Harvest CLO DAC (HARVT) XX(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AREUR246.0003.50Aaa-AAA--Floating3mEu-683mEu+68-100.00000
B1REUR12.0005.10Aa2-AA--Floating3mEu-1403mEu+140-100.00000
B2REUR30.0005.10Aa2-AA--FixedYLD--1.60%--
CREUR27.5005.80A2-A--Floating3mEu-2103mEu+210-100.00000
DREUR20.9006.20Baa3-BBB--Floating3mEu-3103mEu+310-100.00000
Tranche Comments
AR: First Pay: 2021-04-20; Redemption: 2022-04-01; B1R: First Pay: 2021-04-20; Redemption: 2022-04-01; B2R: First Pay: 2021-04-20; Redemption: 2022-04-01; CR: First Pay: 2021-04-20; Redemption: 2022-04-01; DR: First Pay: 2021-04-20; Redemption: 2022-04-01;
Deal Comments
Partial Refinancing. Non-Call Period: 1.00
Originator(s)
Investcorp Credit Management (ICM)
Risk Retention
EU: Man. originator/vertical
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Apr 20, 2023
Refinancing
Yes