Harvest CLO DAC (HARVT) XXVIII

ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
XEUR2.500-Aaa-AAA--Floating3mEu-503mEu+50-100.00000
A-1EUR224.500-Aaa-AAA--Floating3mEu-1103mEu+110-100.00000
A-2EUR50.000-Aaa-AAA--Fixed3mEu-1543mEu+154-100.00000
BEUR47.300-Aa2-AA--Floating3mEu-2403mEu+240-100.00000
CEUR23.900-A2-A--Floating3mEu-3403mEu+340-100.00000
DEUR30.900-Baa3-BBB--Floating3mEu-4703mEu+470-100.00000
EEUR25.600-Ba3-BB---Floating3mEu-7953mEu+733-96.00000
FEUR12.200-B3-B---Floating3mEu-10503mEu+960-94.50000
ZEUR0.625-NR-NR--------Retained
SubEUR34.400-NR-NR---------
Tranche Comments
X: First Pay: 2022-10-25; Redemption: 2023-10-12; A-1: First Pay: 2022-10-25; Redemption: 2023-10-12; A-2: First Pay: 2022-10-25; Redemption: 2023-10-12; B: First Pay: 2022-10-25; Redemption: 2023-10-12; C: First Pay: 2022-10-25; Redemption: 2023-10-12; D: First Pay: 2022-10-25; Redemption: 2023-10-12; E: First Pay: 2022-10-25; Redemption: 2023-10-12; F: First Pay: 2022-10-25; Redemption: 2023-10-12; Z: First Pay: 2022-10-25; Redemption: 2023-10-12;
Deal Comments
Non Call Period: 1.00
Risk Retention
EU - Yes; US - Yes
Reinvestment Period (YRS)
4
Reinvestment Period End Date
Oct 25, 2026
WAL Test Period (YRS)
8
WAL Test Period End Date
Oct 25, 2030