Henley CLO DAC (HNLY) IV

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
HNLY IV (EUR 372m)Napier Park Global CapitalEMEA
Jan 28, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
QVBD682.000--TTTTTT91.00%-Twxyqcnh3qB--903nP+90-299.00000
SHPL83.300--BM88.80%-Vcywddcy3cL--2103yU+210-930.00000
MBWT51.000--M-P-2.00%-Trsvzbcn3mG--8203gZ+746-65.00000
RDWT17.300--PP-ZZ-12.00%-Hhscdokq3lB--5603nX+525-84.90000
L2WMU56.000--CCTT22.50%-Fbvbw----1.650%1.650%789.00000
J1TIU24.000--OOAA--Qhlmtrnt3qX--1353zD+135-777.00000
PNHD41.300--EEEPPP-74.50%-Vwhqxsre3fA--3003jX+300-558.00000
OagGKV49.960--UDAR---------Retained
Tranche Comments
Q: First Pay: 2021-10-25; Redemption: 2022-10-25; J1: First Pay: 2021-10-25; Redemption: 2022-10-25; L2: First Pay: 2021-10-25; Redemption: 2022-10-25; S: First Pay: 2021-10-25; Redemption: 2022-10-25; P: First Pay: 2021-10-25; Redemption: 2022-10-25; R: First Pay: 2021-10-25; Redemption: 2022-10-25; M: First Pay: 2021-10-25; Redemption: 2022-10-25; Oag: First Pay: 2021-10-25; Redemption: 2022-10-25;
Deal Comments
Yuh Fxqq Tqwbuhv 1.00
Risk Retention
Qybspyfjcd/Jbsrsfcjyb
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Nov 10, 2003

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