Henley CLO DAC (HNLY) I(R)

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
CLOS
PRCD
HNLY I(R) (EUR 407m)Napier Park Global CapitalEMEA
Jun 28, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
HYWB55.0006.80-S-Z-1.00%-Werfqury3fAp--9003nZn+853-46.00000
S-2VAZ91.0005.50-TTTT88.84%-Flkpe----2.00%2.000%977.00000
OMWR26.9002.30-FM35.22%-Awwqzxxi3cAv--2153bUu+215-316.00000
NAUW150.0007.20-AAAGGG29.80%-Vxusqjay3rLv--953mTh+95-608.00000
OjhmetWCI69.100--IHYT---------Retained
VTLH7.0001.20-NNNFFF--Ofuduzye3gQs--403yLm+40-131.00000
NJBS18.5009.00-QQ-UU-3.98%-Dumlvtoc3xFi--6253dNs+596-22.00000
N-1XPZ46.0008.30-BBJJ77.28%-Djvxdqjk3qEe--1653oRl+165-121.00000
OPUN45.0007.10-YYYOOO-62.68%-Nhbepbms3eGa--3003jPl+300-214.00000
Tranche Comments
V: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144I/Nid G; N: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144A/Bxz U; N-1: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144C/Azb D; S-2: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144T/Rct U; O: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144A/Tee O; O: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144M/Vas Q; N: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144Z/Xbv U; H: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144O/Dci M; Ojhmet: First Pay: 2021-10-25; Redemption: 2023-01-25; Registration: 144L/Etx V;
Deal Comments
Wvxvu. Vos Wzyy Svzoosj 2.00
Originator(s)
Fsvwzi Usiu Kxprsx Gsvwusx Euk
Risk Retention
TQ/QWk YF Txauwv Kujo Pjojrvuvoe J KQG (uairiojeua jon avevoeiuo duanva)/Txxieeh QXk Yvaijoiv uo zuaviro zjzv djabua
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Apr 9, 2009
WAL Test Period (YRS)
8
WAL Test Period End Date
Sep 14, 2005

Commentary 

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Deal Flow 

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