Henley CLO DAC (HNLY) II

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR108.000--AAAAAA--Floating3mEu-2003mEu+174--
BEUR26.500--AAAA--Floating3mEu-2803mEu+260--
CEUR14.000--AA--Floating3mEu-3803mEu+362--
DEUR12.000--BBBBBB---Floating3mEu-5003mEu+447--
EEUR9.500--BB-BB---Floating3mEu--3mEu+743--
FEUR4.000--B-B---Floating3mEu--3mEu+854--
SubEUR27.750--NRNR---------
Tranche Comments
A: First Pay: 2020-12-15; Redemption: 2021-06-10; B: First Pay: 2020-12-15; Redemption: 2021-06-10; C: First Pay: 2020-12-15; Redemption: 2021-06-10; D: First Pay: 2020-12-15; Redemption: 2021-06-10; E: First Pay: 2020-12-15; Redemption: 2021-06-10; F: First Pay: 2020-12-15; Redemption: 2021-06-10; Sub: First Pay: 2020-12-15; Redemption: 2021-06-10;
Deal Comments
Non-Call Period: 1.00
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Jun 15, 2023