Harvest CLO DAC (HARVT) XXV(R)

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AEUR290.9406.00-AAAAAA38.75%-Floating3mEu-953mEu+95-100.00000
B-1EUR27.5507.60-AAAA29.50%-Floating3mEu-1803mEu+180-100.00000
B-2EUR16.3907.60-AAAA29.50%-FixedYLD--2.05%2.050%100.00000
CEUR34.4408.30-AA22.25%-Floating3mEu-2403mEu+240-100.00000
DEUR34.4409.00-BBBBBB-15.00%-Floating3mEu-3453mEu+345-100.00000
EEUR26.1309.70-BB-BB-9.50%-Floating3mEu-6603mEu+632-98.00000
FEUR13.06010.20-B-B-6.75%-Floating3mEu-9403mEu+895-97.00000
ZEUR25.000--NRNR--------Retained
SubEUR40.640--NRNR--------Retained
Tranche Comments
A: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S; B-1: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S; B-2: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S; C: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S; D: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S; E: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S; F: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S; Z: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S; Sub: First Pay: 2022-04-21; Redemption: 2023-06-07; Registration: 144A/Reg S;
Deal Comments
Reset. Non Call Period: 2.00
Reset
Yes