Henley CLO DAC (HNLY) II(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-REUR236.0005.90-AAAAAA--Floating3mEu-853mEu+85-100.00000
B-1-R EUR20.0007.40-AAAA--Floating3mEu-1553mEu+155-100.00000
B-2-REUR25.0007.40-AAAA--Fixed---2.00%2.000%100.00000
C-REUR31.0008.20-AA--Floating3mEu-2153mEu+215-100.00000
D-REUR24.5008.90-BBB-BBB---Floating3mEu-3003mEu+300-100.00000
E-REUR22.0009.50-BB-BB---Floating3mEu-5853mEu+571-99.00000
F-REUR12.50010.00-B-B---Floating3mEu-8753mEu+830-97.00000
Add SubEUR6.400--NRNR--------Retained
Tranche Comments
A-R: First Pay: 2021-10-25; Redemption: 2023-01-25; B-1-R : First Pay: 2021-10-25; Redemption: 2023-01-25; B-2-R: First Pay: 2021-10-25; Redemption: 2023-01-25; C-R: First Pay: 2021-10-25; Redemption: 2023-01-25; D-R: First Pay: 2021-10-25; Redemption: 2023-01-25; E-R: First Pay: 2021-10-25; Redemption: 2023-01-25; F-R: First Pay: 2021-10-25; Redemption: 2023-01-25; Add Sub: First Pay: 2021-10-25; Redemption: 2023-01-25;
Deal Comments
Reset. Non Call Period: 2.00
Risk Retention
Retain horizontal interest under EU risk retention
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Jan 25, 2026
Reset
Yes