Harvest CLO DAC (HARVT) XXVI

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR236.0005.80AaaAAA---Floating3mEu-943mEu+94-100.00000
B-1 EUR27.7507.20Aa2AA---Floating3mEu-1603mEu+160-100.00000
B-2EUR15.0007.20Aa2AA---FixedYLD--2.00%2.000%100.00000
CEUR34.5008.00A2A---Floating3mEu-2153mEu+215-100.00000
DEUR26.5008.70Baa3BBB----Floating3mEu-3253mEu+325-100.00000
EEUR19.7509.40Ba3BB----Floating3mEu-6403mEu+612-98.00000
FEUR13.2509.90B3B----Floating3mEu-9003mEu+855-97.00000
SubEUR32.700-NRNR---------Retained
Tranche Comments
A: First Pay: 2022-01-15; Redemption: 2023-01-15; B-1 : First Pay: 2022-01-15; Redemption: 2023-01-15; B-2: First Pay: 2022-01-15; Redemption: 2023-01-15; C: First Pay: 2022-01-15; Redemption: 2023-01-15; D: First Pay: 2022-01-15; Redemption: 2023-01-15; E: First Pay: 2022-01-15; Redemption: 2023-01-15; F: First Pay: 2022-01-15; Redemption: 2023-01-15; Sub: First Pay: 2022-01-15; Redemption: 2023-01-15;
Deal Comments
Non Call Period: 1.5
Reinvestment Period (YRS)
4.5
Reinvestment Period End Date
Jan 15, 2026