Henley CLO DAC (HNLY) V

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR234.0006.00-AAAAAA--Floating3mEu-953mEu+95-100.00000
B-1EUR22.0007.50-AAAA--Floating3mEu-1753mEu+175-100.00000
B-2EUR25.0007.50-AAAA--FixedYLD--2.10%2.100%100.00000
CEUR32.7008.30-AA--Floating3mEu-2303mEu+230-100.00000
DEUR25.3009.00-BBB-BBB---Floating3mEu-3203mEu+320-100.00000
EEUR21.0009.70-BB-BB---Floating3mEu-6103mEu+590-98.50000
FEUR12.00010.20-B-B---Floating3mEu-9003mEu+855-97.00000
SubEUR35.200--NRNR--------Retained
Tranche Comments
A: Redemption: 2023-03-09; B-1: Redemption: 2023-03-09; B-2: Redemption: 2023-03-09; C: Redemption: 2023-03-09; D: Redemption: 2023-03-09; E: Redemption: 2023-03-09; F: Redemption: 2023-03-09; Sub: Redemption: 2023-03-09;
Deal Comments
Non Call Period: 2.00
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 25, 2026