Harvest CLO DAC (HARVT) XXIV(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR248.000-Aaa-AAA38.00%-Floating3mEu-1043mEu+104-100.00000
B1EUR23.000-Aa2-AA--Floating3mEu-1703mEu+170-100.00000
B2EUR15.000-Aa2-AA28.50%-FixedYLD--2.100%2.100%100.00000
CEUR25.000-A2-A22.30%-Floating3mEu-2203mEu+220-100.00000
DEUR26.000-Baa3-BBB-15.80%-Floating3mEu-3253mEu+325-100.00000
EEUR23.000-Ba3-BB-10.00%-Floating3mEu-6403mEu+612-98.00000
FEUR11.400-B3-B-7.20%-Floating3mEu-9403mEu+887-96.50000
ZEUR250.000-NR-NR---------
SubEUR31.100-NR-NR---------
Tranche Comments
A: First Pay: 2022-01-15; Redemption: 2023-07-15; B1: First Pay: 2022-01-15; Redemption: 2023-07-15; B2: First Pay: 2022-01-15; Redemption: 2023-07-15; C: First Pay: 2022-01-15; D: First Pay: 2022-01-15; Redemption: 2023-07-15; E: First Pay: 2022-01-15; Redemption: 2023-07-15; F: First Pay: 2022-01-15; Redemption: 2023-07-15; Z: First Pay: 2022-01-15; Redemption: 2023-07-15; Sub: First Pay: 2022-01-15; Redemption: 2023-07-15;
Deal Comments
Non-Call Period: 2.0
Originator(s)
Investcorp Credit Management (ICM)
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Apr 15, 2026
Reset
Yes