Harvest CLO DAC (HARVT) XXI(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-1-REUR210.000-Aaa-AAA--Floating3mEu-763mEu+76-100.00000
A-2-REUR30.000-Aaa-AAA39.10%-FixedYLD--1.04%1.040%100.00000
B-1-REUR38.400-Aa2-AA--Floating3mEu-1603mEu+160-100.00000
B-2-REUR6.000-Aa2-AA27.80%-FixedYLD--2.00%2.000%100.00000
C-REUR28.000-A2-A20.70%-Floating3mEu-2303mEu+230-100.00000
D-REUR23.600-Baa3-BBB-14.70%-Floating3mEu-3403mEu+340-100.00000
Tranche Comments
A-1-R: First Pay: 2021-07-15; Redemption: 2022-04-22; A-2-R: First Pay: 2021-07-15; Redemption: 2022-04-22; B-1-R: First Pay: 2021-07-15; Redemption: 2022-04-22; B-2-R: First Pay: 2021-07-15; Redemption: 2022-04-22; C-R: First Pay: 2021-07-15; Redemption: 2022-04-22; D-R: First Pay: 2021-07-15; Redemption: 2022-04-22;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 15, 2023
Refinancing
Yes
WAL Test Period (YRS)
7
WAL Test Period End Date
Jun 22, 2028