Harvest CLO DAC (HARVT) XXII(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR272.250--AAAAAA--Floating3mEu-853mEu+85-100.00000
CEUR31.000--AA--Floating3mEu-2303mEu+230-100.00000
DEUR26.250--BBB-BBB---Floating3mEu-3553mEu+355-100.00000
Tranche Comments
A: First Pay: 2022-01-15; Redemption: 2023-02-02; C: First Pay: 2022-01-15; Redemption: 2023-02-02; D: First Pay: 2022-01-15; Redemption: 2023-02-02;
Deal Comments
Partial Refinancing. Non-Call Period: 1.5
Risk Retention
Retention holder intends to comply with EU risk retention by holding subordinated notes as 3rd party originator
Reinvestment Period (YRS)
3
Reinvestment Period End Date
Apr 15, 2024
Refinancing
Yes