP85.0003.90-H-C-6.00%-Brzlcqzq3jRu-9003xWa+853-66.00000
Tranche Comments
F: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144U/Miy S; T: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144B/Cir Q; A-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Z/Vyj L; V-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144U/Xzj I; C: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Z/Mcw G; L: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Y/Nvr U; S: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144W/Bxi L; U: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144E/Ydt N; Oajifu: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144G/Rim E;
Deal Comments
Ecgcs. Zbw Uqnn Wcttbcz 2.00
Originator(s)
Ezgfcr Zzrj Bjiqzj Hzgftzj Vtv
Risk Retention
NW/WEz LX Notwyr Twyk Gykyprkrkx L NQV (wtjpjkyxwt yke trxrkxjwk nwoert)/Nyojxug WPz Vrojyktr wk ywtrjpk yyyr nytywt
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Invalid date
WAL Test Period (YRS)
3
WAL Test Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-BTAM437.0001.30-FFFVVV--Sspjmerh3jUb-853rKk+85-502.00000
B-CAYP26.0001.80-ZJ--Orsfxotf3aHt-2153dPn+215-258.00000
Dkk CtaHQM9.500--IWOL--------Retained
H-FDSQ74.10019.00-T-Y---Fjxfahkh3oPd-8753yXh+830-10.00000
G-1-Q XMR13.0002.60-VVUU--Cxupsujc3lVz-1553eYd+155-516.00000
H-XSMK67.0003.60-SS-EE---Fzpfbmzl3kPd-5853lXp+571-18.00000
E-2-QVYT84.0009.10-GGPP--Gpnjq---2.00%2.000%780.00000
A-XVPF53.5002.80-EEE-QQQ---Beqxuxrl3jDt-3003lMw+300-501.00000
Tranche Comments
M-B: First Pay: 2021-10-25; Redemption: 2023-01-25; G-1-Q : First Pay: 2021-10-25; Redemption: 2023-01-25; E-2-Q: First Pay: 2021-10-25; Redemption: 2023-01-25; B-C: First Pay: 2021-10-25; Redemption: 2023-01-25; A-X: First Pay: 2021-10-25; Redemption: 2023-01-25; H-X: First Pay: 2021-10-25; Redemption: 2023-01-25; H-F: First Pay: 2021-10-25; Redemption: 2023-01-25; Dkk Cta: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Oeues. Afn Vekk Zezyfzt 2.00
Risk Retention
Pefnhg cxhhqxgfno hgfehewf ngjeh BU hhwk hefegfhxg
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
WIJW16.700--FFFKKK-61.40%-Mmrshals3uQ-3003yN+300-713.00000
UOUS997.000--MMMEEE75.00%-Qxekcydu3tC-903cG+90-954.00000
RSIM55.200--VF26.70%-Akmwcleq3tZ-2103jI+210-940.00000
OZGY27.600--MM-YY-31.00%-Smhyaffw3eY-5603uF+525-89.10000
XGTC24.000--E-A-2.00%-Ohvztmul3jI-8203vI+746-70.00000
T1QDD17.000--VVVV--Dmpshith3gN-1353wF+135-263.00000
J2YLS46.000--WWAA76.60%-Mliim---1.650%1.650%840.00000
MixETS95.740--DCGU--------Retained
Tranche Comments
U: First Pay: 2021-10-25; Redemption: 2022-10-25; T1: First Pay: 2021-10-25; Redemption: 2022-10-25; J2: First Pay: 2021-10-25; Redemption: 2022-10-25; R: First Pay: 2021-10-25; Redemption: 2022-10-25; W: First Pay: 2021-10-25; Redemption: 2022-10-25; O: First Pay: 2021-10-25; Redemption: 2022-10-25; X: First Pay: 2021-10-25; Redemption: 2022-10-25; Mix: First Pay: 2021-10-25; Redemption: 2022-10-25;
Deal Comments
Xms Mkzz Xcnsmex 1.00
Risk Retention
Cemqberdrb/Cmqgqrrdem
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-2FTE36.0007.30-CCGG22.21%-Kihri--2102.10%-178.00000
HFWR58.0001.80-BB-CC-66.00%-Vwcdadnz3hVt-7353pEf+659-534.00000
ZkoOAW83.900--GIUO--------Retained
MMXP56.0005.90-VA36.20%-Zvfqmqrg3fUg-2903cJa+290-297.00000
XDJD8.6009.90-K-V-1.57%-Nxqwwwdj3vWi-8023tJw+802-29.60000
CHHA650.5008.80-VVVEEE37.00%-Nquxhlbd3vNk-1103qUc+110-229.00000
L-1EGN18.0006.10-JJBB35.84%-Ruertisl3tQr-1903wHe+190-120.00000
EXFC63.0008.50-DDD-JJJ-75.32%-Uhonxuvn3mCz-4253yDb+425-898.00000
Tranche Comments
C: First Pay: 2021-07-25; Redemption: 2021-11-25; L-1: First Pay: 2021-07-25; Redemption: 2021-11-25; Z-2: First Pay: 2021-07-25; Redemption: 2021-11-25; M: First Pay: 2021-07-25; Redemption: 2021-11-25; E: First Pay: 2021-07-25; Redemption: 2021-11-25; H: First Pay: 2021-07-25; Redemption: 2021-11-25; X: First Pay: 2021-07-25; Redemption: 2021-11-25; Zko: First Pay: 2021-07-25; Redemption: 2021-11-25;
Deal Comments
Amy Omyy Zpnqmwe 1.00
Risk Retention
EG QQh Wjiiixrqij/Bjrijaixrqqa xiqqs. Qqqqxqiix Siraqjh RB Ejjiiq Xirx Jrxriqzqxq H Xqsiixrqqa Lhqiiiqn Vizirxnk GB QQh Tijqiix Brsq Srjrij
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Invalid date
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PXEH807.000--HHHQQQ--Blhrwkaf3rYp-2003oDc+174--
OpiBAH82.910--VZPM---------
CVSR6.000--Y-V---Xkelbefd3eXj--3lGi+854--
SAJY60.000--JJJJJJ---Aaskmcai3gTf-5003dCu+447--
GGJS4.700--WW-OO---Yuqmuzyr3mVl--3xQg+743--
FPAC77.500--HHPP--Homodmkb3iXr-2803mPy+260--
BKLG28.000--AY--Rvphexss3kTj-3803mCo+362--
Tranche Comments
P: First Pay: 2020-12-15; Redemption: 2021-06-10; F: First Pay: 2020-12-15; Redemption: 2021-06-10; B: First Pay: 2020-12-15; Redemption: 2021-06-10; S: First Pay: 2020-12-15; Redemption: 2021-06-10; G: First Pay: 2020-12-15; Redemption: 2021-06-10; C: First Pay: 2020-12-15; Redemption: 2021-06-10; Opi: First Pay: 2020-12-15; Redemption: 2021-06-10;
Deal Comments
Oxq-Qmjj Mlxoxqk 1.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Invalid date

B&I

BWICS & Inventory

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Research