Henley CLO DAC (HNLY) III(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR236.0006.20-AAAAAA41.00%-Floating3mEu-973mEu+97-100.00000
B1EUR34.0007.80-AAAA29.00%-Floating3mEu-1753mEu+175-100.00000
B2EUR14.0007.80-AAAA29.00%-FixedYLD2.05%-2.05%2.050%100.00000
CEUR28.0008.50-AA22.00%-Floating3mEu220-2302303mEu+230-100.00000
DEUR29.0009.10-BBB-BBB-14.80%-Floating3mEu320-3303303mEu+330-100.00000
EEUR20.6009.70-BB-BB-9.60%-Floating3mEu640-6506503mEu+629-98.50000
FEUR11.40010.10-B-B-6.80%-Floating3mEu940-9509023mEu+902--
SubEUR33.200--NRNR--------Retained
Deal Comments
Reset. Non Call Period: 2.00
Originator(s)
Napier Park Global Capital Ltd
Reinvestment Period (YRS)
5
Reset
Yes